EX-10.10 2 y04304a5exv10w10.htm EX-10.10 exv10w10
Exhibit 10.10
SALE AND SERVICING AGREEMENT
 
 
FINANCIAL ASSET SECURITIES CORP.,
as Depositor
CENTEX HOME EQUITY COMPANY, LLC,
as Originator and Servicer
NEWCASTLE MORTGAGE SECURITIES TRUST 2006-1,
as Issuer
and
JPMORGAN CHASE BANK, N.A.,
as Indenture Trustee
 
SALE AND SERVICING AGREEMENT
Dated as of April 6, 2006
 
Mortgage Loans
Newcastle Mortgage Securities Trust 2006-1
 
 

 


 

TABLE OF CONTENTS
         
ARTICLE I
 
       
DEFINITIONS
 
       
Section 1.01.
  Definitions    
Section 1.02.
  Other Definitional Provisions.    
Section 1.03.
  Interest Calculations    
 
       
ARTICLE II
 
       
REPRESENTATIONS AND WARRANTIES
 
       
Section 2.01.
  Conveyance of Mortgage Loans.    
Section 2.02.
  Acceptance by Indenture Trustee.    
Section 2.03.
  Repurchase or Substitution of Mortgage Loans by the Originator.    
Section 2.04.
  Intentionally Omitted.    
Section 2.05.
  Representations, Warranties and Covenants of the Servicer.    
Section 2.06.
  Existence    
 
       
ARTICLE III
 
       
ADMINISTRATION AND SERVICING OF MORTGAGE LOANS
 
       
Section 3.01.
  Servicer to Act as Servicer.    
Section 3.02.
  Sub-Servicing Agreements Between Servicer and Sub-Servicers.    
Section 3.03.
  Successor Sub-Servicers.    
Section 3.04.
  Liability of the Servicer.    
Section 3.05.
  No Contractual Relationship Between Sub-Servicers, the Indenture Trustee or the Noteholders.    
Section 3.06.
  Assumption or Termination of Sub-Servicing Agreements by the Indenture Trustee.    
Section 3.07.
  Collection of Certain Mortgage Loan Payments.    
Section 3.08.
  Sub-Servicing Accounts.    
Section 3.09.
  Collection of Taxes, Assessments and Similar Items; Servicing Accounts.    
Section 3.10.
  Collection Account and Payment Account.    
Section 3.11.
  Withdrawals from the Collection Account and Payment Account.    
Section 3.12.
  Investment of Funds in the Collection Account and the Payment Account.    
Section 3.13.
  [Reserved].    
Section 3.14.
  Maintenance of Hazard Insurance and Errors and Omissions and Fidelity Coverage.    
Section 3.15.
  Enforcement of Due-On-Sale Clauses; Assumption Agreements.    
Section 3.16.
  Realization Upon Defaulted Mortgage Loans.    
Section 3.17.
  Indenture Trustee to Cooperate; Release of Mortgage Files.    
Section 3.18.
  Servicing Compensation.    
Section 3.19.
  Reports to the Indenture Trustee and Others; Collection Account Statements.    
Section 3.20.
  Statement as to Compliance.    

 


 

         
Section 3.21.
  Assessments of Compliance and Attestation Reports.    
Section 3.22.
  Access to Certain Documentation; Filing of Reports by Indenture Trustee.    
Section 3.23.
  Title, Management and Disposition of REO Property.    
Section 3.24.
  Obligations of the Servicer in Respect of Prepayment Interest Shortfalls.    
Section 3.25.
  [Reserved].    
Section 3.26.
  Obligations of the Servicer in Respect of Mortgage Rates and Monthly Payments.    
Section 3.27.
  [Reserved].    
Section 3.28.
  [Reserved].    
Section 3.29.
  Advance Facility.    
 
       
ARTICLE IV
 
       
REMITTANCE REPORTS; ADVANCES; EXCHANGE ACT REPORTING
 
       
Section 4.01.
  Remittance Reports and Advances    
Section 4.02.
  Exchange Act Reporting.    
Section 4.03.
  Swap Account.    
 
       
ARTICLE V
 
       
THE SERVICER AND THE DEPOSITOR
 
       
Section 5.01.
  Liability of the Servicer and the Depositor.    
Section 5.02.
  Merger or Consolidation of, or Assumption of the Obligations of, the Servicer or the Depositor.    
Section 5.03.
  Limitation on Liability of the Servicer and Others.    
Section 5.04.
  Servicer Not to Resign.    
Section 5.05.
  Delegation of Duties.    
Section 5.06.
  Indemnification.    
Section 5.07.
  Inspection    
 
       
ARTICLE VI
 
       
DEFAULT
 
       
Section 6.01.
  Servicer Events of Termination.    
Section 6.02.
  Indenture Trustee to Act; Appointment of Successor.    
Section 6.03.
  Waiver of Defaults.    
Section 6.04.
  Notification to Noteholders.    
Section 6.05.
  Survivability of Servicer Liabilities.    
 
       
ARTICLE VII
 
       
MISCELLANEOUS PROVISIONS
 
       
Section 7.01.
  Amendment    
Section 7.02.
  GOVERNING LAW    
Section 7.03.
  Notices    
Section 7.04.
  Severability of Provisions    
Section 7.05.
  Third-Party Beneficiaries    
Section 7.06.
  Counterparts    
Section 7.07.
  Effect of Headings and Table of Contents    
Section 7.08.
  Termination    

 


 

         
Section 7.09.
  No Petition    
Section 7.10.
  No Recourse    
Section 7.11.
  Indenture Trustee Rights    
Section 7.12.
  Compliance    
Section 7.13.
  Intention of the Parties and Interpretation    
 
       
ARTICLE VIII
 
       
DUTIES OF THE ADMINISTRATOR
 
       
Section 8.01.
  Administrative Duties.    
Section 8.02.
  Records    
Section 8.03.
  Additional Information to be Furnished    
Section 8.04.
  No Recourse to Owner Trustee    
 
       
EXHIBITS
 
       
Exhibit A
  Form of Assignment Agreement    
Exhibit B
  Mortgage Loan Schedule    
Exhibit C
  Form of Request for Release    
Exhibit D-1
  Form of Indenture Trustee’s Initial Certification    
Exhibit D-2
  Form of Indenture Trustee’s Final Certification    
Exhibit E
  Form of Lost Note Affidavit    
Exhibit F
  Form of Power of Attorney    
Exhibit G-1
  Form of Certification to Be Provided by the Servicer with Form 10-K    
Exhibit G-2
  Form of Certification to Be Provided to the Servicer by the Indenture Trustee    
Exhibit H
  Servicing Criteria    
Exhibit I
  Form 10-D, Form 8-K and Form 10-K Reporting Responsibility    

 


 

          This Sale and Servicing Agreement, dated as of April 6, 2006 (the “Agreement”), among Financial Asset Securities Corp., as Depositor (the “Depositor” ), Centex Home Equity Company, LLC, as Originator and Servicer (the “Originator” and the “Servicer”), Newcastle Mortgage Securities Trust 2006-1, as Issuer (the “Issuer”) and JPMorgan Chase Bank, N.A., as Indenture Trustee (the “Indenture Trustee”).
W I T N E S S E T H   T H A T :
          WHEREAS, pursuant to the terms of the Assignment and Recognition Agreement, the Depositor will acquire the Mortgage Loans;
          WHEREAS, the Depositor will create Newcastle Mortgage Securities Trust 2006-1, a Delaware statutory trust, and will transfer the Mortgage Loans and all of its rights under the Assignment and Recognition Agreement to the Issuer;
          WHEREAS, pursuant to the terms of an Amended and Restated Trust Agreement dated as of April 6, 2006 (the “Trust Agreement”) among the Depositor, as depositor, Wilmington Trust Company, as owner trustee (the “Owner Trustee”) and JPMorgan Chase Bank, N.A., as Certificate Registrar and Certificate Paying Agent, the Depositor will convey the Mortgage Loans to the Issuer in exchange for the Notes (as defined below);
          WHEREAS, pursuant to the terms of the Trust Agreement, the Issuer will issue and transfer to or at the direction of the Depositor, the Trust Certificates, Series 2006-1 (the “Certificates”);
          WHEREAS, pursuant to the terms of an Indenture dated as of April 6, 2006 (the “Indenture”) between the Issuer and JPMorgan Chase Bank, N.A. (the “Indenture Trustee”), the Issuer will pledge the Mortgage Loans and issue the Asset-Backed Notes Series 2006-1 Class A-1, Class A-2, Class A-3, Class A-4, Class M-1, Class M-2, Class M-3, Class M-4, Class M-5, Class M-6, Class M-7, Class M-8, Class M-9, Class M-10 and Class M-11 Notes (collectively, the “Notes”); and
          WHEREAS, pursuant to the terms of this Sale and Servicing Agreement, the Servicer will service the Mortgage Loans set forth on the Mortgage Loan Schedule attached hereto as Exhibit B directly or through one or more Sub-Servicers;
NOW, THEREFORE, in consideration of the mutual covenants herein contained, the parties hereto agree as follows:

 


 

ARTICLE I
DEFINITIONS
          Section 1.01. Definitions. For all purposes of this Sale and Servicing Agreement, except as otherwise expressly provided herein or unless the context otherwise requires, capitalized terms not otherwise defined herein shall have the meanings assigned to such terms in the Definitions contained in Appendix A to the Indenture which is incorporated by reference herein. All other capitalized terms used herein shall have the meanings specified herein.
          Section 1.02. Other Definitional Provisions.
          (a) All terms defined in this Sale and Servicing Agreement shall have the defined meanings when used in any certificate or other document made or delivered pursuant hereto unless otherwise defined therein.
          (b) As used in this Sale and Servicing Agreement and in any certificate or other document made or delivered pursuant hereto or thereto, accounting terms not defined in this Sale and Servicing Agreement or in any such certificate or other document, and accounting terms partly defined in this Sale and Servicing Agreement or in any such certificate or other document, to the extent not defined, shall have the respective meanings given to them under generally accepted accounting principles. To the extent that the definitions of accounting terms in this Sale and Servicing Agreement or in any such certificate or other document are inconsistent with the meanings of such terms under generally accepted accounting principles, the definitions contained in this Sale and Servicing Agreement or in any such certificate or other document shall control.
          (c) The words “hereof,” “herein,” “hereunder” and words of similar import when used in this Sale and Servicing Agreement shall refer to this Sale and Servicing Agreement as a whole and not to any particular provision of this Sale and Servicing Agreement; Section and Exhibit references contained in this Sale and Servicing Agreement are references to Sections and Exhibits in or to this Sale and Servicing Agreement unless otherwise specified; and the term “including” shall mean “including without limitation”.
          (d) The definitions contained in this Sale and Servicing Agreement are applicable to the singular as well as the plural forms of such terms and to the masculine as well as the feminine and neuter genders of such terms.
          (e) Any agreement, instrument or statute defined or referred to herein or in any instrument or certificate delivered in connection herewith means such agreement, instrument or statute as from time to time amended, modified or supplemented and includes (in the case of agreements or instruments) references to all attachments thereto and instruments incorporated therein; references to a Person are also to its permitted successors and assigns.
          Section 1.03. Interest Calculations. All calculations of interest hereunder that are made in respect of the Stated Principal Balance of a Mortgage Loan shall be made on the basis of a 360-day year consisting of twelve 30-day months, notwithstanding the terms of the related Mortgage Note and Mortgage.

 


 

ARTICLE II
REPRESENTATIONS AND WARRANTIES
          Section 2.01. Conveyance of Mortgage Loans.
          The Depositor, concurrently with the execution and delivery hereof, does hereby transfer, assign, set over and otherwise convey in trust to the Issuer without recourse for the benefit of the Noteholders all the right, title and interest of the Depositor, including any security interest therein for the benefit of the Depositor, in and to (i) each Mortgage Loan identified on the Mortgage Loan Schedule, including the related Cut-off Date Principal Balance, all interest accruing thereon on and after the Cut-off Date and all collections in respect of interest and principal due after the Cut-off Date; (ii) property which secured each such Mortgage Loan and which has been acquired by foreclosure or deed in lieu of foreclosure; (iii) its interest in any insurance policies in respect of the Mortgage Loans; (iv) the rights of the Depositor under the Master Agreement (as assigned to the Depositor pursuant to the terms of the Assignment Agreement); (v) all other assets included or to be included in the Trust Fund; and (vi) all proceeds of any of the foregoing. Such assignment includes all interest and principal due and collected by the Depositor or the Servicer after the Cut-off Date with respect to the Mortgage Loans.
          In connection with such transfer and assignment, the Depositor, does hereby deliver to and deposit with the Indenture Trustee, or the Custodian, the following documents or instruments with respect to each Original Mortgage Loan so transferred and assigned, the following documents or instruments (with respect to each Mortgage Loan, a “Mortgage File”):
          (i) the original Mortgage Note, endorsed either (A) in blank or (B) in the following form: “Pay to the order of JPMorgan Chase Bank, N.A., as Indenture Trustee, without recourse” or with respect to any lost Mortgage Note, an original Lost Note Affidavit stating that the original mortgage note was lost, misplaced or destroyed, together with a copy of the related mortgage note; provided, however, that such substitutions of Lost Note Affidavits for original Mortgage Notes may occur only with respect to Mortgage Loans, the aggregate Cut-off Date Principal Balance of which is less than or equal to 1.00% of the Pool Balance as of the Cut-off Date;
          (ii) the original Mortgage (noting the presence of the MIN of the Mortgage Loan and language indicating that the Mortgage Loan is a MOM Loan if the Mortgage Loan is a MOM Loan), with evidence of recording thereon, and the original recorded power of attorney, if the Mortgage was executed pursuant to a power of attorney, with evidence of recording thereon or, if such Mortgage or power of attorney has been submitted for recording but has not been returned from the applicable public recording office, has been lost or is not otherwise available, a copy of such Mortgage or power of attorney, as the case may be, certified to be a true and complete copy of the original submitted for recording;
          (iii) unless the Mortgage Loan is registered on the MERS® System, an original Assignment, in form and substance acceptable for recording. The Mortgage shall be assigned either (A) in blank or (B) to “JPMorgan Chase Bank, N.A. as Indenture Trustee, without recourse”;
          (iv) an original of any intervening assignment of Mortgage showing a complete chain of assignments (or to MERS if the Mortgage Loan is registered on the MERS® System and noting the presence of MIN);
          (v) the original or a certified copy of lender’s title insurance policy; and
          (vi) the original or copies of each assumption, modification, written assurance or substitution agreement, if any.
          The Depositor herewith also delivers to the Indenture Trustee an executed copy of the Assignment

 


 

          Agreement and the Master Agreement.
          If any of the documents referred to in Section 2.01(ii), (iii) or (iv) above has as of the Closing Date been submitted for recording but either (x) has not been returned from the applicable public recording office or (y) has been lost or such public recording office has retained the original of such document, the obligations of the Depositor to deliver such documents shall be deemed to be satisfied upon (1) delivery to the Indenture Trustee or the Custodian no later than the Closing Date, of a copy of each such document certified by the Originator in the case of (x) above or the applicable public recording office in the case of (y) above to be a true and complete copy of the original that was submitted for recording and (2) if such copy is certified by the Originator, delivery to the Indenture Trustee or the Custodian, promptly upon receipt thereof of either the original or a copy of such document certified by the applicable public recording office to be a true and complete copy of the original. If the original lender’s title insurance policy, or a certified copy thereof, was not delivered pursuant to Section 2.01(v) above, the Depositor shall deliver or cause to be delivered to the Indenture Trustee or the Custodian, the original or a copy of a written commitment or interim binder or preliminary report of title issued by the title insurance or escrow company, with the original or a certified copy thereof to be delivered to the Indenture Trustee or the Custodian, promptly upon receipt thereof. The Servicer or the Depositor shall deliver or cause to be delivered to the Indenture Trustee or the Custodian promptly upon receipt thereof any other documents constituting a part of a Mortgage File received with respect to any Mortgage Loan, including, but not limited to, any original documents evidencing an assumption or modification of any Mortgage Loan.
          Upon discovery or receipt of notice of any materially defective document in, or that a document is missing from, a Mortgage File, the Indenture Trustee shall promptly notify the Originator of such defect or missing document and request that the Originator deliver such missing document or cure such defect within 90 days from the date the Originator was notified of such missing document or defect, and if the Originator does not deliver such missing document or cure such defect in all material respects during such period, the Indenture Trustee shall notify the Originator of its obligation to repurchase such Mortgage Loan from the Trust at the Purchase Price on or prior to the Determination Date following the expiration of such 90 day period (subject to Section 2.03(e)); provided that, in connection with any such breach that could not reasonably have been cured within such 90 day period, if the Originator has commenced to cure such breach within such 90 day period, the Originator shall be permitted to proceed thereafter diligently and expeditiously to cure the same within the additional period provided under the Assignment Agreement.
          Except with respect to any Mortgage Loan for which MERS is identified on the Mortgage, the Indenture Trustee shall enforce the obligations of the Originator under the Master Agreement to cause the Assignments which were delivered in blank to be completed and to record all Assignments referred to in Section 2.01(iii) hereof and, to the extent necessary, in Section 2.01(iv) hereof. The Indenture Trustee shall enforce the obligations of the Originator under the Master Agreement to deliver such assignments for recording within 180 days of the Closing Date. In the event that any such Assignment is lost or returned unrecorded because of a defect therein, the Indenture Trustee shall enforce the obligations of the Originator under the Master Agreement to promptly have a substitute Assignment prepared or have such defect cured, as the case may be, and thereafter cause each such Assignment to be duly recorded.
          Notwithstanding the foregoing, for administrative convenience and facilitation of servicing and to reduce closing costs, the Assignments of Mortgage shall not be required to be submitted for recording (except with respect to any Mortgage Loan located in Maryland) unless the Indenture Trustee and the Depositor receive written notice that such failure to record would result in a withdrawal or a downgrading by any Rating Agency of the rating on any Class of Notes; provided, however, each Assignment, except with respect to any Mortgage Loan for which MERS is identified on the Mortgage, shall be submitted for recording by the Originator in the manner described above, at no expense to the Trust or Indenture Trustee, upon the earliest to occur of: (i) reasonable direction by the Holders of 25% of the aggregate Note Balance of the Notes, (ii) the occurrence of a Servicer Event of Termination, (iii) the occurrence of a bankruptcy, insolvency or foreclosure relating to the Seller and (iv) the occurrence of a servicing transfer as described in Section 6.02 hereof. In addition to the foregoing, the Servicer shall cause each Assignment of Mortgage to be recorded in accordance with customary servicing practices in order to convey, upon foreclosure, the title of any Mortgaged Property to the Trust as set forth in Section 3.23 hereof. In the event of (i) through (iv) set forth above, the Indenture Trustee shall enforce the obligations of the Originator to deliver such Assignments for recording as provided above, promptly and in any event within 30 days following receipt of notice by the Originator from the Indenture Trustee. Notwithstanding the foregoing, if the Originator fails to pay the cost of recording the

 


 

          Assignments, such expense will be paid by the Indenture Trustee and the Indenture Trustee shall be reimbursed for such expenses by the Trust.
          In connection with the assignment of any Mortgage Loan registered on the MERS® System, the Depositor further agrees that it will cause, within 30 Business Days after the Closing Date, the MERS® System to indicate that such Mortgage Loans have been assigned by the Depositor to the Indenture Trustee in accordance with this Sale and Servicing Agreement for the benefit of the Noteholders by including (or deleting, in the case of Mortgage Loans which are repurchased in accordance with this Agreement) in such computer files (a) the code in the field which identifies the specific Indenture Trustee and (b) the code in the field “Pool Field” which identifies the series of the Notes issued in connection with such Mortgage Loans. The Depositor further agrees that it will not, and will not permit the Servicer to, and the Servicer agrees that it will not, alter the codes referenced in this paragraph with respect to any Mortgage Loan during the term of this Agreement unless and until such Mortgage Loan is repurchased in accordance with the terms of this Agreement.
          The Servicer shall forward to the Custodian original documents evidencing an assumption, modification, consolidation or extension of any Mortgage Loan entered into in accordance with this Agreement within two weeks of their execution; provided, however, that the Servicer shall provide the Custodian with a certified true copy of any such document submitted for recordation within two weeks of its execution, and shall provide the original of any document submitted for recordation or a copy of such document certified by the appropriate public recording office to be a true and complete copy of the original within 365 days of its submission for recordation. In the event that the Servicer cannot provide a copy of such document certified by the public recording office within such 365 day period, the Servicer shall deliver to the Custodian, within such 365 day period, an Officers’ Certificate of the Servicer which shall (A) identify the recorded document, (B) state that the recorded document has not been delivered to the Custodian due solely to a delay caused by the public recording office, (C) state the amount of time generally required by the applicable recording office to record and return a document submitted for recordation, if known and (D) specify the date the applicable recorded document is expected to be delivered to the Custodian, and, upon receipt of a copy of such document certified by the public recording office, the Servicer shall immediately deliver such document to the Custodian. In the event the appropriate public recording office will not certify as to the accuracy of such document, the Servicer shall deliver a copy of such document certified by an officer of the Servicer to be a true and complete copy of the original to the Custodian.
          Section 2.02. Acceptance by Indenture Trustee.
          Subject to the provisions of Section 2.01 and subject to the review described below and any exceptions noted on the exception report described in the next paragraph below, the Indenture Trustee acknowledges receipt of the documents referred to in Section 2.01 above and declares that it holds and will hold such documents and the other documents delivered to it constituting a Mortgage File, and that it holds or will hold all such assets and such other assets included in the definition of “Trust Estate” in trust for the exclusive use and benefit of all present and future Noteholders.
          The Indenture Trustee agrees, for the benefit of the Noteholders, to review (or to cause the Custodian to review) each Mortgage File no later than the Closing Date (or, with respect to any document delivered after the Closing Date, within 45 days of receipt and with respect to any Qualified Substitute Mortgage Loan, within 45 days after the assignment thereof). The Indenture Trustee further agrees, for the benefit of the Noteholders, to certify or cause the Custodian to certify to the Depositor and the Servicer in substantially the form attached hereto as Exhibit D-1, on the Closing Date (or, with respect to any document delivered after the Closing Date, within 45 days of receipt and with respect to any Qualified Substitute Mortgage Loan, within 45 days after the assignment thereof) that, as to each Mortgage Loan listed in the Mortgage Loan Schedule (other than any Mortgage Loan paid in full or any Mortgage Loan specifically identified in the exception report annexed thereto as not being covered by such certification), (i) all documents required to be delivered to it pursuant Section 2.01 (other than Section 2.01(vi)) of this Agreement and if actually delivered to it, the documents required to be delivered to it pursuant to Section 2.01(vi) of this Agreement are in its possession, (ii) such documents have been reviewed by it and appear regular on their face and relate to such Mortgage Loan and (iii) based on its examination of the foregoing documents, the information set forth in the Mortgage Loan Schedule that corresponds to items (i), (iii), (x), (xi), (xii), (xviii), (xxiv) and (xxv), but only as to Gross Margin, Maximum Mortgage Rate and Periodic Rate Cap) of the Mortgage Loan Schedule accurately reflects information set forth in the Mortgage File. It is herein acknowledged that, in conducting such review, the Indenture Trustee (or the Custodian, as applicable) is under no duty or obligation to inspect, review or examine

 


 

          any such documents, instruments, certificates or other papers to determine that they are recordable or genuine, legally enforceable, valid or binding or appropriate for the represented purpose or that they have actually been recorded or that they are other than what they purport to be on their face.
          No later than the first anniversary date of this Agreement, or the following Business Day if such first anniversary date is not a Business Day, the Indenture Trustee shall deliver (or cause the Custodian to deliver) to the Depositor and the Servicer a final certification in the form annexed hereto as Exhibit D-2, with any applicable exceptions noted on the exception report attached thereto.
          If in the process of reviewing the Mortgage Files and making or preparing, as the case may be, the certifications referred to above, the Indenture Trustee (or the Custodian, as applicable) finds any document or documents constituting a part of a Mortgage File to be missing or defective in any material respect, at the conclusion of its review the Indenture Trustee shall so notify the Originator, the Depositor, the Sponsor and the Servicer, such notification to be in the form of an exception report. In addition, upon the discovery by the Depositor or the Servicer (or upon receipt by a Responsible Officer of the Indenture Trustee of written notification of such breach) of a breach of any of the representations and warranties made by the Originator in the Master Agreement in respect of any Mortgage Loan which materially adversely affects such Mortgage Loan or the interests of the related Noteholders in such Mortgage Loan, the party discovering such breach shall give prompt written notice to the other parties to this Agreement.
          The Depositor and the Issuer intend that the assignment and transfer herein contemplated constitute a sale of the Mortgage Loans, the related Mortgage Notes and the related documents, conveying good title thereto free and clear of any liens and encumbrances, from the Depositor to the Issuer in trust for the benefit of the Noteholders and that such property not be part of the Depositor’s estate or property of the Depositor in the event of any insolvency by the Depositor. In the event that such conveyance is deemed to be, or to be made as security for, a loan, the parties intend that the Depositor shall be deemed to have granted and does hereby grant to the Issuer a first priority perfected security interest in all of the Depositor’s right, title and interest in and to the Mortgage Loans, the related Mortgage Notes and the related documents, and that this Agreement shall constitute a security agreement under applicable law.
          Section 2.03. Repurchase or Substitution of Mortgage Loans by the Originator.
          (a) Upon discovery or receipt of written notice of any materially defective document in, or that a document is missing from, a Mortgage File or of the breach by the Originator of any representation, warranty or covenant under the Master Agreement in respect of any Mortgage Loan which materially adversely affects the value of such Mortgage Loan or the interest therein of the Noteholders, the Indenture Trustee shall promptly notify the Originator of such defect, missing document or breach and request that the Originator deliver such missing document or cure such defect or that the Originator cure such breach within 90 days from the date the Originator was notified of such missing document, defect or breach, and if the Originator does not deliver such missing document or cure such defect or if the Originator does not cure such breach in all material respects during such period, the Indenture Trustee shall notify the Originator of its obligation to repurchase such Mortgage Loan from the Trust at the Purchase Price on or prior to the Determination Date following the expiration of such 90 day period (subject to Section 2.03(e)); provided that, in connection with any such breach that could not reasonably have been cured within such 90 day period, if the Originator has commenced to cure such breach within such 90 day period, the Originator shall be permitted to proceed thereafter diligently and expeditiously to cure the same within the additional period provided under the Assignment Agreement. Notwithstanding the foregoing, to the extent of a breach by the Originator of any representation, warranty or covenant under the Assignment Agreement in respect of any Mortgage Loan which materially adversely affects the value of such Mortgage Loan or the interest therein of the Noteholders, the Indenture Trustee shall first request that the Originator cure such breach or repurchase such Mortgage Loan and if the Originator fails to cure such breach or repurchase such Mortgage Loan within 60 days of receipt of such request from the Indenture Trustee, the Indenture Trustee shall then request that the Seller cure such breach or repurchase such Mortgage Loan.
          The Purchase Price for the repurchased Mortgage Loan shall be remitted to the Servicer for deposit in the Collection Account, and the Indenture Trustee, upon receipt of written certification from the Servicer of such deposit, shall release (or cause the Custodian to release) to the Originator the related Mortgage File and shall execute and deliver such instruments of transfer or assignment, in each case without recourse, representation or warranty, as the Originator shall

 


 

           furnish to it and as shall be necessary to vest in the Originator any Mortgage Loan released pursuant hereto and the Indenture Trustee and the Custodian shall have no further responsibility with regard to such Mortgage File (it being understood that neither the Indenture Trustee nor the Custodian shall have any responsibility for determining the sufficiency of such assignment for its intended purpose). In lieu of repurchasing any such Mortgage Loan as provided above, the Originator may cause such Mortgage Loan to be removed from the Trust (in which case it shall become a Deleted Mortgage Loan) and substitute one or more Qualified Substitute Mortgage Loans in the manner and subject to the limitations set forth in Section 2.03(d); provided, however, the Originator may not substitute for any Mortgage Loan which breaches a representation or warranty regarding abusive or predatory lending laws. It is understood and agreed that the obligation of the Originator to cure or to repurchase (or to substitute for) any Mortgage Loan as to which a document is missing, a material defect in a constituent document exists or as to which such a breach has occurred and is continuing shall constitute the sole remedy (other than any indemnification obligation of the Originator pursuant to the Master Agreement) against the Originator respecting such omission, defect or breach available to the Indenture Trustee on behalf of the Noteholders.
          (b) Within 90 days of the earlier of discovery by the Servicer or receipt of notice by the Servicer of the breach of any representation, warranty or covenant of the Servicer set forth in Section 2.05 which materially and adversely affects the interests of the Noteholders in any Mortgage Loan, the Servicer shall cure such breach in all material respects.
          (c) As to any Deleted Mortgage Loan for which the Originator substitutes a Qualified Substitute Mortgage Loan or Loans, such substitution shall be effected by the Originator delivering to the Indenture Trustee, for such Qualified Substitute Mortgage Loan or Loans, the Mortgage Note, the Mortgage and the Assignment to the Indenture Trustee, and such other documents and agreements, with all necessary endorsements thereon, as are required by Section 2.01, together with an Officers’ Certificate providing that each such Qualified Substitute Mortgage Loan satisfies the definition thereof and specifying the Substitution Adjustment (as described below), if any, in connection with such substitution. The Indenture Trustee (or the Custodian on its behalf) shall acknowledge receipt for such Qualified Substitute Mortgage Loan or Loans and, within 45 days thereafter, shall review such documents as specified in Section 2.02 and deliver to the Depositor, the Sponsor and the Servicer, with respect to such Qualified Substitute Mortgage Loan or Loans, a certification substantially in the form attached hereto as Exhibit D-1, with any applicable exceptions noted thereon. Within one year of the date of substitution, the Indenture Trustee (or the Custodian on its behalf) shall deliver to the Depositor, the Sponsor and the Servicer a certification substantially in the form of Exhibit D-2 hereto with respect to such Qualified Substitute Mortgage Loan or Loans, with any applicable exceptions noted thereon. Monthly Payments due with respect to Qualified Substitute Mortgage Loans in the month of substitution are not part of the Trust and will be retained by the Originator. For the month of substitution, payments to Noteholders will reflect the collections and recoveries in respect of such Deleted Mortgage Loan in the Due Period preceding the month of substitution and the Originator shall thereafter be entitled to retain all amounts subsequently received in respect of such Deleted Mortgage Loan. The Originator shall give or cause to be given written notice to the Indenture Trustee, who shall forward such notice to the Noteholders, that such substitution has taken place, shall amend the Mortgage Loan Schedule to reflect the removal of such Deleted Mortgage Loan from the terms of this Agreement and the substitution of the Qualified Substitute Mortgage Loan or Loans and shall deliver a copy of such amended Mortgage Loan Schedule to the Indenture Trustee, the Servicer and the Custodian. Upon such substitution by the Originator such Qualified Substitute Mortgage Loan or Loans shall constitute part of the Mortgage Pool and shall be subject in all respects to the terms of this Agreement and the Assignment Agreement, including all applicable representations and warranties thereof included in the Assignment Agreement as of the date of substitution.
          (d) For any month in which the Originator substitutes one or more Qualified Substitute Mortgage Loans for one or more Deleted Mortgage Loans, the Servicer will determine the amount (the “Substitution Adjustment”), if any, by which the aggregate Purchase Price of all such Deleted Mortgage Loans exceeds the aggregate, as to each such Qualified Substitute Mortgage Loan, of the Stated Principal Balance thereof as of the date of substitution, together with one month’s interest on such Stated Principal Balance at the applicable Mortgage Rate. On the date of such substitution, the Originator will deliver or cause to be delivered to the Servicer for deposit in the Collection Account an amount equal to the Substitution Adjustment, if any, and the Indenture Trustee, upon receipt of the related Qualified Substitute Mortgage Loan or Loans and certification by the Servicer of such deposit, shall release (or shall cause the Custodian to release) to the Originator the related Mortgage File or Files and shall execute and deliver such instruments of transfer or assignment, in each case without recourse, representation or warranty, as the Originator shall deliver to it and as shall be necessary to vest therein any Deleted Mortgage Loan released pursuant hereto.

 


 

          Section 2.04. Intentionally Omitted.
          Section 2.05. Representations, Warranties and Covenants of the Servicer.
          The Servicer hereby represents, warrants and covenants to the Issuer and for the benefit of the Indenture Trustee, as pledgee of the Mortgage Loans and the Noteholders, and to the Depositor, that as of the Closing Date or as of such date specifically provided herein:
          (i) The Servicer is duly organized, validly existing, and in good standing under the laws of the jurisdiction of its formation and has all licenses necessary to carry on its business as now being conducted and is licensed, qualified and in good standing in the states where the Mortgaged Property is located (or is otherwise exempt under applicable law from such qualification) if the laws of such state require licensing or qualification in order to conduct business of the type conducted by the Servicer or to ensure the enforceability or validity of each Mortgage Loan; the Servicer has the power and authority to execute and deliver this Agreement and to perform in accordance herewith; the execution, delivery and performance of this Agreement (including all instruments of transfer to be delivered pursuant to this Agreement) and all documents and instruments contemplated hereby which are executed and delivered by the Servicer and the consummation of the transactions contemplated hereby have been duly and validly authorized; this Agreement and all documents and instruments contemplated hereby which are executed and delivered by the Servicer, assuming due authorization, execution and delivery by the other parties hereto, evidences the valid, binding and enforceable obligation of the Servicer, subject to applicable bankruptcy, insolvency, reorganization, moratorium or other similar laws affecting the enforcement of creditors’ rights generally; and all requisite corporate action has been taken by the Servicer to make this Agreement and all documents and instruments contemplated hereby which are executed and delivered by the Servicer valid and binding upon the Servicer in accordance with its terms;
          (ii) The consummation of the transactions contemplated by this Agreement are in the ordinary course of business of the Servicer and will not result in the material breach of any term or provision of the certificate of formation or limited liability company agreement of the Servicer or result in the breach of any term or provision of, or conflict with or constitute a default under or result in the acceleration of any obligation under, any agreement, indenture or loan or credit agreement or other instrument to which the Servicer or its property is subject, or result in the violation of any law, rule, regulation, order, judgment or decree to which the Servicer or its property is subject;
          (iii) The execution and delivery of this Agreement by the Servicer and the performance and compliance with its obligations and covenants hereunder do not require the consent or approval of any governmental authority or, if such consent or approval is required, it has been obtained;
          (iv) [Reserved];
          (v) The Servicer does not believe, nor does it have any reason or cause to believe, that it cannot perform each and every covenant contained in this Agreement;
          (vi) There is no action, suit, proceeding or investigation pending or, to its knowledge, threatened against the Servicer that, either individually or in the aggregate, (A) may result in any change in the business, operations, financial condition, properties or assets of the Servicer that might prohibit or materially and adversely affect the performance by such Servicer of its obligations under, or the validity or enforceability of, this Agreement, or (B) may result in any material impairment of the right or ability of the Servicer to carry on its business substantially as now conducted, or (C) would draw into question the validity or enforceability of this Agreement or of any action taken or to be taken in connection with the obligations of the Servicer contemplated herein, or (D) would otherwise be likely to impair materially the ability of the Servicer to perform under the terms of this Agreement;

 


 

          (vii) Neither this Agreement nor any information, certificate of an officer, statement furnished in writing or report delivered to the Indenture Trustee by the Servicer in connection with the transactions contemplated hereby contains any untrue statement of a material fact;
          (viii) The Servicer will not waive any Prepayment Charge unless it is waived in accordance with the standard set forth in Section 3.01; and
          (ix) The Servicer has accurately and fully reported, and will continue to accurately and fully report on a monthly basis, its borrower credit files for the Mortgage Loans to each of the three national credit repositories in a timely manner.
          The foregoing representations and warranties shall survive any termination of the Servicer hereunder.
          It is understood and agreed that the representations, warranties and covenants set forth in this Section 2.05 shall survive delivery of the Mortgage Files to the Indenture Trustee and shall inure to the benefit of the Indenture Trustee, the Depositor, the Noteholders and the Holders of the Certificates. Upon discovery by any of the Depositor, the Servicer or the Indenture Trustee of a breach of any of the foregoing representations, warranties and covenants which materially and adversely affects the value of any Mortgage Loan, Prepayment Charge or the interests therein of the Noteholders, the party discovering such breach shall give prompt written notice (but in no event later than two Business Days following such discovery) to the Servicer and the Indenture Trustee. Notwithstanding the foregoing, within 90 days of the earlier of discovery by the Servicer or receipt of notice by the Servicer of the breach of the representation or covenant of the Servicer set forth in Section 2.05(viii) above which materially and adversely affects the interests of the Holders of the Owner Trust Certificates in any Prepayment Charge, the Servicer must pay the amount of such waived Prepayment Charge, for the benefit of the Holders of the Owner Trust Certificates, by depositing such amount into the Collection Account. The foregoing shall not, however, limit any remedies available to the Noteholders, the Holders of the Certificates, the Depositor or the Indenture Trustee on behalf of the Noteholders and, pursuant to the Master Agreement respecting a breach of the representations, warranties and covenants of the Originator.
          Section 2.06. Existence. The Issuer will keep in full effect its existence, rights and franchises as a statutory trust under the laws of the State of Delaware (unless it becomes, or any successor Issuer hereunder is or becomes, organized under the laws of any other state or of the United States of America, in which case the Issuer will keep in full effect its existence, rights and franchises under the laws of such other jurisdiction) and will obtain and preserve its qualification to do business in each jurisdiction in which such qualification is or shall be necessary to protect the validity and enforceability of this Agreement.

 


 

ARTICLE III
ADMINISTRATION ANDSERVICING OF MORTGAGE LOANS
          Section 3.01. Servicer to Act as Servicer.
          The Servicer shall service and administer the Mortgage Loans on behalf of the Trust and in the best interests of and for the benefit of the Noteholders (as determined by the Servicer in its reasonable judgment) in accordance with the terms of this Agreement and the Mortgage Loans and, to the extent consistent with such terms, in the same manner in which it services and administers similar mortgage loans for its own portfolio, giving due consideration to customary and usual standards of practice of mortgage lenders and loan servicers administering similar mortgage loans but without regard to:
          (i) any relationship that the Servicer, any Sub-Servicer or any Affiliate of the Servicer or any Sub-Servicer may have with the related Mortgagor;
          (ii) the ownership or non-ownership of any Note by the Servicer or any Affiliate of the Servicer;
          (iii) the Servicer’s obligation to make Advances or Servicing Advances; or
          (iv) the Servicer’s or any Sub-Servicer’s right to receive compensation for its services hereunder or with respect to any particular transaction.
          To the extent consistent with the foregoing, the Servicer (a) shall seek to maximize the timely and complete recovery of principal and interest on the Mortgage Notes and (b) shall waive (or permit a Sub-Servicer to waive) a Prepayment Charge only under the following circumstances: (i) such waiver is standard and customary in servicing similar Mortgage Loans, (ii) such waiver relates to a default or a reasonably foreseeable default and would, in the reasonable judgment of the Servicer, maximize recovery of total proceeds taking into account the value of such Prepayment Charge and the related Mortgage Loan, (iii) the collection of such Prepayment Charge would be in violation of applicable laws or (iv) such waiver is in accordance with the Servicer’s internal policies. If a Prepayment Charge is waived as permitted by meeting the standard described in clause (iii) above, then the Servicer shall make commercially reasonable efforts to enforce the Indenture Trustee’s rights under the Master Agreement including the obligation of the Originator to pay the amount of such waived Prepayment Charge to the Servicer for deposit in the Collection Account for the benefit of the Holders of the Owner Trust Certificates. If the Servicer makes a good faith determination, as evidenced by an Officer’s Certificate delivered by the Servicer to the Indenture Trustee, that the Servicer’s efforts are not reasonably expected to be successful in enforcing such rights, it shall notify the Indenture Trustee of such failure, and the Indenture Trustee shall enforce the obligation of the Originator under the Master Agreement to pay to the Servicer the amount of such waived Prepayment Charge. If a Prepayment Charge is waived as permitted by meeting the standard described in clause (iv) above, then the Servicer shall deposit the amount of such waived Prepayment Charge in the Collection Account for the benefit of the Holders of the Owner Trust Certificates.
          Subject only to the above-described servicing standards and the terms of this Agreement and of the Mortgage Loans, the Servicer shall have full power and authority, acting alone or through Sub-Servicers as provided in Section 3.02, to do or cause to be done any and all things in connection with such servicing and administration which it may deem necessary or desirable. Without limiting the generality of the foregoing, the Servicer, in the name of the Trust, is hereby authorized and empowered by the Indenture Trustee when the Servicer believes it appropriate in its best judgment in accordance with the Servicing Standard, to execute and deliver, on behalf of the Trust, the Issuer, the Noteholders and the Indenture Trustee, any and all instruments of satisfaction or cancellation, or of partial or full release or discharge, and all

 


 

          other comparable instruments, with respect to the Mortgage Loans and the Mortgaged Properties and to institute foreclosure proceedings or obtain a deed-in-lieu of foreclosure so as to convert the ownership of such properties, and to hold or cause to be held title to such properties, on behalf of the Indenture Trustee and the Noteholders. The Servicer shall service and administer the Mortgage Loans in accordance with applicable state and federal law and shall provide to the Mortgagors any reports required to be provided to them thereby. The Servicer shall also comply in the performance of this Agreement with all reasonable rules and requirements of each insurer under any standard hazard insurance policy. Subject to Section 3.17, within five (5) days of the Closing Date, the Indenture Trustee shall execute and furnish to the Servicer and any Sub-Servicer any limited powers of attorney in the form of Exhibit F hereto and other documents necessary or appropriate to enable the Servicer or any Sub-Servicer to carry out their servicing and administrative duties hereunder; provided, such limited powers of attorney or other documents shall be prepared by the Servicer and submitted to the Indenture Trustee for execution. The Indenture Trustee shall not be liable for the actions by the Servicer or any Sub-Servicers under such powers of attorney and shall be indemnified by the Servicer (from its own funds without any right of reimbursement from the Collection Account), for any costs, liabilities or expenses incurred by the Indenture Trustee in connection with the use or misuse of such powers of attorney.
          The Servicer further is hereby authorized and empowered, on behalf of the Noteholders and the Indenture Trustee, in its own name or in the name of the Sub-Servicer, when the Servicer or the Sub-Servicer, as the case may be, believes it is appropriate in its best judgment to register any Mortgage Loan on the MERS® System, or cause the removal from the registration of any Mortgage Loan on the MERS® System, to execute and deliver, on behalf of the Indenture Trustee and the Noteholders or any of them, any and all instruments of assignment and other comparable instruments with respect to such assignment or re-recording of a Mortgage in the name of MERS, solely as nominee for the Indenture Trustee and its successors and assigns. Any reasonable expenses incurred in connection with the actions described in the preceding sentence or as a result of MERS discontinuing or becoming unable to continue operations in connection with the MERS® System, shall be reimbursable to the Servicer by withdrawal from the Collection Account pursuant to Section 3.11.
          Subject to Section 3.09 hereof, in accordance with the standards of the preceding paragraph, the Servicer, on escrowed accounts, shall advance or cause to be advanced funds as necessary for the purpose of effecting the payment of taxes and assessments on the Mortgaged Properties, which advances shall be Servicing Advances reimbursable in the first instance from related collections from the Mortgagors pursuant to Section 3.09, and further as provided in Section 3.11. Any cost incurred by the Servicer or by Sub-Servicers in effecting the payment of taxes and assessments on a Mortgaged Property shall not, for the purpose of calculating payments to Noteholders, be added to the unpaid Stated Principal Balance of the related Mortgage Loan, notwithstanding that the terms of such Mortgage Loan so permit.
          Notwithstanding anything in this Agreement to the contrary, the Servicer may not make any future advances with respect to a Mortgage Loan (except as provided in Section 4.01) and the Servicer shall not permit any modification with respect to any Mortgage Loan that would change the Mortgage Rate, reduce or increase the Stated Principal Balance (except for reductions resulting from actual payments of principal) or change the final maturity date on such Mortgage Loan, (unless, in any such case, as provided in Section 3.07, the Mortgagor is in default with respect to the Mortgage Loan or such default is, in the judgment of the Servicer, reasonably foreseeable). In addition, neither the Servicer nor the Indenture Trustee shall, under any circumstance, be permitted to sell any Mortgage Loan (other than with respect to the exercise of an optional purchase pursuant to Section 3.16(c) hereof or an optional redemption pursuant to Section 8.07 of the Indenture).
          Section 3.02. Sub-Servicing Agreements Between Servicer and Sub-Servicers.
          (a) The Servicer may enter into Sub-Servicing Agreements with Sub-Servicers, which may be Affiliates of the Servicer, for the servicing and administration of the Mortgage Loans; provided, however, such sub-servicing arrangement and the terms of the related Sub-Servicing Agreement must provide for the servicing of the Mortgage Loans in a manner consistent with the servicing arrangement contemplated hereunder and in accordance with the Servicing Standard. The Indenture Trustee is hereby authorized to acknowledge, at the request of the Servicer, any Sub-Servicing Agreement. No such acknowledgment shall be deemed to imply that the Indenture Trustee has consented to any such Sub-Servicing Agreement, has passed upon whether such Sub-Servicing Agreement meets the requirements applicable to Sub-Servicing Agreements set forth in this Agreement or has passed upon whether such Sub-Servicing Agreement is otherwise permitted

 


 

          under this Agreement.
          Each Sub-Servicer shall be (i) authorized to transact business in the state or states where the related Mortgaged Properties it is to service are situated, if and to the extent required by applicable law to enable the Sub-Servicer to perform its obligations hereunder and under the Sub-Servicing Agreement and (ii) a Freddie Mac or Fannie Mae approved mortgage servicer. Each Sub-Servicing Agreement must impose on the Sub-Servicer requirements conforming to the provisions set forth in Section 3.08 and provide for servicing of the Mortgage Loans consistent with the terms of this Agreement. The Servicer will examine each Sub-Servicing Agreement and will be familiar with the terms thereof. The terms of any Sub-Servicing Agreement will not be inconsistent with any of the provisions of this Agreement. Any variation in any Sub-Servicing Agreements from the provisions set forth in Section 3.08 relating to insurance or priority requirements of Sub-Servicing Accounts, or credits and charges to the Sub-Servicing Accounts or the timing and amount of remittances by the Sub-Servicers to the Servicer, are conclusively deemed to be inconsistent with this Agreement and therefore prohibited. The Servicer shall deliver to the Indenture Trustee copies of all Sub-Servicing Agreements, and any amendments or modifications thereof, promptly upon the Servicer’s execution and delivery of such instruments.
          (b) As part of its servicing activities hereunder, the Servicer, for the benefit of the Indenture Trustee and the Noteholders, shall enforce the obligations of each Sub-Servicer under the related Sub-Servicing Agreement, including, without limitation, any obligation to make advances in respect of delinquent payments as required by a Sub-Servicing Agreement. Such enforcement, including, without limitation, the legal prosecution of claims, termination of Sub-Servicing Agreements, and the pursuit of other appropriate remedies, shall be in such form and carried out to such an extent and at such time as the Servicer, in its good faith business judgment, would require were it the owner of the related Mortgage Loans. The Servicer shall pay the costs of such enforcement at its own expense, and shall be reimbursed therefor only (i) from a general recovery resulting from such enforcement, to the extent, if any, that such recovery exceeds all amounts due in respect of the related Mortgage Loans, or (ii) from a specific recovery of costs, expenses or attorneys’ fees against the party against whom such enforcement is directed.
          Section 3.03. Successor Sub-Servicers.
          The Servicer shall be entitled to terminate any Sub-Servicing Agreement and the rights and obligations of any Sub-Servicer pursuant to any Sub-Servicing Agreement in accordance with the terms and conditions of such Sub-Servicing Agreement. In the event of termination of any Sub-Servicer, all servicing obligations of such Sub-Servicer shall be assumed simultaneously by the Servicer without any act or deed on the part of such Sub-Servicer or the Servicer, and the Servicer either shall service directly the related Mortgage Loans or shall enter into a Sub-Servicing Agreement with a successor Sub-Servicer which qualifies under Section 3.02.
          Any Sub-Servicing Agreement shall include the provision that such agreement may be immediately terminated by the Servicer or the Indenture Trustee (if the Indenture Trustee is acting as Servicer) without fee, in accordance with the terms of this Agreement, in the event that the Servicer (or the Indenture Trustee, if such party is then acting as Servicer) shall, for any reason, no longer be the Servicer (including termination due to a Servicer Event of Termination).
          Section 3.04. Liability of the Servicer.
          Notwithstanding any Sub-Servicing Agreement or the provisions of this Agreement relating to agreements or arrangements between the Servicer and a Sub-Servicer or reference to actions taken through a Sub-Servicer or otherwise, the Servicer shall remain obligated and primarily liable to the Indenture Trustee and the Noteholders for the servicing and administering of the Mortgage Loans in accordance with the provisions of Section 3.01 without diminution of such obligation or liability by virtue of such Sub-Servicing Agreements or arrangements or by virtue of indemnification from the Sub-Servicer and to the same extent and under the same terms and conditions as if the Servicer alone were servicing and administering the Mortgage Loans. The Servicer shall be entitled to enter into any agreement with a Sub-Servicer for indemnification of the Servicer by such Sub-Servicer and nothing contained in this Agreement shall be deemed to limit or modify such indemnification.

 


 

          Section 3.05. No Contractual Relationship Between Sub-Servicers, the Indenture Trustee or the Noteholders.
          Any Sub-Servicing Agreement that may be entered into and any transactions or services relating to the Mortgage Loans involving a Sub-Servicer in its capacity as such shall be deemed to be between the Sub-Servicer and the Servicer alone, and the Indenture Trustee or Noteholders shall not be deemed parties thereto and shall have no claims, rights, obligations, duties or liabilities with respect to the Sub-Servicer except as set forth in Section 3.06. The Servicer shall be solely liable for all fees owed by it to any Sub-Servicer, irrespective of whether the Servicer’s compensation pursuant to this Agreement is sufficient to pay such fees.
          Section 3.06. Assumption or Termination of Sub-Servicing Agreements by the Indenture Trustee.
          In the event the Servicer shall for any reason no longer be the servicer (including by reason of the occurrence of a Servicer Event of Termination), the Indenture Trustee, pursuant to its duties under Section 6.02, shall thereupon assume all of the rights and obligations of the Servicer under each Sub-Servicing Agreement that the Servicer may have entered into, unless the Indenture Trustee elects to terminate any Sub-Servicing Agreement in accordance with its terms as provided in Section 3.03. Upon such assumption, the Indenture Trustee (or the successor servicer appointed pursuant to Section 6.02) shall be deemed, subject to Section 3.03, to have assumed all of the departing Servicer’s interest therein and to have replaced the departing Servicer as a party to each Sub-Servicing Agreement to the same extent as if each Sub-Servicing Agreement had been assigned to the assuming party, except that (i) the departing Servicer shall not thereby be relieved of any liability or obligations under any Sub-Servicing Agreement that arose before it ceased to be the Servicer and (ii) neither the Indenture Trustee nor any successor Servicer shall be deemed to have assumed any liability or obligation of the Servicer that arose before it ceased to be the Servicer.
          The Servicer at its expense shall, upon request of the Indenture Trustee, deliver to the assuming party all documents and records relating to each Sub-Servicing Agreement and the Mortgage Loans then being serviced and an accounting of amounts collected and held by or on behalf of it, and otherwise use its best efforts to effect the orderly and efficient transfer of the Sub-Servicing Agreements to the assuming party. All Servicing Transfer Costs shall be paid by the predecessor Servicer upon presentation of reasonable documentation of such costs, and if such predecessor Servicer defaults in its obligation to pay such costs, such costs shall be paid by the successor Servicer or the Indenture Trustee (in which case the successor Servicer or the Indenture Trustee, as applicable, shall be entitled to reimbursement therefor from the assets of the Trust).
          Section 3.07. Collection of Certain Mortgage Loan Payments.
          The Servicer shall make reasonable efforts, in accordance with the Servicing Standard, to collect all payments called for under the terms and provisions of the Mortgage Loans and the provisions of any applicable insurance policies provided to the Servicer. Consistent with the foregoing, the Servicer may in its discretion (i) waive any late payment charge or, if applicable, any penalty interest, or any provisions of any Mortgage Loan requiring the related Mortgagor to submit to mandatory arbitration with respect to disputes arising thereunder or (ii) extend the due dates for the Monthly Payments due on a Mortgage Note for a period of not greater than 180 days; provided, however, that any extension pursuant to clause (ii) above shall not affect the amortization schedule of any Mortgage Loan for purposes of any computation hereunder, except as provided below. In the event of any such arrangement pursuant to clause (ii) above, the Servicer shall make timely Advances on such Mortgage Loan during such extension pursuant to Section 4.01 and in accordance with the amortization schedule of such Mortgage Loan without modification thereof by reason of such arrangement. Notwithstanding the foregoing, in the event that any Mortgage Loan is in default or, in the judgment of the Servicer, such default is reasonably foreseeable, the Servicer, consistent with the standards set forth in Section 3.01, may also waive, modify or vary any term of such Mortgage Loan (including modifications that would change the Mortgage Rate, forgive the payment of principal or interest or extend the final maturity date of such Mortgage Loan), accept payment from the related Mortgagor of an amount less than the Stated Principal Balance in final satisfaction of such Mortgage Loan, or consent to the postponement of strict compliance with any such term or otherwise grant indulgence to any Mortgagor (any and all such waivers, modifications, variances, forgiveness of principal or interest, postponements, or indulgences collectively referred to herein as “forbearance”). The Servicer’s analysis supporting any forbearance and the conclusion that any forbearance meets the

 


 

          standards of Section 3.01 shall be reflected in writing in the Mortgage File.
          Section 3.08. Sub-Servicing Accounts.
          In those cases where a Sub-Servicer is servicing a Mortgage Loan pursuant to a Sub- Servicing Agreement, the Sub-Servicer will be required to establish and maintain one or more accounts (collectively, the “Sub-Servicing Account”). The Sub-Servicing Account shall be an Eligible Account and shall comply with all requirements of this Agreement relating to the Collection Account. The Sub-Servicer shall deposit in the clearing account in which it customarily deposits payments and collections on mortgage loans in connection with its mortgage loan servicing activities on a daily basis, and in no event more than one Business Day after the Sub-Servicer’s receipt thereof, all proceeds of Mortgage Loans received by the Sub-Servicer less its servicing compensation to the extent permitted by the Sub-Servicing Agreement, and shall thereafter deposit such amounts in the Sub-Servicing Account, in no event more than two Business Days after the receipt of such amounts. The Sub-Servicer shall thereafter deposit such proceeds in the Collection Account or remit such proceeds to the Servicer for deposit in the Collection Account not later than two Business Days after the deposit of such amounts in the Sub-Servicing Account. For purposes of this Agreement, the Servicer shall be deemed to have received payments on the Mortgage Loans when the Sub-Servicer receives such payments.
          Section 3.09. Collection of Taxes, Assessments and Similar Items; Servicing Accounts.
          To the extent required by the related Mortgage Note, the Servicer shall establish and maintain, or cause to be established and maintained, one or more accounts (the “Escrow Accounts”), into which all Escrow Payments shall be deposited and retained. Escrow Accounts shall be Eligible Accounts. The Servicer shall deposit in the clearing account in which it customarily deposits payments and collections on mortgage loans in connection with its mortgage loan servicing activities, all Escrow Payments collected on account of the Mortgage Loans and shall deposit in the Escrow Accounts, in no event more than two Business Days after the receipt of such Escrow Payments, all Escrow Payments collected on account of the Mortgage Loans for the purpose of effecting the payment of any such items as required under the terms of this Agreement. Withdrawals of amounts from an Escrow Account may be made only to (i) effect payment of taxes, assessments, hazard insurance premiums, and comparable items in a manner and at a time that assures that the lien priority of the Mortgage is not jeopardized (or, with respect to the payment of taxes, in a manner and at a time that avoids the loss of the Mortgaged Property due to a tax sale or the foreclosure as a result of a tax lien); (ii) reimburse the Servicer (or a Sub-Servicer to the extent provided in the related Sub-Servicing Agreement) out of related collections for any Servicing Advances made pursuant to Section 3.01 (with respect to taxes and assessments) and Section 3.14 (with respect to hazard insurance); (iii) refund to Mortgagors any sums as may be determined to be overages; (iv) pay interest, if required and as described below, to Mortgagors on balances in the Escrow Account; or (v) clear and terminate the Escrow Account at the termination of the Servicer’s obligations and responsibilities in respect of the Mortgage Loans under this Agreement in accordance with Section 8.07 of the Indenture. In the event the Servicer shall deposit in a Escrow Account any amount not required to be deposited therein, it may at any time withdraw such amount from such Escrow Account, any provision herein to the contrary notwithstanding. The Servicer will be responsible for the administration of the Escrow Accounts and will be obligated to make Servicing Advances to such accounts when and as necessary to avoid the lapse of insurance coverage on the Mortgaged Property, or which the Servicer knows, or in the exercise of the required standard of care of the Servicer hereunder should know, is necessary to avoid the loss of the Mortgaged Property due to a tax sale or the foreclosure as a result of a tax lien. If any such payment has not been made and the Servicer receives notice of a tax lien with respect to the Mortgage being imposed, the Servicer will, within 10 Business Days of receipt of such notice, advance or cause to be advanced funds necessary to discharge such lien on the Mortgaged Property. As part of its servicing duties, the Servicer or any Sub-Servicers shall pay to the Mortgagors interest on funds in the Escrow Accounts, to the extent required by law and, to the extent that interest earned on funds in the Escrow Accounts is insufficient, to pay such interest from its or their own funds, without any reimbursement therefor. The Servicer may pay to itself any excess interest on funds in the Escrow Accounts, to the extent such action is in conformity with the Servicing Standard, is permitted by law and such amounts are not required to be paid to Mortgagors or used for any of the other purposes set forth above.
          Section 3.10. Collection Account and Payment Account.

 


 

          (a) On behalf of the Trust, the Servicer shall establish and maintain, or cause to be established and maintained, one or more accounts (such account or accounts, the “Collection Account”), held in trust for the benefit of the Trust, the Indenture Trustee and the Noteholders. On behalf of the Trust, the Servicer shall deposit or cause to be deposited in the Collection Account, in no event more than two Business Days after the Servicer’s receipt thereof, as and when received or as otherwise required hereunder, the following payments and collections received or made by it subsequent to the Cut-off Date (other than in respect of principal or interest on the Mortgage Loans due on or before the Cut-off Date) or payments (other than Principal Prepayments) received by it on or prior to the Cut-off Date but allocable to a Due Period subsequent thereto:
          (i) all payments on account of principal, including Principal Prepayments (but not Prepayment Charges), on the Mortgage Loans;
          (ii) all payments on account of interest (net of the Servicing Fee) on each Mortgage Loan;
          (iii) all Insurance Proceeds, Liquidation Proceeds, Subsequent Recoveries and condemnation proceeds (other than proceeds collected in respect of any particular REO Property and amounts paid in connection with the redemption of the Notes pursuant to Section 8.07 of the Indenture) and Subsequent Recoveries;
          (iv) any amounts required to be deposited pursuant to Section 3.12 in connection with any losses realized on Permitted Investments with respect to funds held in the Collection Account;
          (v) any amounts required to be deposited by the Servicer pursuant to the second paragraph of Section 3.14(a) in respect of any blanket policy deductibles;
          (vi) all proceeds of any Mortgage Loan repurchased or purchased in accordance with Section 2.03, Section 3.16(c) or Section 8.07 of the Indenture;
          (vii) all amounts required to be deposited in connection with Substitution Adjustments pursuant to Section 2.03; and
          (viii) all Prepayment Charges collected by the Servicer in connection with the Principal Prepayment of any of the Mortgage Loans.
          The foregoing requirements for deposit in the Collection Account shall be exclusive, it being understood and agreed that, without limiting the generality of the foregoing, payments in the nature of Servicing Fees, late payment charges, Prepayment Interest Excess, assumption fees, insufficient funds charges and ancillary income (other than Prepayment Charges) need not be deposited by the Servicer in the Collection Account and may be retained by the Servicer as additional compensation. In the event the Servicer shall deposit in the Collection Account any amount not required to be deposited therein, it may at any time withdraw such amount from the Collection Account, any provision herein to the contrary notwithstanding.
          (b) On behalf of the Trust, the Servicer shall deliver to the Indenture Trustee in immediately available funds for deposit in the Payment Account on or before 4:00 p.m. New York time on the Servicer Remittance Date, that portion of the Available Funds (calculated without regard to the references in the definition thereof to amounts that may be withdrawn from the Payment Account) for the related Payment Date then on deposit in the Collection Account, the amount of all Prepayment Charges collected during the applicable Prepayment Period by the Servicer in connection with the Principal Prepayment of any of the Mortgage Loans then on deposit in the Collection Account, the amount of any funds reimbursable to an Advancing Person pursuant to Section 3.29 (unless such amounts are to be remitted in another manner as specified in the documentation establishing the related Advance Facility).

 


 

          (c) Funds in the Collection Account may be invested in Permitted Investments in accordance with the provisions set forth in Section 3.12. The Servicer shall give notice to the Indenture Trustee of the location of the Collection Account maintained by it when established and prior to any change thereof. The Indenture Trustee shall give notice to the Servicer, the Sponsor and the Depositor of the location of the Payment Account when established and prior to any change thereof.
          (d) Funds held in the Collection Account at any time may be delivered by the Servicer to the Indenture Trustee for deposit in an account (which may be the Payment Account and must satisfy the standards for the Payment Account as set forth in the definition thereof) and for all purposes of this Agreement shall be deemed to be a part of the Collection Account; provided, however, that the Indenture Trustee shall have the sole authority to withdraw any funds held pursuant to this subsection (d). In the event the Servicer shall deliver to the Indenture Trustee for deposit in the Payment Account any amount not required to be deposited therein, it may at any time request that the Indenture Trustee withdraw such amount from the Payment Account and remit to it any such amount, any provision herein to the contrary notwithstanding. In addition, the Servicer, with respect to items (i) through (iv) below, shall deliver to the Indenture Trustee from time to time for deposit, and the Indenture Trustee, with respect to items (i) through (iv) below, shall so deposit, in the Payment Account:
          (i) any Advances, as required pursuant to Section 4.01;
          (ii) any amounts required to be deposited pursuant to Section 3.23(d) or (f) in connection with any REO Property;
          (iii) any Compensating Interest to be deposited pursuant to Section 3.24 in connection with any Prepayment Interest Shortfall; and
          (iv) any amounts required to be paid to the Indenture Trustee pursuant to the Agreement, including, but not limited to Section 3.06 and Section 6.02.
          Section 3.11. Withdrawals from the Collection Account and Payment Account.
          (a) The Servicer shall, from time to time, make withdrawals from the Collection Account for any of the following purposes or as described in Section 4.01:
          (i) to remit to the Indenture Trustee for deposit in the Payment Account the amounts required to be so remitted pursuant to Section 3.10(b) or permitted to be so remitted pursuant to the first sentence of Section 3.10(d);
          (ii) subject to Section 3.16(d), to reimburse the Servicer for (a) any unreimbursed Advances to the extent of amounts received which represent Late Collections (net of the related Servicing Fees), Liquidation Proceeds, Insurance Proceeds and Subsequent Recoveries on Mortgage Loans or REO Properties with respect to which such Advances were made in accordance with the provisions of Section 4.01; or (b) without limiting any right of withdrawal set forth in clause (vi) below, any unreimbursed Advances that, upon a Final Recovery Determination with respect to such Mortgage Loan, are Nonrecoverable Advances, but only to the extent that Late Collections (net of the related Servicing Fees), Liquidation Proceeds and Insurance Proceeds received with respect to such Mortgage Loan are insufficient to reimburse the Servicer for such unreimbursed Advances;
          (iii) subject to Section 3.16(d), to pay the Servicer or any Sub-Servicer (a) any unpaid Servicing Fees, (b) any unreimbursed Servicing Advances with respect to each Mortgage Loan, but only to the extent of any Late Collections, Liquidation Proceeds and Insurance Proceeds received with respect to such Mortgage Loan or REO Property, and (c) without limiting any right of withdrawal set forth in clause (vi) below, any Servicing Advances made with respect to a Mortgage Loan that, upon a Final Recovery Determination with respect to such

 


 

          Mortgage Loan are Nonrecoverable Advances, but only to the extent that Late Collections, Liquidation Proceeds and Insurance Proceeds received with respect to such Mortgage Loan are insufficient to reimburse the Servicer or any Sub-Servicer for Servicing Advances;
          (iv) to pay to the Servicer as additional servicing compensation (in addition to the Servicing Fee) on the Servicer Remittance Date any interest or investment income earned on funds deposited in the Collection Account;
          (v) to pay itself or the Seller with respect to each Mortgage Loan that has previously been purchased or replaced pursuant to Section 2.03 or Section 3.16(c) all amounts received thereon subsequent to the date of purchase or substitution, as the case may be;
          (vi) to reimburse the Servicer for any Advance or Servicing Advance previously made which the Servicer has determined to be a Nonrecoverable Advance in accordance with the provisions of Section 4.01;
          (vii) to pay, or to reimburse the Servicer for Servicing Advances in respect of, expenses incurred in connection with any Mortgage Loan pursuant to Section 3.16(b);
          (viii) to reimburse the Servicer for expenses incurred by or reimbursable to the Servicer pursuant to Section 5.03;
          (ix) to pay itself any Prepayment Interest Excess; and
          (x) to clear and terminate the Collection Account.
          The foregoing requirements for withdrawal from the Collection Account shall be exclusive. In the event the Servicer shall deposit in the Collection Account any amount not required to be deposited therein, it may at any time withdraw such amount from the Collection Account, any provision herein to the contrary notwithstanding.
          The Servicer shall keep and maintain separate accounting, on a Mortgage Loan by Mortgage Loan basis, for the purpose of justifying any withdrawal from the Collection Account, to the extent held by or on behalf of it, pursuant to subclauses (ii), (iii), (iv), (v), (vi) and (vii) above. The Servicer shall provide written notification to the Indenture Trustee, on or prior to the next succeeding Servicer Remittance Date, upon making any withdrawals from the Collection Account pursuant to subclause (vi) above; provided that an Officers’ Certificate in the form described under Section 4.01(d) shall suffice for such written notification to the Indenture Trustee in respect hereof.
          (b) The Indenture Trustee shall, from time to time, make withdrawals from the Payment Account, for any of the following purposes, without priority:
          (i) to make payments in accordance with Section 3.05 of the Indenture;
          (ii) to pay and reimburse itself and the Owner Trustee amounts to which it or the Owner Trustee is entitled pursuant to Section 6.07 of the Indenture;
          (iii) to clear and terminate the Payment Account pursuant to Section 8.07 of the Indenture;
          (iv) to pay any amounts required to be paid to the Indenture Trustee pursuant to this Agreement, including but not limited to funds required to be paid pursuant to Section 2.01, Section 3.06 and Section 6.02 and Section 3.05 and Section 6.07 of the Indenture; and

 


 

          (v) to pay to an Advancing Person reimbursements for Advances and/or Servicing Advances pursuant to Section 3.29.
          Section 3.12. Investment of Funds in the Collection Account and the Payment Account.
          (a) The Servicer may direct any depository institution maintaining the Collection Account and any REO Account to invest the funds on deposit in such accounts (each such account, for the purposes of this Section 3.12, an “Investment Account”). All investments pursuant to this Section 3.12 shall be in one or more Permitted Investments bearing interest or sold at a discount, and maturing, unless payable on demand, (i) no later than the Business Day immediately preceding the date on which such funds are required to be withdrawn from such account pursuant to this Agreement, if a Person other than the Indenture Trustee is the obligor thereon or if such investment is managed or advised by a Person other than the Indenture Trustee or an Affiliate of the Indenture Trustee, and (ii) no later than the date on which such funds are required to be withdrawn from such account pursuant to this Agreement, if the Indenture Trustee is the obligor thereon or if such investment is managed or advised by the Indenture Trustee or any Affiliate or if the Indenture Trustee or any Affiliate of the Indenture Trustee is the Custodian, sub-custodian or administrator. All such Permitted Investments shall be held to maturity, unless payable on demand. Any investment of funds in an Investment Account shall be made in the name of the Indenture Trustee (in its capacity as such), or in the name of a nominee of the Indenture Trustee. The Indenture Trustee shall be entitled to sole possession (except with respect to investment direction of funds held in the Collection Account and any REO Account, and any income and gain realized thereon) over each such investment, and any certificate or other instrument evidencing any such investment shall be delivered directly to the Indenture Trustee or its agent, together with any document of transfer necessary to transfer title to such investment to the Indenture Trustee or its nominee. In the event amounts on deposit in an Investment Account are at any time invested in a Permitted Investment payable on demand, the Indenture Trustee shall:
     (x) consistent with any notice required to be given thereunder, demand that payment thereon be made on the last day such Permitted Investment may otherwise mature hereunder in an amount equal to the lesser of (1) all amounts then payable thereunder and (2) the amount required to be withdrawn on such date; and
     (y) demand payment of all amounts due thereunder promptly upon determination by a Responsible Officer of the Indenture Trustee that such Permitted Investment would not constitute a Permitted Investment in respect of funds thereafter on deposit in the Investment Account.
          (b) All income and gain realized from the investment of funds deposited in the Collection Account and any REO Account held by or on behalf of the Servicer shall be for the benefit of the Servicer and shall be subject to its withdrawal in accordance with Section 3.11 or Section 3.23, as applicable. The Servicer shall deposit in the Collection Account or any REO Account, as applicable, the amount of any loss of principal incurred in respect of any such Permitted Investment made with funds in such Account immediately upon realization of such loss.
          (c) Funds on deposit in the Payment Account shall be held uninvested.
          (d) Except as otherwise expressly provided in this Agreement, if any default occurs in the making of a payment due under any Permitted Investment, or if a default occurs in any other performance required under any Permitted Investment, the Indenture Trustee may and, upon the request of the Holders of the 50% of the aggregate Note Balance of the Notes, shall take such action as may be appropriate to enforce such payment or performance, including the institution and prosecution of appropriate proceedings.
          Section 3.13. [Reserved].
          Section 3.14. Maintenance of Hazard Insurance and Errors and Omissions and Fidelity Coverage.

 


 

          (a) The Servicer shall cause to be maintained for each Mortgage Loan hazard insurance with extended coverage on the Mortgaged Property in an amount which is at least equal to the lesser of (i) the current Principal Balance of such Mortgage Loan and (ii) the amount necessary to fully compensate for any damage or loss to the improvements that are a part of such property on a replacement cost basis, in each case in an amount not less than such amount as is necessary to avoid the application of any coinsurance clause contained in the related hazard insurance policy. The Servicer shall also cause to be maintained hazard insurance with extended coverage on each REO Property in an amount which is at least equal to the lesser of (i) the maximum insurable value of the improvements which are a part of such property and (ii) the outstanding Principal Balance of the related Mortgage Loan at the time it became an REO Property. The Servicer will comply in the performance of this Agreement with all reasonable rules and requirements of each insurer under any such hazard policies. Any amounts to be collected by the Servicer under any such policies (other than amounts to be applied to the restoration or repair of the property subject to the related Mortgage or amounts to be released to the Mortgagor in accordance with the procedures that the Servicer would follow in servicing loans held for its own account, subject to the terms and conditions of the related Mortgage and Mortgage Note) shall be deposited in the Collection Account, subject to withdrawal pursuant to Section 3.11, if received in respect of a Mortgage Loan, or in the REO Account, subject to withdrawal pursuant to Section 3.23, if received in respect of an REO Property. Any cost incurred by the Servicer in maintaining any such insurance shall not, for the purpose of calculating payments to Noteholders, be added to the unpaid Principal Balance of the related Mortgage Loan, notwithstanding that the terms of such Mortgage Loan so permit. It is understood and agreed that no earthquake or other additional insurance is to be required of any Mortgagor other than pursuant to such applicable laws and regulations as shall at any time be in force and as shall require such additional insurance. If the Mortgaged Property or REO Property is at any time in an area identified in the Federal Register by the Federal Emergency Management Agency as having special flood hazards and flood insurance has been made available, the Servicer will cause to be maintained a flood insurance policy in respect thereof. Such flood insurance shall be in an amount equal to the lesser of (i) the unpaid Principal Balance of the related Mortgage Loan and (ii) the maximum amount of such insurance available for the related Mortgaged Property under the national flood insurance program (assuming that the area in which such Mortgaged Property is located is participating in such program).
          In the event that the Servicer shall obtain and maintain a blanket policy insuring against hazard losses on all of the Mortgage Loans, it shall conclusively be deemed to have satisfied its obligations as set forth in the first two sentences of this Section 3.14, it being understood and agreed that such policy may contain a deductible clause on terms substantially equivalent to those commercially available and maintained by competent servicers, in which case the Servicer shall, in the event that there shall not have been maintained on the related Mortgaged Property or REO Property a policy complying with the first two sentences of this Section 3.14, and there shall have been one or more losses which would have been covered by such policy, deposit to the Collection Account from its own funds the amount not otherwise payable under the blanket policy because of such deductible clause. In connection with its activities as servicer of the Mortgage Loans, the Servicer agrees to prepare and present, on behalf of itself, the Depositor, the Indenture Trustee and Noteholders, claims under any such blanket policy in a timely fashion in accordance with the terms of such policy.
          (b) The Servicer shall keep in force during the term of this Agreement a policy or policies of insurance covering errors and omissions for failure in the performance of the Servicer’s obligations under this Agreement, which policy or policies shall be in such form and amount that would meet the requirements of Fannie Mae or Freddie Mac if it were the purchaser of the Mortgage Loans, unless the Servicer has obtained a waiver of such requirements from Fannie Mae or Freddie Mac. The Servicer shall also maintain a fidelity bond in the form and amount that would meet the requirements of Fannie Mae or Freddie Mac, unless the Servicer has obtained a waiver of such requirements from Fannie Mae or Freddie Mac. The Servicer shall be deemed to have complied with this provision if an Affiliate of the Servicer has such errors and omissions and fidelity bond coverage and, by the terms of such insurance policy or fidelity bond, the coverage afforded thereunder extends to the Servicer. Any such errors and omissions policy and fidelity bond shall by its terms not be cancelable without thirty days’ prior written notice to the Indenture Trustee. The Servicer shall also cause each Sub-Servicer to maintain a policy of insurance covering errors and omissions and a fidelity bond which would meet such requirements.
          Section 3.15. Enforcement of Due-On-Sale Clauses; Assumption Agreements.
          The Servicer will, to the extent it has knowledge of any conveyance or prospective conveyance of any Mortgaged Property by any Mortgagor (whether by absolute conveyance or by contract of sale, and whether or not the

 


 

          Mortgagor remains or is to remain liable under the Mortgage Note and/or the Mortgage), exercise its rights to accelerate the maturity of such Mortgage Loan under the “due-on-sale” clause, if any, applicable thereto; provided, however, that the Servicer shall not be required to take such action if in its sole business judgment the Servicer believes it is not in the best interests of the Trust and shall not exercise any such rights if prohibited by law from doing so. If the Servicer reasonably believes it is unable under applicable law to enforce such “due-on-sale” clause, or if any of the other conditions set forth in the proviso to the preceding sentence apply, the Servicer will enter into an assumption and modification agreement from or with the person to whom such property has been conveyed or is proposed to be conveyed, pursuant to which such person becomes liable under the Mortgage Note and, to the extent permitted by applicable state law, the Mortgagor remains liable thereon. The Servicer is also authorized, to the extent permitted under the related Mortgage Note, to enter into a substitution of liability agreement with such person, pursuant to which the original Mortgagor is released from liability and such person is substituted as the Mortgagor and becomes liable under the Mortgage Note, provided that no such substitution shall be effective unless such person satisfies the current underwriting criteria of the Servicer for a mortgage loan similar to the related Mortgage Loan. In connection with any assumption, modification or substitution, the Servicer shall apply such underwriting standards and follow such practices and procedures as shall be normal and usual in its general mortgage servicing activities and as it applies to other mortgage loans owned solely by it. The Servicer shall not take or enter into any assumption and modification agreement, however, unless (to the extent practicable in the circumstances) it shall have received confirmation, in writing, of the continued effectiveness of any applicable hazard insurance policy. Any fee collected by the Servicer in respect of an assumption, modification or substitution of liability agreement shall be retained by the Servicer as additional servicing compensation. In connection with any such assumption, no material term of the Mortgage Note (including but not limited to the related Mortgage Rate and the amount of the Monthly Payment) may be amended or modified, except as otherwise required pursuant to the terms thereof. The Servicer shall notify the Indenture Trustee that any such substitution, modification or assumption agreement has been completed by forwarding to the Indenture Trustee the executed original of such substitution, modification or assumption agreement, which document shall be added to the related Mortgage File and shall, for all purposes, be considered a part of such Mortgage File to the same extent as all other documents and instruments constituting a part thereof.
          Notwithstanding the foregoing paragraph or any other provision of this Agreement, the Servicer shall not be deemed to be in default, breach or any other violation of its obligations hereunder by reason of any assumption of a Mortgage Loan by operation of law or by the terms of the Mortgage Note or any assumption which the Servicer may be restricted by law from preventing, for any reason whatsoever. For purposes of this Section 3.15, the term “assumption” is deemed to also include a sale (of the Mortgaged Property) subject to the Mortgage that is not accompanied by an assumption or substitution of liability agreement.
          Section 3.16. Realization Upon Defaulted Mortgage Loans.
          (a) The Servicer shall use its reasonable efforts, consistent with the Servicing Standard, to foreclose upon or otherwise comparably convert the ownership of properties securing such of the Mortgage Loans as come into and continue in default and as to which no satisfactory arrangements can be made for collection of delinquent payments pursuant to Section 3.07. Title to any such property shall be taken in the name of the Indenture Trustee or its nominee on behalf of the Noteholders or in the name of the Servicer in accordance with the Servicer’s customary servicing practices and held for the benefit of the Trust, subject to applicable law. The Servicer shall be responsible for all costs and expenses incurred by it in any such proceedings; provided, however, that such costs and expenses will be recoverable as Servicing Advances by the Servicer as contemplated in Section 3.11(a) and Section 3.23. The foregoing is subject to the provision that, in any case in which a Mortgaged Property shall have suffered damage from an Uninsured Cause, the Servicer shall not be required to expend its own funds toward the restoration of such property unless it shall determine in its discretion that such restoration will increase the proceeds of liquidation of the related Mortgage Loan after reimbursement to itself for such expenses.
          (b) Notwithstanding the foregoing provisions of this Section 3.16 or any other provision of this Agreement, with respect to any Mortgage Loan as to which the Servicer has received actual notice of, or has actual knowledge of, the presence of any toxic or hazardous substance on the related Mortgaged Property, the Servicer shall not, on behalf of the Indenture Trustee, either (i) obtain title to such Mortgaged Property as a result of or in lieu of foreclosure or otherwise, or (ii) otherwise acquire possession of, or take any other action with respect to, such Mortgaged Property, if, as a result of any such action, the Indenture Trustee, the Trust or the Noteholders would be considered to hold title to, to be a

 


 

          “mortgagee-in-possession” of, or to be an “owner” or “operator” of such Mortgaged Property within the meaning of the Comprehensive Environmental Response, Compensation and Liability Act of 1980, as amended from time to time, or any comparable law, unless the Servicer has also previously determined, based on its reasonable judgment and a report prepared by a Person who regularly conducts environmental audits using customary industry standards, that:
          (i) such Mortgaged Property is in compliance with applicable environmental laws or, if not, that it would be in the best economic interest of the Trust to take such actions as are necessary to bring the Mortgaged Property into compliance therewith; and
          (ii) there are no circumstances present at such Mortgaged Property relating to the use, management or disposal of any hazardous substances, hazardous materials, hazardous wastes, or petroleum-based materials for which investigation, testing, monitoring, containment, clean-up or remediation could be required under any federal, state or local law or regulation, or that if any such materials are present for which such action could be required, that it would be in the best economic interest of the Trust to take such actions with respect to the affected Mortgaged Property.
          The cost of the environmental audit report contemplated by this Section 3.16 shall be advanced by the Servicer, subject to the Servicer’s right to be reimbursed therefor from the Collection Account as provided in Section 3.11(a) (vii), such right of reimbursement being prior to the rights of Noteholders to receive any amount in the Collection Account received in respect of the affected Mortgage Loan or other Mortgage Loans.
          If the Servicer determines, as described above, that it is in the best economic interest of the Trust to take such actions as are necessary to bring any such Mortgaged Property into compliance with applicable environmental laws, or to take such action with respect to the containment, clean-up or remediation of hazardous substances, hazardous materials, hazardous wastes or petroleum-based materials affecting any such Mortgaged Property, then the Servicer shall take such action as it deems to be in the best economic interest of the Trust; provided that any amounts disbursed by the Servicer pursuant to this Section 3.16(b) shall constitute Servicing Advances, subject to Section 4.01(d). The cost of any such compliance, containment, clean-up or remediation shall be advanced by the Servicer, subject to the Servicer’s right to be reimbursed therefor from the Collection Account as provided in Section 3.11(a)(vii), such right of reimbursement being prior to the rights of Noteholders to receive any amount in the Collection Account received in respect of the affected Mortgage Loan or other Mortgage Loans.
          (c) The Servicer may at its option, on behalf of the Issuer, purchase a Mortgage Loan which has become 90 or more days delinquent or for which the Servicer has accepted a deed in lieu of foreclosure. Prior to purchase pursuant to this Section 3.16(c), the Servicer shall be required to continue to make Advances pursuant to Section 4.01. The Servicer shall not use any procedure in selecting Mortgage Loans to be repurchased which is materially adverse to the interests of the Noteholders. The Servicer shall purchase such delinquent Mortgage Loan at a price equal to the Purchase Price of such Mortgage Loan. Any such purchase of a Mortgage Loan pursuant to this Section 3.16(c) shall be accomplished by deposit in the Collection Account of the amount of the Purchase Price. Upon the satisfaction of the requirements set forth in Section 3.17(a), the Indenture Trustee shall promptly deliver the Mortgage File and any related documentation to the Servicer and will execute such documents provided to it as are necessary to convey the Mortgage Loan to the Servicer without recourse, representation or warranty.
          (d) Proceeds received in connection with any Final Recovery Determination, as well as any recovery resulting from a partial collection of Insurance Proceeds, Liquidation Proceeds or condemnation proceeds, in respect of any Mortgage Loan, will be applied in the following order of priority: first, to unpaid Servicing Fees; second, to reimburse the Servicer or any Sub-Servicer for any related unreimbursed Servicing Advances pursuant to Section 3.11(a)(iii) and Advances pursuant to Section 3.11(a)(ii); third, to accrued and unpaid interest on the Mortgage Loan, to the date of the Final Recovery Determination, or to the Due Date prior to the Payment Date on which such amounts are to be paid if not in connection with a Final Recovery Determination; and fourth, as a recovery of principal of the Mortgage Loan. The portion of the recovery so allocated to unpaid Servicing Fees shall be reimbursed to the Servicer or any Sub-Servicer pursuant to Section 3.11(a)(iii).

 


 

          Section 3.17. Indenture Trustee to Cooperate; Release of Mortgage Files.
          (a) Upon the payment in full of any Mortgage Loan, or the receipt by the Servicer of a notification that payment in full shall be escrowed in a manner customary for such purposes, the Servicer shall immediately notify or cause to be notified the Indenture Trustee by a certification and shall deliver to the Indenture Trustee, in written or electronic format, which format is acceptable to the Custodian, two executed copies of a Request for Release in the form of Exhibit C hereto (which certification shall include a statement to the effect that all amounts received or to be received in connection with such payment which are required to be deposited in the Collection Account pursuant to Section 3.10 have been or will be so deposited) signed by a Servicing Officer (or in a mutually agreeable electronic format that will, in lieu of a signature on its face, originate from a Servicing Officer) and shall request delivery to it of the Mortgage File. Upon receipt of such certification and request, the Indenture Trustee shall, within three Business Days, release and send by overnight mail, at the expense of the Servicer or the related Mortgagor, the related Mortgage File to the Servicer. No expenses incurred in connection with any instrument of satisfaction or deed of reconveyance shall be chargeable to the Collection Account or the Payment Account.
          (b) From time to time and as appropriate for the servicing or foreclosure of any Mortgage Loan, including, for this purpose, collection under any insurance policy relating to the Mortgage Loans, the Indenture Trustee shall, upon any request made by or on behalf of the Servicer and delivery to the Indenture Trustee of two executed copies of a written Request for Release in the form of Exhibit C hereto signed by a Servicing Officer (or in a mutually agreeable electronic format that will, in lieu of a signature on its face, originate from a Servicing Officer), release the related Mortgage File to the Servicer within three Business Days, and the Indenture Trustee shall, at the direction of the Servicer, execute such documents provided to it by the Servicer as shall be necessary to the prosecution of any such proceedings. Such Request for Release shall obligate the Servicer to return each and every document previously requested from the Mortgage File to the Indenture Trustee when the need therefor by the Servicer no longer exists, unless the Mortgage Loan has been liquidated and the Liquidation Proceeds relating to the Mortgage Loan have been deposited in the Collection Account or the Mortgage File or such document has been delivered to an attorney, or to a public trustee or other public official as required by law, for purposes of initiating or pursuing legal action or other proceedings for the foreclosure of the Mortgaged Property either judicially or non-judicially, and the Servicer has delivered, or caused to be delivered, to the Indenture Trustee an additional Request for Release certifying as to such liquidation or action or proceedings. Upon the request of the Indenture Trustee, the Servicer shall provide notice to the Indenture Trustee of the name and address of the Person to which such Mortgage File or such document was delivered and the purpose or purposes of such delivery. Upon receipt of a Request for Release, in written (with two executed copies) or electronic format, from a Servicing Officer stating that such Mortgage Loan was liquidated and that all amounts received or to be received in connection with such liquidation that are required to be deposited into the Collection Account have been so deposited, or that such Mortgage Loan has become an REO Property, such Mortgage Loan shall be released by the Indenture Trustee to the Servicer or its designee within three Business Days.
          (c) Upon written certification of a Servicing Officer, the Indenture Trustee shall execute and deliver to the Servicer or the Sub-Servicer, as the case may be, copies of any court pleadings, requests for Indenture Trustee’s sale or other documents necessary to the foreclosure or Indenture Trustee’s sale in respect of a Mortgaged Property or to any legal action brought to obtain judgment against any Mortgagor on the Mortgage Note or Mortgage or to obtain a deficiency judgment, or to enforce any other remedies or rights provided by the Mortgage Note or Mortgage or otherwise available at law or in equity. Each such certification shall include a request that such pleadings or documents be executed by the Indenture Trustee and a statement as to the reason such documents or pleadings are required and that the execution and delivery thereof by the Indenture Trustee will not invalidate or otherwise affect the lien of the Mortgage, except for the termination of such a lien upon completion of the foreclosure or Indenture Trustee’s sale.
          Section 3.18. Servicing Compensation.
          As compensation for its activities hereunder, the Servicer shall be entitled to the Servicing Fee with respect to each Mortgage Loan payable solely from payments of interest in respect of such Mortgage Loan, subject to Section 3.24. In addition, the Servicer shall be entitled to recover unpaid Servicing Fees out of Insurance Proceeds, Liquidation Proceeds, Subsequent Recoveries or condemnation proceeds to the extent permitted by Section 3.11(a)(iii) and out of amounts derived

 


 

          from the operation and sale of an REO Property to the extent permitted by Section 3.23. Except as provided in Section 3.29, the right to receive the Servicing Fee may not be transferred in whole or in part except in connection with the transfer of all of the Servicer’s responsibilities and obligations under this Agreement; provided, however, that the Servicer may pay from the Servicing Fee any amounts due to a Sub-Servicer pursuant to a Sub-Servicing Agreement entered into under Section 3.02.
          Additional servicing compensation in the form of assumption fees, late payment charges, insufficient funds charges or ancillary income (other than Prepayment Charges) shall be retained by the Servicer only to the extent such fees or charges are received by the Servicer. The Servicer shall also be entitled pursuant to Section 3.11(a)(iv) to withdraw from the Collection Account and pursuant to Section 3.23(b) to withdraw from any REO Account, as additional servicing compensation, interest or other income earned on deposits therein, subject to Section 3.12 and Section 3.24. The Servicer shall also be entitled to receive Prepayment Interest Excess pursuant to Section 3.10 and 3.11 as additional servicing compensation. The Servicer shall be required to pay all expenses incurred by it in connection with its servicing activities hereunder (including premiums for the insurance required by Section 3.14, to the extent such premiums are not paid by the related Mortgagors or by a Sub-Servicer, and servicing compensation of each Sub-Servicer) and shall not be entitled to reimbursement therefor except as specifically provided herein.
          The Servicer shall be entitled to any Prepayment Interest Excess, which it may withdraw from the Collection Account pursuant to Section 3.11(a)(ix).
          Section 3.19. Reports to the Indenture Trustee and Others; Collection Account Statements.
          On each Servicer Remittance Date, the Servicer shall forward to the Indenture Trustee, the Sponsor and the Depositor an account statement evidencing the status of the collection account reflecting activity in the previous month and an Officer’s Certificates shall accompany such account statement certifying that the information contained in such account statement is true and correct.
          Section 3.20. Statement as to Compliance.
          The Servicer will deliver to the Indenture Trustee, not later than March 15th of each calendar year beginning in 2007, an Officers’ Certificate (an “Annual Statement of Compliance”) stating, as to each signatory thereof, that (i) a review of the activities of the Servicer during the preceding calendar year and of performance under this Agreement has been made under such officers’ supervision and (ii) to the best of such officers’ knowledge, based on such review, the Servicer has fulfilled all of its obligations under this Agreement in all material respects throughout such year, or, if there has been a failure to fulfill any such obligation in any material respect, specifying each such failure known to such officer and the nature and status of cure provisions thereof. Such Annual Statement of Compliance shall contain no restrictions or limitations on its use. The Servicer shall deliver a similar Annual Statement of Compliance by any Sub-Servicer to which the Servicer has delegated any servicing responsibilities with respect to the Mortgage Loans, to the Indenture Trustee as described above as and when required with respect to the Servicer.
          If the Servicer cannot deliver the related Annual Statement of Compliance by March 15th of such year, the Indenture Trustee (with the consent of the Depositor), may permit a cure period for the Servicer to deliver such Annual Statement of Compliance, but in no event later than March 20th of such year or if March 20th is not a Business Day, the preceding Business Day.
          Failure of the Servicer to timely comply with this Section 3.20 (taking into account the cure period if permitted as set forth in the preceding paragraph) shall be deemed a Servicer Event of Termination, and the Indenture Trustee shall, at the direction of the Depositor (who shall simultaneously notify the Indenture Trustee of the identity of the successor servicer which shall be an entity other than the Indenture Trustee, who shall meet any requirements hereunder or under any other Basic Document and who shall have consented to its appointment as successor servicer hereunder), in addition to whatever rights the Indenture Trustee may have under this Agreement and at law or equity or to damages, including injunctive relief and specific performance, upon notice immediately terminate all the rights and obligations of the Servicer

 


 

          under this Agreement and in and to the Mortgage Loans and the proceeds thereof without compensating the Servicer for the same (other than as provided herein with respect to unreimbursed Advances or Servicing Advances or accrued and unpaid Servicing Fees). This paragraph shall supersede any other provision in this Agreement or any other agreement to the contrary.
          The Servicer shall indemnify and hold harmless the Depositor and the Indenture Trustee, as applicable and their respective officers, directors and Affiliates from and against any actual losses, damages, penalties, fines, forfeitures, reasonable and necessary legal fees and related costs, judgments and other costs and expenses that such Person may sustain based upon a breach of the Servicer’s obligations under this Section 3.20.
          Section 3.21. Assessments of Compliance and Attestation Reports.
          Pursuant to Rules 13a-18 and 15d-18 of the Exchange Act and Item 1122 of Regulation AB, the Servicer shall deliver to the Indenture Trustee on or before March 15th of each calendar year beginning in 2007, a report regarding the Servicer’s assessment of compliance (an “Assessment of Compliance”) with the applicable Servicing Criteria (as set forth in Exhibit H) during the preceding calendar year. The Assessment of Compliance must contain the following:
          (i) A statement by such officer of its responsibility for assessing compliance with the Servicing Criteria applicable to the Servicer;
          (ii) A statement by such officer that such officer used the Servicing Criteria, and which will also be attached to the Assessment of Compliance, to assess compliance with the Servicing Criteria applicable to the Servicer;
          (iii) An assessment by such officer of the Servicer’s compliance with the applicable Servicing Criteria for the period consisting of the preceding calendar year, including disclosure of any material instance of noncompliance with respect thereto during such period, which assessment shall be based on the activities it performs with respect to asset-backed securities transactions taken as a whole involving the Servicer, that are backed by the same asset type as the Mortgage Loans;
          (iv) A statement that a registered public accounting firm has issued an attestation report on the Servicer’s Assessment of Compliance for the period consisting of the preceding calendar year; and
          (v) A statement as to which of the Servicing Criteria, if any, are not applicable to the Servicer, which statement shall be based on the activities it performs with respect to asset-backed securities transactions taken as a whole involving the Servicer, that are backed by the same asset type as the Mortgage Loans.
          Such report at a minimum shall address each of the Servicing Criteria specified on Exhibit H hereto which are indicated as applicable to the Servicer.
          On or before March 15th of each calendar year beginning in 2007, the Servicer shall furnish to the Indenture Trustee a report (an “Attestation Report”) by a registered public accounting firm that attests to, and reports on, the Assessment of Compliance made by the Servicer, as required by Rules 13a-18 and 15d-18 of the Exchange Act and Item 1122(b) of Regulation AB, which Attestation Report must be made in accordance with standards for attestation reports issued or adopted by the Public Company Accounting Oversight Board.
          The Servicer shall cause any Sub-Servicer, and each subcontractor determined by the Servicer to be “participating in the servicing function” within the meaning of Item 1122 of Regulation AB, to deliver to the Indenture Trustee and the Depositor an Assessment of Compliance and Attestation Report as and when provided above.
          Such Assessment of Compliance, as to any Sub-Servicer, shall address each of the Servicing Criteria

 


 

          applicable to the Sub-Servicer. Notwithstanding the foregoing, as to any subcontractor determined by the Servicer to be “participating in the servicing function,” an Assessment of Compliance is not required to be delivered unless it is required as part of a Form 10-K with respect to the Trust.
          If the Servicer cannot deliver any Assessment of Compliance or Attestation Report by March 15th of such year, the Indenture Trustee (with the consent of the Depositor), may permit a cure period for the Servicer to deliver such Assessment of Compliance or Attestation Report, but in no event later than March 20th of such year or if March 20th is not a Business Day, the preceding Business Day.
          Failure of the Servicer to timely comply with this Section 3.21 (taking into account the cure period if permitted as set forth in the preceding paragraph) shall be deemed a Servicer Event of Termination, and the Indenture Trustee shall, at the direction of the Depositor (who shall simultaneously notify the Indenture Trustee of the identity of the successor servicer which shall be an entity other than the Indenture Trustee, who shall meet any requirements hereunder or under any other Basic Document and who shall have consented to its appointment as successor servicer hereunder), in addition to whatever rights the Indenture Trustee may have under this Agreement and at law or equity or to damages, including injunctive relief and specific performance, upon notice immediately terminate all the rights and obligations of the Servicer under this Agreement and in and to the Mortgage Loans and the proceeds thereof without compensating the Servicer for the same (other than as provided herein with respect to unreimbursed Advances or Servicing Advances or accrued and unpaid Servicing Fees). This paragraph shall supercede any other provision in this Agreement or any other agreement to the contrary.
          The Indenture Trustee shall also provide an Assessment of Compliance and Attestation Report, as and when provided above, which shall at a minimum address each of the Servicing Criteria specified on Exhibit H hereto which are indicated as applicable to the “indenture trustee”. Notwithstanding the foregoing, as to the Indenture Trustee, neither an Assessment of Compliance nor an Attestation Report is required to be delivered unless it is required as part of a Form 10-K with respect to the Trust.
          The Servicer shall indemnify and hold harmless the Depositor and the Indenture Trustee and their respective officers, directors and Affiliates against and from any actual losses, damages, penalties, fines, forfeitures, reasonable and necessary legal fees and related costs, judgments and other costs and expenses that such Person may sustain based upon a breach of the Servicer’s obligations under this Section 3.21.
          Section 3.22. Access to Certain Documentation; Filing of Reports by Indenture Trustee.
          The Servicer shall provide to the Office of Thrift Supervision, the FDIC, and any other federal or state banking or insurance regulatory authority that may exercise authority over any Noteholder, access to the documentation regarding the Mortgage Loans required by applicable laws and regulations. Such access shall be afforded without charge, but only upon reasonable request and during normal business hours at the offices of the Servicer designated by it. In addition, access to the documentation regarding the Mortgage Loans will be provided to any Noteholder, the Indenture Trustee, the Owner Trustee and to any Person identified to the Servicer as a prospective transferee of a Note, upon reasonable request during normal business hours at the offices of the Servicer designated by it, at the expense of the Person requesting such access.
          Section 3.23. Title, Management and Disposition of REO Property.
          (a) The deed or certificate of sale of any REO Property shall, subject to applicable laws, be taken in the name of the Indenture Trustee, or its nominee, in trust for the benefit of the Noteholders or in the name of the Servicer in accordance with the Servicer’s customary servicing practices and held for the benefit of the Trust. The Servicer, on behalf of the Issuer, shall sell any REO Property as soon as practicable and in any event no later than the end of the third full taxable year after the taxable year in which such Issuer acquires ownership of such REO Property for purposes of the Code or request from the Internal Revenue Service, no later than 60 days before the day on which the three-year grace period would otherwise expire, an extension of such three-year period. The Servicer shall manage, conserve, protect and operate each REO Property

 


 

          for the Noteholders solely for the purpose of its prompt disposition and sale in a manner which does not cause such REO Property to fail to qualify as “foreclosure property” within the meaning of the Code.
          (b) The Servicer shall separately account for all funds collected and received in connection with the operation of any REO Property and shall establish and maintain, or cause to be established and maintained, with respect to REO Properties an account held in trust for the Indenture Trustee for the benefit of the Noteholders (the “REO Account”), which shall be an Eligible Account. The Servicer shall be permitted to allow the Collection Account to serve as the REO Account, subject to separate ledgers for each REO Property. The Servicer shall be entitled to retain or withdraw any interest income paid on funds deposited in the REO Account.
          (c) The Servicer shall have full power and authority, subject only to the specific requirements and prohibitions of this Agreement, to do any and all things in connection with any REO Property as are consistent with the manner in which the Servicer manages and operates similar property owned by the Servicer or any of its Affiliates, all on such terms and for such period (subject to the requirement of prompt disposition set forth in Section 3.23(a)) as the Servicer deems to be in the best interests of Noteholders. In connection therewith, the Servicer shall deposit, or cause to be deposited in the REO Account, in no event more than two Business Days after the Servicer’s receipt thereof, all revenues received by it with respect to an REO Property and shall withdraw therefrom funds necessary for the proper operation, management and maintenance of such REO Property including, without limitation:
          (i) all insurance premiums due and payable in respect of such REO Property;
          (ii) all real estate taxes and assessments in respect of such REO Property that may result in the imposition of a lien thereon; and
          (iii) all costs and expenses necessary to maintain, operate and dispose of such REO Property.
          To the extent that amounts on deposit in the REO Account with respect to an REO Property are insufficient for the purposes set forth in clauses (i) through (iii) above with respect to such REO Property, the Servicer shall advance from its own funds such amount as is necessary for such purposes if, but only if, the Servicer would make such advances if the Servicer owned the REO Property and if in the Servicer’s judgment, the payment of such amounts will be recoverable from the rental or sale of the REO Property.
          Notwithstanding the foregoing, neither the Servicer nor the Indenture Trustee shall:
          (A) authorize the Issuer to enter into, renew or extend any New Lease with respect to any REO Property, if the New Lease by its terms will give rise to any income that does not constitute Rents from Real Property;
          (B) authorize any amount to be received or accrued under any New Lease other than amounts that will constitute Rents from Real Property;
          (C) authorize any construction on any REO Property, other than the completion of a building or other improvement thereon, and then only if more than ten percent of the construction of such building or other improvement was completed before default on the related Mortgage Loan became imminent, all within the meaning of Section 856(e)(4)(B) of the Code; or
          (D) authorize any Person to Directly Operate any REO Property on any date more than 90 days after its date of acquisition by the Issuer;
unless, in any such case, the Servicer has obtained an Opinion of Counsel, addressed to the Indenture Trustee, to the effect

 


 

that such action will not cause such REO Property to fail to qualify as “foreclosure property” within the meaning of the Code at any time that it is held by the Issuer, in which case the Servicer may take such actions as are specified in such Opinion of Counsel.
          The Servicer may contract with any Independent Contractor for the operation and management of any REO Property, provided that:
          (iv) the terms and conditions of any such contract shall not be inconsistent herewith;
          (v) any such contract shall require, or shall be administered to require, that the Independent Contractor pay all costs and expenses incurred in connection with the operation and management of such REO Property, including those listed above and remit all related revenues (net of such costs and expenses) to the Servicer as soon as practicable, but in no event later than thirty days following the receipt thereof by such Independent Contractor;
          (vi) none of the provisions of this Section 3.23(c) relating to any such contract or to actions taken through any such Independent Contractor shall be deemed to relieve the Servicer of any of its duties and obligations to the Indenture Trustee on behalf of the Noteholders with respect to the operation and management of any such REO Property; and
          (vii) the Servicer shall be obligated with respect thereto to the same extent as if it alone were performing all duties and obligations in connection with the operation and management of such REO Property.
          The Servicer shall be entitled to enter into any agreement with any Independent Contractor performing services for it related to its duties and obligations hereunder for indemnification of the Servicer by such Independent Contractor, and nothing in this Agreement shall be deemed to limit or modify such indemnification. The Servicer shall be solely liable for all fees owed by it to any such Independent Contractor, irrespective of whether the Servicer’s compensation pursuant to Section 3.18 is sufficient to pay such fees; provided, however, that to the extent that any payments made by such Independent Contractor would constitute Servicing Advances if made by the Servicer, such amounts shall be reimbursable as Servicing Advances made by the Servicer.
          (d) In addition to the withdrawals permitted under Section 3.23(c), the Servicer may from time to time make withdrawals from the REO Account for any REO Property: (i) to pay itself or any Sub-Servicer unpaid Servicing Fees in respect of the related Mortgage Loan; and (ii) to reimburse itself or any Sub-Servicer for unreimbursed Servicing Advances and Advances made in respect of such REO Property or the related Mortgage Loan. On the Servicer Remittance Date, the Servicer shall withdraw from each REO Account maintained by it and deposit into the Payment Account in accordance with Section 3.10(d)(ii), for payment on the related Payment Date in accordance with Section 3.05 of the Indenture, the income from the related REO Property received during the prior calendar month, net of any withdrawals made pursuant to Section 3.23(c) or this Section 3.23(d).
          (e) Subject to the time constraints set forth in Section 3.23(a), each REO Disposition shall be carried out by the Servicer in a manner, at such price and upon such terms and conditions as shall be normal and usual in the Servicing Standard.
          (f) The proceeds from the REO Disposition, net of any amount required by law to be remitted to the Mortgagor under the related Mortgage Loan and net of any payment or reimbursement to the Servicer or any Sub-Servicer as provided above, shall be deposited in the Payment Account in accordance with Section 3.10(d)(ii) on the Servicer Remittance Date in the month following the receipt thereof for payment on the related Payment Date in accordance with Section 3.05 of the Indenture. Any REO Disposition shall be for cash only (unless changes in the REMIC Provisions made subsequent to the Closing Date allow a sale for other consideration).

 


 

          (g) The Servicer shall file information returns with respect to the receipt of mortgage interest received in a trade or business, reports of foreclosures and abandonments of any Mortgaged Property and cancellation of indebtedness income with respect to any Mortgaged Property as required by the Code. Such reports shall be in form and substance sufficient to meet the reporting requirements of the Code.
          Section 3.24. Obligations of the Servicer in Respect of Prepayment Interest Shortfalls.
          Not later than 4:00 p.m. New York time on each Servicer Remittance Date, the Servicer shall remit to the Payment Account an amount (“Compensating Interest”) equal to the lesser of (A) the aggregate of the Prepayment Interest Shortfalls for the related Payment Date and (B) its aggregate Servicing Fee for the related Payment Date. The Servicer shall not have the right to reimbursement for any amounts remitted to the Indenture Trustee in respect of Compensating Interest. Such amounts so remitted shall be included in the Available Funds and paid therewith on the next Payment Date. The Servicer shall not be obligated to pay Compensating Interest with respect to Relief Act Interest Shortfalls.
          Section 3.25. [Reserved].
          Section 3.26. Obligations of the Servicer in Respect of Mortgage Rates and Monthly Payments.
          In the event that a shortfall in any collection on or liability with respect to the Mortgage Loans in the aggregate results from or is attributable to adjustments to Mortgage Rates, Monthly Payments or Stated Principal Balances that were made by the Servicer in a manner not consistent with the terms of the related Mortgage Note and this Agreement, the Servicer, upon discovery or receipt of notice thereof, immediately shall deposit in the Collection Account from its own funds the amount of any such shortfall and shall indemnify and hold harmless the Trust, the Indenture Trustee, the Depositor and any successor servicer in respect of any such liability. Such indemnities shall survive the resignation or termination of the Servicer or the termination or discharge of this Agreement or the Indenture. Notwithstanding the foregoing, this Section 3.26 shall not limit the ability of the Servicer to seek recovery of any such amounts from the related Mortgagor under the terms of the related Mortgage Note, as permitted by law.
          Section 3.27. [Reserved].
          Section 3.28. [Reserved].
          Section 3.29. Advance Facility.
          The Servicer is hereby authorized to enter into a financing or other facility (any such arrangement, an “Advance Facility”) under which (1) the Servicer sells, assigns or pledges to another Person (together with such Person’s successors and assigns, an “Advancing Person”) the Servicer’s rights under this Agreement to be reimbursed for any Advances or Servicing Advances and/or (2) an Advancing Person agrees to fund some or all Advances and/or Servicing Advances required to be made by the Servicer pursuant to this Agreement. No consent of the Depositor, the Indenture Trustee, the Noteholders or any other party shall be required before the Servicer may enter into an Advance Facility. The Servicer shall notify each other party to this Agreement in writing prior to or promptly after entering into or terminating any Advance Facility stating the identity of the Advancing Person. Notwithstanding the existence of any Advance Facility under which an Advancing Person agrees to fund Advances and/or Servicing Advances on the Servicer’s behalf, the Servicer shall remain obligated pursuant to this Agreement to make Advances and Servicing Advances pursuant to and as required by this Agreement. If the Servicer enters into an Advance Facility, and for so long as an Advancing Person remains entitled to receive reimbursement for any Advances including Nonrecoverable Advances (“Advance Reimbursement Amounts”) and/or Servicing Advances including Nonrecoverable Advances (“Servicing Advance Reimbursement Amounts” and together with Advance Reimbursement Amounts, “Reimbursement Amounts”) (in each case to the extent such type of Reimbursement Amount is included in the Advance Facility), as applicable, pursuant to this Agreement, then the Servicer shall identify, in the Officer’s Certificate described in the next two sentences, such Reimbursement Amounts consistent with the reimbursement rights set forth in Section 3.11(a)(ii), (iii), (vi) and (vii) and remit such Reimbursement Amounts in accordance with Section 3.10(b) or otherwise in accordance with the documentation establishing the Advance Facility to such

 


 

          Advancing Person or to a trustee, agent or custodian (an “Advance Facility Trustee”) designated by such Advancing Person. Notwithstanding the foregoing, if so required pursuant to the terms of the Advance Facility, the Servicer may direct, and if so directed the Indenture Trustee is hereby authorized to and shall pay to the Advance Facility Trustee the Reimbursement Amounts identified pursuant to the preceding sentence. To the extent that an Advancing Person funds any Advance and the Servicer provides the Indenture Trustee with an Officer’s Certificate that such Advancing Person is entitled to reimbursement, such Advancing Person shall be entitled to receive reimbursement pursuant to this Agreement for such amount to the extent provided in this section. Such Officer’s Certificate must specify the amount of the reimbursement, the remittance date, the Section of this Agreement that permits the applicable Advance to be reimbursed and either the section(s) of the Advance Facility that entitle the Advancing Person to request reimbursement from the Indenture Trustee, rather than the Servicer, or proof of an event of default by the Servicer under the Advance Facility entitling the Advancing Person to reimbursement from the Indenture Trustee. Notwithstanding anything to the contrary herein, in no event shall Advance Reimbursement Amounts or Servicing Advance Reimbursement Amounts be included in the Available Funds or paid to Noteholders.
          Reimbursement Amounts shall consist solely of amounts in respect of Advances and/or Servicing Advances made with respect to the Mortgage Loans for which the Servicer would be permitted to reimburse itself in accordance with this Agreement, assuming the Servicer or the Advancing Person had made the related Advance(s) and/or Servicing Advance(s). Notwithstanding the foregoing, except with respect to reimbursement of Nonrecoverable Advances as set forth in this Agreement, no Person shall be entitled to reimbursement from funds held in the Collection Account for future payment to Noteholders pursuant to this Agreement. None of the Depositor or the Indenture Trustee shall have any duty or liability with respect to the calculation of any Reimbursement Amount and shall be entitled to rely, without independent investigation, on the Officer’s Certificate provided pursuant to this Section 3.29, nor shall the Depositor or the Indenture Trustee have any responsibility to track or monitor the administration of any Advance Facility and the Depositor shall not have any responsibility to track, monitor or verify the payment of Reimbursement Amounts to the related Advancing Person or Advance Facility Trustee. The Servicer shall maintain and provide to any successor servicer and (upon request) the Indenture Trustee a detailed accounting on a loan by loan basis as to amounts advanced by, sold, pledged or assigned to, and reimbursed to any Advancing Person. The successor servicer shall be entitled to rely on any such information provided by the predecessor servicer, and the successor servicer shall not be liable for any errors in such information. Any successor Servicer shall reimburse the predecessor Servicer and itself for outstanding Advances and Servicing Advances, respectively, with respect to each Mortgage Loan on a first in, first out (“FIFO”) basis; provided that the successor Servicer has received prior written notice from the predecessor Servicer or the Advancing Person of reimbursement amounts owed to the predecessor Servicer. Liquidation Proceeds with respect to a Mortgage Loan shall be applied to reimburse Advances outstanding with respect to that Mortgage Loan before being applied to reimburse Servicing Advances outstanding with respect to that Mortgage Loan.
          An Advancing Person who receives an assignment or pledge of the rights to be reimbursed for Advances and/or Servicing Advances, and/or whose obligations hereunder are limited to the funding or purchase of Advances and/or Servicing Advances shall not be required to meet the criteria for qualification of a subservicer set forth in this Agreement.
          Upon the direction of and at the expense of the Servicer, the Indenture Trustee agrees to execute such acknowledgments, certificates, and other documents provided by the Servicer recognizing the interests of any Advance Facility Trustee in such Reimbursement Amounts as the Servicer may cause to be made subject to Advance Facilities pursuant to this Section 3.29.
          The Servicer shall remain entitled to be reimbursed for all Advances and Servicing Advances funded by the Servicer to the extent the related rights to be reimbursed therefor have not been sold, assigned or pledged to an Advancing Person.
          The Servicer shall indemnify the Depositor, the Indenture Trustee, any successor servicer and the Trust for any loss, liability or damage resulting from any Advance Facility, including, without limitation, any claim by the related Advancing Person, except to the extent that such claim, loss, liability or damage resulted from or arose out of negligence, recklessness or willful misconduct or breach of its duties hereunder on the part of the Depositor, the Indenture Trustee or any successor servicer.

 


 

          Any amendment to this Section 3.29 or to any other provision of this Agreement that may be necessary or appropriate to effect the terms of an Advance Facility as described generally in this Section 3.29, including amendments to add provisions relating to a successor servicer, may be entered into by the Indenture Trustee, the Depositor and the Servicer without the consent of any Noteholder but with the consent of the Majority Certificateholder, provided such amendment complies with Section 7.01 hereof. All reasonable costs and expenses (including attorneys’ fees) of each party hereto of any such amendment shall be borne solely by the Servicer. Prior to entering into an Advance Facility, the Servicer shall notify the Advancing Person in writing that: (a) the Advances and/or Servicing Advances purchased, financed by and/or pledged to the Advancing Person are obligations owed to the Servicer on a non-recourse basis payable only from the cash flows and proceeds received under this Agreement for reimbursement of Advances and/or Servicing Advances only to the extent provided herein, and the Indenture Trustee and the Trust are not otherwise obligated or liable to repay any Advances and/or Servicing Advances financed by the Advancing Person and (b) the Indenture Trustee shall not have any responsibility to calculate any Reimbursement Amounts or to track or monitor the administration of the Advance Facility between the Servicer and the Advancing Person.

 


 

ARTICLE IV
REMITTANCE REPORTS; ADVANCES; EXCHANGE ACT REPORTING
          Section 4.01. Remittance Reports and Advances. (a) On the second Business Day following each Determination Date, the Servicer shall deliver to the Indenture Trustee and the Sponsor by telecopy or electronic mail (or by such other means as the Servicer and the Indenture Trustee may agree from time to time) a Remittance Report with respect to the related Payment Date. Not later than the second Business Day following each Determination Date, the Servicer shall deliver or cause to be delivered to the Indenture Trustee in addition to the information provided in the Remittance Report, such other information reasonably available to it with respect to the Mortgage Loans as the Indenture Trustee may reasonably require to perform the calculations necessary to make the payments contemplated by Section 3.05 of the Indenture and to prepare the statements to Noteholders contemplated by Section 3.26 of the Indenture. The Indenture Trustee shall not be responsible to recompute, recalculate or verify any information provided to it by the Servicer.
          (b) The amount of Advances to be made by the Servicer for any Payment Date shall equal, subject to Section 4.01(d), the sum of (i) the aggregate amount of Monthly Payments (net of the related Servicing Fee), due during the related Due Period in respect of the Mortgage Loans, which Monthly Payments were delinquent on a contractual basis as of the Close of Business on the related Determination Date and (ii) with respect to each REO Property, which REO Property was acquired during or prior to the related Due Period and as to which REO Property an REO Disposition did not occur during the related Due Period, an amount equal to the excess, if any, of the REO Imputed Interest on such REO Property for the most recently ended calendar month, over the net income from such REO Property transferred to the Payment Account pursuant to Section 3.23 for payment on such Payment Date.
          On or before 4:00 p.m. New York time on the Servicer Remittance Date, the Servicer shall remit in immediately available funds to the Indenture Trustee for deposit in the Payment Account an amount equal to the aggregate amount of Advances, if any, to be made in respect of the Mortgage Loans and REO Properties for the related Payment Date either (i) from its own funds or (ii) from the Collection Account, to the extent of funds held therein for future payment (in which case it will cause to be made an appropriate entry in the records of the Collection Account that amounts held for future payment have been, as permitted by this Section 4.01, used by the Servicer in discharge of any such Advance) or (iii) in the form of any combination of (i) and (ii) aggregating the total amount of Advances to be made by the Servicer with respect to the Mortgage Loans and REO Properties. Any amounts held for future payment used by the Servicer to make an Advance as permitted in the preceding sentence shall be appropriately reflected in the Servicer’s records and replaced by the Servicer by deposit in the Collection Account on or before any future Servicer Remittance Date to the extent that the Available Funds for the related Payment Date (determined without regard to Advances to be made on the Servicer Remittance Date) shall be less than the total amount that would be paid to the Classes of Noteholders pursuant to Section 3.05 of the Indenture on such Payment Date if such amounts held for future payments had not been so used to make Advances. The Indenture Trustee will provide notice to the Servicer by telecopy by the Close of Business on any Servicer Remittance Date in the event that the amount remitted by the Servicer to the Indenture Trustee on such date is less than the Advances required to be made by the Servicer for the related Payment Date, as set forth in the related Remittance Report.
          (c) The obligation of the Servicer to make such Advances is mandatory, notwithstanding any other provision of this Agreement but subject to (d) below, and, with respect to any Mortgage Loan, shall continue until the Mortgage Loan is paid in full or until all Liquidation Proceeds thereon have been recovered, or a Final Recovery Determination has been made thereon.
          (d) Notwithstanding anything herein to the contrary, no Advance or Servicing Advance shall be required to be made hereunder by the Servicer if such Advance or Servicing Advance would, if made, constitute a Nonrecoverable Advance. The determination by the Servicer that it has made a Nonrecoverable Advance or that any proposed Advance or Servicing Advance, if made, would constitute a Nonrecoverable Advance, shall be evidenced by an Officers’ Certificate of the Servicer delivered to the Depositor and the Indenture Trustee. Furthermore, the Servicer shall not be required to advance

 


 

          Relief Act Interest Shortfalls.
          Section 4.02. Exchange Act Reporting.
          (a) (i) Unless and until a Form 15 Suspension Notice has been filed pursuant to Section 4.02(a)(iii) below, within 15 days after each Payment Date, the Indenture Trustee shall, in accordance with industry standards, file with the Commission via the Electronic Data Gathering and Retrieval System (“EDGAR”), a distribution report on Form 10-D, signed by the Servicer, with a copy of the monthly statement to be furnished by the Indenture Trustee to the Noteholders for such Payment Date. Any disclosure in addition to the monthly statement required to be included on the Form 10-D (“Additional Form 10-D Disclosure”) shall be determined and prepared by the entity that is indicated in Exhibit I as the responsible entity for providing that information. The Indenture Trustee will have no duty or liability to verify the accuracy or sufficiency of any such Additional Form 10-D Disclosure and the Indenture Trustee shall have no liability with respect to any failure to properly prepare or file such Form 10-D resulting from or relating to the Indenture Trustee’s inability or failure to obtain any information in a timely manner from the party responsible for delivery of such Additional Form 10-D Disclosure.
          Within 5 calendar days after the related Determination Date, each entity that is indicated in Exhibit I as the responsible entity for providing Additional Form 10-D Disclosure shall be required to provide to the Indenture Trustee and the Depositor, to the extent known with respect to themselves, in an EDGAR compatible format, clearly identifying which item of Form 10-D the information relates to, any Additional Form 10-D Disclosure, if applicable. The Indenture Trustee shall compile the information provided to it, prepare the Form 10-D and no later than 5 calendar days prior to the 15th day after the related Payment Date forward the Form 10-D to the Depositor for verification with a copy to the Sponsor. The Depositor will approve, as to form and substance, or disapprove, as the case may be, the Form 10-D. An officer of the Servicer shall sign the Form 10-D and return an electronic or fax copy of such signed Form 10-D (with an original executed hard copy to follow by overnight mail) to the Indenture Trustee. For administrative convenience, the Servicer may deliver executed signature pages to the Indenture Trustee to be held by the Indenture Trustee in escrow and attached to a Form 10-D only upon the Servicer’s electronic notification to the Indenture Trustee authorizing such attachment.
          (ii) At the direction and at the expense of the Depositor, within four (4) Business Days after the occurrence of an event requiring disclosure on Form 8-K (each such event, a “Reportable Event”), the Indenture Trustee shall prepare and file any Form 8-K, as required by the Exchange Act, in addition to the initial Form 8-K in connection with the issuance of the Notes (which shall be prepared and filed by the Depositor). Any disclosure or information related to a Reportable Event or that is otherwise required to be included on Form 8-K (“Form 8-K Disclosure Information”) shall be determined and prepared by the entity that is indicated in Exhibit I as the responsible entity for providing that information.
          For so long as the Trust is subject to the Exchange Act reporting requirements, no later than the end of business on the second Business Day after the occurrence of a Reportable Event, the entity that is indicated in Exhibit I as the responsible entity for providing Form 8-K Disclosure Information shall be required to provide to the Indenture Trustee and the Depositor in EDGAR compatible format, to the extent known, the form and substance of any Form 8-K Disclosure Information, if applicable, clearly identifying the Form 8-K reporting section to which such Disclosure Information relates. The Indenture Trustee shall compile the information provided to it, and following its receipt of the Depositor’s approval thereof prepare and file the Form 8-K, which shall be signed by an officer of the Servicer.
          (iii) Prior to January 30 of the first year in which the Indenture Trustee is able to do so under applicable law, the Indenture Trustee shall file a Form 15 Suspension Notice with respect to the Trust, if applicable. Prior to (x) March 15, 2007 and (y) unless and until a Form 15 Suspension Notice shall have been filed, prior to March 15 of each year thereafter, the Servicer shall provide the Indenture Trustee with an Annual Compliance Statement, together with a copy of the Assessment of Compliance and Attestation Report to be delivered by the Servicer pursuant to Sections 3.20 and 3.21 (including with respect to any Sub-Servicer or any subcontractor, if required to be filed). Prior to (x) March 31, 2007 and (y) unless and until a Form 15 Suspension Notice shall have been filed, March 31 of each year thereafter, the Indenture Trustee shall file a Form 10-K with respect to the Trust. Such Form 10-K shall include the Assessment of Compliance, Attestation Report, Annual Compliance Statements and other documentation required by Sections 3.20 and 3.21 (including with respect

 


 

          to any Sub-Servicer or subcontractor, if required to be filed) and the Form 10-K certification in the form attached hereto as Exhibit G-1 (the “Certification”) signed by the senior officer of the Servicer in charge of securitization. The Indenture Trustee shall receive the items described in the preceding sentence no later than March 10 of each calendar year prior to the filing deadline for the Form 10-K.
          If information, data and exhibits to be included in the Form 10-K are not so timely delivered, the Indenture Trustee shall cooperate with the Depositor and the Servicer (at the expense of the Depositor) to file an amended Form 10-K including such documents as exhibits reasonably promptly after they are delivered to the Indenture Trustee. The Indenture Trustee shall have no liability with respect to any failure to properly prepare or file such periodic reports resulting from or relating to the Indenture Trustee’s inability or failure to timely obtain any information from any other party.
          The Indenture Trustee shall compile the information provided to it, prepare the Form 10-K and forward the Form 10-K to the Depositor and the Servicer for verification with a copy to the Sponsor. The Depositor and the Servicer will approve, as to form and substance, or disapprove, as the case may be, the Form 10-K by no later than March 25 of the relevant year (or the immediately preceding Business Day if March 25 is not a Business Day), an officer of the Servicer shall sign the Form 10-K and return an electronic or fax copy of such signed Form 10-K (with an original executed hard copy to follow by overnight mail) to the Indenture Trustee.
          The Servicer shall be responsible for determining the pool concentration applicable to any Sub-Servicer to which the Servicer delegated any of its responsibilities with respect to the Mortgage Loans at any time, for purposes of disclosure as required by Items 1117 and 1119 of Regulation AB. The Indenture Trustee will provide electronic or paper copies of all Form 10-D, 8-K and 10-K filings free of charge to any Noteholder upon request. Any expenses incurred by the Indenture Trustee in connection with the previous sentence shall be reimbursable to the Indenture Trustee out of the Trust.
          The Indenture Trustee shall sign a certification (in the form attached hereto as Exhibit G-2) for the benefit of the Servicer and its officers, directors and Affiliates in respect of items 1 through 3 of the Certification. Such certification shall be delivered to the Servicer by March 15th of each year (or if not a Business Day, the immediately preceding Business Day). The Certification attached hereto as Exhibit G-1 shall be delivered to the Indenture Trustee by March 15th for filing on or prior to March 30th of each year (or if not a Business Day, the immediately preceding Business Day).
          (b) (A) The Indenture Trustee shall indemnify and hold harmless the Depositor and its respective officers, directors and Affiliates from and against any losses, damages, penalties, fines, forfeitures, reasonable and necessary legal fees and related costs, judgments and other costs and expenses directly resulting from (i) a failure by the Indenture Trustee to deliver the Assessment of Compliance required under Section 3.21 or any material misstatement or omission in the Assessment of Compliance delivered by the Indenture Trustee pursuant to Section 3.21 or (ii) a breach of the Indenture Trustee’s obligations under this Section 4.02 caused by the Indenture Trustee’s negligence, bad faith or willful misconduct in connection therewith, and (B) the Servicer shall indemnify and hold harmless the Depositor, the Indenture Trustee and their respective officers, directors and Affiliates from and against any actual losses, damages, penalties, fines, forfeitures, reasonable and necessary legal fees and related costs, judgments and other costs and expenses arising out of or based upon (i) a breach of the Servicer’s obligations under this Section 4.02 or (ii) any material misstatement or omission in the Statement as to Compliance delivered by the Servicer pursuant to Section 3.20 or the Assessment of Compliance delivered by the Servicer pursuant to Section 3.21.
          (c) If the indemnification provided for in Section 4.02(b)(A) is unavailable or insufficient to hold harmless an indemnified party under Sections 4.02(b)(A) above, then the indemnifying party shall contribute to the amount paid or payable by the indemnified party as a result of the losses, claims, damages or liabilities referred to in Section 4.02(b) (A) above in such proportion as is appropriate to reflect (1) the relative fault and benefits of (a) the indemnifying party on the one hand and (b) the indemnified party on the other hand, as well as (2) any other relevant equitable considerations.
          (d) If the indemnification provided for in Section 4.02(b)(B) is unavailable or insufficient to hold harmless an indemnified party under Sections 4.02(b)(B) above, then the indemnifying party shall contribute to the amount paid or payable by the indemnified party as a result of the losses, claims, damages or liabilities referred to in Section 4.02(b)

 


 

          (B) above in such proportion as is appropriate to reflect (1) the relative fault and benefits of (a) the indemnifying party on the one hand and (b) the indemnified party on the other hand, as well as (2) any other relevant equitable considerations.
          (e) Upon any filing with the Securities and Exchange Commission, the Indenture Trustee shall promptly deliver to the Depositor and the Sponsor a copy of any such executed report, statement or information.
          (f) Each of the Servicer and the Indenture Trustee will be required to pay all expenses incurred by it in connection with the performance of its obligations under this Section 4.02 and shall not be entitled to reimbursement therefor.
          (g) In no event, notwithstanding anything to the contrary herein or in any other Basic Document, shall the Indenture Trustee be responsible or liable to any party for special, indirect or consequential damages, including pursuant to any indemnification agreement or indemnification provision hereunder or under any other Basic Document, even if advised of the possibility of such damages.
          Section 4.03. Swap Account.
          (a) On the Closing Date, the Indenture Trustee shall establish and maintain a separate, segregated trust account titled, “Swap Account, JPMorgan Chase Bank, N.A., as Indenture Trustee, in trust for the registered Noteholders of Newcastle Mortgage Securities Trust 2006-1, Asset-Backed Notes, Series 2006-1.” Such account shall be an Eligible Account and funds on deposit therein shall be held separate and apart from, and shall not be commingled with, any other moneys, including, without limitation, other moneys of the Indenture Trustee held pursuant to this Agreement. Amounts therein shall be held uninvested.
          (b) On each Payment Date, prior to any payment to any Note, the Indenture Trustee shall deposit into the Swap Account the amount of any Net Swap Payment or Swap Termination Payment (other than any Swap Termination Payment resulting from a Swap Provider Trigger Event) owed to the Swap Provider (after taking into account any upfront payment received from the counterparty to a replacement interest rate swap agreement) from funds collected and received with respect to the Mortgage Loans prior to the determination of Available Funds.
          (c) The Indenture Trustee shall use any payment received from the Owner Trustee pursuant to Section 2.03 of the Trust Agreement to make any upfront payment required under a replacement swap agreement and any upfront payment received from the counterparty to a replacement swap agreement shall be used to pay any Swap Termination Payment owed to the Swap Provider.

 


 

ARTICLE V
THE SERVICER AND THE DEPOSITOR
          Section 5.01. Liability of the Servicer and the Depositor.
          The Servicer shall be liable in accordance herewith only to the extent of the obligations specifically imposed upon and undertaken by Servicer herein. The Depositor shall be liable in accordance herewith only to the extent of the obligations specifically imposed upon and undertaken by the Depositor.
          Section 5.02. Merger or Consolidation of, or Assumption of the Obligations of, the Servicer or the Depositor.
          Any entity into which the Servicer or Depositor may be merged or consolidated, or any entity resulting from any merger, conversion or consolidation to which the Servicer or the Depositor shall be a party, or any corporation succeeding to the business of the Servicer or the Depositor, shall be the successor of the Servicer or the Depositor, as the case may be, hereunder, without the execution or filing of any paper or any further act on the part of any of the parties hereto, anything herein to the contrary notwithstanding; provided, however, that the successor Servicer shall satisfy all the requirements of Section 6.02 with respect to the qualifications of a successor Servicer.
          Section 5.03. Limitation on Liability of the Servicer and Others.
          Neither the Servicer nor the Depositor nor any of the directors or officers or employees or agents of the Servicer or the Depositor shall be under any liability to the Trust or the Noteholders for any action taken or for refraining from the taking of any action by the Servicer or the Depositor in good faith pursuant to this Agreement, or for errors in judgment; provided, however, that this provision shall not protect the Servicer, the Depositor or any such Person against any liability which would otherwise be imposed by reason of its willful misfeasance, bad faith or negligence in the performance of duties of the Servicer or the Depositor, as the case may be, or by reason of its reckless disregard of its obligations and duties as Servicer or Depositor, as the case may be, hereunder. The Servicer and any director or officer or employee or agent of the Servicer may rely in good faith on any document of any kind prima facie properly executed and submitted by any Person respecting any matters arising hereunder. The Servicer and the Depositor, and any director or officer or employee or agent of the Servicer or the Depositor, shall be indemnified by the Trust and held harmless against any loss, liability or expense incurred in connection with (i) any legal action relating to this Agreement or the Notes, other than any loss, liability or expense incurred by reason of its willful misfeasance, bad faith or negligence or by reason of its reckless disregard of its obligations and duties hereunder or by reason of its failure to perform its obligations or duties hereunder and (ii) any breach of a representation or warranty regarding the Mortgage Loans. The Servicer or the Depositor may undertake any such action which it may deem necessary or desirable in respect of this Agreement, and the rights and duties of the parties hereto and the interests of the Noteholders hereunder. In such event, unless the Depositor or the Servicer acts without the consent of the Holders of 51% of the aggregate Note Balance of the Notes, the reasonable legal expenses and costs of such action and any liability resulting therefrom shall be expenses, costs and liabilities of the Trust and the Servicer shall be entitled to be reimbursed therefor from the Collection Account as and to the extent provided in Section 3.11, any such right of reimbursement being prior to the rights of the Noteholders to receive any amount in the Collection Account. The Servicer’s right to indemnity or reimbursement pursuant to this Section shall survive any resignation or termination of the Servicer pursuant to Section 5.04 or 6.01 with respect to any losses, expenses, costs or liabilities arising prior to such resignation or termination (or arising from events that occurred prior to such resignation or termination). This paragraph shall apply to the Servicer solely in its capacity as Servicer hereunder and in no other capacities.
          Section 5.04. Servicer Not to Resign.
          The Servicer shall not resign from the obligations and duties hereby imposed on it except upon determination that its duties hereunder are no longer permissible under applicable law. Any such determination pursuant to the preceding sentence permitting the resignation of the Servicer shall be evidenced by an Opinion of Counsel to such effect

 


 

          obtained at the expense of the Servicer and delivered to the Indenture Trustee. No resignation of the Servicer shall become effective until the Indenture Trustee or a successor servicer shall have assumed the Servicer’s responsibilities, duties, liabilities (other than those liabilities arising prior to the assumption of servicing duties by the Indenture Trustee or the appointment of such successor) and obligations under this Agreement. Any such resignation shall not relieve the Servicer of responsibility for any of the obligations specified in Sections 6.01 and 6.02 as obligations that survive the resignation or receipt of notice of termination of the Servicer
          Except as expressly provided in this Agreement, the Servicer shall not assign or transfer any of its rights, benefits or privileges hereunder to any other Person, or delegate to or subcontract with, or authorize or appoint any other Person to perform any of the duties, covenants or obligations to be performed by the Servicer hereunder. The foregoing prohibition on assignment shall not prohibit the Servicer from designating a Sub-Servicer as payee of any indemnification amount payable to the Servicer hereunder; provided, however, no Sub-Servicer shall be a third-party beneficiary hereunder and the parties hereto shall not be required to recognize any Sub-Servicer as an indemnitee under this Agreement.
          Section 5.05. Delegation of Duties.
          In the ordinary course of business, the Servicer at any time may delegate any of its duties hereunder to any Person, including any of its Affiliates, who agrees to conduct such duties in accordance with standards comparable to those set forth in Section 3.01. Such delegation shall not relieve the Servicer of its liabilities and responsibilities with respect to such duties and shall not constitute a resignation within the meaning of Section 5.04. Except as provided in Section 3.02, no such delegation is permitted that results in the delegee subservicing any Mortgage Loans. The Servicer shall provide the Indenture Trustee with 60 days prior written notice prior to the delegation of any of its duties to any Person other than any of the Servicer’s Affiliates or their respective successors and assigns.
          Section 5.06. Indemnification.
          The Servicer agrees to indemnify and hold the Indenture Trustee, the Sponsor and the Depositor harmless against any and all claims, losses, penalties, fines, forfeitures, legal fees and related costs, judgments, and any other costs, fees and expenses that the Indenture Trustee and the Depositor may sustain in any way related to the failure of the Servicer to perform its duties and service the Mortgage Loans in compliance with the terms of this Agreement.
          Section 5.07. Inspection
          The Servicer, in its capacity as Servicer, shall afford the Indenture Trustee, upon reasonable notice, during normal business hours, access to all records maintained by the Servicer in respect of its rights and obligations hereunder and access to officers of the Servicer responsible for such obligations.

 


 

ARTICLE VI
DEFAULT
          Section 6.01. Servicer Events of Termination.
          (a) If any one of the following events (“Servicer Events of Termination”) shall occur and be continuing:
          (i) (A) The failure by the Servicer to make any Advance; or (B) any other failure by the Servicer to deposit in the Collection Account or the Payment Account any deposit required to be made under the terms of this Agreement which continues unremedied for a period of one Business Day after the date upon which written notice of such failure shall have been given to the Servicer by the Indenture Trustee or to the Servicer and the Indenture Trustee by any Holders of not less than 25% of the aggregate Note Balances of the Notes; or
          (ii) The failure by the Servicer to make any required Servicing Advance which failure continues unremedied for a period of 30 days, or the failure by the Servicer duly to observe or perform, in any material respect, any other covenants, obligations or agreements of the Servicer as set forth in this Agreement, which failure continues unremedied for a period of 30 days (or if such failure or breach cannot be remedied within 30 days, then such remedy shall have been commenced within 30 days and diligently pursued thereafter; provided, however, that in no event shall such failure or breach be allowed to exist for a period of greater than 90 days), after the date (A) on which written notice of such failure, requiring the same to be remedied, shall have been given to the Servicer by the Indenture Trustee or to the Indenture Trustee by any Holders of not less than 25% of the aggregate Note Balance of the Notes or (B) of actual knowledge of such failure by a Servicing Officer of the Servicer; or
          (iii) The entry against the Servicer of a decree or order by a court or agency or supervisory authority having jurisdiction in the premises for the appointment of a trustee, conservator, receiver or liquidator in any insolvency, conservatorship, receivership, readjustment of debt, marshalling of assets and liabilities or similar proceedings, or for the winding up or liquidation of its affairs, and the continuance of any such decree or order unstayed and in effect for a period of 60 days;
          (iv) any failure by the Servicer to timely comply with its obligations pursuant to Section 3.20 or Section 3.21 hereof; or
          (v) The Servicer shall voluntarily go into liquidation, consent to the appointment of a conservator or receiver or liquidator or similar person in any insolvency, readjustment of debt, marshalling of assets and liabilities or similar proceedings of or relating to the Servicer or of or relating to all or substantially all of its property; or a decree or order of a court or agency or supervisory authority having jurisdiction in the premises for the appointment of a conservator, receiver, liquidator or similar person in any insolvency, readjustment of debt, marshalling of assets and liabilities or similar proceedings, or for the winding-up or liquidation of its affairs, shall have been entered against the Servicer and such decree or order shall have remained in force undischarged, unbonded or unstayed for a period of 60 days; or the Servicer shall admit in writing its inability to pay its debts generally as they become due, file a petition to take advantage of any applicable insolvency or reorganization statute, make an assignment for the benefit of its creditors or voluntarily suspend payment of its obligations;
          (b) then, and in each and every such case, so long as a Servicer Event of Termination shall not have been remedied within the applicable grace period, (x) with respect solely to clause (i)(A) above, if such Advance is not made by 11:00 A.M., New York time, on the Business Day immediately following the Servicer Remittance Date (provided the Indenture Trustee shall give the Servicer, and the Servicer shall have received, notice of such failure to advance by 5:00 P.M. New York time on the Servicer Remittance Date), the Indenture Trustee shall terminate all of the rights and obligations of the

 


 

          Servicer under this Agreement and the Indenture Trustee, or a successor servicer appointed in accordance with Section 6.02, shall immediately make such Advance and assume, pursuant to Section 6.02, the duties of a successor Servicer and (y) in the case of (i)(B), (ii), (iii) and (iv) above, the Indenture Trustee shall, at the direction of the Holders of each Class of Notes evidencing Percentage Interests aggregating not less than 51%, by notice then given in writing to the Servicer (and to the Indenture Trustee if given by Holders of Notes), terminate all of the rights and obligations of the Servicer as servicer under this Agreement. Any such notice to the Servicer shall also be given to each Rating Agency, the Depositor, the Sponsor and the Servicer. On or after the receipt by the Servicer (and by the Indenture Trustee if such notice is given by the Holders) of such written notice, all authority and power of the Servicer under this Agreement, whether with respect to the Notes or the Mortgage Loans or otherwise, shall pass to and be vested in the Indenture Trustee pursuant to and under this Section; and, without limitation, and the Indenture Trustee is hereby authorized and empowered to execute and deliver, on behalf of the Servicer, as attorney-in-fact or otherwise, any and all documents and other instruments, and to do or accomplish all other acts or things necessary or appropriate to effect the purposes of such notice of termination, whether to complete the transfer and endorsement of each Mortgage Loan and related documents or otherwise. The Servicer agrees to cooperate with the Indenture Trustee (or the applicable successor Servicer) in effecting the termination of the responsibilities and rights of the Servicer hereunder, including, without limitation, the delivery to the Indenture Trustee of all documents and records requested by it to enable it to assume the Servicer’s functions under this Agreement within ten Business Days subsequent to such notice, the transfer within one Business Day subsequent to such notice to the Indenture Trustee (or the applicable successor Servicer) for the administration by it of all cash amounts that shall at the time be held by the Servicer and to be deposited by it in the Collection Account, the Payment Account, any REO Account or any Escrow Account or that have been deposited by the Servicer in such accounts or thereafter received by the Servicer with respect to the Mortgage Loans or any REO Property received by the Servicer. All reasonable costs and expenses (including attorneys’ fees) incurred in connection with transferring the Mortgage Files to the successor Servicer and amending this Agreement to reflect such succession as Servicer pursuant to this Section shall be paid by the predecessor Servicer (or if the predecessor Servicer is the Indenture Trustee, the initial Servicer) upon presentation of reasonable documentation of such costs and expenses and to the extent not paid by the Servicer, by the Trust.
          Notwithstanding the termination of the Servicer hereunder, the Servicer shall be entitled to reimbursement of all unpaid Servicing Fees and all unreimbursed Advances and Servicing Advances in the manner and at the times set forth herein.
          Section 6.02. Indenture Trustee to Act; Appointment of Successor.
          (a) From the time the Servicer (and the Indenture Trustee, if notice is sent by the Holders) receives a notice of termination pursuant to Section 6.01 or is permitted to resign pursuant to Section 5.04, the Indenture Trustee (or such other successor Servicer as is approved in accordance with this Agreement) shall be the successor in all respects to the Servicer in its capacity as servicer under this Agreement and the transactions set forth or provided for herein and shall be subject to all the responsibilities, duties and liabilities relating thereto placed on the Servicer by the terms and provisions hereof arising on and after its succession. Notwithstanding the foregoing, the parties hereto agree that the Indenture Trustee, in its capacity as successor Servicer, immediately will assume all of the obligations of the Servicer to make advances. Notwithstanding the foregoing, the Indenture Trustee, in its capacity as successor Servicer, shall not be responsible for the lack of information and/or documents that it cannot obtain through reasonable efforts. It is understood and agreed by the parties hereto that there will be a period of transition (not to exceed 90 days) before the transition of servicing obligations is fully effective. As compensation therefor, the Indenture Trustee (or such other successor Servicer) shall be entitled to such compensation as the Servicer would have been entitled to hereunder if no such notice of termination or resignation had been given. Notwithstanding the above, (i) if the Indenture Trustee is unwilling to act as successor Servicer or (ii) if the Indenture Trustee is legally unable so to act, the Indenture Trustee shall appoint (with the consent of the Majority Certificateholder) or petition a court of competent jurisdiction to appoint, any established housing and home finance institution, bank or other mortgage loan or home equity loan servicer having a net worth of not less than $50,000,000 as the successor to the Servicer hereunder in the assumption of all or any part of the responsibilities, duties or liabilities of the Servicer hereunder; provided, that the appointment of any such successor Servicer will not result in the qualification, reduction or withdrawal of the ratings assigned to the Notes by the Rating Agencies as evidenced by a letter to such effect from the Rating Agencies. Pending appointment of a successor to the Servicer hereunder, unless the Indenture Trustee is prohibited by law from so acting, the Indenture Trustee shall act in such capacity as hereinabove provided. In connection with such appointment and assumption,

 


 

          the successor shall be entitled to receive compensation out of payments on Mortgage Loans in an amount equal to the compensation which the Servicer would otherwise have received pursuant to Section 3.18 (or such other compensation as the Indenture Trustee and such successor shall agree, not to exceed the Servicing Fee). The appointment of a successor Servicer shall not affect any liability of the predecessor Servicer which may have arisen under this Agreement prior to its termination as Servicer to pay any deductible under an insurance policy pursuant to Section 3.14 or to reimburse the Indenture Trustee pursuant to Section 3.06, nor shall any successor Servicer be liable for any acts or omissions of the predecessor Servicer or for any breach by such Servicer of any of its representations or warranties contained herein or in any related document or agreement. The Indenture Trustee and such successor shall take such action, consistent with this Agreement, as shall be necessary to effectuate any such succession. All reasonable Servicing Transfer Costs shall be paid by the predecessor Servicer upon presentation of reasonable documentation of such costs, and if such predecessor Servicer defaults in its obligation to pay such costs, such costs shall be paid by the successor Servicer or the Indenture Trustee (in which case the successor Servicer or the Indenture Trustee, as applicable, shall be entitled to reimbursement therefor from the assets of the Trust).
          (b) Any successor to the Servicer, including the Indenture Trustee, shall during the term of its service as servicer continue to service and administer the Mortgage Loans for the benefit of Noteholders, and maintain in force a policy or policies of insurance covering errors and omissions in the performance of its obligations as Servicer hereunder and a fidelity bond in respect of its officers, employees and agents to the same extent as the Servicer is so required pursuant to Section 3.14.
          (c) In connection with the termination or resignation of the Servicer hereunder, either (i) the successor servicer, including the Indenture Trustee if the Indenture Trustee is acting as a successor Servicer, shall represent and warrant that it is a member of MERS in good standing and shall agree to comply in all material respects with the rules and procedures of MERS in connection with the servicing of the related Mortgage Loans that are registered with MERS, in which case the predecessor Servicer shall cooperate with the successor Servicer in causing MERS to revise its records to reflect the transfer of servicing to the successor Servicer as necessary under MERS’ rules and regulations, or (ii) the predecessor Servicer shall cooperate with the successor Servicer in causing MERS to execute and deliver an Assignment in recordable form to transfer the Mortgage from MERS to the Indenture Trustee and to execute and deliver such other notices, documents and other instruments as may be necessary or desirable to effect a transfer of such Mortgage Loan or servicing of such Mortgage Loan on the MERS® System to the successor Servicer. The predecessor Servicer (or, if the Indenture Trustee is the predecessor Servicer, the related initial Servicer) shall file or cause to be filed any such Assignment in the appropriate recording office. The predecessor Servicer shall bear any and all fees of MERS, costs of preparing any Assignments, and fees and costs of filing any Assignments that may be required under this Section 6.02(c).
          Section 6.03. Waiver of Defaults.
          The Majority Noteholders may, on behalf of all Noteholders, waive, in writing, any events permitting removal of the Servicer as servicer pursuant to this Article VI, provided, however, that the Majority Noteholders may not waive a default in making a required payment on a Note without the written consent of the Holder of such Note. Upon any waiver of a past default, such default shall cease to exist and any Servicer Event of Termination arising therefrom shall be deemed to have been remedied for every purpose of this Agreement. No such waiver shall extend to any subsequent or other default or impair any right consequent thereto except to the extent expressly so waived. Notice of any such waiver shall be given by the Indenture Trustee to the Sponsor and the Rating Agencies.
          Section 6.04. Notification to Noteholders.
          (a) Upon any termination or appointment of a successor to the Servicer pursuant to this Article VI or Section 5.04, the Indenture Trustee shall give prompt written notice thereof to the Owner Trustee, the Sponsor, the Depositor and the Noteholders at their respective addresses appearing in the Note Register and each Rating Agency.
          (b) No later than the later of (a) 60 days after the occurrence of any event which constitutes or which, with notice or lapse of time or both, would constitute a Servicer Event of Termination or (b) within five Business Days after a

 


 

          Responsible Officer of the Indenture Trustee becomes aware of the occurrence of such an event, the Indenture Trustee shall transmit by mail to all Noteholders notice of such occurrence unless such default or Servicer Event of Termination shall have been waived or cured.
          Section 6.05. Survivability of Servicer Liabilities.
          Notwithstanding anything herein to the contrary, upon termination of the Servicer hereunder, any liabilities of the Servicer which accrued prior to such termination shall survive such termination.

 


 

ARTICLE VII
MISCELLANEOUS PROVISIONS
          Section 7.01. Amendment. This Agreement may be amended from time to time by the parties hereto (with the consent of the Majority Certificateholder), provided that any amendment be accompanied by (i) a letter from the Rating Agencies that the amendment will not result in the downgrading or withdrawal of the rating then assigned to the Notes and (ii) an Officer’s Certificate of the Sponsor, that such amendment will not cause the Trust to fail to qualify as a “qualified special purpose entity” under Financial Accounting Standard 140.
          In addition, the prior written consent of the Swap Provider shall be required for any amendment that materially adversely affects in any respect the rights and interest hereunder of the Swap Provider.
          Section 7.02. GOVERNING LAW. THIS AGREEMENT SHALL BE CONSTRUED IN ACCORDANCE WITH THE LAWS OF THE STATE OF NEW YORK, WITHOUT REFERENCE TO ITS CONFLICT OF LAW PROVISIONS (OTHER THAN SECTIONS 5-1401 AND 5-1402 OF THE NEW YORK GENERAL OBLIGATIONS LAW), AND THE OBLIGATIONS, RIGHTS AND REMEDIES OF THE PARTIES HEREUNDER SHALL BE DETERMINED IN ACCORDANCE WITH SUCH LAWS.
          Section 7.03. Notices. All demands, notices and communications hereunder shall be in writing and shall be deemed to have been duly given if when delivered to:
(a) in the case of the Depositor:
Financial Asset Securities Corp.
600 Steamboat Road
Greenwich, Connecticut 06830
Attention: Legal
(b) in the case of the Originator or Servicer:
Centex Home Equity Company, LLC
2828 N. Harwood Street, 11th Floor
Dallas, Texas 75201
Attention: Chief Financial Officer
(c) in the case of Rating Agencies:
Moody’s Investors Service, Inc.
4th Floor
99 Church Street
New York, New York 10007
Attention: Residential Mortgage Monitoring Unit
Standard & Poor’s, a division of The McGraw-Hill Companies, Inc.
55 Water Street — 41st Floor
New York, New York 10041
Attention: Asset Backed Surveillance Group

 


 

(d) in the case of the Owner Trustee, the Corporate Trust Office:
Wilmington Trust Company
Rodney Square North
1100 North Market Street
Wilmington, Delaware 19890
Attention: Corporate Trust Administration
(e) in the case of the Issuer, to Newcastle Mortgage Securities Trust 2006-1:
c/o Newcastle Investment Corp.
750 B Street, Suite 2700
San Diego, CA 92101
Attention: Legal
with a copy to the Sponsor at the address in (g) below.
(f) in the case of the Indenture Trustee:
JPMorgan Chase Bank, N.A.
4 New York Plaza, 6th Floor
New York, New York 10004-2477
Attention: Worldwide Securities Services/Structured Finance Services: Newcastle Mortgage Securities
Trust 2006-1
(g) in the case of the Sponsor:
Newcastle Investment Corp.
1245 Avenue of the Americas
New York, New York 10022
Attention: Debra Hess
or, as to each party, at such other address as shall be designated by such party in a written notice to each other party. Any notice required or permitted to be mailed to a Noteholder shall be given by first class mail, postage prepaid, at the address of such Noteholder as shown in the Note Register. Any notice so mailed within the time prescribed in this Agreement shall be conclusively presumed to have been duly given, whether or not the Noteholder receives such notice. Any notice or other document required to be delivered or mailed by the Indenture Trustee to any Rating Agency shall be given on a reasonable efforts basis and only as a matter of courtesy and accommodation and the Indenture Trustee shall have no liability for failure to deliver such notice or document to any Rating Agency.
          Section 7.04. Severability of Provisions. If any one or more of the covenants, agreements, provisions or terms of this Agreement shall be for any reason whatsoever held invalid, then such covenants, agreements, provisions or terms shall be deemed severable from the remaining covenants, agreements, provisions or terms of this Agreement and shall in no way affect the validity or enforceability of the other provisions of this Agreement or of the Notes or the rights of the Noteholders thereof.
          Section 7.05. Third-Party Beneficiaries. This Agreement will inure to the benefit of and be binding upon

 


 

          the parties hereto, the Noteholders, the Owner Trustee, the Indenture Trustee and their respective successors and permitted assigns. Except as otherwise provided in this Agreement, no other Person will have any right or obligation hereunder. The Indenture Trustee shall have the right to exercise all rights of the Issuer under this Agreement.
          Section 7.06. Counterparts. This instrument may be executed in any number of counterparts, each of which so executed shall be deemed to be an original, but all such counterparts shall together constitute but one and the same instrument.
          Section 7.07. Effect of Headings and Table of Contents. The Article and Section headings herein and the Table of Contents are for convenience only and shall not affect the construction hereof.
          Section 7.08. Termination. The respective obligations and responsibilities of the Servicer and the Issuer created hereby shall terminate upon the satisfaction and discharge of the Indenture pursuant to Section 4.10 thereof.
          Section 7.09. No Petition. The Servicer, by entering into this Agreement, hereby covenants and agrees that it will not at any time institute against the Issuer, or join in any institution against the Issuer, any bankruptcy proceedings under any United States federal or state bankruptcy or similar law in connection with any obligations of the Issuer. This section shall survive the termination of this Agreement by one year.
          Section 7.10. No Recourse. The Servicer acknowledges that no recourse may be had against the Issuer, except as may be expressly set forth in this Agreement.
          Section 7.11. Indenture Trustee Rights. The Indenture Trustee shall be entitled to the same rights, protections, indemnities and immunities afforded to it under the Indenture as if specifically set forth herein.
          Section 7.12. Compliance. In order to comply with its duties under the U.S.A. Patriot Act, the Indenture Trustee may obtain and verify certain information and documentation from the Servicer hereto, including but not limited to such Servicer’s name, address, and other identifying information.
          Section 7.13. Intention of the Parties and Interpretation. Each of the parties acknowledges and agrees that the purpose of Sections 3.20, 3.21 and 4.02 of this Agreement is to facilitate compliance by the Depositor with the provisions of Regulation AB promulgated by the Securities and Exchange Commission under the 1934 Act (17 C.F.R. §§ 229.1100 — 229.1123), as such may be amended from time to time and subject to clarification and interpretive advice as may be issued by the staff of the Securities and Exchange Commission from time to time. Therefore, each of the parties agrees that (a) the obligations of the parties hereunder shall be interpreted in such a manner as to accomplish that purpose, (b) the parties’ obligations hereunder will be supplemented and modified as necessary to be consistent with any such amendments, interpretive advice or guidance, convention or consensus among active participants in the asset-backed securities markets, advice of counsel, or otherwise in respect of the requirements of Regulation AB, (c) the parties shall comply with reasonable requests made by the Depositor for delivery of additional or different information as the Depositor may determine in good faith is necessary to comply with the provisions of Regulation AB, and (d) no amendment of this Agreement shall be required to effect any such changes in the parties’ obligations as are necessary to accommodate evolving interpretations of the provisions of Regulation AB.

 


 

ARTICLE VIII
DUTIES OF THE ADMINISTRATOR
          Section 8.01. Administrative Duties.
          (a) Duties with Respect to the Indenture. The Administrator shall perform all its duties and the duties of the Issuer under the Indenture. In addition, the Administrator shall consult with the Owner Trustee as the Administrator deems appropriate regarding the duties of the Issuer under the Indenture. The Administrator shall monitor the performance of the Issuer and shall advise the Owner Trustee when action is necessary to comply with the Issuer’s duties under the Indenture. The Administrator shall prepare for execution by the Issuer or shall cause the preparation by other appropriate Persons of all such documents, reports, filings, instruments, Notes and opinions as it shall be the duty of the Issuer to prepare, file or deliver pursuant to the Indenture. In furtherance of the foregoing, the Administrator shall take all necessary action that is the duty of the Issuer to take pursuant to the Indenture.
          (b) Duties with Respect to the Issuer.
          (i) In addition to the duties of the Administrator set forth in this Agreement or any of the Basic Documents, the Administrator shall perform such calculations and shall prepare for execution by the Issuer or the Owner Trustee or shall cause the preparation by other appropriate Persons of all such documents, reports, filings, instruments, certificates and opinions as it shall be the duty of the Issuer or the Owner Trustee to prepare, file or deliver pursuant to this Agreement or any of the Basic Documents or under state and federal tax and securities laws (including, but not limited to, UCC filings in applicable jurisdictions and annual compliance certificates, if any), and at the request of the Owner Trustee or the Indenture Trustee shall take all appropriate action that it is the duty of the Issuer to take pursuant to this Agreement or any of the Basic Documents. In accordance with the directions of the Issuer or the Owner Trustee, the Administrator shall administer, perform or supervise the performance of such other activities in connection with the Notes (including the Basic Documents) as are not covered by any of the foregoing provisions and as are expressly requested by the Issuer, the Indenture Trustee or the Owner Trustee.
          (ii) Notwithstanding anything in this Agreement or any of the Basic Documents to the contrary, the Administrator shall be responsible for promptly notifying the Owner Trustee and Certificate Paying Agent in the event that any withholding tax is imposed on the Issuer’s payments (or allocations of income) to an Owner (as defined in the Trust Agreement) as contemplated in Section 5.03 of the Trust Agreement. Any such notice shall be in writing and specify the amount of any withholding tax required to be withheld by the Owner Trustee or the Certificate Paying Agent pursuant to such provision.
          (iii) In carrying out the foregoing duties or any of its other obligations under this Agreement, the Administrator may enter into transactions with or otherwise deal with any of its Affiliates; provided, however, that the terms of any such transactions or dealings shall be in accordance with any directions received from the Issuer and shall be, in the Administrator’s opinion, no less favorable to the Issuer in any material respect than with terms made available to unrelated third parties.
          (c) Tax Matters. The Administrator shall prepare, on behalf of the Owner Trustee, financial statements and such annual or other reports of the Issuer as are necessary for the preparation by the Indenture Trustee of tax returns and information reports as provided in Section 5.03 of the Trust Agreement, including, without limitation, Form 1099.
          (d) Non-Ministerial Matters. With respect to matters that in the reasonable judgment of the Administrator are non-ministerial, the Administrator shall not take any action pursuant to this Article VIII unless within a reasonable time before the taking of such action, the Administrator shall have notified the Owner Trustee and the Indenture

 


 

          Trustee of the proposed action and the Owner Trustee and, with respect to items (A), (B), (C) and (D) below, the Indenture Trustee shall not have withheld consent or provided an alternative direction. For the purpose of the preceding sentence, “non-ministerial matters” shall include:
               (A) the amendment of or any supplement to the Indenture;
               (B) the initiation of any claim or lawsuit by the Issuer and the compromise of any action, claim or lawsuit brought by or against the Issuer (other than in connection with the collection of the Mortgage Loans);
               (C) the amendment, change or modification of this Agreement or any of the Basic Documents to which the Indenture Trustee or the Owner Trustee, as applicable, is a party;
               (D) the appointment of successor Certificate Paying Agents and successor Indenture Trustees pursuant to the Indenture or the appointment of successor Servicers or the consent to the assignment by the Certificate Registrar, Certificate Paying Agent or Indenture Trustee of its obligations under the Indenture; and
               (E) the removal of the Indenture Trustee.
          (e) Sponsor shall act as Administrator. By execution of this Agreement, the Sponsor agrees to be bound as Administrator and shall perform the obligations of the Administrator as described herein.
          Section 8.02. Records. The Administrator shall maintain appropriate books of account and records relating to services performed under this Agreement, which books of account and records shall be accessible for inspection by the Issuer, the Indenture Trustee and the Owner Trustee at any time during normal business hours.
          Section 8.03. Additional Information to be Furnished. The Administrator shall furnish to the Issuer, the Indenture Trustee and the Owner Trustee from time to time such additional information regarding the Mortgage Loans and the Notes as the Issuer, the Indenture Trustee or the Owner Trustee shall reasonably request.
          Section 8.04. No Recourse to Owner Trustee. It is expressly understood and agreed by the parties hereto that (a) this Agreement is executed and delivered by Wilmington Trust Company, not individually or personally, but solely as Owner Trustee of Newcastle Mortgage Securities Trust 2006-1, in the exercise of the powers and authority conferred and vested in it, (b) each of the representations, undertakings and agreements herein made on the part of the Issuer is made and intended not as personal representations, undertakings and agreements by Wilmington Trust Company but is made and intended for the purpose for binding only the Issuer, (c) nothing herein contained shall be construed as creating any liability of Wilmington Trust Company, individually or personally, to perform any covenant either expressed or implied contained herein, all such liability, if any, being expressly waived by the parties hereto and by any Person claiming by, through or under the parties hereto and (d) under no circumstances shall Wilmington Trust Company be personally liable for the payment of any indebtedness or expenses of the Issuer or be liable for the breach or failure of any obligation, representation, warranty or covenant made or undertaken by the Issuer under this Agreement or any other related documents.

 


 

          IN WITNESS WHEREOF, the Depositor, the Servicer, the Originator, the Issuer and the Indenture Trustee have caused this Sale and Sale and Servicing Agreement to be duly executed by their respective officers or representatives all as of the day and year first above written.
         
  FINANCIAL ASSET SECURITIES CORP.,
as Depositor
 
 
  By:   /s/ Patrick Leo    
    Name:   Patrick Leo   
    Title:   Vice President   
 
  CENTEX HOME EQUITY COMPANY, LLC,
as Originator and Servicer
 
 
  By:   /s/ Gregory Oniu    
    Name:   Gregory Oniu   
    Title:   Senior Vice President   
 
  NEWCASTLE MORTGAGE SECURITIES TRUST
2006-1, as Issuer

By: Wilmington Trust Company, not in its individual
capacity, but solely as Owner Trustee
 
 
  By:   /s/ Joann A. Rozell    
    Name:   Joann A. Rozell   
    Title:   Assistant Vice President   
 
  JPMORGAN CHASE BANK, N.A.,
as Indenture Trustee
 
 
  By:   /s/ Steve M. Husbands    
    Name:   Steve M. Husbands   
    Title:   Assistant Vice President   

 


 

         
  For purposes of Article VIII:
NEWCASTLE INVESTMENT CORP., as Sponsor
 
  By:   /s/ Ken Riis    
    Name:   Ken Riis   
    Title:   President   

 


 

         
EXHIBIT A
FORM OF ASSIGNMENT AGREEMENT

 


 

ASSIGNMENT AND RECOGNITION AGREEMENT
          THIS ASSIGNMENT AND RECOGNITION AGREEMENT, dated April 6, 2006, (“Agreement”) among NIC WL LLC (the “Assignor”), Financial Asset Securities Corp. (the “Assignee”) and Centex Home Equity Company, LLC (the “Company”):
          The parties hereto hereby agree as follows:
Assignment and Conveyance
          1. The Assignor hereby conveys, sells, grants, transfers and assigns to the Assignee, without recourse, all of the right, title and interest of the Assignor, as purchaser, in, to and under: (i) those certain Mortgage Loans listed as being originated by the Company on the schedule (the “Mortgage Loan Schedule”) attached hereto as Exhibit A (the “Mortgage Loans”), all interest accruing thereon on and after March 1, 2006 and all collections in respect of interest and principal due after March 1, 2006 (other than collections of interest accrued prior to March 1, 2006); (ii) property which secured each such Mortgage Loan and which has been acquired by foreclosure or deed in lieu of foreclosure; (ii) its interest in any insurance policies in respect of the Mortgage Loans; and (iv) that certain Master Mortgage Loan Purchase and Interim Servicing Agreement dated as of February 28, 2006, as amended (the “Purchase Agreement”), among the Assignor, as purchaser (the “Purchaser”), the Company, as originator and servicer (the “Originator” and the “Servicer”, respectively) and the Harwood Street Funding II, LLC, as seller (the “Seller”), solely insofar as the Purchase Agreement relates to the Mortgage Loans.
          The Assignor specifically reserves and does not assign to the Assignee hereunder any and all right, title and interest in, to and under and any obligations of the Assignor with respect to (i) any mortgage loans subject to the Purchase Agreement which are not the Mortgage Loans set forth on the Mortgage Loan Schedule and are not the subject of this Agreement and (ii) any collections in respect of interest and principal due on or before March 1, 2006 and any collections of interest accrued prior to March 1, 2006.
          In consideration for the Mortgage Loans assigned hereunder, the Assignee shall, on the date hereof, deliver to or upon the order of the Assignor or its designee (i) an amount, in immediately available funds, equal to the net proceeds of the sale of the Class A and the Mezzanine Notes (other than the Class M-9, Class M-10 and Class M-11 Notes), (ii) the Class M-9, Class M-10 and Class M-11 Notes (the “Retained Notes”) and (iii) the Owner Trust Certificates.
Recognition of the Company
          2. From and after the date hereof, the Company shall and does hereby recognize that the Assignee will transfer the Mortgage Loans and assign its rights under the Purchase Agreement (solely to the extent set forth herein) and this Agreement to Newcastle Mortgage Securities Trust 2006-1 (the “Trust”) created pursuant to the Amended and Restated Trust Agreement, dated as of April 6, 2006, among the


 

Assignee, Wilmington Trust Company as owner trustee (the “Owner Trustee”) and JPMorgan Chase Bank, N.A., as certificate registrar (the “Certificate Registrar”) (the “Trust Agreement”) and the Indenture, dated April 6, 2006, between the Trust and JPMorgan Chase Bank, N.A. as indenture trustee (the “Indenture Trustee”) (the “Indenture”). The Company hereby acknowledges and agrees that from and after the date hereof (i) the Trust will be the owner of the Mortgage Loans, (ii) the Company shall look solely to the Trust for performance of any obligations of the Assignor insofar as they relate to the enforcement of the representations, warranties and covenants with respect to the Mortgage Loans, (iii) the Trust (including the Indenture Trustee and the Servicer acting on the Trust’s behalf) shall have all the rights and remedies available to the Assignor, insofar as they relate to the Mortgage Loans, under the Purchase Agreement, including, without limitation, the enforcement of the document delivery requirements and remedies with respect to breaches of representations and warranties set forth in the Purchase Agreement, and shall be entitled to enforce all of the obligations of the Company thereunder insofar as they relate to the Mortgage Loans, and (iv) all references to the Purchaser (insofar as they relate to the rights, title and interest and, with respect to obligations of the Purchaser, only insofar as they relate to the enforcement of the representations, warranties and covenants of the Company) or the Custodian under the Purchase Agreement insofar as they relate to the Mortgage Loans, shall be deemed to refer to the Trust (including the Indenture Trustee and the Servicer acting on the Trust’s behalf). Neither the Company nor the Assignor shall amend or agree to amend, modify, waiver, or otherwise alter any of the terms or provisions of the Purchase Agreement which amendment, modification, waiver or other alteration would in any way affect the Mortgage Loans or the Company’s performance under the Purchase Agreement with respect to the Mortgage Loans without the prior written consent of the Indenture Trustee.
Representations and Warranties of the Company
          3. The Company warrants and represents to the Assignor, the Assignee and the Trust as of the date hereof that:
     (a) The Company is duly organized, validly existing and in good standing under the laws of the jurisdiction of its incorporation;
     (b) The Company has full power and authority to execute, deliver and perform its obligations under this Agreement and has full power and authority to perform its obligations under the Purchase Agreement. The execution by the Company of this Agreement is in the ordinary course of the Company’s business and will not conflict with, or result in a breach of, any of the terms, conditions or provisions of the Company’s charter or bylaws or any legal restriction, or any material agreement or instrument to which the Company is now a party or by which it is bound, or result in the violation of any law, rule, regulation, order, judgment or decree to which the Company or its property is subject. The execution, delivery and performance by the Company of this Agreement have been duly authorized by all necessary corporate action on part of the Company. This Agreement has been duly executed and delivered by the Company, and, upon the due authorization, execution and delivery by the Assignor and the

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Assignee, will constitute the valid and legally binding obligation of the Company, enforceable against the Company in accordance with its terms except as enforceability may be limited by bankruptcy, reorganization, insolvency, moratorium or other similar laws now or hereafter in effect relating to creditors’ rights generally, and by general principles of equity regardless of whether enforceability is considered in a proceeding in equity or at law;
     (c) No consent, approval, order or authorization of, or declaration, filing or registration with, any governmental entity is required to be obtained or made by the Company in connection with the execution, delivery or performance by the Company of this Agreement; and
     (d) There is no action, suit, proceeding or investigation pending or threatened against the Company, before any court, administrative agency or other tribunal, which would draw into question the validity of this Agreement or the Purchase Agreement, or which, either in any one instance or in the aggregate, would result in any material adverse change in the ability of the Company to perform its obligations under this Agreement or the Purchase Agreement, and the Company is solvent.
          4. Pursuant to Section 12 of the Purchase Agreement, the Company hereby represents and warrants, for the benefit of the Assignor, the Assignee and the Trust, that the representations and warranties set forth in Sections 7.01 and 7.02 of the Purchase Agreement attached hereto as Exhibit B, are true and correct as of the date hereof as if such representations and warranties were made on the date hereof, except that the representation and warranty set forth in Section 7.02(a) shall, for purposes of this Agreement, relate to the Mortgage Loan Schedule attached hereto.
Remedies for Breach of Representations and Warranties
          5. The Company hereby acknowledges and agrees that the remedies available to the Assignor, the Assignee and the Trust (including the Indenture Trustee and the Servicer acting on the Trust’s behalf) in connection with any breach of the representations and warranties made by the Company set forth in Sections 3 and 4 hereof shall be as set forth in Subsection 7.03 of the Purchase Agreement as if they were set forth herein (including without limitation the repurchase and indemnity obligations set forth therein).
          Notwithstanding the foregoing, the Assignor may, at its option, satisfy any obligation of the Company with respect to any breach of representation and warranty made by the Company regarding the Mortgage Loans.
Miscellaneous
          6. This Agreement shall be construed in accordance with the laws of the State of New York, without regard to conflicts of law principles, and the obligations, rights and remedies of the parties hereunder shall be determined in accordance with such laws.

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          7. No term or provision of this Agreement may be waived or modified unless such waiver or modification is in writing and signed by the party against whom such waiver or modification is sought to be enforced, with the prior written consent of the Indenture Trustee.
          8. This Agreement shall inure to the benefit of (i) the successors and assigns of the parties hereto and (ii) the Trust (including the Indenture Trustee and the Servicer acting on the Trust’s behalf). Any entity into which Assignor, Assignee or Company may be merged or consolidated shall, without the requirement for any further writing, be deemed Assignor, Assignee or Company, respectively, hereunder.
          9. Each of this Agreement and the Purchase Agreement shall survive the conveyance of the Mortgage Loans and the assignment of the Purchase Agreement (to the extent assigned hereunder) by Assignor to Assignee and by Assignee to the Trust and nothing contained herein shall supersede or amend the terms of the Purchase Agreement.
          10. This Agreement may be executed simultaneously in any number of counterparts. Each counterpart shall be deemed to be an original and all such counterparts shall constitute one and the same instrument.
          11. In the event that any provision of this Agreement conflicts with any provision of the Purchase Agreement with respect to the Mortgage Loans, the terms of this Agreement shall control.
          12. The Assignor shall notify the Assignee of any proposed disposition of the Retained Notes that would require the delivery of an updated prospectus supplement (as determined by the Assignor or the Assignee in its reasonable discretion) reasonably in advance of settlement of such disposition, and the Assignor shall provide to the Assignee all information about the disposition and the prospective transferees which the Assignee reasonably requests.
          At the time of the Assignor’s notice as required above (or, in the case of information concerning the Mortgage Loans, as soon thereafter as practicable), the Assignor shall fully inform the Assignee with respect to all information that may be necessary in order to correct any untrue statement of a material fact in the Prospectus Supplement, or to prevent any omission of a material fact necessary to make the statements in the Prospectus Supplement not misleading in light of the circumstances in which they are made in connection with the disposition of the Retained Notes, and the Assignor and the Assignee shall cooperate with one another in connection with the preparation and use of any supplement to the Prospectus Supplement required by the Assignee or the Assignor in its reasonable discretion.

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          13. Capitalized terms used in this Agreement (including the exhibits hereto) but not defined in this Agreement shall have the meanings given to such terms in the Indenture.
[SIGNATURE PAGE FOLLOWS]

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          IN WITNESS WHEREOF, the parties have caused this Agreement to be executed by their duly authorized officers as of the date first above written.
             
    NIC WL LLC    
 
           
 
  By:    
 
   
 
      Name:    
 
      Title    
 
           
    FINANCIAL ASSET SECURITIES CORP.    
 
           
 
  By:    
 
   
 
  Name:        
 
  Title        
 
           
    CENTEX HOME EQUITY COMPANY, LLC    
 
           
 
  By:    
 
   
 
  Name:        
 
  Title        

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EXHIBIT A
Mortgage Loan Schedule
[Same as Exhibit B Mortgage Loan Schedule below]


 

EXHIBIT B
Representations and Warranties
     Capitalized terms used but not defined herein shall have the meanings assigned thereto in the Purchase Agreement.
          Subsection 7.01.   Representations and Warranties Respecting the Seller and Servicer
          The Seller represents, warrants and covenants to the Initial Purchaser and to any subsequent Purchaser as of the initial Closing Date and each subsequent Closing Date or as of such date specifically provided herein or in the applicable Assignment and Conveyance:
          (i) The Seller is a Delaware company duly organized, validly existing and in good standing under the laws of Delaware. The Seller has all licenses necessary to carry out its business as now being conducted, and is licensed and qualified to transact business in and is in good standing under the laws of each state in which any Mortgaged Property is located or is otherwise exempt under applicable law from such licensing or qualification or is otherwise not required under applicable law to effect such licensing or qualification and no demand for such licensing or qualification has been made upon the Seller by any such state, and in any event the Seller is in compliance with the laws of any such state to the extent necessary to ensure the enforceability of each Mortgage Loan and the servicing of the Mortgage Loans in accordance with the terms of this Agreement. No licenses or approvals obtained by the Seller have been suspended or revoked by any court, administrative agency, arbitrator or governmental body and no proceedings are pending which might result in such suspension or revocation;
          (ii) The Seller has the full limited liability company power and authority to hold each Mortgage Loan, to sell each Mortgage Loan, and to execute, deliver and perform, and to enter into and consummate, all transactions contemplated by this Agreement. The Seller has duly authorized the execution, delivery and performance of this Agreement, has duly executed and delivered this Agreement, and this Agreement, assuming due authorization, execution and delivery by the Purchaser, constitutes a legal, valid and binding obligation of the Seller, enforceable against it in accordance with its terms except as the enforceability thereof may be limited by bankruptcy, insolvency or reorganization;
          (iii) The execution and delivery of this Agreement by the Seller and the performance of and compliance with the terms of this Agreement will not violate the Seller’s Certificate of Formation or limited liability company agreement or constitute a default under or result in a breach or acceleration of, any material contract, agreement or other instrument to which the Seller is a party or which may be applicable to the Seller or its assets;


 

          (iv) The Seller is not in violation of, and the execution and delivery of this Agreement by the Seller and its performance and compliance with the terms of this Agreement will not constitute a violation with respect to, any order or decree of any court or any order or regulation of any federal, state, municipal or governmental agency having jurisdiction over the Seller or its assets, which violation might have consequences that would materially and adversely affect the condition (financial or otherwise) or the operation of the Seller or its assets or might have consequences that would materially and adversely affect the performance of its obligations and duties hereunder;
          (v) The Seller does not believe, nor does it have any reason or cause to believe, that it cannot perform each and every covenant contained in this Agreement applicable to the Seller;
          (vi) Immediately prior to the payment of the Purchase Price for each Mortgage Loan, the Seller or the Servicer was the owner of the related Mortgage and the indebtedness evidenced by the related Mortgage Note and upon the payment of the Purchase Price by the Purchaser;
          (vii) There are no actions or proceedings against, or investigations of, the Seller before any court, administrative or other tribunal (A) that might prohibit its entering into this Agreement, (B) seeking to prevent the sale of the Mortgage Loans or the consummation of the transactions contemplated by this Agreement or (C) that might prohibit or materially and adversely affect the performance by the Seller of its obligations under, or the validity or enforceability of, this Agreement;
          (viii) No consent, approval, authorization or order of any court or governmental agency or body is required for the execution, delivery and performance by the Seller of, or compliance by the Seller with, this Agreement or the consummation of the transactions contemplated by this Agreement, except for such consents, approvals, authorizations or orders, if any, that have been obtained prior to the Closing Date;
          (ix) The consummation of the transactions contemplated by this Agreement are in the ordinary course of business of the Seller, and the transfer, assignment and conveyance of the Mortgage Notes and the Mortgages by the Seller pursuant to this Agreement are not subject to the bulk transfer or any similar statutory provisions;
          (x) Neither this Agreement nor any written statement, report or other document prepared and furnished or to be prepared and furnished by the Seller pursuant to this Agreement or in connection with the transactions contemplated hereby contains any untrue statement of material fact or omits to state a material fact necessary to make the statements contained herein or therein not misleading;
          (xi) The transfer of the Mortgage Loans shall be treated as a sale on the books and records of Seller, and Seller has determined that, and will treat, the

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disposition of the Mortgage Loans pursuant to this Agreement for tax and accounting purposes as a sale;
          (xii) The consideration received by the Seller upon the sale of the Mortgage loans constitutes fair consideration and reasonably equivalent value for such Mortgage Loans;
          (xiii) Seller is solvent and will not be rendered insolvent by the consummation of the transactions contemplated hereby. The Seller is not transferring any Mortgage loan with any intent to hinder, delay or defraud any of its creditors;
          (xiv) The Seller has not dealt with any broker, investment banker, agent or other person that may be entitled to any commission or compensation in connection with the sale of the Mortgage Loans; and
          (xv) The Seller is the sole legal, beneficial and equitable owner of the Mortgage Note and the Mortgage and has full right to transfer and sell the Mortgage Loan to the Purchaser free and clear of any encumbrance, equity, lien, pledge, charge, claim or security interest.
          (xvi) The Servicer represents, warrants and covenants to the Initial Purchaser and to any subsequent Purchaser as of the initial Closing Date and each subsequent Closing Date or as of such date specifically provided herein or in the applicable Assignment and Conveyance:
          (xvii) The Servicer is duly organized, validly existing and in good standing under the laws of the state of Delaware and has all licenses necessary to carry on its business as now being conducted. It is licensed in, qualified to transact business in and is in good standing under the laws of the state in which any Mortgaged Property is located and is and will remain in compliance with the laws of each state in which any Mortgaged Property is located to the extent necessary to ensure the enforceability of each Mortgage Loan and the servicing of the Mortgage Loan in accordance with the terms of this Agreement. No licenses or approvals obtained by Servicer have been suspended or revoked by any court, administrative agency, arbitrator or governmental body and no proceedings are pending which might result in such suspension or revocation;
          (xviii) The Servicer has the full power and authority to execute, deliver and perform, and to enter into and consummate, all transactions contemplated by this Agreement. The Servicer has duly authorized the execution, delivery and performance of this Agreement, has duly executed and delivered this Agreement, and this Agreement, assuming due authorization, execution and delivery by the Purchaser, constitutes a legal, valid and binding obligation of the Servicer, enforceable against it in accordance with its terms except as the enforceability thereof may be limited by bankruptcy, insolvency or reorganization;
          (xix) The execution and delivery of this Agreement by the Servicer and the performance of and compliance with the terms of this Agreement will

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not violate the Servicer’s Certificate of Formation and limited liability company agreement or constitute a default under or result in a breach or acceleration of, any material contract, agreement or other instrument to which the Servicer is a party or which may be applicable to the Servicer or its assets;
          (xx) The Servicer is not in violation of, and the execution and delivery of this Agreement by the Servicer and its performance and compliance with the terms of this Agreement will not constitute a violation with respect to, any order or decree of any court or any order or regulation of any federal, state, municipal or governmental agency having jurisdiction over the Servicer or its assets, which violation might have consequences that would materially and adversely affect the condition (financial or otherwise) or the operation of the Servicer or its assets or might have consequences that would materially and adversely affect the performance of its obligations and duties hereunder;;
          (xxi) The Servicer does not believe, nor does it have any reason or cause to believe, that it cannot perform each and every covenant contained in this Agreement;
          (xxii) The Mortgage Note, the Mortgage, the Assignment of Mortgage and any other documents required to be delivered with respect to each Mortgage Loan pursuant to the Custodial Agreement, have been delivered to the Custodian all in compliance with the specific requirements of the Custodial Agreement. With respect to each Mortgage Loan, the Servicer is in possession of a complete Mortgage File in compliance with Exhibit 5, except for such documents as have been delivered to the Custodian;
          (xxiii) In the event that the Servicer retains record title, the Servicer shall retain such record title to each Mortgage, each related Mortgage Note and the related Mortgage Files with respect thereto in trust for the Purchaser as the owner thereof and only for the purpose of servicing and supervising the servicing of each Mortgage Loan;
          (xxiv) There are no actions or proceedings against, or investigations of, the Servicer before any court, administrative or other tribunal (A) that might prohibit its entering into this Agreement, (B) seeking to prevent the consummation of the transactions contemplated by this Agreement or (C) that might prohibit or materially and adversely affect the performance by the Servicer of its obligations under, or the validity or enforceability of, this Agreement;
          (xxv) No consent, approval, authorization or order of any court or governmental agency or body is required for the execution, delivery and performance by the Servicer of, or compliance by the Servicer with, this Agreement or the consummation of the transactions contemplated by this Agreement, except for such consents, approvals, authorizations or orders, if any, that have been obtained prior to the Closing Date;

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          (xxvi) Servicer shall maintain complete records for each Mortgage Loan which shall be clearly marked to reflect the ownership of each Mortgage Loan by Purchaser; and
          (xxvii) Neither this Agreement nor any written statement, report or other document prepared and furnished or to be prepared and furnished by the Servicer pursuant to this Agreement or in connection with the transactions contemplated hereby contains any untrue statement of material fact or omits to state a material fact necessary to make the statements contained herein or therein not misleading.
          (xxviii) The Servicer is an approved servicer of conventional loans for Fannie Mae or Freddie Mac.
          (xxix) The Servicer is a member of MERS in good standing, and will comply in all material respects with the rules and procedures of MERS in connection with the servicing of the MERS Mortgage Loans for as long as such Mortgage Loans are registered with MERS.
           Subsection 7.02.   Representations and Warranties Regarding Individual Mortgage Loans.
          The Servicer hereby represents and warrants to the Initial Purchaser and to any subsequent Purchaser that, as to each Mortgage Loan, as of the related Closing Date for such Mortgage Loan:
          (xxx) The information set forth in the related Mortgage Loan Schedule is complete, true and correct;
          (xxxi) The Mortgage Loan is in compliance with all requirements set forth in the related Confirmation, and the characteristics of the related Mortgage Loan Package as set forth in the related Confirmation are true and correct; provided, however, that in the event of any conflict between the terms of any Confirmation and this Agreement, the terms of the Confirmation shall control, except to the extent specifically set forth in the Confirmation;
          (xxxii) Neither the Seller nor the Servicer has advanced funds, or induced, solicited or knowingly received any advance of funds from a party other than the owner of the related Mortgaged Property, directly or indirectly, for the payment of any amount required by the Mortgage Note or Mortgage; no Mortgage Loan is fifty-nine (59) or more days delinquent (pursuant to the delinquency methodology acceptable to the Office of Thrift Supervision) as of the Closing Date;
          (xxxiii) There are no delinquent taxes, ground rents, water charges, sewer rents, assessments, insurance premiums, leasehold payments, including assessments payable in future installments or other outstanding charges that would constitute a lien superior to the Mortgage, affecting the related Mortgaged Property;

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          (xxxiv) The terms of the Mortgage Note and the Mortgage have not been impaired, waived, altered or modified in any respect, except by written instruments, recorded in the applicable public recording office if necessary to maintain the lien priority of the Mortgage, and which have been delivered to the Custodian; the substance of any such waiver, alteration or modification has been approved by the title insurer, to the extent required by the related policy, and is reflected on the related Mortgage Loan Schedule. No instrument of waiver, alteration or modification has been executed, and no Mortgagor has been released, in whole or in part, except in connection with an assumption agreement approved by the title insurer, to the extent required by the policy, and which assumption agreement has been delivered to the Custodian and the terms of which are reflected in the related Mortgage Loan Schedule;
          (xxxv) The Mortgage Note and the Mortgage are not subject to any right of rescission, set-off, counterclaim or defense, including the defense of usury, nor will the operation of any of the terms of the Mortgage Note and the Mortgage, or the exercise of any right thereunder, render the Mortgage unenforceable, in whole or in part, or subject to any right of rescission, set-off, counterclaim or defense, including the defense of usury and no such right of rescission, set-off, counterclaim or defense has been asserted with respect thereto. Each Prepayment Charge or penalty with respect to any Mortgage Loan is permissible, enforceable and collectible under applicable federal, state and local law;
          (xxxvi) All buildings upon the Mortgaged Property are insured by a Qualified Insurer acceptable to Fannie Mae and Freddie Mac against loss by fire, hazards of extended coverage and such other hazards as are customary in the area where the Mortgaged Property is located, pursuant to insurance policies providing coverage in an amount not less than the greatest of (i) 100% of the replacement cost of all improvements to the Mortgaged Property, (ii) either (A) the outstanding principal balance of the Mortgage Loan with respect to each first lien Mortgage Loan or (B) with respect to each second lien Mortgage Loan, the sum of the outstanding principal balance of the related first lien mortgage loan and the outstanding principal balance of the second lien Mortgage Loan, or (iii) the amount necessary to avoid the operation of any co-insurance provisions with respect to the Mortgaged Property, and consistent with the amount that would have been required as of the date of origination in accordance with the Underwriting Guidelines. All such insurance policies contain a standard mortgagee clause naming the Seller, its successors and assigns as mortgagee and all premiums thereon have been paid. If the Mortgaged Property is in an area identified on a Flood Hazard Map or Flood Insurance Rate Map issued by the Federal Emergency Management Agency as having special flood hazards (and such flood insurance has been made available) a flood insurance policy meeting the requirements of the current guidelines of the Federal Insurance Administration is in effect which policy conforms to the requirements of Fannie Mae and Freddie Mac. The Mortgage obligates the Mortgagor thereunder to maintain all such insurance at the Mortgagor’s cost and expense, and on the Mortgagor’s failure to do so, authorizes the holder of the Mortgage to maintain such insurance at Mortgagor’s cost and expense and to seek reimbursement therefore from the Mortgagor;

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          (xxxvii) Any and all requirements of any federal, state or local law including, without limitation, usury, truth in lending, real estate settlement procedures, predatory and abusive lending, consumer credit protection, equal credit opportunity, fair housing or disclosure laws applicable to the origination and servicing of mortgage loans of a type similar to the Mortgage Loans and applicable to any prepayment penalty associated with the Mortgage Loans at origination have been complied with;
          (xxxviii) The Mortgage has not been satisfied, cancelled, subordinated or rescinded, in whole or in part, and the Mortgaged Property has not been released from the lien of the Mortgage, in whole or in part, nor has any instrument been executed that would effect any such satisfaction, cancellation, subordination, rescission or release;
          (xxxix) The Mortgage (including any Negative Amortization which may arise thereunder) is a valid, existing and enforceable (A) first lien and first priority security interest with respect to each Mortgage Loan which is indicated by the Seller to be a first lien (as reflected on the Mortgage Loan Schedule), or (B) second lien and second priority security interest with respect to each Mortgage Loan which is indicated by the Seller to be a second lien (as reflected on the Mortgage Loan Schedule), in either case, on the Mortgaged Property, including all improvements on the Mortgaged Property subject only to (a) the lien of current real property taxes and assessments not yet due and payable, (b) covenants, conditions and restrictions, rights of way, easements and other matters of the public record as of the date of recording being acceptable to mortgage lending institutions generally and specifically referred to in the lender’s title insurance policy delivered to the originator of the Mortgage Loan and which do not adversely affect the Appraised Value of the Mortgaged Property, (c) with respect to each Mortgage Loan which is indicated by the Seller to be a second lien Mortgage Loan (as reflected on the Mortgage Loan Schedule) a first lien on the Mortgaged Property; and (d) other matters to which like properties are commonly subject which do not materially interfere with the benefits of the security intended to be provided by the Mortgage or the use, enjoyment, value or marketability of the related Mortgaged Property. Any security agreement, chattel mortgage or equivalent document related to and delivered in connection with the Mortgage Loan establishes and creates a valid, existing and enforceable first or second lien and first or second priority security interest (in each case, as indicated on the Mortgage Loan Schedule) on the property described therein and the Seller has full right to sell and assign the same to the Purchaser;
          (xl) The Mortgage Note and the related Mortgage are genuine and each is the legal, valid and binding obligation of the maker thereof, enforceable in accordance with its terms;
          (xli) All parties to the Mortgage Note and the Mortgage had legal capacity to enter into the Mortgage Loan and to execute and deliver the Mortgage Note and the Mortgage, and the Mortgage Note and the Mortgage have been duly and properly executed by such parties. The Mortgagor is a natural person;

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          (xlii) The proceeds of the Mortgage Loan have been fully disbursed to or for the account of the Mortgagor and there is no obligation for the Mortgagee to advance additional funds thereunder and any and all requirements as to completion of any on-site or off-site improvement and as to disbursements of any escrow funds therefore have been complied with. All costs, fees and expenses incurred in making or closing the Mortgage Loan and the recording of the Mortgage have been paid, and the Mortgagor is not entitled to any refund of any amounts paid or due to the Mortgagee pursuant to the Mortgage Note or Mortgage;
          (xliii) The Seller is the sole legal, beneficial and equitable owner of the Mortgage Note and the Mortgage and has full right to transfer and sell the Mortgage Loan to the Purchaser free and clear of any encumbrance, equity, lien, pledge, charge, claim or security interest;
          (xliv) All parties which have had any interest in the Mortgage Loan, whether as mortgagee, assignee, pledgee or otherwise, are (or, during the period in which they held and disposed of such interest, were) in compliance with any and all applicable “doing business” and licensing requirements of the laws of the state wherein the Mortgaged Property is located;
          (xlv) The Mortgage Loan is covered by an American Land Title Association (“ALTA”) lender’s title insurance policy or a comparable form in the States of California or Texas (which, in the case of an Adjustable Rate Mortgage Loan has an adjustable rate mortgage endorsement in the form of ALTA 6.0 or 6.1), issued by a title insurer acceptable to Fannie Mae and Freddie Mac and qualified to do business in the jurisdiction where the Mortgaged Property is located, insuring (subject to the exceptions contained in (x)(a) and (b), and with respect to any second lien Mortgage Loan (c), above) the Seller or the Servicer, its successors and assigns as to the first or second priority lien (as indicated on the Mortgage Loan Schedule) of the Mortgage in the original principal amount of the Mortgage Loan (including, if the Mortgage Loan provides for Negative Amortization, the maximum amount of Negative Amortization in accordance with the Mortgage) and, with respect to any Adjustable Rate Mortgage Loan, against any loss by reason of the invalidity or unenforceability of the lien resulting from the provisions of the Mortgage providing for adjustment in the Mortgage Interest Rate and Monthly Payment and Negative Amortization provisions of the Mortgage Note. The Seller or Servicer is the sole insured of such lender’s title insurance policy, and such lender’s title insurance policy is in full force and effect and will be in full force and effect upon the consummation of the transactions contemplated by this Agreement. No claims have been made under such lender’s title insurance policy, and no prior holder of the related Mortgage, including the Seller, has done, by act or omission, anything which would impair the coverage of such lender’s title insurance policy;
          (xlvi) There is no default, breach, violation or event of acceleration existing under the Mortgage or the Mortgage Note and no event which, with the passage of time or with notice and the expiration of any grace or cure period, would constitute a default, breach, violation or event of acceleration, and neither the Seller nor the Servicer

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has waived any default, breach, violation or event of acceleration. With respect to each second lien Mortgage Loan (i) the related first lien mortgage loan is in full force and effect, (ii) there is no default, breach, violation or event of acceleration existing under such first lien mortgage or the related mortgage note, (iii) no event which, with the passage of time or with notice and the expiration of any grace or cure period, would constitute a default, breach, violation or event of acceleration thereunder, (iv) either (A) the first lien mortgage contains a provision which allows or (B) applicable law requires, the mortgagee under the second lien Mortgage Loan to receive notice of, and affords such mortgagee an opportunity to cure any default by payment in full or otherwise under the first lien mortgage, (v) the related first lien does not provide for or permit negative amortization under such first lien Mortgage Loan, and (vi) either no consent for the Mortgage Loan is required by the holder of the first lien or such consent has been obtained and is contained in the Mortgage File;
          (xlvii) There are no mechanics’ or similar liens or claims which have been filed for work, labor or material (and no rights are outstanding that under law could give rise to such lien) affecting the related Mortgaged Property which are or may be liens prior to, or equal or coordinate with, the lien of the related Mortgage;
          (xlviii) All improvements which were considered in determining the Appraised Value of the related Mortgaged Property lay wholly within the boundaries and building restriction lines of the Mortgaged Property, and no improvements on adjoining properties encroach upon the Mortgaged Property;
          (xlix) The Mortgage Loan was originated by the Servicer or by a savings and loan association, a savings bank, a commercial bank or similar banking institution which is supervised and examined by a federal or state authority, or by a mortgagee approved as such by the Secretary of HUD, or by a Qualified Correspondent;
          (l) Principal payments on the Mortgage Loan commenced no more than sixty (60) days after the proceeds of the Mortgage Loan were disbursed. The Mortgage Loan bears interest at the Mortgage Interest Rate. With respect to each Mortgage Loan which is not a Negative Amortization Loan, the Mortgage Note is payable on the day of each month specified in the related Mortgage Note in Monthly Payments, which, in the case of a Fixed Rate Mortgage Loans, are sufficient to fully amortize the original principal balance over the original term thereof (other than with respect to a Mortgage Loan identified on the related Mortgage Loan Schedule as an interest-only Mortgage Loan during the interest-only period or a Mortgage Loan which is identified on the related Mortgage Loan Schedule as a Balloon Mortgage Loan) and to pay interest at the related Mortgage Interest Rate, and, in the case of an Adjustable Rate Mortgage Loan, are changed on each Adjustment Date, and in any case, are sufficient to fully amortize the original principal balance over the original term thereof (other than with respect to a Mortgage Loan identified on the related Mortgage Loan Schedule as an interest-only Mortgage Loan during the interest-only period or a Mortgage Loan which is identified on the related Mortgage Loan Schedule as a Balloon Mortgage Loan) and to pay interest at the related Mortgage Interest Rate. With respect to each Negative Amortization Mortgage Loan, the related Mortgage Note requires a

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Monthly Payment which is sufficient during the period following each Payment Adjustment Date, to fully amortize the outstanding principal balance as of the first day of such period (including any Negative Amortization) over the then remaining term of such Mortgage Note and to pay interest at the related Mortgage Interest Rate; provided, that the Monthly Payment shall not increase to an amount that exceeds 107.5% of the amount of the Monthly Payment that was due immediately prior to the Payment Adjustment Date; provided, further, that the payment adjustment cap shall not be applicable with respect to the adjustment made to the Monthly Payment that occurs in a year in which the Mortgage Loan has been outstanding for a multiple of five (5) years and in any such year the Monthly Payment shall be adjusted to fully amortize the Mortgage Loan over the remaining term. With respect to each Mortgage Loan identified on the Mortgage Loan Schedule as an interest-only Mortgage Loan, the interest-only period shall not exceed ten (10) years (or such other period specified on the Mortgage Loan Schedule) and following the expiration of such interest-only period, the remaining Monthly Payments shall be sufficient to fully amortize the original principal balance over the remaining term of the Mortgage Loan and to pay interest at the related Mortgage Interest Rate. With respect to each Balloon Mortgage Loan, the Mortgage Note requires a monthly payment which is sufficient to fully amortize the original principal balance over the original term thereof and to pay interest at the related Mortgage Interest Rate and requires a final Monthly Payment substantially greater than the preceding monthly payment which is sufficient to repay the remained unpaid principal balance of the Balloon Mortgage Loan as the Due Date of such monthly payment. The Index for each Adjustable Rate Mortgage Loan is as set forth on the Mortgage Loan Schedule. No Mortgage Loan is a Convertible Mortgage Loan. No Balloon Mortgage Loan has an original stated maturity of less than seven (7) years;
The origination, servicing and collection practices used with respect to each Mortgage Note and Mortgage including, without limitation, the establishment, maintenance and servicing of the Escrow Accounts and Escrow Payments, if any, since origination, have been in all respects legal, proper, prudent and customary in the non conforming mortgage origination and servicing industry. The Mortgage Loan has been serviced by the Servicer and any predecessor servicer in accordance with the terms of the Mortgage Note and Accepted Servicing Practices. With respect to escrow deposits and Escrow Payments, if any, all such payments are in the possession of, or under the control of, the Servicer and there exist no deficiencies in connection therewith for which customary arrangements for repayment thereof have not been made. No escrow deposits or Escrow Payments or other charges or payments due the Servicer have been capitalized under any Mortgage or the related Mortgage Note and no such escrow deposits or Escrow Payments are being held by the Servicer for any work on a Mortgaged Property which has not been completed; provided that, certain Insurance Proceeds may be held by the Servicer in escrow pending the completion of repairs which are required to be made to a Mortgaged Property in connection with the payment of such Insurance Proceeds;
          (li) The Mortgaged Property is free of damage and waste and there is no proceeding pending for the total or partial condemnation thereof;

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          (lii) The Mortgage and related Mortgage Note contain customary and enforceable provisions such as to render the rights and remedies of the holder thereof adequate for the realization against the Mortgaged Property of the benefits of the security provided thereby, including, (a) in the case of a Mortgage designated as a deed of trust, by trustee’s sale, and (b) otherwise by judicial foreclosure. The Mortgaged Property is not subject to any bankruptcy proceeding or foreclosure proceeding and the Mortgagor has not filed for protection under applicable bankruptcy laws. There is no homestead or other exemption available to the Mortgagor which would interfere with the right to sell the Mortgaged Property at a trustee’s sale or the right to foreclose the Mortgage. The Mortgagor has not notified the Servicer and the Servicer has no knowledge of any relief requested or allowed to the Mortgagor under the Servicemembers’ Civil Relief Act or any similar state law;
          (liii) The Mortgage Loan was underwritten in accordance with the published underwriting standards of Centex Home Equity Company, LLC in effect at the time the Mortgage Loan was originated; and the Mortgage Note and Mortgage are on forms acceptable to prudent lenders in the secondary market;
          (liv) The Mortgage Note is not and has not been secured by any collateral except the lien of the corresponding Mortgage on the Mortgaged Property and the security interest of any applicable security agreement or chattel mortgage referred to in (x) above;
          (lv) The Mortgage File contains an appraisal of the related Mortgaged Property which satisfied the standards of Fannie Mae and Freddie Mac, was on appraisal form 1004 or form 2055 with an interior inspection and was made and signed, prior to the approval of the Mortgage Loan application, by a qualified appraiser, duly appointed by the Servicer, who had no interest, direct or indirect in the Mortgaged Property or in any loan made on the security thereof, whose compensation is not affected by the approval or disapproval of the Mortgage Loan and who met the minimum qualifications of Fannie Mae and Freddie Mac, or an insured automated valuation model valuation. Each appraisal of the Mortgage Loan that is not an insured automated valuation model was made in accordance with the relevant provisions of the Financial Institutions Reform, Recovery, and Enforcement Act of 1989;
          (lvi) In the event the Mortgage constitutes a deed of trust, a trustee, duly qualified under applicable law to serve as such, has been properly designated and currently so serves and is named in the Mortgage, and no fees or expenses are or will become payable by the Purchaser to the trustee under the deed of trust, except in connection with a trustee’s sale after default by the Mortgagor;
          (lvii) No Mortgage Loan contains provisions pursuant to which Monthly Payments are (a) paid or partially paid with funds deposited in any separate account established by the Servicer, the Mortgagor, or anyone on behalf of the Mortgagor, (b) paid by any source other than the Mortgagor or (c) contains any other similar provisions which may constitute a “buydown” provision. The Mortgage Loan is

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not a graduated payment mortgage loan and the Mortgage Loan does not have a shared appreciation or other contingent interest feature;
          (lviii) The Mortgagor has executed a statement to the effect that the Mortgagor has received all disclosure materials required by applicable law with respect to the making of fixed rate mortgage loans in the case of Fixed Rate Mortgage Loans, and adjustable rate mortgage loans in the case of Adjustable Rate Mortgage Loans and rescission materials with respect to Refinanced Mortgage Loans, and such statement is and will remain in the Mortgage File;
          (lix) No Mortgage Loan was made in connection with (a) the construction or rehabilitation of a Mortgaged Property or (b) facilitating the trade-in or exchange of a Mortgaged Property;
          (lx) The Servicer has no knowledge of any circumstances or condition with respect to the Mortgage, the Mortgaged Property, the Mortgagor or the Mortgagor’s credit standing that can reasonably be expected to cause the Mortgage Loan to be an unacceptable investment, cause the Mortgage Loan to become delinquent, or adversely affect the value of the Mortgage Loan;
          (lxi) No Mortgage Loan had an LTV or a CLTV at origination in excess of 100%. No Mortgage Loan is subject to a lender paid primary mortgage insurance policy;
          (lxii) The Mortgaged Property is lawfully occupied under applicable law; all inspections, licenses and certificates required to be made or issued with respect to all occupied portions of the Mortgaged Property and, with respect to the use and occupancy of the same, including but not limited to certificates of occupancy, have been made or obtained from the appropriate authorities;
          (lxiii) No error, omission, misrepresentation, negligence, fraud or similar occurrence with respect to a Mortgage Loan has taken place on the part of any person, including without limitation the Mortgagor, any appraiser, any builder or developer, or any other party involved in the origination of the Mortgage Loan or in the application of any insurance in relation to such Mortgage Loan;
          (lxiv) The Assignment of Mortgage is in recordable form, except for the name of the assignee which is blank, and is acceptable for recording under the laws of the jurisdiction in which the Mortgaged Property is located;
          (lxv) Any principal advances made to the Mortgagor prior to the Closing Date have been consolidated with the outstanding principal amount secured by the Mortgage, and the secured principal amount, as consolidated, bears a single interest rate and single repayment term. The lien of the Mortgage securing the consolidated principal amount is expressly insured as having first or second (as indicated on the Mortgage Loan Schedule) lien priority by a title insurance policy, an endorsement to the policy insuring the mortgagee’s consolidated interest or by other title evidence acceptable to Fannie Mae and Freddie Mac. The consolidated principal amount does

19


 

not exceed the original principal amount of the Mortgage Loan plus any Negative Amortization;
          (lxvi) If the Residential Dwelling on the Mortgaged Property is a condominium unit or a unit in a planned unit development (other than a de minimis planned unit development) such condominium or planned unit development project meets the eligibility requirements of Fannie Mae and Freddie Mac;
          (lxvii) The source of the down payment with respect to each Mortgage Loan has been fully verified by the Servicer;
          (lxviii) Interest on each Mortgage Loan is calculated on the basis of a 360-day year consisting of twelve 30-day months;
          (lxix) The Mortgaged Property is in compliance with all applicable environmental laws pertaining to environmental hazards including, without limitation, asbestos, and neither the Seller nor the Servicer nor, to the Seller’s or the Servicer’s knowledge, the related Mortgagor, has received any notice of any violation or potential violation of such law;
          (lxx) The Servicer shall, at its own expense, cause each Mortgage Loan to be covered by a Tax Service Contract which is assignable to the Purchaser or its designee; provided however, that if the Servicer fails to purchase such Tax Service Contract, the Servicer shall be required to reimburse the Purchaser for all costs and expenses incurred by the Purchaser in connection with the purchase of any such Tax Service Contract;
          (lxxi) Each Mortgage Loan is covered by a Flood Zone Service Contract which is assignable to the Purchaser or its designee or, for each Mortgage Loan not covered by such Flood Zone Service Contract, the Servicer agrees to purchase such Flood Zone Service Contract;
          (lxxii) No Mortgage Loan is (a)(1) subject to the provisions of the Homeownership and Equity Protection Act of 1994 as amended (“HOEPA”) or (2) has an APR or total points and fees that are equal to or exceeds the HOEPA thresholds (as defined in 12 CFR 226.32 (a)(1)(i) and (ii)), (b) subject to any comparable federal, state or local statutes or regulations, or any other statute or regulation providing for heightened regulatory scrutiny or assignee liability to holders of such mortgage loans, (c) a High Cost Loan or Covered Loan, as applicable (as such terms are defined in the current Standard & Poor’s LEVELS® Glossary Revised, Appendix E) or (d) a “high cost” mortgage loan, “covered” mortgage loan (excluding home loans defined as “covered home loans” pursuant to clause (1) of the definition of that term in the New Jersey Home Ownership Security Act), “high risk Home” mortgage loan, or “predatory” mortgage loan or any other comparable term, no matter how defined under any federal, state, or local law ;
          (lxxiii) No predatory, abusive, or deceptive lending practices, including but not limited to, the extension of credit to a Mortgagor without regard for

20


 

the Mortgagor’s ability to repay the Mortgage Loan and the extension of credit to a mortgagor which has no apparent benefit to the Mortgagor, were employed in connection with the origination of the Mortgage Loan;
          (lxxiv) The debt-to-income ratio of the related Mortgagor was not greater than 60% at the origination of the related Mortgage Loan;
          (lxxv) No Mortgagor was required to purchase any credit insurance product (e.g., life, mortgage, disability, accident, unemployment or health insurance product) or debt cancellation agreement as a condition of obtaining the extension of credit and no Mortgagor in connection with a Mortgage Loan originated on or after October 1, 2002, obtained a prepaid single premium credit insurance policy (e.g., life, mortgage, disability, accident, unemployment or health insurance) or debt cancellation agreement in connection with the origination of the Mortgage Loan. No proceeds from any Mortgage Loan originated on or after October 1, 2002, were used to purchase single premium credit insurance policies or debt cancellation agreements as part of the origination of, or as a condition to closing, such Mortgage Loan;
          (lxxvi) The Mortgage Loans were not selected from the outstanding one- to four-family mortgage loans in the Seller’s portfolio as to which the representations and warranties set forth in this Agreement could be made at the related Closing Date in a manner so as to affect adversely the interests of the Purchaser;
          (lxxvii) The Mortgage contains an enforceable provision for the acceleration of the payment of the unpaid principal balance of the Mortgage Loan in the event that the Mortgaged Property is sold or transferred without the prior written consent of the mortgagee thereunder;
          (lxxviii) The Mortgage Loan complies with all applicable consumer credit statutes and regulations, including, without limitation, the respective Uniform Consumer Credit Code laws in effect in Alabama, Colorado, Idaho, Indiana, Iowa, Kansas, Maine, Oklahoma, South Carolina, Utah, West Virginia and Wyoming, has been originated by a properly licensed entity, and in all other respects, complies with all of the material requirements of any such applicable laws;
          (lxxix) The information set forth in the Mortgage Loan Schedule as to Prepayment Charges is complete, true and correct in all material respects and each Prepayment Charge is permissible, enforceable and collectable in accordance with its terms upon the Mortgagor’s full and voluntary principal payment under applicable law;
          (lxxx) The Mortgage Loan was not prepaid in full prior to the Closing Date and the Servicer has not received notification from a Mortgagor that a prepayment in full shall be made after the Closing Date;
          (lxxxi) No Mortgage Loan is secured by cooperative housing, commercial property or mixed use property, and each Mortgage Loan is secured by a “single family” residence within the meaning of Section 25(c)(10) of the Code;

21


 

          (lxxxii) With respect to any Mortgage Loan which is secured by manufactured housing, if such Mortgage Loans are permitted hereunder, such Mortgage Loan satisfies the requirements for inclusion in residential mortgage backed securities transactions rated by Standard & Poor’s Ratings Services and such manufactured housing is the principal residence of the Mortgagor at the time of the origination of the Mortgage Loan;
          (lxxxiii) Each Mortgage Loan constitutes a “qualified mortgage” under Section 860G(a)(3)(A) of the Code and Treasury Regulation Section 1.860G-2(a)(1);
          (lxxxiv) No Mortgage Loan is secured by real property or secured by a manufactured home located in the state of Georgia unless (x) such Mortgage Loan was originated prior to October 1, 2002 or after March 6, 2003, or (y) the property securing the Mortgage Loan is not, nor will be, occupied by the Mortgagor as the Mortgagor’s principal dwelling. No Mortgage Loan is a “High Cost Home Loan” as defined in the Georgia Fair Lending Act, as amended (the “Georgia Act”). Each Mortgage Loan that is a “Home Loan” under the Georgia Act complies with all applicable provisions of the Georgia Act. No Mortgage Loan secured by owner occupied real property or an owner occupied manufactured home located in the State of Georgia was originated (or modified) on or after October 1, 2002 through and including March 6, 2003;
          (lxxxv) No Mortgage Loan is a “High-Cost” loan as defined under the New York Banking Law Section 6-1, effective as of April 1, 2003;
          (lxxxvi) No Mortgage Loan (a) is secured by property located in the State of New York; (b) had an unpaid principal balance at origination of $300,000 or less, and (c) has an application date on or after April 1, 2003, the terms of which Mortgage Loan equal or exceed either the APR or the points and fees threshold for “high-cost home loans”, as defined in Section 6-1 of the New York State Banking Law;
          (lxxxvii) No Mortgage Loan is a “High Cost Home Loan” as defined in the Arkansas Home Loan Protection Act effective July 16, 2003 (Act 1340 or 2003);
          (lxxxviii) No Mortgage Loan is a “High Cost Home Loan” as defined in the Kentucky high-cost loan statute effective June 24, 2003 (Ky. Rev. Stat. Section 360.100);
          (lxxxix) No Mortgage Loan secured by property located in the State of Nevada is a “home loan” as defined in the Nevada Assembly Bill No. 284;
          (xc) No Mortgage Loan is a “manufactured housing loan” or “home improvement home loan” pursuant to the New Jersey Home Ownership Act. No Mortgage Loan is a “High-Cost Home Loan” or a refinanced “Covered Home Loan,” in each case, as defined in the New Jersey Home Ownership Act effective November 27, 2003 (N.J.S.A. 46;10B-22 et seq.);

22


 

          (xci) No Mortgage Loan is a subsection 10 mortgage under the Oklahoma Home Ownership and Equity protection Act;
          (xcii) No Mortgage Loan is a “High-Cost Home Loan” as defined in the New Mexico Home Loan Protection Act effective January 1, 2004 (N.M. Stat. Ann. §§ 58-21A-1 et seq.);
          (xciii) No Mortgage Loan is a “High-Risk Home Loan” as defined in the Illinois High-Risk Home Loan Act effective January 1, 2004 (815 Ill. Comp. Stat. 137/1 et seq.);
          (xciv) No Loan that is secured by property located within the State of Maine meets the definition of a (i) “high-rate, high-fee” mortgage loan under Article VIII, Title 9-A of the Maine Consumer Credit Code or (ii) “High-Cost Home Loan”as defined under the Maine House Bill 383 L.D. 494, effective as of September 13, 2003;
          (xcv) With respect to any Loan for which a mortgage loan application was submitted by the Mortgagor after April 1, 2004, no such Loan secured by Mortgaged Property in the State of Illinois which has a Loan Interest Rate in excess of 8.0% per annum has lender-imposed fees (or other charges) in excess of 3.0% of the original principal balance of the Loan;
          (xcvi) No Mortgage Loan is a “High Cost Home Mortgage Loan” as defined in the Massachusetts Predatory Home Loan Practices Act, effective November 7, 2004 (Mass. Ann. Laws Ch. 183C). No Mortgage Loan secured by a Mortgaged Property located in the Commonwealth of Massachusetts was made to pay off or refinance an existing loan or other debt of the related borrower (as the term “borrower” is defined in the regulations promulgated by the Massachusetts Secretary of State in connection with Massachusetts House Bill 4880 (2004)) unless either (1) (a) the related Mortgage Interest Rate (that would be effective once the introductory rate expires, with respect to Adjustable Rate Mortgage Loans) did or would not exceed by more than 2.25% the yield on United States Treasury securities having comparable periods of maturity to the maturity of the related Mortgage Loan as of the fifteenth day of the month immediately preceding the month in which the application for the extension of credit was received by the related lender or (b) the Mortgage Loan is an “open-end home loan”(as such term is used in the Massachusetts House Bill 4880 (2004)) and the related Mortgage Note provides that the related Mortgage Interest Rate may not exceed at any time the Prime rate index as published in The Wall Street Journal plus a margin of one percent, or (2) such Mortgage Loan is in the “borrower’s interest,” as documented by a “borrower’s interest worksheet” for the particular Mortgage Loan, which worksheet incorporates the factors set forth in Massachusetts House Bill 4880 (2004) and the regulations promulgated thereunder for determining “borrower’s interest,” and otherwise complies in all material respects with the laws of the Commonwealth of Massachusetts;

23


 

          (xcvii) No Loan is a “High Cost Home Loan” as defined by the Indiana Home Loan Practices Act, effective January 1, 2005 (Ind. Code Ann. §§ 24-9-1 et seq.);
          (xcviii) The Mortgagee has not made or caused to be made any payment in the nature of an “average” or “yield spread premium” to a mortgage broker or a like Person which has not been fully disclosed to the Mortgagor;
          (xcix) The sale or transfer of the Mortgage Loan by the Seller complies with all applicable federal, state, and local laws, rules, and regulations governing such sale or transfer, including, without limitation, the Fair and Accurate Credit Transactions Act (“FACT Act”) and the Fair Credit Reporting Act, each as may be amended from time to time, and the Seller has not received any actual or constructive notice of any identity theft, fraud, or other misrepresentation in connection with such Mortgage Loan or any party thereto;
          (c) With respect to each MOM Loan, a MIN has been assigned by MERS and such MIN is accurately provided on the Mortgage Loan Schedule. The related Assignment of Mortgage to MERS has been duly and properly recorded, or has been delivered for recording to the applicable recording office;
          (ci) With respect to each MOM Loan, Seller has not received any notice of liens or legal actions with respect to such Mortgage Loan and no such notices have been electronically posted by MERS;
          (cii) With respect to each second lien Mortgage Loan, either no consent for the Mortgage Loan is required by the holder of the first lien or such consent has been obtained and is contained in the Mortgage File;
          (ciii) As of the Closing Date, each Mortgage Loan shall be eligible for sale in the secondary market or for securitization without unreasonable credit enhancement;
          (civ) No Mortgage Loan contains any obligation, conditional or otherwise, requiring the owner of such Mortgage Loan to offer a new loan to the related Mortgagor to refinance the principal balance of the Mortgage Loan, or any portion thereof,, or to extend the maturity date thereof;
          (cv) Each Mortgage Loan contains a customary “due on sale” clause.
          (cvi) Any leasehold estate securing a Mortgage Loan has a term of not less than five years in excess of the term of the related Mortgage Loan; and
          (cvii) If the Mortgage Loan provides that the interest rate on the principal balance of the related Mortgage Loan may be adjusted, all of the terms of the related Mortgage pertaining to interest rate adjustments and adjustments of the outstanding principal balance have been made in accordance with the terms of the

24


 

related Mortgage Noted and applicable law and are enforceable and such adjustments will not affect the priority of the Mortgage lien.

25


 

EXHIBIT B
MORTGAGE LOAN SCHEDULE

 


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  1    
 
      JACKSONVILLE   FL     32219     Primary   Single Family     240       143       80       11.8     3/1/1998   2/1/2018     530.55       530.55     3/1/2006     48800       40098.18     Cash Out Refinance     11.8  
  2    
 
      NEW ORLEANS   LA     70118     Primary   Single Family     240       143       65.03       9.95     2/27/1998   1/27/2018     495.29       495.29     2/27/2006     51500       41507.15     Rate/Term Refinance     9.95  
  3    
 
      HENRIETTA   NY     14623     Primary   Single Family     360       280       80       10.8     8/1/1999   7/1/2029     577.35       577.35     3/1/2006     61600       58927.96     Purchase     10.8  
  4    
 
      VIDOR   TX     77662     Primary   Single Family     360       289       75       11.8     4/3/2000   3/3/1930     341.97       341.97     2/3/2006     33750       31904.76     Cash Out Refinance     11.8  
  5    
 
      MILWAUKEE   WI     53204     Investor   Single Family     360       289       76.26       12     5/1/2000   4/1/1930     337.27       337.27     3/1/2006     32788.28       31824.35     Cash Out Refinance     12  
  6    
 
      LEWISVILLE   AR     71845     Primary   Single Family     360       289       75       12.85     5/1/2000   4/1/1930     389.92       389.92     3/1/2006     35625       34734.58     Purchase     12.85  
  7    
 
      HATTIESBURG   MS     39402     Primary   Single Family     360       290       90       10.6     5/17/2000   4/17/1930     394.25       394.25     2/17/2006     42750       41201.1     Cash Out Refinance     10.6  
  8    
 
      PULASKI   VA     24301     Primary   Manufactured Housing     240       170       78.21       11.5     6/1/2000   5/1/2020     483.72       483.72     3/1/2006     45358.27       40419.3     Rate/Term Refinance     11.5  
  9    
 
      MAGNOLIA   MS     39652     Primary   Single Family     180       110       82       13.6     6/1/2000   5/1/2015     535.05       535.05     3/1/2006     41000       32889.31     Cash Out Refinance     13.6  
  10    
 
      LITTLE ROCK   AR     72206     Primary   Single Family     180       111       80       12.09     6/23/2000   5/23/2015     723.58       723.58     2/23/2006     60000       48620.65     Cash Out Refinance     12.09  
  11    
 
      DU QUOIN   IL     62832     Primary   Single Family     180       111       75       12.95     7/1/2000   6/1/2015     454.31       454.31     3/1/2006     36000       29171.42     Cash Out Refinance     12.95  
  12    
 
      SAN ANTONIO   TX     78227     Primary   Single Family     360       291       79.88       12.55     7/1/2000   6/1/1930     385.02       385.02     3/1/2006     35944.59       33061.33     Cash Out Refinance     12.55  
  13    
 
      WAYNESBORO   MS     39367     Primary   Single Family     180       111       77.81       11.25     7/1/2000   6/1/2015     448.3       448.3     3/1/2006     38902.66       30815.31     Cash Out Refinance     11.25  
  14    
 
      LEXINGTON   SC     29073     Primary   Single Family     240       171       64.87       12.99     7/1/2000   6/1/2020     281.01       281.01     2/10/2006     24000       21838.49     Rate/Term Refinance     12.99  
  15    
 
      AMARILLO   TX     79107     Primary   Single Family     120       51       40       14.45     7/1/2000   6/1/2010     157.99       157.99     3/1/2006     10000       5728.87     Cash Out Refinance     14.45  
  16    
 
      CHAPARRAL   NM     88021     Primary   Single Family     360       291       89.53       8.45     7/1/2000   6/1/1930     1618.46       1180.75     3/1/2006     152199.57       146490.02     Cash Out Refinance     8.45  
  17    
 
      OKLAHOMA CITY   OK     73111     Primary   Single Family     180       111       88.18       12.99     7/1/2000   6/1/2015     390.29       390.29     3/1/2006     30862.76       25064.08     Cash Out Refinance     12.99  
  18    
 
      HARRISBURG   PA     17103     Primary   Single Family     240       171       83.47       10.8     7/1/2000   6/1/2020     382.58       382.58     2/15/2006     37558.43       33066.53     Rate/Term Refinance     10.8  
  19    
 
      NEW ORLEANS   LA     70117     Primary   Single Family     360       291       51.2       12.5     7/1/2000   6/1/1930     303.27       303.27     3/1/2006     28415.08       27684.34     Cash Out Refinance     12.5  
  20    
 
      BRAYMER   MO     64624     Primary   Single Family     180       111       70       13.25     7/1/2000   6/1/2015     314.03       314.03     3/1/2006     24500       19797.85     Cash Out Refinance     13.25  
  21    
 
      PORT GIBSON   MS     39150     Primary   Single Family     360       291       85       12.57     7/1/2000   6/1/1930     501.49       501.49     2/15/2006     46750       45537.92     Cash Out Refinance     12.57  
  22    
 
      INGLESIDE   TX     78362     Primary   Single Family     180       111       80       14.7     7/1/2000   6/1/2015     144.59       144.59     3/1/2006     10484       8746.25     Cash Out Refinance     14.7  
  23    
 
      CHARLESTON   MS     38921     Primary   Single Family     360       291       89.35       13     7/1/2000   6/1/1930     256.97       256.97     3/1/2006     23229.2       22687.59     Cash Out Refinance     13  
  24    
 
      LAKE CHARLES   LA     70601     Primary   Single Family     360       291       52       7     7/1/2000   6/1/1930     214.84       176.66     3/1/2006     26000       24884.5     Cash Out Refinance     7  
  25    
 
      S WINDSOR   CT     6074     Primary   Single Family     240       171       79.95       13.35     7/1/2000   6/1/2020     1503.05       1503.05     3/1/2006     125504.36       114705.3     Cash Out Refinance     13.35  
  26    
 
      WINSTON SALEM   NC     27284     Investor   Single Family     360       291       44.45       14.25     7/1/2000   6/1/1930     240.94       240.94     3/1/2006     20000       19635.55     Cash Out Refinance     14.25  
  27    
 
      GREENSBORO   NC     27406     Primary   Single Family     360       292       89.24       11.99     7/5/2000   6/5/1930     1073.07       1073.07     2/5/2006     104400       96480.74     Cash Out Refinance     11.99  
  28    
 
      WALLACE   SC     29596     Primary   Manufactured Housing     120       52       79.32       11.49     7/7/2000   6/7/2010     512.76       512.76     2/20/2006     36485.02       18273.15     Rate/Term Refinance     11.49  
  29    
 
      ST JOSEPH   MO     64503     Primary   Single Family     360       292       73.69       13.99     7/7/2000   6/7/1930     331.55       331.55     2/7/2006     28000       27473.56     Cash Out Refinance     13.99  
  30    
 
      SHREVEPORT   LA     71108     Primary   Single Family     360       292       57.65       12.8     7/9/2000   6/9/1930     213.76       213.76     2/9/2006     19600       19118.97     Cash Out Refinance     12.8  
  31    
 
      MIAMI   FL     33056     Primary   Single Family     360       292       91.72       11.25     7/15/2000   6/15/1930     935.33       935.29     2/15/2006     96300       93223.84     Purchase     11.25  
  32    
 
      MONCKS CORNER   SC     29461     Primary   Manufactured Housing     240       172       80       11.19     7/12/2000   6/12/2020     610.37       610.37     2/20/2006     58400       52192.69     Cash Out Refinance     11.19  
  33    
 
      ST LOUIS   MO     63115     Primary   Single Family     360       292       65.23       9.95     7/13/2000   6/13/1930     247.96       247.96     2/13/2006     28373.68       23991.01     Cash Out Refinance     9.95  
  34    
 
      LAURENS   SC     29360     Primary   Single Family     360       292       75.04       11.75     7/13/2000   6/13/1930     473.42       473.42     2/13/2006     46900       45124.43     Cash Out Refinance     11.75  
  35    
 
      PHILADELPHIA   PA     19134     Primary   Single Family     360       292       85       12.25     7/9/2000   6/9/1930     300.17       300.17     2/9/2006     28645       27793.91     Purchase     12.25  
  36    
 
      PLYMOUTH   NC     27962     Primary   Single Family     180       112       85       12.95     7/14/2000   6/14/2015     566.86       566.86     2/14/2006     51425       49903.77     Cash Out Refinance     12.95  
  37    
 
      DILLEY   TX     78017     Primary   Single Family     120       52       74.91       12.3     7/14/2000   6/14/2010     380.68       380.68     2/14/2006     26215.62       14623.43     Cash Out Refinance     12.3  
  38    
 
      VALE   NC     28168     Primary   Manufactured Housing     240       172       79.13       10.35     7/16/2000   6/16/2020     711.6       711.6     2/16/2006     72000       63650.66     Cash Out Refinance     10.35  
  39    
 
      DAYTON   OH     45406     Primary   Single Family     180       112       50.25       13.2     7/16/2000   6/16/2015     334.01       334.01     2/16/2006     26126.09       21313.89     Cash Out Refinance     13.2  
  40    
 
      EFFINGHAM   SC     29541     Primary   Single Family     360       292       97.79       12.45     7/16/2000   6/16/1930     441.93       441.93     2/16/2006     41558.71       40503.61     Cash Out Refinance     12.45  

Page 1 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  41    
 
      MANSFIELD   OH     44902     Primary   Single Family     180       112       53.34       13.8     7/19/2000   6/19/2015     210.94       210.94     2/19/2006     16000       13195.01     Rate/Term Refinance     13.8  
  42    
 
      DECATUR   IL     62521     Primary   Single Family     180       112       83.84       12.15     7/14/2000   6/14/2015     313.94       313.94     2/14/2006     30181.25       28913.7     Purchase     12.15  
  43    
 
      HERMITAGE   AR     71647     Primary   Single Family     360       292       75       12.75     7/19/2000   6/19/1930     1189.93       1189.93     2/19/2006     109500       106476.12     Cash Out Refinance     12.75  
  44    
 
      FORT SCOTT   KS     66701     Investor   Single Family     180       112       80       13.55     7/15/2000   6/15/2015     220.68       220.68     2/15/2006     19200       15468.67     Cash Out Refinance     13.55  
  45    
 
      RIO RANCHO   NM     87124     Primary   Single Family     360       292       90       10.95     8/1/2000   7/1/1930     870.77       870.77     3/1/2006     91800       88741.61     Cash Out Refinance     10.95  
  46    
 
      SIMPSONVILLE   KY     40067     Primary   Single Family     360       292       90       11.8     8/1/2000   7/1/1930     1121.67       1121.67     3/1/2006     110700       107517.54     Rate/Term Refinance     11.8  
  47    
 
      CRESTON   NC     28615     Primary   Single Family     120       52       33.04       11.3     8/1/2000   7/1/2010     257.99       257.99     3/1/2006     18500       8259.33     Cash Out Refinance     11.3  
  48    
 
      MONTEREY   LA     71354     Primary   Single Family     180       112       89.7       9.95     8/1/2000   7/1/2015     384.44       384.44     3/1/2006     35876.93       27976.32     Cash Out Refinance     9.95  
  49    
 
      LEBANON   OH     45036     Primary   Single Family     360       292       90       11.4     8/1/2000   7/1/1930     1105.51       1105.51     3/1/2006     112500       108972.54     Cash Out Refinance     11.4  
  50    
 
      KANSAS CITY   MO     64127     Primary   Single Family     360       292       90       10.2     8/1/2000   7/1/1930     522.05       522.05     3/1/2006     58500       52256.07     Cash Out Refinance     10.2  
  51    
 
      BEAUMONT   TX     77705     Primary   Single Family     360       292       80       13.5     8/1/2000   7/1/1930     302.39       302.39     3/1/2006     26400       25830.12     Cash Out Refinance     13.5  
  52    
 
      NEOSHO   MO     64850     Primary   Single Family     180       112       85       10.95     8/1/2000   7/1/2015     520.05       520.05     3/1/2006     54825       52305.99     Cash Out Refinance     10.95  
  53    
 
      NEWARK   NY     14513     Primary   Two-Four Family     180       112       90       11.45     8/1/2000   7/1/2015     681.54       681.54     3/1/2006     58500       46768.9     Cash Out Refinance     11.45  
  54    
 
      FORSYTH   MO     65653     Primary   Single Family     180       112       85       14.99     8/1/2000   7/1/2015     289.09       289.09     3/1/2006     20665       17372.66     Cash Out Refinance     14.99  
  55    
 
      RACINE   OH     45771     Primary   Single Family     180       112       85.45       14.5     8/1/2000   7/1/2015     218.41       218.41     3/1/2006     15994.18       12369.99     Cash Out Refinance     14.5  
  56    
 
      HOUSTON   TX     77048     Primary   Single Family     180       112       79.62       13.99     8/1/2000   7/1/2015     275.54       275.54     3/1/2006     20700       17079.92     Cash Out Refinance     13.99  
  57    
 
      FAIRBURY   NE     68352     Primary   Single Family     240       172       80       13.25     8/1/2000   7/1/2020     237.89       237.89     3/1/2006     20000       18285.2     Cash Out Refinance     13.25  
  58    
 
      WAKE VILLAGE   TX     75501     Primary   Single Family     120       52       80       11.45     8/1/2000   7/1/2010     432.16       432.16     3/1/2006     30800       17806.19     Cash Out Refinance     11.45  
  59    
 
      GREENVILLE   SC     29609     Primary   Single Family     240       172       48.08       11.99     8/1/2000   7/1/2020     275.1       275.1     3/1/2006     25000       22552.87     Cash Out Refinance     11.99  
  60    
 
      LOUISVILLE   KY     40258     Primary   Single Family     180       112       75       11.5     8/1/2000   7/1/2015     661.02       661.02     3/1/2006     66750       64617.13     Rate/Term Refinance     11.5  
  61    
 
      LAKE CHARLES   LA     70605     Primary   Single Family     360       292       97.01       9.9     8/1/2000   7/1/1930     548.68       548.68     3/1/2006     63051.89       60615.53     Rate/Term Refinance     9.9  
  62    
 
      LOGANSPORT   LA     71049     Investor   Single Family     180       112       79.49       9.8     8/1/2000   7/1/2015     329.35       329.35     3/1/2006     31000       23847.34     Cash Out Refinance     9.8  
  63    
 
      CONCORD   NC     28025     Primary   Single Family     360       292       84.49       8.25     8/1/2000   7/1/1930     547.11       338.07     2/15/2006     53228       44120.09     Cash Out Refinance     8.25  
  64    
 
      KITTRELL   NC     27544     Primary   Manufactured Housing     144       76       59.77       9.95     8/1/2000   7/1/2012     605.61       605.61     3/1/2006     50797.31       34045.93     Rate/Term Refinance     9.95  
  65    
 
      MLWAUKEE   WI     53210     Primary   Single Family     360       292       80       11.8     8/1/2000   7/1/1930     522.84       522.84     3/1/2006     51600       50115.76     Cash Out Refinance     11.8  
  66    
 
      PORT BRYON   IL     61275     Primary   Single Family     360       292       90       11.25     8/1/2000   7/1/1930     607.53       607.53     3/1/2006     62550       60677.2     Cash Out Refinance     11.25  
  67    
 
      LONGVIEW   TX     75602     Primary   Single Family     360       292       74.78       12.7     8/1/2000   7/1/1930     360.3       360.3     3/1/2006     33274.67       32469.82     Cash Out Refinance     12.7  
  68    
 
      CORPUS CHRISTI   TX     78415     Primary   Single Family     180       112       79.94       15.3     8/1/2000   7/1/2015     184.63       184.63     3/1/2006     13000       10361.47     Cash Out Refinance     15.3  
  69    
 
      VANDALIA   IL     62471     Primary   Single Family     360       292       96.77       10.99     8/1/2000   7/1/1930     354.51       354.51     2/20/2006     37254.39       31232.62     Cash Out Refinance     10.99  
  70    
 
      LOUISVILLE   KY     40241     Primary   Single Family     360       292       88.6       11.5     8/1/2000   7/1/1930     1315.09       1315.09     3/1/2006     132797.65       128993.9     Purchase     11.5  
  71    
 
      VICTORIA   TX     77901     Primary   Single Family     180       113       80       13.4     8/5/2000   7/5/2015     387.51       387.51     2/5/2006     30000       24283.12     Cash Out Refinance     13.4  
  72    
 
      SPARTANBURG   SC     29307     Primary   Single Family     360       292       80       11.55     8/1/2000   7/1/1930     508.99       509.03     3/1/2006     51200       49660.36     Purchase     11.55  
  73    
 
      ROCKY MOUNT   NC     27804     Primary   Single Family     360       293       80       10.7     8/6/2000   7/6/1930     725.19       725.19     2/6/2006     78000       75347.63     Rate/Term Refinance     10.7  
  74    
 
      GLADEWATER   TX     75647     Primary   Single Family     360       293       80       10.99     8/6/2000   7/6/1930     928.74       928.74     2/6/2006     97600       93703.58     Cash Out Refinance     10.99  
  75    
 
      BENTON HARBOR   MI     49022     Investor   Single Family     180       113       75       11.85     8/3/2000   7/3/2015     350.9       350.9     2/3/2006     34500       33536.49     Cash Out Refinance     11.85  
  76    
 
      ROBSTOWN   TX     78380     Primary   Single Family     240       173       80       13.5     8/10/2000   7/10/2020     463.64       463.64     2/10/2006     38400       35112.87     Cash Out Refinance     13.5  
  77    
 
      UNIVERSITY HEIGHTS   OH     44118     Primary   Single Family     180       113       85       11.99     8/11/2000   7/11/2015     1100.82       1100.82     2/11/2006     107100       102369.04     Cash Out Refinance     11.99  
  78    
 
      WINONA   TX     75792     Primary   Single Family     360       293       80       12.9     8/14/2000   7/14/1930     377.85       377.85     2/14/2006     34400       33521     Cash Out Refinance     12.9  
  79    
 
      WASHINGTON   NC     27889     Primary   Single Family     180       113       85.48       12.3     8/15/2000   7/15/2015     705.74       705.74     2/15/2006     67100       65456.48     Rate/Term Refinance     12.3  
  80    
 
      ROCHESTER   NY     14609     Investor   Two-Four Family     180       113       80       12.2     8/12/2000   7/12/2015     223.21       223.21     2/12/2006     18400       13408.24     Purchase     12.2  

Page 2 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  81    
 
      WICHITA   KS     67214     Primary   Single Family     180       113       90.4       12.99     8/17/2000   7/17/2015     480.1       480.1     2/17/2006     37964.78       31571.66     Cash Out Refinance     12.99  
  82    
 
      BRUNSWICK   GA     31525     Primary   Single Family     360       293       88.88       10.99     8/18/2000   7/18/1930     1285.43       1285.43     2/18/2006     135085.09       130735.16     Rate/Term Refinance     10.99  
  83    
 
      ALAMO   TX     78516     Primary   Single Family     180       113       80       11.99     8/19/2000   7/19/2015     767.7       767.7     2/19/2006     64000       51188.81     Cash Out Refinance     11.99  
  84    
 
      IRVING   IL     62051     Primary   Single Family     360       293       75       12.6     8/19/2000   7/19/1930     370.89       370.89     2/19/2006     34500       33628.35     Cash Out Refinance     12.6  
  85    
 
      CONOVER   NC     28613     Primary   Manufactured Housing     240       173       85       11.99     8/19/2000   7/19/2020     841.8       841.8     2/19/2006     76500       68434.9     Cash Out Refinance     11.99  
  86    
 
      SCHENECTADY   NY     12304     Primary   Two-Four Family     360       293       85       13.8     9/1/2000   8/1/1930     745.28       745.28     3/1/2006     63750       62436.51     Purchase     13.8  
  87    
 
      BELDEN   MS     38826     Primary   Single Family     360       293       57.19       11.75     9/1/2000   8/1/1930     217.03       217.03     3/1/2006     21500       20873.08     Cash Out Refinance     11.75  
  88    
 
      KINSTON   NC     28501     Primary   Single Family     180       113       29.21       10.45     9/1/2000   8/1/2015     150.32       150.32     3/1/2006     16500       15805.54     Rate/Term Refinance     10.45  
  89    
 
      MCALLEN   TX     78504     Primary   Single Family     360       293       75       14.85     9/1/2000   8/1/1930     516.64       516.64     3/1/2006     41250       39732.79     Cash Out Refinance     14.85  
  90    
 
      MILWAUKEE   WI     53216     Investor   Single Family     360       293       59.53       12.8     9/1/2000   8/1/1930     272.65       272.65     3/1/2006     25000       24461.45     Cash Out Refinance     12.8  
  91    
 
      YUMA   AZ     85365     Primary   PUD     360       293       65       12.99     8/18/2000   7/18/1930     640.48       640.48     2/19/2006     57940       56359.19     Cash Out Refinance     12.99  
  92    
 
      TULSA   OK     74106     Primary   Single Family     120       53       68.85       12.99     9/1/2000   8/1/2010     395.61       395.61     3/1/2006     26505.67       15330.19     Cash Out Refinance     12.99  
  93    
 
      BEAUMONT   TX     77705     Primary   Single Family     360       293       32.78       12.15     9/1/2000   8/1/1930     306.86       306.86     3/1/2006     29500       28721.9     Cash Out Refinance     12.15  
  94    
 
      VICTORIA   TX     77901     Primary   Single Family     360       293       79.89       13.5     9/1/2000   8/1/1930     327.59       327.59     3/1/2006     28600       28021.89     Cash Out Refinance     13.5  
  95    
 
      LAKE GENEVA   WI     53147     Primary   Single Family     180       113       80.48       11.99     9/1/2000   8/1/2015     479.81       479.81     3/1/2006     40000       31436.59     Cash Out Refinance     11.99  
  97    
 
      OWENSBORO   KY     42301     Primary   Single Family     360       293       90       12.4     9/1/2000   8/1/1930     657.96       657.96     3/1/2006     62100       60483.33     Rate/Term Refinance     12.4  
  98    
 
      HOUSTON   TX     77068     Primary   Single Family     120       53       54.16       13.45     9/1/2000   8/1/2010     592.71       592.71     3/1/2006     39000       23589.14     Cash Out Refinance     13.45  
  99    
 
      PLANO   TX     75023     Primary   Single Family     360       293       80       8.99     9/1/2000   8/1/1930     803.91       803.91     3/1/2006     100000       94926.81     Cash Out Refinance     8.99  
  100    
 
      MILWAUKEE   WI     53208     Primary   Single Family     180       113       50       14.05     9/1/2000   8/1/2015     267.03       267.03     3/1/2006     20000       16684.48     Cash Out Refinance     14.05  
  101    
 
      PITTSBURG   TX     75686     Primary   Single Family     360       293       80       12.85     9/1/2000   8/1/1930     288.95       288.95     3/1/2006     26400       24958.15     Cash Out Refinance     12.85  
  102    
 
      WAYNETOWN   IN     47990     Primary   Single Family     240       173       21.14       9.75     9/1/2000   8/1/2020     220.49       220.49     3/1/2006     23245       20443.59     Cash Out Refinance     9.75  
  103    
 
      KANSAS CITY   MO     64128     Primary   Single Family     180       113       85.49       9.75     9/1/2000   8/1/2015     572.91       572.91     3/1/2006     66682       63905.33     Cash Out Refinance     9.75  
  104    
 
      KANSAS CITY   KS     66104     Primary   Single Family     180       113       52.18       9.5     9/1/2000   8/1/2015     250.62       250.62     3/1/2006     24000       18659.27     Cash Out Refinance     9.5  
  105    
 
      DUBLIN   TX     76446     Primary   Single Family     180       113       58.61       14.2     9/1/2000   8/1/2015     275.92       275.92     3/1/2006     20510.96       17145.18     Cash Out Refinance     14.2  
  106    
 
      LORMAN   MS     39096     Primary   Single Family     180       113       75       11.5     9/1/2000   8/1/2015     744.73       744.73     3/1/2006     63750       51266.96     Rate/Term Refinance     11.5  
  107    
 
      KENNEY   TX     77452     Primary   Single Family     360       293       80       12.39     9/1/2000   8/1/1930     239.99       239.99     3/1/2006     22667       21873.03     Cash Out Refinance     12.39  
  108    
 
      DILLSBURG   PA     17019     Primary   Single Family     360       293       85.52       14.3     9/1/2000   8/1/1930     192.69       192.69     3/1/2006     15941.81       15264.8     Cash Out Refinance     14.3  
  109    
 
      HOPE   AR     71801     Primary   Single Family     180       113       99.01       13.5     9/1/2000   8/1/2015     347.07       347.07     3/1/2006     26732.14       21516.76     Cash Out Refinance     13.5  
  110    
 
      LAREDO   TX     78040     Investor   Single Family     120       53       78.19       13.5     9/1/2000   8/1/2010     654.78       654.78     3/1/2006     43000       25822.26     Cash Out Refinance     13.5  
  111    
 
      DERIDDER   LA     70634     Primary   Single Family     120       53       86.2       12.75     9/1/2000   8/1/2010     251.12       251.12     3/1/2006     16985.77       10421.36     Cash Out Refinance     12.75  
  112    
 
      CHURCH POINT   LA     70525     Primary   Single Family     120       53       45.61       13.25     9/1/2000   8/1/2010     268.2       268.2     3/1/2006     17786.36       10558.07     Cash Out Refinance     13.25  
  113    
 
      BLAKELEE   PA     18610     Primary   Single Family     360       293       91.07       10.1     9/1/2000   8/1/1930     1571.48       1571.48     3/1/2006     177573.77       169542.67     Cash Out Refinance     10.1  
  114    
 
      COLUMBIA   SC     29223     Primary   Single Family     360       293       78.44       8.75     9/1/2000   8/1/1930     629.37       629.37     3/1/2006     80000       74416.61     Cash Out Refinance     8.75  
  115    
 
      JACKSON   MS     39212     Primary   Single Family     360       293       75       13.9     9/1/2000   8/1/1930     882.73       882.73     3/1/2006     75000       73533.7     Purchase     13.9  
  116    
 
      FRIENDSHIP   NY     14739     Primary   Single Family     360       293       90       12.4     9/1/2000   8/1/1930     252.7       252.7     3/1/2006     23850       23249.29     Purchase     12.4  
  117    
 
      JACKSON   MS     39203     Primary   Single Family     360       294       81.82       12.99     9/2/2000   8/2/1930     397.96       397.96     2/2/2006     36000       35214.73     Cash Out Refinance     12.99  
  118    
 
      NEW ALBANY   MS     38652     Primary   Single Family     360       294       99.7       13.15     9/4/2000   8/4/1930     512.68       512.68     2/4/2006     45859.18       44924.34     Cash Out Refinance     13.15  
  119    
 
      KANSAS CITY   MO     64128     Primary   Single Family     360       293       77.22       13.49     9/1/2000   8/1/1930     371.21       371.21     3/1/2006     32430.49       31795.7     Purchase     13.49  
  120    
 
      HALTOM CITY   TX     76117     Primary   Single Family     360       294       92.43       11.1     9/2/2000   8/2/1930     576.64       576.64     2/2/2006     60073.62       58145.95     Purchase     11.1  
  121    
 
      MARRERO   LA     70072     Primary   Single Family     360       294       87.12       11.8     9/8/2000   8/8/1930     794.39       794.39     2/8/2006     78400       76084.62     Cash Out Refinance     11.8  

Page 3 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  122    
 
      TOLEDO   OH     43608     Primary   Single Family     180       114       80       12.05     9/8/2000   8/8/2015     330.39       330.39     2/8/2006     32000       31158.48     Cash Out Refinance     12.05  
  123    
 
      GRAND SALIN   TX     75235     Primary   Single Family     360       294       80       10.55     9/8/2000   8/8/1930     504.07       504.07     2/8/2006     54880       53036.57     Cash Out Refinance     10.55  
  124    
 
      CHANNELVIEW   TX     77530     Investor   Single Family     360       294       88.84       11.99     9/4/2000   8/4/1930     543.31       543.31     2/4/2006     52858.96       48103.43     Purchase     11.99  
  125    
 
      BASTROP   LA     71220     Primary   Single Family     144       78       86.04       12.4     9/9/2000   8/9/2012     206.32       206.32     2/9/2006     15422.33       11005.81     Cash Out Refinance     12.4  
  126    
 
      ELOY   AZ     85231     Primary   Single Family     360       294       80       10.55     9/15/2000   8/15/1930     683.35       683.35     2/15/2006     74400       72002.36     Cash Out Refinance     10.55  
  127    
 
      N.MYRTLE BEACH   SC     29582     Primary   Manufactured Housing     180       114       71.92       11.35     9/14/2000   8/14/2015     541.68       541.68     2/14/2006     46650.5       37655.85     Cash Out Refinance     11.35  
  128    
 
      EDENTON   NC     27932     Primary   Single Family     180       114       71.65       7.85     9/14/2000   8/14/2015     488.2       354.6     2/20/2006     48000       46566.28     Rate/Term Refinance     7.85  
  129    
 
      PHOENIX   AZ     85043     Primary   Single Family     360       294       80       11.99     9/14/2000   8/14/1930     994.96       994.96     2/14/2006     96800       94695.17     Cash Out Refinance     11.99  
  130    
 
      WALLED LAKE   MI     48390     Primary   Single Family     120       54       82.95       12.9     9/15/2000   8/15/2010     199.73       199.73     2/15/2006     13429.66       8107.55     Cash Out Refinance     12.9  
  131    
 
      SEMORA   NC     27343     Primary   Manufactured Housing     180       114       85.49       11.75     9/15/2000   8/15/2015     819.8       819.8     2/15/2006     81215       78909.63     Rate/Term Refinance     11.75  
  132    
 
      COATSVILLE   PA     19320     Primary   Single Family     360       294       84.45       10.8     9/15/2000   8/15/1930     712.31       712.31     2/15/2006     76000       72850.38     Cash Out Refinance     10.8  
  133    
 
      WEIMAR   TX     78962     Primary   Single Family     120       54       50       11.2     9/15/2000   8/15/2010     347.22       347.22     2/15/2006     25000       14127.05     Cash Out Refinance     11.2  
  134    
 
      OMAHA   NE     68104     Primary   Single Family     360       294       75       12.15     10/1/2000   9/1/1930     585.1       585.1     3/1/2006     56250       54798.02     Cash Out Refinance     12.15  
  135    
 
      CANTON   MS     39046     Primary   Single Family     360       294       86.77       13.15     9/16/2000   8/16/1930     310.4       310.4     2/16/2006     27765.08       27093.89     Cash Out Refinance     13.15  
  136    
 
      HARRISBURG   PA     17104     Primary   Townhouse     360       294       93.54       12.2     9/14/2000   8/14/1930     590.81       590.81     2/14/2006     56588.35       55148.11     Purchase     12.2  
  137    
 
      CINCINNATI   OH     45240     Primary   Single Family     180       114       85       11.99     9/14/2000   8/14/2015     1222.26       1222.26     2/14/2006     118915       115319.69     Purchase     11.99  
  138    
 
      EL CAMPO   TX     77437     Primary   Single Family     180       114       51.88       11.99     9/18/2000   8/18/2015     765.39       765.39     2/18/2006     63807.5       51878.66     Cash Out Refinance     11.99  
  139    
 
      GARY   IN     46404     Primary   Single Family     360       294       80       11.55     9/21/2000   8/21/1930     683.95       683.95     2/21/2006     68800       66820.95     Rate/Term Refinance     11.55  
  140    
 
      OLATHE   KS     66062     Primary   Single Family     180       114       90       10.55     10/1/2000   9/1/2015     1206.89       1206.89     3/1/2006     131400       126804.75     Rate/Term Refinance     10.55  
  141    
 
      DALLAS   TX     75241     Primary   Single Family     360       294       73.22       12.5     10/1/2000   9/1/1930     371.16       371.16     3/1/2006     34776.21       33937.16     Cash Out Refinance     12.5  
  142    
 
      TROY   ME     4987     Primary   Single Family     360       294       59       11.99     10/1/2000   9/1/1930     303.22       303.22     3/1/2006     29500       28714.75     Cash Out Refinance     11.99  
  143    
 
      ROGERSVILLE   TN     37857     Primary   Single Family     360       294       90.81       10.25     10/1/2000   9/1/1930     528.93       528.93     2/15/2006     59025.48       46549.06     Rate/Term Refinance     10.25  
  144    
 
      BARTONVILLE   IL     61607     Primary   Single Family     180       114       85       10.5     10/1/2000   9/1/2015     1166.3       1166.3     3/1/2006     127500       123094.06     Cash Out Refinance     10.5  
  145    
 
      WOODSBORO   TX     78393     Primary   Single Family     240       174       52.81       13.5     10/1/2000   9/1/2020     414.42       414.42     3/1/2006     34323.87       31636.26     Cash Out Refinance     13.5  
  146    
 
      FORT DODGE   IA     50501     Primary   Single Family     360       294       73.34       11.35     10/1/2000   9/1/1930     646.05       646.05     3/1/2006     66000       64055.18     Cash Out Refinance     11.35  
  147    
 
      BUCKNER   AR     71827     Primary   Single Family     360       294       84.49       14.7     10/1/2000   9/1/1930     387.79       387.79     2/10/2006     31261       30771.73     Rate/Term Refinance     14.7  
  148    
 
      CORPUS CHRISTI   TX     78401     Primary   Single Family     360       294       80       12.9     10/1/2000   9/1/1930     307.55       307.55     3/1/2006     28000       27319.05     Cash Out Refinance     12.9  
  149    
 
      HEMPSTEAD   TX     77445     Primary   Single Family     360       294       90.07       12.25     10/1/2000   9/1/1930     696.52       696.52     3/1/2006     66467.77       64457.4     Purchase     12.25  
  150    
 
      PAYSON   AZ     85541     Primary   Single Family     360       294       80       10.99     10/1/2000   9/1/1930     548.11       548.11     3/1/2006     57600       55703.42     Cash Out Refinance     10.99  
  151    
 
      INKERMAN   PA     18640     Primary   Single Family     240       174       82.37       12.8     10/1/2000   9/1/2020     293.19       293.19     3/1/2006     25332.5       23458.2     Cash Out Refinance     12.8  
  152    
 
      GILMER   TX     75644     Primary   Single Family     180       114       71.8       14.85     10/1/2000   9/1/2015     568.56       568.56     3/1/2006     40922.82       34636.12     Cash Out Refinance     14.85  
  153    
 
      OKALHOMA CITY   OK     73149     Primary   Single Family     180       114       80.98       13     10/1/2000   9/1/2015     493.45       493.45     3/1/2006     39000       32209.6     Cash Out Refinance     13  
  154    
 
      ALICE   TX     78332     Primary   Single Family     180       114       65.87       14.5     10/1/2000   9/1/2015     490.16       490.16     3/1/2006     35895.59       30248.52     Cash Out Refinance     14.5  
  155    
 
      ROUND ROCK   TX     78681     Primary   Single Family     120       54       80       9.99     10/1/2000   9/1/2010     832.21       832.21     3/1/2006     63000       38565.42     Cash Out Refinance     9.99  
  156    
 
      PHILADELPHIA   PA     19140     Investor   Townhouse     240       174       72.98       12.99     10/1/2000   9/1/2020     316.14       316.14     3/1/2006     27000       23085.75     Cash Out Refinance     12.99  
  157    
 
      LAGO VISTA   TX     78645     Primary   Single Family     360       294       79.52       10.99     10/1/2000   9/1/1930     1256.07       1256.07     3/1/2006     132000       127924.5     Cash Out Refinance     10.99  
  158    
 
      BUFFALO   NY     14204     Primary   Two-Four Family     360       294       87.91       14.99     10/1/2000   9/1/1930     229.62       229.62     3/1/2006     18171.11       17884.63     Cash Out Refinance     14.99  
  159    
 
      CROSBY   TX     77532     Primary   Single Family     360       294       75       12.9     10/1/2000   9/1/1930     329.52       329.52     3/1/2006     30000       29166.55     Cash Out Refinance     12.9  
  160    
 
      ST LOUIS   MO     63130     Primary   Single Family     180       114       80       13.85     10/1/2000   9/1/2015     619.35       619.35     3/1/2006     52800       51824.02     Cash Out Refinance     13.85  
  161    
 
      SCHALLER   IA     51053     Primary   Single Family     120       54       52.57       9.99     10/1/2000   9/1/2010     270.8       270.8     3/1/2006     20500       11738.93     Cash Out Refinance     9.99  

Page 4 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  162    
 
      FORT SCOTT   KS     66701     Primary   Single Family     180       114       89.7       12.3     10/1/2000   9/1/2015     451.23       451.23     3/1/2006     37000       30255.16     Rate/Term Refinance     12.3  
  163    
 
      CARLSBAD   NM     88220     Primary   Single Family     120       54       72.31       14     10/1/2000   9/1/2010     415.39       415.39     3/1/2006     26752.94       17008.26     Cash Out Refinance     14  
  164    
 
      FORT WORTH   TX     76104     Primary   Single Family     180       114       56       13.5     10/1/2000   9/1/2015     363.53       363.53     3/1/2006     28000       23287.26     Cash Out Refinance     13.5  
  165    
 
      ROCKINGHAM   NC     28379     Primary   Single Family     180       114       85       12.99     10/1/2000   9/1/2015     352.36       352.36     3/1/2006     31875       31175.67     Cash Out Refinance     12.99  
  166    
 
      CLEVELAND   OH     44109     Primary   Single Family     180       114       70       11.99     10/1/2000   9/1/2015     503.65       503.65     3/1/2006     49000       47754.81     Rate/Term Refinance     11.99  
  167    
 
      VICKSBURG   MS     39180     Primary   Single Family     360       294       80       11.85     10/1/2000   9/1/1930     423.11       423.11     3/1/2006     41600       40462.77     Cash Out Refinance     11.85  
  168    
 
      PORT ARTHUR   TX     77640     Primary   Single Family     360       294       80       12.5     10/1/2000   9/1/1930     384.22       384.22     3/1/2006     36000       35131.12     Cash Out Refinance     12.5  
  169    
 
      MISSION   TX     78572     Primary   Single Family     180       114       65.38       13.65     10/1/2000   9/1/2015     342.12       342.12     3/1/2006     26149.52       21792     Cash Out Refinance     13.65  
  170    
 
      EAGLE PASS   TX     78852     Primary   Single Family     300       234       32.71       12.6     10/1/2000   9/1/2025     170.17       170.17     3/1/2006     15500       9362.49     Cash Out Refinance     12.6  
  171    
 
      PORT ARTHUR   TX     77640     Primary   Single Family     120       54       80       14.5     10/1/2000   9/1/2010     721.79       721.79     3/1/2006     45600       28506.35     Cash Out Refinance     14.5  
  172    
 
      MONROE   LA     71202     Primary   Single Family     360       294       80.49       12     10/1/2000   9/1/1930     322.9       322.9     3/1/2006     31391       30556.41     Cash Out Refinance     12  
  173    
 
      DETROIT   MI     48206     Primary   Two-Four Family     180       114       85       10.35     10/1/2000   9/1/2015     552.97       552.97     3/1/2006     61200       57895.75     Cash Out Refinance     10.35  
  174    
 
      GAYLORDSVILLE   CT     6776     Primary   Single Family     360       294       51.23       12     10/1/2000   9/1/1930     1285.77       1285.77     3/1/2006     125000       121682.14     Cash Out Refinance     12  
  175    
 
      ROCKINGHAM   NC     28379     Primary   Single Family     180       114       77       11.99     10/1/2000   9/1/2015     369.46       369.46     3/1/2006     30800       25077.73     Rate/Term Refinance     11.99  
  176    
 
      PHILADELPHIA   PA     19154     Primary   Townhouse     360       294       61.3       9.85     10/1/2000   9/1/1930     493.91       493.91     3/1/2006     57000       54588.87     Rate/Term Refinance     9.85  
  177    
 
      FREMONT   OH     43420     Primary   Single Family     180       114       76.15       10.99     10/1/2000   9/1/2015     713.68       713.68     3/1/2006     75000       72511.54     Cash Out Refinance     10.99  
  178    
 
      LAFAYETTE   LA     70507     Primary   Single Family     240       174       65.35       12.25     10/1/2000   9/1/2020     475.13       475.13     3/1/2006     42476.09       38657.96     Cash Out Refinance     12.25  
  179    
 
      NORTH LITTLE ROCK   AR     72117     Primary   Single Family     360       294       80       12.9     10/1/2000   9/1/1930     342.7       342.7     3/1/2006     31200       30382.94     Rate/Term Refinance     12.9  
  180    
 
      SYRACUSE   NY     13204     Investor   Two-Four Family     360       294       65       12.35     10/1/2000   9/1/1930     363.67       363.67     3/1/2006     34450       33582.75     Purchase     12.35  
  181    
 
      SPRING   TX     77380     Primary   Single Family     180       115       65.6       14.05     10/5/2000   9/5/2015     160.22       160.22     2/15/2006     12000       10056.19     Cash Out Refinance     14.05  
  182    
 
      JACKSON   GA     30233     Primary   Manufactured Housing     240       175       83.38       11.95     10/5/2000   9/5/2020     567.37       567.37     2/5/2006     51691.29       46959     Rate/Term Refinance     11.95  
  183    
 
      HOUSTON   TX     77072     Primary   PUD     360       295       80       9.84     10/5/2000   9/5/1930     554.1       554.1     2/5/2006     64000       61622.27     Cash Out Refinance     9.84  
  184    
 
      OKLAHOMA CITY   OK     73003     Primary   Single Family     360       294       89.97       14.75     10/1/2000   9/1/1930     334.77       334.77     3/1/2006     26900       26297.35     Purchase     14.75  
  185    
 
      BRIDGEPORT   CT     6606     Primary   Two-Four Family     360       294       80       10.49     10/1/2000   9/1/1930     987.12       987.12     3/1/2006     108000       104180.45     Purchase     10.49  
  186    
 
      PHILADELPHIA   PA     19149     Primary   Single Family     360       294       90       12.5     10/1/2000   9/1/1930     671.42       671.42     3/1/2006     62910       61376.24     Purchase     12.5  
  187    
 
      PHILADELPHIA   PA     19125     Primary   Single Family     360       295       90       10.99     10/6/2000   9/6/1930     359.7       359.7     2/6/2006     37800       36384.2     Cash Out Refinance     10.99  
  188    
 
      BURTON   MI     48529     Primary   Single Family     360       295       85       9.99     10/15/2000   9/15/1930     499.36       499.3     2/20/2006     56950       54777.62     Cash Out Refinance     9.99  
  189    
 
      SHERMAN   TX     75090     Primary   Single Family     180       115       79.58       12.4     10/11/2000   9/11/2015     448.78       448.78     2/11/2006     36604.26       30061.49     Cash Out Refinance     12.4  
  190    
 
      CLEVLAND   OH     44103     Primary   Two-Four Family     180       115       70       10.95     10/11/2000   9/11/2015     398.39       398.39     2/11/2006     42000       40401.35     Cash Out Refinance     10.95  
  191    
 
      BELLE VERNON   PA     15012     Primary   Single Family     360       295       60       13.5     10/12/2000   9/12/1930     343.63       343.63     2/12/2006     30000       29381.2     Cash Out Refinance     13.5  
  192    
 
      HOUSTON   TX     77060     Primary   Single Family     360       295       90       12.75     10/8/2000   9/8/1930     682.67       682.67     2/8/2006     62820       57739.87     Purchase     12.75  
  193    
 
      JACKSON   MS     39209     Primary   Single Family     240       175       66.41       13.65     10/13/2000   9/13/2020     404.48       404.48     2/13/2006     33203.31       30645.64     Cash Out Refinance     13.65  
  194    
 
      PINE BLUFF   AR     71603     Primary   Single Family     84       19       85       12.75     10/13/2000   9/13/2007     291.61       291.61     2/13/2006     16150       4992.89     Cash Out Refinance     12.75  
  195    
 
      WYNNE   AR     72396     Primary   Single Family     360       295       85       12.99     10/13/2000   9/13/1930     563.77       563.77     2/13/2006     51000       49975.23     Rate/Term Refinance     12.99  
  196    
 
      FOND DU LAC   WI     54935     Primary   Single Family     120       55       86.61       12.99     10/14/2000   9/14/2010     396.81       396.81     2/14/2006     26586.3       16806.94     Cash Out Refinance     12.99  
  197    
 
      EDGAR   WI     54426     Primary   Single Family     360       295       82.2       6     10/15/2000   9/15/1930     693.99       390.33     2/15/2006     61644.88       60051.19     Cash Out Refinance     6  
  198    
 
      KINGSTREE   SC     29556     Primary   Single Family     180       115       50.88       12.75     10/15/2000   9/15/2015     432.08       432.08     2/15/2006     34598.11       28096.25     Cash Out Refinance     12.75  
  199    
 
      SPIVEY   KS     67142     Primary   Single Family     180       115       92.29       12.99     10/15/2000   9/15/2015     361.8       361.8     2/15/2006     28609.56       23384.96     Cash Out Refinance     12.99  
  200    
 
      HOUSTON   TX     77018     Primary   Single Family     360       295       75       12.75     10/15/2000   9/15/1930     2363.56       2363.56     2/15/2006     217500       212711.65     Cash Out Refinance     12.75  
  201    
 
      THIBODEAUX   LA     70301     Primary   Single Family     180       115       89.6       10.7     10/15/2000   9/15/2015     250.4       250.4     2/15/2006     22400       17917.16     Rate/Term Refinance     10.7  

Page 5 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  202    
 
      RAYMOND   MS     39154     Primary   Single Family     240       175       80       12     10/18/2000   9/18/2020     484.48       484.48     2/18/2006     44000       40122.51     Cash Out Refinance     12  
  203    
 
      LUDRNEMINES   PA     15754     Investor   Single Family     84       19       44.21       9.99     10/13/2000   9/13/2007     220.12       220.12     2/13/2006     13262.99       2313.82     Cash Out Refinance     9.99  
  204    
 
      SEMINOLE   OK     74868     Primary   Single Family     360       295       90       10.2     10/18/2000   9/18/1930     377.48       377.48     2/18/2006     42300       40710.77     Cash Out Refinance     10.2  
  205    
 
      MONROE   LA     71203     Primary   Single Family     360       295       92.19       12.15     10/18/2000   9/18/1930     623.25       623.25     2/18/2006     59917.53       58306.57     Cash Out Refinance     12.15  
  206    
 
      NEW CASTLE   OK     73065     Primary   Single Family     360       295       90       9.5     10/19/2000   9/19/1930     983.8       983.8     2/19/2006     117000       111809.42     Cash Out Refinance     9.5  
  207    
 
      FERNDALE   MI     48220     Primary   Single Family     360       295       71.11       12.4     11/1/2000   10/1/1930     508.57       508.57     3/1/2006     48000       46827.76     Cash Out Refinance     12.4  
  208    
 
      GARLAND   TX     75043     Primary   Townhouse     180       115       90       10.99     10/14/2000   9/14/2015     511.19       511.19     2/14/2006     45000       36252.88     Purchase     10.99  
  209    
 
      JAMESTOWN   NY     14701     Primary   Two-Four Family     360       295       79.25       13.6     10/15/2000   9/15/1930     393       393     2/15/2006     34076.48       32421.9     Purchase     13.6  
  210    
 
      EVANSVILLE   IN     47711     Primary   Single Family     360       295       90       10.2     10/20/2000   9/20/1930     449.77       449.77     2/20/2006     50400       48550.31     Cash Out Refinance     10.2  
  211    
 
      LAURINBURG   NC     28352     Primary   Manufactured Housing     180       115       80       12.65     11/1/2000   10/1/2015     483.36       483.36     3/1/2006     44800       43025.2     Rate/Term Refinance     12.65  
  212    
 
      ROCKY FORD   CO     81067     Primary   Single Family     360       295       80       8.5     11/1/2000   10/1/1930     578.23       578.23     3/1/2006     75200       71455.06     Rate/Term Refinance     8.5  
  213    
 
      BRADFORD   NY     14815     Primary   Single Family     180       115       80       14.99     11/1/2000   10/1/2015     447.65       447.65     3/1/2006     32000       27205.39     Cash Out Refinance     14.99  
  214    
 
      BATON ROUGE   LA     70815     Investor   Condominium     180       115       75.49       10.75     11/1/2000   10/1/2015     194.62       194.62     3/1/2006     17362       12356.25     Cash Out Refinance     10.75  
  215    
 
      ENID   OK     73701     Primary   Single Family     360       295       85       9.99     11/1/2000   10/1/1930     395.02       395.02     3/1/2006     45050       43367.91     Cash Out Refinance     9.99  
  216    
 
      COMMERCE   OK     74339     Primary   Single Family     360       295       64.52       10.05     11/1/2000   10/1/1930     176.26       176.26     3/1/2006     20000       19271.92     Cash Out Refinance     10.05  
  217    
 
      PURDIN   MO     64674     Primary   Single Family     120       55       94.49       13.15     11/1/2000   10/1/2010     222.81       222.81     3/1/2006     14834.25       8988.52     Cash Out Refinance     13.15  
  218    
 
      HENDERSON   NC     27536     Primary   Single Family     180       115       41.81       11.75     11/1/2000   10/1/2015     257.4       257.4     3/1/2006     25500       24801.33     Rate/Term Refinance     11.75  
  219    
 
      PHILADELPHIA   PA     19124     Primary   Single Family     180       115       76       10.65     11/1/2000   10/1/2015     351.87       351.87     3/1/2006     38000       36680.31     Cash Out Refinance     10.65  
  220    
 
      PASADENA   TX     77502     Primary   Single Family     360       295       80       13.75     11/1/2000   10/1/1930     885.49       885.49     3/1/2006     76000       74443.48     Rate/Term Refinance     13.75  
  221    
 
      HASTINGS   NE     68901     Investor   Single Family     180       115       65.48       12.99     11/1/2000   10/1/2015     347.77       347.77     3/1/2006     27500       22786.66     Cash Out Refinance     12.99  
  222    
 
      BAMBERG   SC     29003     Primary   Single Family     180       115       81.54       12     11/1/2000   10/1/2015     244.64       244.64     3/1/2006     20383.07       16749.21     Cash Out Refinance     12  
  223    
 
      BILOXI   MS     39530     Primary   Single Family     240       175       84.98       10.8     11/1/2000   10/1/2020     545.34       545.34     3/1/2006     53536.79       48184.33     Cash Out Refinance     10.8  
  224    
 
      PHILADELPHIA   PA     19143     Primary   Single Family     180       115       83.34       11.5     11/1/2000   10/1/2015     346.61       346.61     3/1/2006     35000       33723.1     Cash Out Refinance     11.5  
  225    
 
      MONROE   LA     71201     Primary   Single Family     180       115       91.23       13.95     11/1/2000   10/1/2015     508.95       508.95     3/1/2006     38312.79       32186.6     Cash Out Refinance     13.95  
  226    
 
      LAKE CHARLES   LA     70601     Primary   Single Family     180       115       67.57       11.45     11/1/2000   10/1/2015     291.26       291.26     3/1/2006     25000       20276.4     Cash Out Refinance     11.45  
  227    
 
      HOWELL   MI     48843     Primary   Single Family     360       295       74       11.45     10/27/2000   9/27/1930     838.51       838.51     2/26/2006     84427.72       77889.24     Cash Out Refinance     11.45  
  228    
 
      MORELAND   GA     30259     Primary   Single Family     360       295       24.39       12.4     11/1/2000   10/1/1930     312.56       312.56     3/1/2006     29500       28772.8     Cash Out Refinance     12.4  
  229    
 
      SEDALIA   MO     65301     Primary   Single Family     240       175       86.04       9.8     11/1/2000   10/1/2020     204.72       204.72     2/15/2006     21508.07       19076.99     Cash Out Refinance     9.8  
  230    
 
      ST LOUIS   MO     63115     Primary   Single Family     180       115       85       11.9     11/1/2000   10/1/2015     485.96       485.96     3/1/2006     47600       46363.45     Cash Out Refinance     11.9  
  231    
 
      RUFFIN   NC     27326     Primary   Single Family     180       115       85       11.99     11/1/2000   10/1/2015     768.83       768.83     3/1/2006     74800       72667.47     Rate/Term Refinance     11.99  
  232    
 
      SPRING BRANCH   TX     78070     Primary   Single Family     240       175       80       10.5     11/1/2000   10/1/2020     1277.93       1277.93     3/1/2006     128000       115607.74     Cash Out Refinance     10.5  
  233    
 
      GLOUSTER   OH     45732     Investor   Single Family     180       115       86.95       11.99     11/1/2000   10/1/2015     294.92       294.92     3/1/2006     28692.76       27991.86     Cash Out Refinance     11.99  
  234    
 
      ORLANDO   FL     32807     Primary   Single Family     360       295       93.25       11.95     11/1/2000   10/1/1930     745.32       742.89     3/1/2006     72730.68       70568.64     Purchase     11.95  
  235    
 
      FITZGERALD   GA     31750     Primary   Single Family     360       295       61.57       13.35     11/1/2000   10/1/1930     348.97       348.97     2/20/2006     30782.78       30193     Rate/Term Refinance     13.35  
  236    
 
      CLINTON   IA     52732     Primary   Single Family     180       115       80       11.4     11/1/2000   10/1/2015     314.46       314.46     3/1/2006     32000       30753.72     Cash Out Refinance     11.4  
  237    
 
      ERIE   PA     16502     Primary   Two-Four Family     180       115       82.92       10.5     11/1/2000   10/1/2015     458.28       458.28     3/1/2006     41457.69       33105.43     Cash Out Refinance     10.5  
  238    
 
      ROXBORO   NC     27573     Primary   Manufactured Housing     180       115       80.49       11.5     11/1/2000   10/1/2015     868.83       868.83     3/1/2006     87734       85323.11     Rate/Term Refinance     11.5  
  239    
 
      COLUMBUS   OH     43205     Primary   Single Family     360       295       85       11.95     11/1/2000   10/1/1930     574.9       574.89     3/1/2006     56100       54626.09     Cash Out Refinance     11.95  
  240    
 
      PHILADELPHIA   PA     19133     Primary   Single Family     120       55       60       13.5     11/1/2000   10/1/2010     237.55       237.55     3/1/2006     15600       9678.35     Cash Out Refinance     13.5  
  241    
 
      WILMINGTON   DE     19801     Primary   Single Family     360       295       92.84       12.99     11/1/2000   10/1/1930     318.13       318.13     3/1/2006     28778.91       28016.01     Cash Out Refinance     12.99  

Page 6 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  242    
 
      EL PASO   TX     79924     Primary   Single Family     360       295       75.08       12.45     11/1/2000   10/1/1930     502.98       502.98     3/1/2006     47300       45712.05     Cash Out Refinance     12.45  
  243    
 
      MATHIS   TX     78368     Primary   Single Family     240       175       80       11.9     11/1/2000   10/1/2020     350.12       350.12     3/1/2006     32000       29027.53     Cash Out Refinance     11.9  
  244    
 
      GALVESTON   TX     77550     Primary   Single Family     360       295       80       12.9     11/1/2000   10/1/1930     659.04       659.04     3/1/2006     60000       57259.6     Cash Out Refinance     12.9  
  245    
 
      BOYCE   LA     71409     Primary   Single Family     180       115       88.47       10.1     11/1/2000   10/1/2015     497.14       497.14     3/1/2006     46000       36227.13     Cash Out Refinance     10.1  
  246    
 
      SUNSHINE   LA     70780     Primary   Single Family     180       115       76.08       12.99     11/1/2000   10/1/2015     307.85       307.85     3/1/2006     24343.33       20069.38     Cash Out Refinance     12.99  
  247    
 
      BURIEN   WA     98166     Primary   Single Family     360       295       90       9.5     11/1/2000   10/1/1930     1702.73       1702.73     3/1/2006     202500       194075.91     Rate/Term Refinance     9.5  
  248    
 
      HOUSTON   TX     77062     Primary   PUD     360       295       83.85       9.25     11/1/2000   10/1/1930     1041.51       1041.51     3/1/2006     126600       120922.54     Rate/Term Refinance     9.25  
  249    
 
      BELLEVILLE   KS     66935     Primary   Single Family     360       295       88.13       14.15     11/1/2000   10/1/1930     263.68       263.68     3/1/2006     22032.12       21470.8     Purchase     14.15  
  250    
 
      SPRINGFIELD   IL     62702     Primary   Two-Four Family     120       55       85       9.75     11/1/2000   10/1/2010     455.74       455.74     3/1/2006     34850       20148.32     Purchase     9.75  
  251    
 
      SHREVEPORT   LA     71109     Primary   Single Family     180       115       84.45       12     11/1/2000   10/1/2015     506.78       506.78     3/1/2006     42225       34538.2     Cash Out Refinance     12  
  252    
 
      PHILADELPHIA   PA     19134     Primary   Single Family     180       116       50.85       11.75     11/3/2000   10/3/2015     302.83       302.83     2/3/2006     30000       28670.21     Cash Out Refinance     11.75  
  253    
 
      DENTON   TX     76201     Primary   Single Family     360       296       80       13.9     11/4/2000   10/4/1930     753.26       753.26     2/4/2006     64000       62877.91     Cash Out Refinance     13.9  
  254    
 
      BATON ROUGE   LA     70812     Primary   Single Family     360       296       90       9.74     11/4/2000   10/4/1930     579.44       579.44     2/4/2006     67500       64864.89     Cash Out Refinance     9.74  
  255    
 
      MYRTLE   MS     38650     Primary   Single Family     240       176       77.73       13.5     11/5/2000   10/5/2020     516.16       516.16     2/5/2006     42750       39364.59     Cash Out Refinance     13.5  
  256    
 
      MANCHESTER   NH     3109     Primary   Single Family     240       176       84.99       13.99     11/10/2000   10/10/2020     532.17       532.17     2/10/2006     42820       39846.87     Cash Out Refinance     13.99  
  257    
 
      HOYLETON   IL     62803     Primary   Single Family     180       116       72.34       10.88     11/10/2000   10/10/2015     320.71       320.71     2/10/2006     34000       32926.47     Cash Out Refinance     10.88  
  258    
 
      KANSAS CITY   MO     64128     Primary   Single Family     180       116       36.15       12     11/10/2000   10/10/2015     151.83       151.83     2/10/2006     12650       10381.84     Cash Out Refinance     12  
  259    
 
      WHITESBURG   KY     41853     Primary   Single Family     360       296       82.2       11.49     11/10/2000   10/10/1930     504.26       504.26     2/10/2006     50959.37       49525.02     Cash Out Refinance     11.49  
  260    
 
      ROWLETT   TX     75089     Primary   PUD     360       296       90       10.75     11/6/2000   10/6/1930     2678.19       2678.19     2/15/2006     286902.9       277474.7     Purchase     10.75  
  261    
 
      IRWIN   PA     15642     Primary   Single Family     180       116       85       14.1     11/12/2000   10/12/2015     401.77       401.77     2/12/2006     30017       25036.7     Cash Out Refinance     14.1  
  262    
 
      MUNCIE   IN     47304     Primary   Single Family     360       295       80       11     11/1/2000   10/1/1930     621.51       644.49     3/1/2006     68000       65541.53     Rate/Term Refinance     11  
  263    
 
      SWANNANOA   NC     28778     Primary   Single Family     180       116       82.54       14.4     11/13/2000   10/13/2015     244.58       244.58     2/13/2006     18000       15271.48     Cash Out Refinance     14.4  
  264    
 
      LOUISVILLE   KY     40258     Primary   Single Family     360       296       90       9.3     11/13/2000   10/13/1930     557.76       557.76     2/13/2006     67500       64700.71     Cash Out Refinance     9.3  
  265    
 
      CARROLLTON   TX     75010     Primary   Single Family     360       296       80       9.25     11/10/2000   10/10/1930     783.19       783.19     2/10/2006     95200       91083.98     Purchase     9.25  
  266    
 
      HANNIBAL   MO     63401     Primary   Single Family     360       296       87.36       12.7     11/14/2000   10/14/1930     321.6       321.6     2/20/2006     29700       28976.66     Cash Out Refinance     12.7  
  267    
 
      WAXAHACHIE   TX     75165     Primary   Single Family     120       56       51.15       12.65     11/14/2000   10/14/2010     406.73       406.73     2/14/2006     27620.64       17135.59     Cash Out Refinance     12.65  
  268    
 
      BOSSIER CITY   LA     71112     Primary   Single Family     360       296       66.08       9.8     11/14/2000   10/14/1930     319.25       319.25     2/14/2006     37000       35629.11     Cash Out Refinance     9.8  
  269    
 
      GREENWOOD   SC     29649     Primary   Single Family     360       296       75       13.45     11/16/2000   10/16/1930     684.89       684.89     2/16/2006     60000       58840.13     Rate/Term Refinance     13.45  
  270    
 
      N LITTLE ROCK   AR     72117     Primary   Single Family     360       296       40       11.75     11/16/2000   10/16/1930     242.26       242.26     2/16/2006     24000       22417.07     Cash Out Refinance     11.75  
  271    
 
      W. HELENA   AR     72390     Primary   Single Family     180       116       84.4       10.4     11/16/2000   10/16/2015     361.8       361.8     2/16/2006     32913.73       25561.96     Cash Out Refinance     10.4  
  272    
 
      DANVILLE   IL     61832     Primary   Single Family     120       56       84.94       12.99     11/16/2000   10/16/2010     233.96       233.96     2/16/2006     15675       9700.87     Cash Out Refinance     12.99  
  273    
 
      PEORIA   IL     61605     Primary   Single Family     360       296       92.93       9.99     11/16/2000   10/16/1930     187.41       187.41     2/5/2006     21372.76       18496.11     Cash Out Refinance     9.99  
  274    
 
      HARRISBURG   PA     17103     Primary   Townhouse     180       116       85.33       12.1     11/12/2000   10/12/2015     203.38       203.38     2/12/2006     19624.59       17447.61     Purchase     12.1  
  275    
 
      OMAHA   NE     68111     Primary   Single Family     360       296       95.11       12.95     11/18/2000   10/18/1930     493.75       493.75     2/18/2006     44792.6       43904.69     Cash Out Refinance     12.95  
  276    
 
      WAXAHACHIE   TX     75165     Primary   Single Family     192       128       80       10.55     11/18/2000   10/18/2016     605.03       605.03     2/18/2006     56000       46296.09     Cash Out Refinance     10.55  
  277    
 
      GRIFFIN   GA     30223     Primary   Single Family     360       296       75       12.99     12/1/2000   11/1/1930     646.67       646.67     3/1/2006     58500       57241.07     Rate/Term Refinance     12.99  
  278    
 
      DOUGLASS   KS     67039     Primary   Single Family     360       296       60       12.99     12/1/2000   11/1/1930     233.47       233.47     3/1/2006     21120       20659.75     Cash Out Refinance     12.99  
  279    
 
      HORTON   KS     66439     Primary   Single Family     360       296       89.41       12.15     12/1/2000   11/1/1930     557.97       557.97     3/1/2006     53641.16       52231.85     Cash Out Refinance     12.15  
  280    
 
      MODESTO   CA     95350     Primary   Single Family     360       296       80       8.75     12/1/2000   11/1/1930     881.11       881.11     2/10/2006     112000       106534.26     Rate/Term Refinance     8.75  
  281    
 
      RED SPRINGS   NC     28377     Primary   Single Family     360       296       80.3       14.25     12/1/2000   11/1/1930     196.37       196.37     3/1/2006     16300       16033.17     Purchase     14.25  

Page 7 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  282    
 
      CLAIRTON   PA     15025     Primary   Single Family     120       56       70.83       12.85     12/1/2000   11/1/2010     283.85       283.85     2/20/2006     19123.78       11777.83     Cash Out Refinance     12.85  
  283    
 
      ST.PAUL   NE     68873     Primary   Single Family     360       296       85       11.75     12/1/2000   11/1/1930     600.6       600.6     3/1/2006     59500       57975.15     Cash Out Refinance     11.75  
  284    
 
      INDIANOLA   MS     38751     Primary   Single Family     360       296       80       10.5     12/1/2000   11/1/1930     285.4       285.4     3/1/2006     31200       30144.2     Cash Out Refinance     10.5  
  285    
 
      FINDLAY   OH     45840     Primary   Single Family     180       116       90       11.2     12/1/2000   11/1/2015     1175.48       1175.48     3/1/2006     121500       115427.19     Rate/Term Refinance     11.2  
  286    
 
      SHREVEPORT   LA     71104     Primary   Single Family     360       296       78.99       8.75     12/1/2000   11/1/1930     1279.97       1279.97     3/1/2006     162700       153713.04     Cash Out Refinance     8.75  
  287    
 
      CHESNEE   SC     29323     Primary   Manufactured Housing     240       176       85.28       12.99     12/1/2000   11/1/2020     399.38       399.38     3/1/2006     34109.07       31346.51     Cash Out Refinance     12.99  
  288    
 
      DENISON   TX     75020     Primary   Single Family     360       296       80       10.99     12/1/2000   11/1/1930     304.51       304.51     2/20/2006     32000       31030.43     Cash Out Refinance     10.99  
  289    
 
      HOUSTON   TX     77035     Primary   Single Family     120       56       75.5       12.9     12/1/2000   11/1/2010     371.81       371.81     3/1/2006     25000       5922.55     Cash Out Refinance     12.9  
  290    
 
      NEW CANEY   TX     77357     Primary   Single Family     180       116       75       13     12/1/2000   11/1/2015     408.05       408.05     3/1/2006     32250       18029.73     Cash Out Refinance     13  
  291    
 
      TULSA   OK     74110     Primary   Single Family     120       56       84.84       13.5     12/1/2000   11/1/2010     452.15       452.15     3/1/2006     29693.02       17573.07     Purchase     13.5  
  292    
 
      KNOXVILLE   TN     37912     Primary   Single Family     360       296       85       9.9     12/1/2000   11/1/1930     591.73       592.38     2/10/2006     68000       65546.57     Rate/Term Refinance     9.9  
  293    
 
      LOUISVILLE   KY     40212     Primary   Single Family     360       296       90       11.65     12/1/2000   11/1/1930     676.19       676.19     3/1/2006     67500       65735.94     Cash Out Refinance     11.65  
  294    
 
      LAREDO   TX     78040     Primary   Single Family     240       176       79.88       10.3     12/1/2000   11/1/2020     476       476     3/1/2006     48325.3       43094.02     Cash Out Refinance     10.3  
  295    
 
      BOERNE   TX     78006     Primary   PUD     360       296       90       12.99     12/1/2000   11/1/1930     1378.9       1378.9     3/1/2006     124740       122073.71     Purchase     12.99  
  296    
 
      OKLAHOMA CITY   OK     73117     Primary   Single Family     240       176       84       12.15     12/1/2000   11/1/2020     373.49       373.49     3/1/2006     33600       30337.37     Cash Out Refinance     12.15  
  297    
 
      LABADIEVILLE   LA     70372     Primary   Single Family     240       176       85.49       11.99     12/1/2000   11/1/2020     583.24       583.24     3/1/2006     53003       48231.36     Cash Out Refinance     11.99  
  298    
 
      SEGUIN   TX     78155     Primary   Single Family     180       116       75.61       11.2     12/1/2000   11/1/2015     395.33       395.33     3/1/2006     34400       27798.9     Cash Out Refinance     11.2  
  299    
 
      LONG BEACH   MS     39560     Primary   Single Family     360       296       90       10.39     12/1/2000   11/1/1930     824.04       824.04     3/1/2006     90900       87154.84     Rate/Term Refinance     10.39  
  300    
 
      OWOSSO   MI     48867     Primary   Single Family     180       116       73.45       12.99     12/1/2000   11/1/2015     171.35       171.35     3/1/2006     13549.45       11158.69     Cash Out Refinance     12.99  
  301    
 
      N LITTLE ROCK   AR     72117     Primary   Single Family     180       116       58.72       13.85     12/1/2000   11/1/2015     232.81       232.81     2/15/2006     17614.45       14987.65     Cash Out Refinance     13.85  
  302    
 
      BIG SPRING   TX     79720     Investor   Single Family     120       56       58.34       14.99     12/1/2000   11/1/2010     338.68       338.68     3/1/2006     21000       12996.21     Cash Out Refinance     14.99  
  303    
 
      OMAHA   NE     68112     Primary   Single Family     240       176       84.42       12.65     12/1/2000   11/1/2020     343.64       343.64     3/1/2006     29966.29       27416.91     Cash Out Refinance     12.65  
  304    
 
      BAINBRIDGE   GA     31717     Primary   Single Family     360       296       77.01       14     12/1/2000   11/1/1930     456.23       456.23     3/1/2006     38504.17       37842.26     Cash Out Refinance     14  
  305    
 
      PAGELAND   SC     29728     Primary   Single Family     240       176       89.8       14.85     12/1/2000   11/1/2020     407.97       407.97     3/1/2006     31244.52       28394.77     Cash Out Refinance     14.85  
  306    
 
      WESTLAND   MI     48185     Primary   Condominium     120       56       82.7       11.8     12/1/2000   11/1/2010     255.52       255.52     3/1/2006     17954.19       10785.21     Cash Out Refinance     11.8  
  307    
 
      MARSHALL   WI     53559     Primary   Single Family     360       296       59.49       14.75     12/1/2000   11/1/1930     666.25       666.25     3/1/2006     53536.02       45136.33     Cash Out Refinance     14.75  
  308    
 
      LITTLE ROCK   AR     72204     Primary   Single Family     180       116       80       11.6     12/1/2000   11/1/2015     451.03       451.03     3/1/2006     38400       30098.19     Cash Out Refinance     11.6  
  309    
 
      CLINTON   IL     61727     Primary   Single Family     180       116       62.97       12.8     12/1/2000   11/1/2015     370.81       370.81     3/1/2006     34000       33257.93     Cash Out Refinance     12.8  
  310    
 
      OAKLAND   NE     68063     Primary   Single Family     360       296       90       11.75     12/1/2000   11/1/1930     381.56       381.56     3/1/2006     37800       36762.69     Cash Out Refinance     11.75  
  311    
 
      GOSHEN   OH     45122     Primary   Single Family     180       116       47.5       8.99     12/1/2000   11/1/2015     763.71       763.71     3/1/2006     95000       88079.73     Rate/Term Refinance     8.99  
  312    
 
      ATLANTA   GA     30331     Primary   Single Family     360       296       80       10.8     12/1/2000   11/1/1930     974.74       974.74     3/1/2006     104000       100253.75     Rate/Term Refinance     10.8  
  313    
 
      OZARK   AR     72949     Primary   Single Family     360       296       80       13.65     12/1/2000   11/1/1930     907.27       907.27     3/1/2006     78400       76936.39     Cash Out Refinance     13.65  
  314    
 
      DEL CITY   OK     73115     Primary   Single Family     360       296       99.89       10.5     12/1/2000   11/1/1930     730.92       730.92     3/1/2006     79904.49       77196.69     Cash Out Refinance     10.5  
  315    
 
      EL PASO   TX     79924     Primary   Single Family     240       176       41.33       14.55     12/1/2000   11/1/2020     320.92       320.92     3/1/2006     25000       23298.15     Cash Out Refinance     14.55  
  316    
 
      BROWNSVILLE   TX     78520     Primary   Single Family     180       116       80       14.25     12/1/2000   11/1/2015     388.4       388.4     3/1/2006     28800       24306.39     Cash Out Refinance     14.25  
  317    
 
      HOUSTON   TX     77053     Primary   Single Family     120       56       80       11.9     12/1/2000   11/1/2010     400.11       400.11     3/1/2006     28000       17018.96     Cash Out Refinance     11.9  
  318    
 
      CARRIZO SPRINGS   TX     78834     Primary   Single Family     120       56       42.18       13.5     12/1/2000   11/1/2010     420.66       420.66     3/1/2006     27624.63       17406.18     Cash Out Refinance     13.5  
  319    
 
      NAPOLEONVILLE   LA     70390     Primary   Single Family     144       80       44.7       10.55     12/1/2000   11/1/2012     340.07       340.07     3/1/2006     27713.59       19542.42     Cash Out Refinance     10.55  
  320    
 
      HARVEY   LA     70058     Primary   Two-Four Family     180       116       81.1       11.8     12/1/2000   11/1/2015     297       297     3/1/2006     25013.95       20496.02     Cash Out Refinance     11.8  
  321    
 
      ASHLAND   NE     68003     Primary   Single Family     180       116       100       12.4     12/1/2000   11/1/2015     205.98       205.98     3/1/2006     16800       13213.8     Cash Out Refinance     12.4  

Page 8 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  322    
 
      EDMORE   MI     48829     Primary   Two-Four Family     360       297       85       11.99     12/17/2000   11/17/1930     738.25       738.25     2/17/2006     71825       67909.16     Cash Out Refinance     11.99  
  323    
 
      ANDERSON   IN     46013     Investor   Single Family     180       116       65.79       10.25     12/1/2000   11/1/2015     272.49       272.49     3/1/2006     25000       20007.07     Cash Out Refinance     10.25  
  324    
 
      DALLAS   TX     75227     Investor   Single Family     120       56       62.23       13.35     12/1/2000   11/1/2010     423.88       423.88     3/1/2006     28000       17546.53     Cash Out Refinance     13.35  
  325    
 
      HAMMOND   IN     46324     Primary   Single Family     360       296       90       9.5     12/1/2000   11/1/1930     673.53       673.53     2/20/2006     80100       76854.89     Rate/Term Refinance     9.5  
  326    
 
      HOUSTON   TX     77013     Primary   Single Family     360       296       75       14.55     12/1/2000   11/1/1930     506.78       506.78     3/1/2006     41250       40578.08     Cash Out Refinance     14.55  
  327    
 
      PAW PAW   MI     49079     Primary   Single Family     180       116       79.47       11.95     12/1/2000   11/1/2015     335.15       335.15     3/1/2006     28000       21358.37     Cash Out Refinance     11.95  
  328    
 
      PASADENA   TX     77505     Primary   Single Family     360       296       80       10.75     12/1/2000   11/1/1930     738.58       738.58     3/1/2006     79120       76604.4     Purchase     10.75  
  329    
 
      RICHARDSON   TX     75080     Primary   Single Family     120       57       28.04       12     12/3/2000   11/3/2010     430.42       430.42     2/3/2006     30000       18630.74     Cash Out Refinance     12  
  330    
 
      OKLAHOMA CITY   OK     73129     Primary   Single Family     360       296       80       15     12/1/2000   11/1/1930     303.47       303.47     3/1/2006     24000       23754.01     Purchase     15  
  331    
 
      TOLTEC   AZ     85231     Second Home   Manufactured Housing     360       296       82.01       10.25     12/1/2000   11/1/1930     477.68       477.68     3/1/2006     53306.06       51291.66     Cash Out Refinance     10.25  
  332    
 
      VINELAND   NJ     8360     Primary   Single Family     180       116       85       11.99     12/1/2000   11/1/2015     995.98       995.98     3/1/2006     96900       94426.91     Purchase     11.99  
  333    
 
      GARLAND   TX     75040     Primary   Single Family     360       296       90       9.5     12/1/2000   11/1/1930     900.56       900.56     3/1/2006     107100       102731.49     Purchase     9.5  
  334    
 
      PASS CHRISTIAN   MS     39571     Primary   Single Family     360       297       85       9.75     12/6/2000   11/6/1930     927.46       927.46     2/6/2006     107950       100212.59     Rate/Term Refinance     9.75  
  335    
 
      SALISBURY   MD     21801     Primary   PUD     360       296       80       8.99     12/1/2000   11/1/1930     1054.73       1054.73     3/1/2006     131200       124708.74     Purchase     8.99  
  336    
 
      SAN ANGELO   TX     76903     Investor   Single Family     360       296       65       13.5     12/1/2000   11/1/1930     409.49       409.49     3/1/2006     35750       35073.62     Cash Out Refinance     13.5  
  337    
 
      MT. JEWETT   PA     16740     Primary   Single Family     180       117       61.82       13.75     12/6/2000   11/6/2015     360.1       360.1     2/6/2006     30906.09       29110.8     Cash Out Refinance     13.75  
  338    
 
      LUBBOCK   TX     79407     Primary   Manufactured Housing     240       177       75       13.35     12/6/2000   11/6/2020     430.78       430.78     2/6/2006     36000       31496.75     Cash Out Refinance     13.35  
  339    
 
      CHARLESTON   SC     29412     Primary   Single Family     360       297       68       11.3     12/7/2000   11/7/1930     861.96       861.96     2/7/2006     88400       86235.74     Cash Out Refinance     11.3  
  340    
 
      LUMBERTON   NC     28358     Primary   Single Family     240       177       85       13.95     12/8/2000   11/8/2020     358.33       358.33     2/8/2006     28900       26838.85     Rate/Term Refinance     13.95  
  341    
 
      BUFFALO   NY     14210     Primary   Single Family     120       57       54.55       12.65     12/8/2000   11/8/2010     397.59       397.59     2/8/2006     27000       16969.28     Cash Out Refinance     12.65  
  342    
 
      ALTOONA   PA     16602     Primary   Single Family     120       57       88.57       12.5     12/9/2000   11/9/2010     375.98       375.98     2/9/2006     25685.3       15881.77     Cash Out Refinance     12.5  
  343    
 
      ELKHART   IN     46517     Primary   Single Family     180       117       74       11.95     12/8/2000   11/8/2015     293.96       293.96     2/8/2006     24559       19338.41     Cash Out Refinance     11.95  
  344    
 
      CINCINNATI   OH     45241     Primary   Single Family     180       117       85       8.45     12/10/2000   11/10/2015     1203.55       1203.55     2/10/2006     157250       149508.77     Cash Out Refinance     8.45  
  345    
 
      CLARITON   PA     15025     Primary   Single Family     240       177       80.88       13.99     12/10/2000   11/10/2020     361.87       361.87     2/10/2006     29116.77       27185.11     Cash Out Refinance     13.99  
  346    
 
      OKLAHOMA CITY   OK     73123     Primary   Single Family     360       297       80       8.5     12/13/2000   11/13/1930     596.68       596.68     2/13/2006     77600       73883.32     Rate/Term Refinance     8.5  
  347    
 
      LUBBOCK   TX     79414     Primary   Single Family     360       297       80       9.99     12/14/2000   11/14/1930     540.13       540.13     2/14/2006     61600       58884.17     Cash Out Refinance     9.99  
  348    
 
      FAYETTEVILLE   NC     28306     Primary   Single Family     360       297       80       10.85     12/14/2000   11/14/1930     647.42       647.42     2/14/2006     68800       66567.5     Rate/Term Refinance     10.85  
  349    
 
      TREMONT CITY   OH     45372     Primary   Single Family     180       117       89.43       8.9     12/14/2000   11/14/2015     741.62       741.62     2/14/2006     93000       88512.22     Rate/Term Refinance     8.9  
  350    
 
      DALLAS   TX     75203     Primary   Single Family     180       117       38.47       14.25     12/14/2000   11/14/2015     202.29       202.29     2/14/2006     15000       12398.21     Cash Out Refinance     14.25  
  351    
 
      EAST STLOUIS   IL     62205     Primary   Single Family     180       117       87.34       13.35     12/15/2000   11/15/2015     594.06       594.06     2/15/2006     52403.53       51393.4     Cash Out Refinance     13.35  
  352    
 
      BUNKER   MO     63629     Primary   Single Family     180       117       75.51       10     12/15/2000   11/15/2015     357.04       357.04     2/15/2006     33224.32       26589.65     Cash Out Refinance     10  
  353    
 
      HENDERSON   KY     42420     Primary   Single Family     180       117       90       9.8     12/15/2000   11/15/2015     621.24       621.24     2/15/2006     72000       69278.88     Rate/Term Refinance     9.8  
  354    
 
      HOUSTON   TX     77067     Primary   Single Family     144       81       80       14.25     12/15/2000   11/15/2012     1022.88       1022.88     2/15/2006     70400       54562.29     Cash Out Refinance     14.25  
  355    
 
      PHILADELPHIA   PA     19140     Primary   Single Family     180       117       90       11.25     12/15/2000   11/15/2015     321.51       321.51     2/15/2006     27900       23085.88     Cash Out Refinance     11.25  
  356    
 
      HARRISBURG   PA     17104     Primary   Single Family     180       117       70       12.6     12/10/2000   11/10/2015     210.71       210.71     2/10/2006     19600       19167.95     Purchase     12.6  
  357    
 
      JACKSONVILLE   FL     32209     Primary   Single Family     240       177       75.38       10.99     12/16/2000   11/16/2020     412.08       412.08     2/16/2006     39948.37       36014.05     Cash Out Refinance     10.99  
  358    
 
      BROOKHAVEN   MS     39601     Primary   Single Family     360       297       86.74       12.65     12/16/2000   11/16/1930     374.33       374.33     2/16/2006     34694.37       33901.7     Cash Out Refinance     12.65  
  359    
 
      BARNESVILLE   OH     43713     Primary   Single Family     360       297       80       10.9     12/16/2000   11/16/1930     427.04       427.04     2/16/2006     45200       43803.66     Cash Out Refinance     10.9  
  360    
 
      JACKSONVILLE   FL     32206     Primary   Single Family     360       297       80       9.6     12/16/2000   11/16/1930     390.16       390.16     2/16/2006     46000       44146.24     Cash Out Refinance     9.6  
  361    
 
      INDIANAPOLIS   IN     46218     Primary   Single Family     360       297       80       9.75     12/16/2000   11/16/1930     350.54       350.54     2/20/2006     40800       38930.72     Cash Out Refinance     9.75  

Page 9 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  362    
 
      SAN ANTONIO   TX     78202     Primary   Single Family     120       57       60       14.35     12/16/2000   11/16/2010     396.6       396.6     2/16/2006     25200       16297.96     Cash Out Refinance     14.35  
  363    
 
      GAUTIER   MS     39553     Investor   Single Family     360       297       80       11.19     12/13/2000   11/13/1930     348.02       348.02     2/13/2006     36000       26641.76     Purchase     11.19  
  364    
 
      AMARILLO   TX     79107     Primary   Single Family     360       297       80       11.75     12/17/2000   11/17/1930     282.64       282.64     2/17/2006     28000       26595.22     Cash Out Refinance     11.75  
  365    
 
      DETROIT   MI     48206     Primary   Two-Four Family     180       117       78.52       10.8     1/1/2001   12/1/2015     436.38       436.38     3/1/2006     46559       45082.02     Cash Out Refinance     10.8  
  366    
 
      CINCINNATI   OH     45231     Primary   Single Family     360       297       85.16       10.99     12/20/2000   11/20/1930     769.82       769.82     2/20/2006     80900       78450.43     Cash Out Refinance     10.99  
  367    
 
      SISTERSVILLE   WV     26175     Primary   Single Family     180       117       80       13.5     12/15/2000   11/15/2015     228.51       228.51     2/15/2006     17600       13377.4     Purchase     13.5  
  368    
 
      PHILADELPHIA   PA     19140     Primary   Single Family     240       177       50       10.75     12/20/2000   11/20/2020     253.81       253.81     2/20/2006     25000       22071.65     Cash Out Refinance     10.75  
  369    
 
      ERIE   PA     16502     Primary   Single Family     180       117       63.34       8.5     12/20/2000   11/20/2015     374.21       374.21     2/20/2006     38000       28218.81     Rate/Term Refinance     8.5  
  370    
 
      KINGSTON   TN     37763     Primary   Single Family     180       117       58.17       10.45     1/1/2001   12/1/2015     314.16       314.16     3/1/2006     28500       22994.12     Rate/Term Refinance     10.45  
  371    
 
      KANSAS CITY   MO     64130     Primary   Single Family     360       297       98.11       10     1/1/2001   12/1/1930     421.88       421.88     2/15/2006     48073.03       46355.71     Rate/Term Refinance     10  
  372    
 
      NEW ORLEANS   LA     70115     Primary   Two-Four Family     360       297       74.51       8.65     1/1/2001   12/1/1930     458.86       458.86     2/10/2006     58860       56130.32     Cash Out Refinance     8.65  
  373    
 
      RAYTON   MO     64133     Primary   Single Family     180       117       80       11.875     12/21/2000   11/21/2015     558.41       558.41     2/21/2006     54800       53399.86     Cash Out Refinance     11.875  
  374    
 
      SUMTER   SC     29150     Primary   Single Family     360       297       90.19       10.99     1/1/2001   12/1/1930     446.23       446.23     3/1/2006     46894.07       44317.08     Cash Out Refinance     10.99  
  375    
 
      GRAND RAPIDS   MI     49506     Primary   Single Family     180       117       94.38       9.4     1/1/2001   12/1/2015     656.91       656.91     3/1/2006     78806.16       75714.14     Cash Out Refinance     9.4  
  376    
 
      HENDERSON   TN     38340     Primary   Single Family     240       177       85       10.15     1/1/2001   12/1/2020     580.12       580.12     3/1/2006     59500       53123.66     Cash Out Refinance     10.15  
  377    
 
      N. LITTLE ROCK   AR     72118     Primary   Single Family     360       297       48.39       11.99     12/22/2000   11/22/1930     308.35       308.35     2/22/2006     29991.4       28833.64     Cash Out Refinance     11.99  
  378    
 
      KNOXVILLE   TN     37920     Primary   Single Family     120       57       93.32       12.1     1/1/2001   12/1/2010     470.45       470.45     3/1/2006     32658.52       20319.07     Rate/Term Refinance     12.1  
  379    
 
      KANSAS CITY   MO     64128     Primary   Single Family     180       117       90       10.15     1/1/2001   12/1/2015     439.9       439.9     3/1/2006     49500       47815.71     Cash Out Refinance     10.15  
  380    
 
      WOOD RIVER   IL     62095     Primary   Single Family     180       117       90       11.9     1/1/2001   12/1/2015     669.83       669.83     3/1/2006     65610       63886.11     Rate/Term Refinance     11.9  
  381    
 
      OKLAHOMA CITY   OK     73129     Primary   Single Family     360       297       70       13.95     1/1/2001   12/1/1930     454.66       454.66     3/1/2006     38500       37869.93     Purchase     13.95  
  382    
 
      SPRING   TX     77388     Primary   Single Family     360       297       80       8.45     1/1/2001   12/1/1930     1132.76       1132.76     3/1/2006     148000       141496.45     Purchase     8.45  
  383    
 
      WEIR   MS     39772     Primary   Single Family     240       177       91.38       10.75     1/1/2001   12/1/2020     296.86       296.86     3/1/2006     29240.57       26304.35     Cash Out Refinance     10.75  
  384    
 
      VAN WERT   OH     45891     Primary   Single Family     360       297       80       8.99     1/1/2001   12/1/1930     482.35       482.35     3/1/2006     60000       57244.06     Cash Out Refinance     8.99  
  385    
 
      PHILADELPHIA   PA     19140     Primary   Single Family     180       117       90       10.5     1/1/2001   12/1/2015     304.61       304.61     3/1/2006     33300       32182.63     Cash Out Refinance     10.5  
  386    
 
      EL PASO   TX     79907     Primary   Single Family     240       177       80       11.9     1/1/2001   12/1/2020     568.95       568.95     3/1/2006     52000       47368.22     Cash Out Refinance     11.9  
  387    
 
      RANGER   GA     30734     Primary   Single Family     360       297       73.78       8.3     1/1/2001   12/1/1930     528.98       528.98     3/1/2006     70082.54       66608.45     Rate/Term Refinance     8.3  
  388    
 
      CANTON   NC     28716     Primary   Single Family     180       117       82.66       10.99     12/27/2000   11/27/2015     604.34       604.34     2/27/2006     53082.88       43277.43     Cash Out Refinance     10.99  
  389    
 
      MARSHALL   TX     75670     Second Home   Single Family     360       297       80       12.25     1/1/2001   12/1/1930     289.22       289.22     3/1/2006     27600       24855.04     Cash Out Refinance     12.25  
  390    
 
      ALEDO   TX     76008     Primary   Single Family     120       57       53.66       12.85     1/1/2001   12/1/2010     630.82       630.82     2/15/2006     42500       25983.62     Cash Out Refinance     12.85  
  391    
 
      INDIANAPOLIS   IN     46218     Primary   Single Family     180       117       75       13.5     1/1/2001   12/1/2015     701.1       701.1     3/1/2006     54000       45367.89     Cash Out Refinance     13.5  
  392    
 
      SWAINSBORO   GA     30401     Primary   Single Family     360       297       75       12.15     1/1/2001   12/1/1930     429.02       429.02     2/20/2006     41244.51       40448.46     Rate/Term Refinance     12.15  
  393    
 
      CLINTON   PA     15026     Primary   Manufactured Housing     360       297       85.38       13.9     1/1/2001   12/1/1930     156.59       156.59     3/1/2006     13304.52       13073.06     Cash Out Refinance     13.9  
  394    
 
      CONWAY   MO     65632     Primary   Single Family     180       117       80       8.95     1/1/2001   12/1/2015     416.54       416.54     3/1/2006     52000       49436.66     Cash Out Refinance     8.95  
  395    
 
      LAKE CITY   MI     49651     Primary   Single Family     180       117       75       12     1/1/2001   12/1/2015     663.46       663.46     3/1/2006     64500       62878.66     Cash Out Refinance     12  
  396    
 
      EVANSVILLE   IN     47714     Primary   Single Family     360       297       78.83       8.95     1/1/2001   12/1/1930     536.69       536.69     2/15/2006     67000       62772.67     Rate/Term Refinance     8.95  
  397    
 
      NEBO   NC     28761     Primary   Single Family     360       297       84.46       8.5     1/1/2001   12/1/1930     831.2       831.2     3/1/2006     108100       102726.02     Cash Out Refinance     8.5  
  398    
 
      DALLAS   TX     75232     Primary   Single Family     120       57       27.57       13.95     1/1/2001   12/1/2010     418.61       418.61     3/1/2006     27012.77       17375.1     Cash Out Refinance     13.95  
  399    
 
      FREEPORT   TX     77541     Primary   Single Family     240       177       80       10.2     1/1/2001   12/1/2020     328.72       328.72     3/1/2006     33600       29418.89     Cash Out Refinance     10.2  
  400    
 
      HUDSON   NC     28638     Primary   Single Family     180       117       80.49       14.65     1/1/2001   12/1/2015     335.56       335.56     3/1/2006     24392       20840.36     Cash Out Refinance     14.65  
  401    
 
      CORPUS CHRISTI   TX     78415     Primary   Single Family     180       117       80       9.5     1/1/2001   12/1/2015     609.83       609.83     3/1/2006     58400       46327.29     Cash Out Refinance     9.5  

Page 10 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  402    
 
      N. LITTLE ROCK   AR     72114     Investor   Single Family     360       297       64       12.8     1/1/2001   12/1/1930     348.99       348.99     3/1/2006     32000       31318.03     Cash Out Refinance     12.8  
  403    
 
      CHATSWORTH   GA     30705     Primary   Single Family     360       297       95.01       10.49     1/1/2001   12/1/1930     807.6       807.6     3/1/2006     88358.81       58892.12     Cash Out Refinance     10.49  
  404    
 
      HELENA   AR     72342     Primary   Single Family     180       117       86.06       11     1/1/2001   12/1/2015     457.02       457.02     3/1/2006     40208.82       32721.71     Cash Out Refinance     11  
  405    
 
      PORT RICHEY   FL     34668     Primary   Single Family     240       177       87.45       9.99     1/1/2001   12/1/2020     399.73       399.73     3/1/2006     41450       36923.69     Rate/Term Refinance     9.99  
  406    
 
      CLOSTER   NJ     7624     Primary   Single Family     360       297       72.79       13.4     1/1/2001   12/1/1930     614.28       614.28     3/1/2006     54000       52561.13     Cash Out Refinance     13.4  
  407    
 
      HOLLAND   MI     49423     Primary   Single Family     180       117       99.17       12.99     1/1/2001   12/1/2015     242.81       242.81     3/1/2006     19200       16066.2     Rate/Term Refinance     12.99  
  408    
 
      UNIONTOWN   PA     15401     Primary   Single Family     360       297       80       10.99     1/1/2001   12/1/1930     464.37       464.37     3/1/2006     48800       46483.06     Cash Out Refinance     10.99  
  409    
 
      HARVEY   LA     70058     Primary   Single Family     360       297       90.49       10.5     1/1/2001   12/1/1930     802.92       802.92     3/1/2006     87775       85008.16     Cash Out Refinance     10.5  
  410    
 
      PETAL   MS     39465     Primary   Single Family     240       177       78.24       13.5     1/1/2001   12/1/2020     264.49       264.49     3/1/2006     21905.79       20263.17     Cash Out Refinance     13.5  
  411    
 
      CLARKSDALE   MS     38614     Primary   Single Family     180       117       85       10     1/1/2001   12/1/2015     310.57       310.57     3/1/2006     28900       23152.74     Purchase     10  
  412    
 
      FORT MILL   SC     29715     Primary   Single Family     360       297       90       9.75     1/1/2001   12/1/1930     765.51       758.5     3/1/2006     89100       84912.05     Cash Out Refinance     9.75  
  413    
 
      MCKEESPORT   PA     15132     Primary   Single Family     180       117       85       11.6     1/1/2001   12/1/2015     347.78       347.78     2/20/2006     34850       33932.11     Cash Out Refinance     11.6  
  414    
 
      GREENVILLE   NC     27834     Primary   Single Family     360       297       84.49       11.75     1/1/2001   12/1/1930     443.49       443.49     3/1/2006     43934.8       42101.34     Cash Out Refinance     11.75  
  415    
 
      DEXTER   NY     13634     Primary   Manufactured Housing     240       177       80       11.7     1/1/2001   12/1/2020     604.94       604.94     3/1/2006     56000       50796.49     Cash Out Refinance     11.7  
  416    
 
      IRVING   TX     75063     Primary   PUD     180       117       100       11.99     1/1/2001   12/1/2015     465.82       465.82     3/1/2006     38833       31568.11     Purchase     11.99  
  417    
 
      EAGLE PASS   TX     78852     Primary   Single Family     240       178       69.88       14.95     1/4/2001   12/4/2020     380.8       380.8     2/4/2006     29000       27192.96     Cash Out Refinance     14.95  
  418    
 
      CORPUS CHRISTI   TX     78412     Investor   Single Family     360       297       65       14.95     1/1/2001   12/1/1930     540.74       540.74     3/1/2006     42900       42319.31     Cash Out Refinance     14.95  
  419    
 
      FOUR OAKS   NC     27524     Primary   Single Family     360       298       72.35       8.2     1/4/2001   12/4/1930     508.48       508.48     2/4/2006     68000       64631.6     Rate/Term Refinance     8.2  
  420    
 
      SAN DIEGO   CA     92154     Primary   Single Family     360       298       24.62       8.59     1/15/2001   12/15/1930     368.27       368.27     2/15/2006     47500       45305.16     Cash Out Refinance     8.59  
  421    
 
      KANSAS CITY   KS     66102     Primary   Single Family     360       297       80       13.35     1/1/2001   12/1/1930     562.28       562.28     3/1/2006     49600       48650.68     Purchase     13.35  
  422    
 
      BAYTOWN   TX     77520     Investor   Single Family     360       297       65       14.1     1/1/2001   12/1/1930     465.19       465.19     3/1/2006     39000       37686.32     Cash Out Refinance     14.1  
  423    
 
      SPARTANBURG   SC     29306     Primary   Single Family     360       298       95       11     1/5/2001   12/5/1930     723.74       723.74     2/5/2006     75996.92       73747.72     Cash Out Refinance     11  
  424    
 
      MUSKOGEE   OK     74401     Primary   Single Family     360       298       88.85       13.35     1/5/2001   12/5/1930     382.72       382.72     2/5/2006     33760.6       32902.56     Cash Out Refinance     13.35  
  425    
 
      DAYTON   OH     45439     Primary   Single Family     180       118       80       8.99     1/5/2001   12/5/2015     514.5       514.5     2/5/2006     64000       60874.68     Rate/Term Refinance     8.99  
  426    
 
      MARION   SC     29571     Primary   Single Family     240       178       100       11.95     1/4/2001   12/4/2020     218.43       218.43     2/4/2006     19900       17856.88     Purchase     11.95  
  427    
 
      ALBUQUERQUE   NM     87105     Primary   Single Family     360       298       74.55       10.75     1/6/2001   12/6/1930     765.46       765.46     2/6/2006     82000       79561.03     Cash Out Refinance     10.75  
  428    
 
      LUBBOCK   TX     79403     Primary   Single Family     240       178       80       11.99     1/6/2001   12/6/2020     303.71       303.71     2/6/2006     27600       23672.8     Cash Out Refinance     11.99  
  429    
 
      RUMFORD   ME     4276     Primary   Single Family     300       238       97.16       9.5     1/6/2001   12/6/2025     458.4       458.4     2/6/2006     52465.66       48458.75     Rate/Term Refinance     9.5  
  430    
 
      PITTSBURGH   PA     15221     Primary   Single Family     180       118       81.7       14.5     1/7/2001   12/7/2015     394.02       394.02     2/7/2006     28854.87       24533.4     Cash Out Refinance     14.5  
  431    
 
      EVANSVILLE   IN     47711     Primary   Single Family     360       298       88.74       9.99     1/8/2001   12/8/1930     552.41       552.41     2/8/2006     63000       60694.76     Cash Out Refinance     9.99  
  432    
 
      HEALDTON   OK     73438     Primary   Single Family     360       298       75       15.95     1/5/2001   12/5/1930     321.78       321.78     2/5/2006     24000       23430.99     Purchase     15.95  
  433    
 
      POTTSTOWN   PA     19465     Primary   Single Family     240       178       78.13       8.95     1/11/2001   12/11/2020     1120.65       1120.65     2/15/2006     125000       108633.01     Cash Out Refinance     8.95  
  434    
 
      RAWLINS   WY     82301     Investor   Single Family     360       298       80       11.5     1/6/2001   12/6/1930     253.52       253.52     2/6/2006     25600       24911.12     Cash Out Refinance     11.5  
  435    
 
      SWANNANOA   NC     28778     Primary   Single Family     360       298       90       12.85     1/11/2001   12/11/1930     788.04       788.04     2/11/2006     72000       70511.29     Cash Out Refinance     12.85  
  436    
 
      TULSA   OK     74137     Primary   Single Family     360       298       90       12.2     1/11/2001   12/11/1930     1456.43       1456.43     2/11/2006     139500       136295.01     Cash Out Refinance     12.2  
  437    
 
      SUMMERVILLE   GA     30747     Primary   Single Family     180       118       100       12.1     1/7/2001   12/7/2015     234.09       234.09     2/7/2006     19400       16018.39     Purchase     12.1  
  438    
 
      JACKSON   MS     39209     Primary   Single Family     360       298       84.49       11.6     1/12/2001   12/12/1930     425.79       425.79     2/12/2006     42667       41214.22     Cash Out Refinance     11.6  
  439    
 
      HAMILTON   OH     45011     Primary   Two-Four Family     180       118       75       11.45     1/12/2001   12/12/2015     1154.18       1154.18     2/12/2006     117000       113823.29     Rate/Term Refinance     11.45  
  440    
 
      SEATTLE   WA     98106     Primary   Single Family     360       298       89.75       10.25     1/12/2001   12/12/1930     1568.18       1568.18     2/12/2006     175000       169155.35     Cash Out Refinance     10.25  
  441    
 
      OAK RIDGE   TN     37830     Primary   Single Family     360       298       78.27       9.8     1/13/2001   12/13/1930     310.62       310.62     2/13/2006     36000       33121.85     Rate/Term Refinance     9.8  

Page 11 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  442    
 
      CATAULA   GA     31804     Primary   Single Family     180       118       57.29       9     1/13/2001   12/13/2015     290.5       290.5     2/13/2006     28640.91       22636.5     Rate/Term Refinance     9  
  443    
 
      CLEVELAND HEIGHTS   OH     44121     Primary   Single Family     360       298       70.03       10.3     1/15/2001   12/15/1930     686.79       687.15     2/15/2006     76324.69       73786.02     Cash Out Refinance     10.3  
  444    
 
      ST JOSEPH   MO     64505     Primary   Single Family     180       118       85       11     1/13/2001   12/13/2015     1165.65       1165.65     2/13/2006     122400       118777.42     Cash Out Refinance     11  
  445    
 
      BLACKFOOT   ID     83221     Primary   Single Family     360       298       90       9.25     1/15/2001   12/15/1930     762.63       762.2     2/15/2006     92700       88849.2     Cash Out Refinance     9.25  
  446    
 
      BLACKFOOT   ID     83221     Primary   Single Family     240       178       100       12.75     1/13/2001   12/13/2020     118.85       118.85     2/13/2006     10300       9240.8     Cash Out Refinance     12.75  
  447    
 
      DAYTON   OH     45406     Primary   Single Family     180       118       80       9.6     1/11/2001   12/11/2015     487.87       487.87     2/11/2006     57520       55280.71     Purchase     9.6  
  448    
 
      MEMPHIS   TN     38125     Primary   Single Family     360       298       80       9.3     1/11/2001   12/11/1930     1128.7       1128.7     2/11/2006     136596       131044.82     Purchase     9.3  
  449    
 
      LONDON   KY     40741     Primary   Single Family     240       178       90       11.7     1/15/2001   12/15/2020     388.89       388.89     2/20/2006     36000       32930.32     Cash Out Refinance     11.7  
  450    
 
      MARIETTA   GA     30066     Primary   Townhouse     240       178       71.08       13.99     1/15/2001   12/15/2020     232.41       232.41     2/15/2006     18700       13304.43     Cash Out Refinance     13.99  
  451    
 
      LAKE CITY   MN     55041     Primary   Single Family     360       298       78.12       12.95     1/15/2001   12/15/1930     697.47       697.47     2/15/2006     63274.05       61960.43     Cash Out Refinance     12.95  
  452    
 
      KINGMAN   KS     67068     Primary   Single Family     180       118       75.52       11.49     1/15/2001   12/15/2015     335.06       335.06     2/15/2006     28696.77       23710.33     Cash Out Refinance     11.49  
  453    
 
      LOUISVILLE   KY     40217     Primary   Single Family     120       58       33.34       12.99     1/14/2001   12/14/2010     149.26       149.26     2/14/2006     10000       6402.01     Cash Out Refinance     12.99  
  454    
 
      SHREVEPORT   LA     71103     Primary   Single Family     240       178       75       11.95     1/15/2001   12/15/2020     395.14       395.14     2/15/2006     36000       32915.14     Cash Out Refinance     11.95  
  455    
 
      GULFPORT   MS     39501     Primary   Single Family     360       298       88.94       8.2     1/15/2001   12/15/1930     299.25       299.25     2/15/2006     40018.59       38034.82     Cash Out Refinance     8.2  
  456    
 
      GULFPORT   MS     39501     Investor   Single Family     180       118       60       11.05     1/12/2001   12/12/2015     581.27       581.27     2/12/2006     51000       41550.66     Cash Out Refinance     11.05  
  457    
 
      MERIDIAN   MS     39303     Primary   Single Family     360       298       92.78       12.4     1/18/2001   12/18/1930     638.96       638.96     2/18/2006     60306.74       58758.57     Cash Out Refinance     12.4  
  458    
 
      FORT WORTH   TX     76134     Primary   Single Family     180       118       47.06       13.5     1/18/2001   12/18/2015     311.6       311.6     2/18/2006     24000       18574.33     Cash Out Refinance     13.5  
  459    
 
      DAWSON SPRINGS   KY     42408     Primary   Single Family     240       178       76.46       9.99     1/13/2001   12/13/2020     379.73       379.73     2/13/2006     39375.43       35183.71     Purchase     9.99  
  460    
 
      POSTVILLE   IA     52162     Primary   Single Family     180       118       73.17       13.5     1/18/2001   12/18/2015     308.73       308.73     2/18/2006     23778.6       20111.15     Cash Out Refinance     13.5  
  461    
 
      MARTINSVILLE   VA     24112     Primary   Single Family     180       118       100       12.5     1/18/2001   12/18/2015     184.88       184.88     2/18/2006     15000       11623.04     Cash Out Refinance     12.5  
  462    
 
      NATIONAL CITY   MI     48748     Primary   Manufactured Housing     360       298       86.78       9.99     1/18/2001   12/18/1930     471.73       471.73     2/18/2006     53798.91       51725.95     Cash Out Refinance     9.99  
  463    
 
      SHERMAN   TX     75090     Primary   Single Family     360       298       39.52       13.5     1/18/2001   12/18/1930     233.1       233.1     2/18/2006     20350       19797.83     Cash Out Refinance     13.5  
  464    
 
      SPRING HILL   TN     37174     Primary   Single Family     360       298       85       10.1     1/15/2001   12/15/1930     1052.37       1052.37     2/15/2006     118915       113901.55     Purchase     10.1  
  465    
 
      FORT MYERS   FL     33907     Primary   Single Family     360       298       80       8.5     1/19/2001   12/19/1930     910.4       910.4     2/19/2006     118400       112743.15     Rate/Term Refinance     8.5  
  466    
 
      RAYVILLE   LA     71269     Primary   Single Family     120       58       46.25       13.85     1/19/2001   12/19/2010     171.35       171.35     2/19/2006     11100       7215.2     Cash Out Refinance     13.85  
  467    
 
      DECATUR   GA     30316     Investor   Single Family     240       178       64.76       11.8     2/1/2001   1/1/2021     739.28       739.28     3/1/2006     68000       62017.93     Cash Out Refinance     11.8  
  468    
 
      COUSHATTA   LA     71019     Investor   Single Family     84       22       75       11.95     1/15/2001   12/15/2007     264.4       264.4     2/15/2006     15000       4655.08     Cash Out Refinance     11.95  
  469    
 
      PUEBLO   CO     81008     Primary   Single Family     360       298       85.49       9.98     1/20/2001   12/20/1930     891.28       891.28     2/20/2006     101733       98079.16     Cash Out Refinance     9.98  
  470    
 
      BAYTOWN   TX     77521     Primary   Single Family     120       58       47.06       13.55     1/20/2001   12/20/2010     394.83       394.83     2/20/2006     25878.01       16711.71     Cash Out Refinance     13.55  
  471    
 
      PLAQUEMINE   LA     70764     Investor   Single Family     360       298       80       12.25     2/1/2001   1/1/1931     250.66       250.66     3/1/2006     23920       23317.72     Purchase     12.25  
  472    
 
      WEST POINT   KY     40177     Primary   Single Family     300       238       80       9.35     2/1/2001   1/1/2026     448.92       448.92     3/1/2006     52000       48529.53     Cash Out Refinance     9.35  
  473    
 
      EUBANK   KY     42567     Primary   Single Family     180       118       100       11.75     2/1/2001   1/1/2016     177.62       177.62     3/1/2006     15000       12376.92     Cash Out Refinance     11.75  
  474    
 
      DELRAY BEACH   FL     33445     Primary   Single Family     360       298       80       11.25     1/21/2001   12/21/1930     1243.22       1243.22     2/21/2006     127250.45       121820.08     Cash Out Refinance     11.25  
  475    
 
      CHARLOTTE   NC     28214     Primary   Single Family     360       298       80       9.25     2/1/2001   1/1/1931     1135.3       1135.3     2/20/2006     138000       132362.2     Rate/Term Refinance     9.25  
  476    
 
      PITTSBURGH   PA     15207     Primary   Single Family     180       118       85       9.6     2/1/2001   1/1/2016     346.05       346.05     3/1/2006     40800       39210.4     Cash Out Refinance     9.6  
  477    
 
      WELT MILTON   OH     45383     Primary   Single Family     180       118       65       12.4     2/1/2001   1/1/2016     550.95       550.95     3/1/2006     52000       50428.14     Cash Out Refinance     12.4  
  478    
 
      MANDEVILLE   LA     70448     Primary   Single Family     180       118       95       12.49     2/1/2001   1/1/2016     277.18       277.18     3/1/2006     22500       18781.59     Cash Out Refinance     12.49  
  479    
 
      AMHERST   NY     14226     Primary   Single Family     180       118       85.47       13.25     2/1/2001   1/1/2016     243.53       243.53     3/1/2006     19000       16019.26     Cash Out Refinance     13.25  
  480    
 
      WAYNESBURG   PA     15370     Primary   Single Family     240       178       85.22       11.05     2/1/2001   1/1/2021     458.92       458.92     3/1/2006     44314.13       38659.64     Cash Out Refinance     11.05  
  481    
 
      SEARCY   AR     72143     Primary   Single Family     360       298       90       10.5     2/1/2001   1/1/1931     452.8       452.8     3/1/2006     49500       47889.46     Cash Out Refinance     10.5  

Page 12 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  482    
 
      TOLEDO   OH     43602     Primary   Single Family     360       298       86.62       13.35     2/1/2001   1/1/1931     441.86       441.86     3/1/2006     38977.34       38247.68     Cash Out Refinance     13.35  
  483    
 
      LEBANON   MO     65536     Primary   Single Family     180       118       80       9.55     2/1/2001   1/1/2016     371.59       371.59     3/1/2006     44000       42079.92     Cash Out Refinance     9.55  
  484    
 
      KANSAS CITY   KS     66102     Primary   Single Family     180       118       90.71       9.99     2/1/2001   1/1/2016     389.74       389.74     3/1/2006     44447.8       42873.79     Cash Out Refinance     9.99  
  485    
 
      WASHINGTON   IN     47501     Primary   Single Family     360       298       90       9.99     2/1/2001   1/1/1931     434.04       434.04     3/1/2006     49500       47041.94     Rate/Term Refinance     9.99  
  486    
 
      BEAUMONT   TX     77703     Primary   Single Family     360       298       65       15.15     2/1/2001   1/1/1931     414.85       414.85     3/1/2006     32500       30928.41     Cash Out Refinance     15.15  
  487    
 
      OMAHA   NE     68110     Investor   Single Family     240       178       60       14.99     2/1/2001   1/1/2021     351.39       351.39     3/1/2006     26700       25046.58     Cash Out Refinance     14.99  
  488    
 
      MIDWEST CITY   OK     73110     Primary   Single Family     360       298       80       10.99     2/1/2001   1/1/1931     609.01       609.01     3/1/2006     64000       61883.13     Purchase     10.99  
  489    
 
      HOUSTON   TX     77087     Investor   Single Family     360       298       70.93       8     2/1/2001   1/1/1931     366.89       366.89     3/1/2006     50000       42950.13     Cash Out Refinance     8  
  490    
 
      SPRING HILL   KS     66083     Primary   Single Family     180       118       62.7       10.25     2/1/2001   1/1/2016     3539.61       3539.61     3/1/2006     395000       381533.15     Cash Out Refinance     10.25  
  491    
 
      ALICE   TX     78332     Primary   Single Family     360       298       67.15       13.59     2/1/2001   1/1/1931     270.84       270.84     3/1/2006     23500       18944.39     Cash Out Refinance     13.59  
  492    
 
      COLUMBIA   SC     29204     Investor   Single Family     360       298       85       11.99     2/1/2001   1/1/1931     436.84       436.84     3/1/2006     42500       41426.85     Purchase     11.99  
  493    
 
      HOUSTON   TX     77028     Second Home   Single Family     120       58       66.52       14.85     2/1/2001   1/1/2011     426.83       426.83     3/1/2006     26607.4       17590.44     Cash Out Refinance     14.85  
  494    
 
      SULTAN   WA     98294     Primary   PUD     180       118       100       12.5     2/1/2001   1/1/2016     438.66       438.66     3/1/2006     35590       29712.83     Purchase     12.5  
  495    
 
      SHERMAN   TX     75090     Primary   Single Family     180       118       73.18       11.75     2/1/2001   1/1/2016     355.24       355.24     3/1/2006     30000       24789.89     Cash Out Refinance     11.75  
  496    
 
      JACKSON   MS     39209     Primary   Single Family     360       298       88.31       10.99     2/1/2001   1/1/1931     445.34       445.34     3/1/2006     46800       45441.18     Cash Out Refinance     10.99  
  497    
 
      CHARLOTTE   NC     28278     Primary   Single Family     180       118       100       13.99     2/1/2001   1/1/2016     380.69       380.69     3/1/2006     28600       24336.81     Cash Out Refinance     13.99  
  498    
 
      WINNFIELD   LA     71483     Primary   Single Family     180       118       73.86       8.1     2/1/2001   1/1/2016     458.7       458.7     3/1/2006     47709.09       35775.76     Cash Out Refinance     8.1  
  499    
 
      TIMPSON   TX     75975     Primary   Single Family     180       118       68.19       12.5     2/1/2001   1/1/2016     369.76       369.76     3/1/2006     30000       24985.95     Cash Out Refinance     12.5  
  500    
 
      OKLAHOMA CITY   OK     73108     Investor   Single Family     360       298       80       11.4     2/1/2001   1/1/1931     455.96       455.96     3/1/2006     46400       45046.53     Purchase     11.4  
  501    
 
      EVANSVILLE   IN     47710     Primary   Single Family     360       298       80       8.4     2/1/2001   1/1/1931     390.07       390.07     3/1/2006     51200       48728.34     Purchase     8.4  
  502    
 
      SCHENANGO FORKS   NY     13904     Investor   Single Family     360       298       60.49       13.79     2/1/2001   1/1/1931     409.88       409.88     3/1/2006     35084       34492.7     Cash Out Refinance     13.79  
  503    
 
      IOLA   KS     66749     Primary   Single Family     120       58       81.3       11.7     2/1/2001   1/1/2011     344.54       344.54     3/1/2006     24307.04       14458.37     Cash Out Refinance     11.7  
  504    
 
      SEARCY   AR     72143     Primary   Single Family     180       118       97.22       11     2/1/2001   1/1/2016     238.69       238.69     3/1/2006     21000       17129.97     Cash Out Refinance     11  
  505    
 
      COLUMBIA   SC     29203     Primary   Single Family     360       298       95.28       10.8     2/1/2001   1/1/1931     767.92       767.92     3/1/2006     81933.12       79414.02     Cash Out Refinance     10.8  
  506    
 
      CINCINNATI   OH     45211     Primary   Single Family     180       118       90       10.99     2/1/2001   1/1/2016     659.44       659.44     3/1/2006     69300       66968.52     Cash Out Refinance     10.99  
  507    
 
      MEMPHIS   TN     38104     Primary   Single Family     360       298       90       10.65     2/1/2001   1/1/1931     1416.74       1416.74     3/1/2006     153000       146064.77     Cash Out Refinance     10.65  
  508    
 
      CANONSBURG   PA     15317     Primary   Single Family     120       58       58.32       10.85     2/1/2001   1/1/2011     439.1       439.1     3/1/2006     32073.32       14420.95     Cash Out Refinance     10.85  
  509    
 
      BAYTOWN   TX     77520     Primary   Single Family     240       178       80       10.5     2/1/2001   1/1/2021     599.03       599.03     3/1/2006     60000       51278.89     Cash Out Refinance     10.5  
  510    
 
      FLOWER MOUND   TX     75022     Primary   PUD     360       298       80       7.9     2/1/2001   1/1/1931     1889.7       1889.7     3/1/2006     260000       246427.12     Cash Out Refinance     7.9  
  511    
 
      BATON ROUGE   LA     70805     Primary   Single Family     360       298       98.14       11.9     2/1/2001   1/1/1931     581.07       581.07     3/1/2006     56915.54       55649.82     Cash Out Refinance     11.9  
  512    
 
      BEEVILLE   TX     78102     Primary   Single Family     180       118       80       13.99     2/1/2001   1/1/2016     298.16       298.16     3/1/2006     22400       18997.24     Cash Out Refinance     13.99  
  513    
 
      FRESNO   TX     77545     Primary   Single Family     360       298       80       8.75     2/1/2001   1/1/1931     755.33       755.33     3/1/2006     96012       91701.14     Purchase     8.75  
  514    
 
      RICHWOOD   OH     43344     Primary   Condominium     120       59       82.71       9.25     2/12/2001   1/12/2011     476.49       476.49     2/12/2006     37215.96       23118.49     Cash Out Refinance     9.25  
  515    
 
      ALMA   GA     31210     Primary   Single Family     120       58       37       9     2/1/2001   1/1/2011     234.36       234.36     3/1/2006     18500       10373.3     Rate/Term Refinance     9  
  516    
 
      DURAND   MI     48429     Primary   Single Family     360       298       80       9.5     2/1/2001   1/1/1931     639.05       639.05     3/1/2006     76000       73030.61     Cash Out Refinance     9.5  
  517    
 
      PHOENIX   AZ     85009     Primary   Single Family     360       298       90.46       9.75     2/1/2001   1/1/1931     582.84       582.84     3/1/2006     67838.39       65426.98     Cash Out Refinance     9.75  
  518    
 
      BISBEE   AZ     85603     Primary   Single Family     360       298       92.65       8.75     2/1/2001   1/1/1931     692.44       692.44     3/1/2006     88017.19       73648.68     Rate/Term Refinance     8.75  
  519    
 
      ROBINSON   IL     62454     Primary   Single Family     360       298       91.19       9.99     2/1/2001   1/1/1931     452.57       452.57     3/1/2006     51613.19       49198.3     Cash Out Refinance     9.99  
  520    
 
      EL PASO   TX     79915     Primary   Single Family     180       118       80       11     2/1/2001   1/1/2016     600.13       600.13     3/1/2006     52800       43110.16     Cash Out Refinance     11  
  521    
 
      CORPUS CHRISTI   TX     78408     Primary   Single Family     360       298       80       8.75     2/1/2001   1/1/1931     1086.7       792.08     3/1/2006     100000       95777.76     Cash Out Refinance     8.75  

Page 13 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  522    
 
      HUMBLE   TX     77396     Primary   Single Family     180       118       80       14.35     2/1/2001   1/1/2016     552.98       552.98     3/1/2006     40800       33978.52     Cash Out Refinance     14.35  
  523    
 
      COLFAX   LA     71417     Primary   Single Family     180       118       75       6.8     2/1/2001   1/1/2016     1165.09       1165.09     3/1/2006     131250       100054.54     Cash Out Refinance     6.8  
  524    
 
      DETROIT   MI     48204     Primary   Single Family     360       299       83.34       8.75     2/2/2001   1/2/1931     393.36       393.36     2/20/2006     50000       47817.31     Rate/Term Refinance     8.75  
  525    
 
      DOERUN   GA     31744     Primary   Single Family     360       299       90       10.75     2/2/2001   1/2/1931     865.34       865.34     2/2/2006     92700       89819.15     Cash Out Refinance     10.75  
  526    
 
      WASHINGTON   NC     27889     Primary   Single Family     360       299       77.93       10.9     2/2/2001   1/2/1931     257.69       257.69     2/2/2006     27275       26470.77     Cash Out Refinance     10.9  
  527    
 
      NORTH OLMSTEAD   OH     44070     Investor   Condominium     120       58       66.04       9.15     2/1/2001   1/1/2011     446.22       446.22     3/1/2006     35000       18632.5     Cash Out Refinance     9.15  
  528    
 
      MISSOURI CITY   TX     77459     Primary   PUD     360       298       80       8.49     2/1/2001   1/1/1931     1106.22       1106.22     3/1/2006     144000       137224.49     Purchase     8.49  
  529    
 
      MISSOURI CITY   TX     77459     Primary   PUD     240       178       100       10.99     2/1/2001   1/1/2021     371.35       371.35     3/1/2006     36000       32531.84     Purchase     10.99  
  530    
 
      TOPEKA   KS     66606     Primary   Single Family     180       119       80       7.99     2/3/2001   1/3/2016     516.08       516.08     2/3/2006     70400       66764.97     Cash Out Refinance     7.99  
  531    
 
      ALICE   TX     78332     Primary   Single Family     180       119       80       10.25     2/3/2001   1/3/2016     610.36       610.36     2/3/2006     55998.17       43059.93     Cash Out Refinance     10.25  
  532    
 
      DONALDSONVILLE   LA     70346     Primary   Single Family     180       119       71.13       11.75     2/3/2001   1/3/2016     526.94       526.94     2/3/2006     44500       37103.15     Cash Out Refinance     11.75  
  533    
 
      ALEDO   TX     76008     Second Home   Single Family     180       118       79.66       12.39     2/1/2001   1/1/2016     1207.46       1207.46     3/1/2006     98538       82145.44     Cash Out Refinance     12.39  
  534    
 
      PHILADELPHIA   PA     19150     Primary   Single Family     360       298       85       11.5     2/1/2001   1/1/1931     568.18       568.18     3/1/2006     57375       55826.5     Purchase     11.5  
  535    
 
      SIKESTON   MO     63801     Primary   Single Family     180       119       79.98       12.99     2/4/2001   1/4/2016     283.27       283.27     2/4/2006     22400       18872.33     Cash Out Refinance     12.99  
  536    
 
      CRAWFORDSVILLE   IN     47933     Primary   Single Family     120       59       32.36       7.75     2/4/2001   1/4/2011     267.91       267.91     2/4/2006     22323.33       10413.27     Rate/Term Refinance     7.75  
  537    
 
      LIVINGSTON   LA     70754     Primary   Single Family     180       119       72.73       11.99     2/4/2001   1/4/2016     575.78       575.78     2/4/2006     48000       39972.51     Cash Out Refinance     11.99  
  538    
 
      CLARKEDALE   AR     72325     Primary   Single Family     180       119       71.43       11.4     2/8/2001   1/8/2016     290.47       290.47     2/8/2006     25000       20649.12     Cash Out Refinance     11.4  
  539    
 
      JEFFERSON   TX     75657     Primary   Single Family     240       179       80       12.6     2/8/2001   1/8/2021     406.98       406.98     2/8/2006     35600       32170.32     Cash Out Refinance     12.6  
  540    
 
      CORPUS CHRISTI   TX     78412     Primary   PUD     240       179       80       11.75     2/8/2001   1/8/2021     806.28       806.28     2/8/2006     74400       64959     Cash Out Refinance     11.75  
  541    
 
      DAYTONA BEACH   FL     32119     Primary   PUD     360       299       90       11.65     2/4/2001   1/4/1931     1406.46       1406.46     2/4/2006     140400       136810.23     Purchase     11.65  
  542    
 
      MUSKOGEE   OK     74401     Primary   Single Family     240       179       80       10.85     2/9/2001   1/9/2021     318.87       318.87     2/9/2006     31200       28224.65     Cash Out Refinance     10.85  
  543    
 
      PRATTSBURG   NY     14873     Primary   Single Family     360       299       90       10.3     2/9/2001   1/9/1931     550.7       550.7     2/9/2006     61200       59175.04     Rate/Term Refinance     10.3  
  544    
 
      MINDEN   LA     71055     Primary   Single Family     180       119       91.68       11.65     2/9/2001   1/9/2016     604.66       604.66     2/9/2006     51339.81       42555.08     Cash Out Refinance     11.65  
  545    
 
      SIMMS   TX     75567     Primary   Single Family     120       59       80       13.49     2/9/2001   1/9/2011     426.21       426.21     2/9/2006     28000       18954.93     Cash Out Refinance     13.49  
  546    
 
      DEER LODGE   MT     59722     Primary   Single Family     240       179       100       12.25     2/9/2001   1/9/2021     100.23       100.23     2/10/2006     8960       7875.25     Cash Out Refinance     12.25  
  547    
 
      STEUBENVILLE   OH     43952     Primary   Single Family     120       59       93.65       11.99     2/10/2001   1/10/2011     631.19       631.19     2/10/2006     44011.73       28005.55     Cash Out Refinance     11.99  
  548    
 
      BOISE   ID     83705     Primary   Single Family     240       178       80       12.85     1/11/2001   12/11/2020     677.97       677.97     2/11/2006     58400       52591.61     Cash Out Refinance     12.85  
  549    
 
      ST CHARLES   MO     63304     Primary   Single Family     240       179       36.49       13.46     3/1/2001   2/1/2021     650.43       650.43     3/1/2006     54000       50113.12     Cash Out Refinance     13.46  
  550    
 
      LOUISVILLE   KY     40211     Investor   Two-Four Family     96       35       36.96       12.9     2/9/2001   1/9/2009     284.78       284.78     2/9/2006     17000       6059.26     Cash Out Refinance     12.9  
  551    
 
      GUYMON   OK     73942     Primary   Single Family     360       299       80       9.5     2/13/2001   1/13/1931     330.29       330.29     2/13/2006     39280       37653.68     Cash Out Refinance     9.5  
  552    
 
      LIMA   OH     45804     Primary   Single Family     360       299       83.84       13.45     2/13/2001   1/13/1931     430.66       430.66     2/13/2006     37727.42       36943.26     Cash Out Refinance     13.45  
  553    
 
      SLIDELL   LA     70458     Primary   Single Family     180       119       84.29       13     2/13/2001   1/13/2016     312.36       312.36     2/13/2006     24687.32       20831.11     Cash Out Refinance     13  
  554    
 
      EL PASO   TX     79907     Primary   Single Family     360       299       80       11.15     2/13/2001   1/13/1931     458.71       458.71     2/13/2006     47600       43409.12     Cash Out Refinance     11.15  
  555    
 
      MAMOU   LA     70554     Primary   Single Family     240       179       86.79       9.99     2/13/2001   1/13/2021     334.76       334.76     2/13/2006     34712.2       31113.98     Cash Out Refinance     9.99  
  556    
 
      EAGLE PASS   TX     78852     Primary   Single Family     120       59       37.5       14.35     2/15/2001   1/15/2011     236.07       236.07     2/15/2006     15000       9860.95     Cash Out Refinance     14.35  
  557    
 
      SHREVEPORT   LA     71104     Primary   Single Family     360       299       73.02       14.1     2/13/2001   1/13/1931     452.88       452.88     2/13/2006     37967.66       37129.3     Cash Out Refinance     14.1  
  558    
 
      SHREVEPORT   LA     71109     Primary   Single Family     240       179       97.18       8.85     2/13/2001   1/13/2021     398.75       398.75     2/13/2006     44798.1       39551.95     Cash Out Refinance     8.85  
  559    
 
      CHARLESTON   WV     25302     Primary   Single Family     120       59       79.41       14.2     2/16/2001   1/16/2011     203.42       203.42     2/16/2006     13000       8215.56     Cash Out Refinance     14.2  
  560    
 
      HOISINGTON   KS     67544     Primary   Single Family     120       59       80       10.99     2/16/2001   1/16/2011     396.56       396.56     2/16/2006     28800       17929.88     Cash Out Refinance     10.99  
  561    
 
      STANDISH   MI     48658     Primary   Manufactured Housing     360       299       80       10.99     2/16/2001   1/16/1931     559.53       559.53     2/16/2006     58800       57091.81     Cash Out Refinance     10.99  

Page 14 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  562    
 
      BROWNFIELD   TX     79316     Primary   Single Family     360       299       80       14.99     2/16/2001   1/16/1931     249.7       249.7     2/16/2006     19760       19500.33     Cash Out Refinance     14.99  
  563    
 
      WEST   TX     76691     Primary   Single Family     360       299       89.3       11.9     2/11/2001   1/11/1931     328.2       328.2     2/11/2006     32146.72       31319.25     Purchase     11.9  
  564    
 
      CAPE GIRARDEAU   MO     63703     Primary   Single Family     360       299       66.8       12.65     2/17/2001   1/17/1931     331.51       331.51     2/17/2006     30725.83       29604.17     Cash Out Refinance     12.65  
  565    
 
      OWENDALE   MI     48754     Primary   Single Family     180       120       79.84       14.2     3/17/2001   2/17/2016     255.59       255.59     2/17/2006     19000       16334.03     Cash Out Refinance     14.2  
  566    
 
      ELIZABETHTOWN   NC     28337     Primary   Single Family     360       299       75       12.45     2/17/2001   1/17/1931     510.43       510.43     2/17/2006     48000       46949.49     Cash Out Refinance     12.45  
  567    
 
      MADISON   IN     47250     Primary   Single Family     240       179       89.84       9.99     2/17/2001   1/17/2021     571.81       571.81     2/17/2006     59293.86       53494.73     Cash Out Refinance     9.99  
  568    
 
      BUTLER   KY     41006     Primary   Single Family     360       299       80       9.99     2/18/2001   1/18/1931     1683.52       1683.52     2/18/2006     192000       184221.45     Cash Out Refinance     9.99  
  569    
 
      HOUSTON   TX     77012     Primary   Single Family     120       59       65       9     2/18/2001   1/18/2011     658.72       658.72     2/18/2006     52000       31088.07     Cash Out Refinance     9  
  570    
 
      RABUN GAP   GA     30568     Primary   Single Family     240       179       68.45       11.99     2/18/2001   1/18/2021     941.41       941.41     2/18/2006     85552.3       78770.19     Rate/Term Refinance     11.99  
  571    
 
      FREDERICKTOWN   MO     63645     Primary   Single Family     360       299       94.61       11.95     2/19/2001   1/19/1931     290.85       290.85     2/19/2006     28381.22       27630.73     Cash Out Refinance     11.95  
  572    
 
      DELANSON   NY     12053     Primary   Single Family     360       299       80       9.84     2/19/2001   1/19/1931     1399.09       1399.09     2/19/2006     161600       155775.41     Cash Out Refinance     9.84  
  573    
 
      SHAWNEE MISSION   KS     66216     Primary   Single Family     240       180       82.05       12.16     3/15/2001   2/15/2021     645.12       645.12     2/15/2006     58000       53296.23     Cash Out Refinance     12.16  
  574    
 
      DOUGLASVILLE   GA     30135     Primary   Single Family     360       299       80       9.5     3/1/2001   2/1/1931     1143.57       1143.57     3/1/2006     136000       126124.04     Purchase     9.5  
  575    
 
      LUBBOCK   TX     79413     Primary   Single Family     360       299       84.03       10.29     3/1/2001   2/1/1931     373.96       373.96     3/1/2006     41593.08       40271.82     Purchase     10.29  
  576    
 
      JAY   OK     74346     Primary   Single Family     360       299       72       10.99     3/1/2001   2/1/1931     342.57       342.57     2/20/2006     36000       34736.63     Cash Out Refinance     10.99  
  577    
 
      PITTSBURGH   PA     15211     Primary   Single Family     180       119       70       11.99     3/1/2001   2/1/2016     314.88       314.88     3/1/2006     26250       20832.13     Cash Out Refinance     11.99  
  578    
 
      PEORIA   AZ     85345     Primary   Single Family     360       299       75.47       10.2     3/1/2001   2/1/1931     727.3       727.3     3/1/2006     81500       78735.19     Rate/Term Refinance     10.2  
  579    
 
      WINSLOW   AZ     86047     Second Home   Single Family     360       299       80.49       10.75     3/1/2001   2/1/1931     285.52       285.52     3/1/2006     30586.2       29656.69     Cash Out Refinance     10.75  
  580    
 
      PONCHATOULA   LA     70454     Primary   Single Family     120       59       21.92       11.65     3/1/2001   2/1/2011     226.33       226.33     3/1/2006     16000       10089.44     Cash Out Refinance     11.65  
  581    
 
      PORT LAVACA   TX     77979     Primary   Single Family     84       23       62.86       8.75     3/1/2001   2/1/2008     702.35       702.35     3/1/2006     44000       14369.63     Cash Out Refinance     8.75  
  582    
 
      CARTERSVILLE   GA     30120     Primary   Single Family     360       299       90       9.95     2/22/2001   1/22/1931     629.2       629.2     2/22/2006     72000       69509.82     Cash Out Refinance     9.95  
  583    
 
      OKLAHOMA CITY   OK     73122     Second Home   Single Family     360       299       44.25       12.99     3/1/2001   2/1/1931     293.49       293.49     3/1/2006     26550       26007.83     Cash Out Refinance     12.99  
  584    
 
      WINSLOW   AZ     86047     Investor   Single Family     360       299       65       10.375     3/1/2001   2/1/1931     265.85       273.14     2/15/2006     30550       29204.47     Cash Out Refinance     10.375  
  585    
 
      REDFIELD   KS     66769     Primary   Single Family     240       179       87.67       11.7     3/1/2001   2/1/2021     307.78       307.78     3/1/2006     28491.32       25742.08     Cash Out Refinance     11.7  
  586    
 
      PROVO   UT     84606     Primary   Single Family     360       299       80       9.5     3/1/2001   2/1/1931     995.58       995.58     3/1/2006     118400       113733.56     Cash Out Refinance     9.5  
  587    
 
      MIAMI   FL     33147     Primary   Single Family     120       59       38.21       10.99     3/1/2001   2/1/2011     460.32       460.32     3/1/2006     33430.12       19463.03     Cash Out Refinance     10.99  
  588    
 
      MESQUITE   TX     75149     Primary   Single Family     360       299       90       9.85     3/1/2001   2/1/1931     822.48       822.48     3/1/2006     94918       91502.71     Purchase     9.85  
  589    
 
      FORT WORTH   TX     76103     Primary   Single Family     360       299       84.5       8.74     3/1/2001   2/1/1931     1062.55       1062.55     3/1/2006     135186       129227.38     Rate/Term Refinance     8.74  
  590    
 
      MARYVILLE   TN     37804     Primary   Single Family     360       299       80       8.5     3/1/2001   2/1/1931     547.47       547.47     3/1/2006     71200       67849.07     Rate/Term Refinance     8.5  
  591    
 
      ROCHESTER   NY     14624     Primary   Single Family     360       299       75.57       12.5     3/1/2001   2/1/1931     669.42       669.42     3/1/2006     62722.74       61213.92     Cash Out Refinance     12.5  
  592    
 
      VICTORIA   TX     77901     Primary   Single Family     240       179       80       14.8     3/1/2001   2/1/2021     437.49       437.49     3/1/2006     33600       31518.64     Cash Out Refinance     14.8  
  593    
 
      LITTLE ROCK   AR     72206     Primary   Single Family     360       299       88.22       14.6     3/1/2001   2/1/1931     315.31       315.31     3/1/2006     25582.47       25222.99     Cash Out Refinance     14.6  
  594    
 
      SAN ANTONIO   TX     78210     Investor   Single Family     120       59       35.84       18     3/1/2001   2/1/2011     258.28       258.28     3/1/2006     14334.04       1193.02     Purchase     18  
  595    
 
      DUQUESNE   PA     15110     Primary   Single Family     360       299       88.21       10.3     3/1/2001   2/1/1931     373.06       371     3/1/2006     41458.37       39862.08     Cash Out Refinance     10.3  
  596    
 
      SANFORD   NC     27330     Primary   Single Family     360       299       75       10     3/1/2001   2/1/1931     336.57       250     3/1/2006     28500       27697.68     Rate/Term Refinance     10  
  597    
 
      JACKSON   CA     95642     Primary   Single Family     360       299       29.14       12.95     3/1/2001   2/1/1931     385.44       385.44     3/1/2006     34966.58       33191.42     Cash Out Refinance     12.95  
  598    
 
      PLANO   TX     75074     Primary   Single Family     132       71       80       9.8     3/1/2001   2/1/2012     803.98       803.98     3/1/2006     64800       42297.39     Cash Out Refinance     9.8  
  599    
 
      SHERMAN   TX     75090     Primary   Single Family     360       299       80       12.1     3/1/2001   2/1/1931     472.57       472.57     3/1/2006     45600       44531     Cash Out Refinance     12.1  
  600    
 
      HAMILTON   OH     45013     Primary   Single Family     360       299       67.75       9.75     3/1/2001   2/1/1931     451.06       451.06     3/1/2006     52500       50543.13     Cash Out Refinance     9.75  
  601    
 
      SWAINSBORO   GA     30401     Primary   Single Family     180       119       87.88       13.25     3/1/2001   2/1/2016     563.18       563.18     3/1/2006     43938.21       37196.95     Rate/Term Refinance     13.25  

Page 15 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  602    
 
      ERIE   PA     16503     Primary   Single Family     360       299       80       12.5     3/1/2001   2/1/1931     262.42       262.42     3/1/2006     24587.63       24034.92     Cash Out Refinance     12.5  
  603    
 
      CORPUS CHRISTI   TX     78415     Primary   Single Family     360       299       80       9.5     3/1/2001   2/1/1931     403.62       403.62     3/1/2006     48000       45974.5     Cash Out Refinance     9.5  
  604    
 
      FOXWORTH   MS     39483     Primary   Single Family     120       59       75.15       13.45     3/1/2001   2/1/2011     542.49       542.49     3/1/2006     35695.51       23325.35     Cash Out Refinance     13.45  
  605    
 
      STERLING   CO     80751     Primary   Single Family     360       299       95.19       10.25     3/1/2001   2/1/1931     1492.66       1492.66     3/1/2006     166572.67       145768.64     Rate/Term Refinance     10.25  
  606    
 
      ROCKY POINT   NC     28457     Primary   Single Family     360       299       70       11.4     3/1/2001   2/1/1931     539.98       539.98     3/1/2006     54950       53302     Cash Out Refinance     11.4  
  607    
 
      MUSKEGON   MI     49445     Primary   Manufactured Housing     360       299       70.94       8.99     3/1/2001   2/1/1931     484.69       484.69     3/1/2006     60291.1       54608.25     Cash Out Refinance     8.99  
  608    
 
      GRAND CANE   LA     71032     Primary   Single Family     180       119       73.19       10.2     3/1/2001   2/1/2016     339.65       339.65     3/1/2006     31250       25267.14     Cash Out Refinance     10.2  
  609    
 
      FREEDOM   PA     15042     Primary   Single Family     180       119       81.44       12.4     3/1/2001   2/1/2016     367.81       367.81     3/1/2006     30000       24548.12     Cash Out Refinance     12.4  
  610    
 
      VICTORIA   KS     67671     Primary   Single Family     360       299       90       11     3/1/2001   2/1/1931     317.13       317.13     3/1/2006     33300       31505.07     Cash Out Refinance     11  
  611    
 
      STATESVILLE   NC     28677     Primary   Single Family     360       299       75       11.1     3/1/2001   2/1/1931     503.95       503.95     3/1/2006     52500       50982.79     Cash Out Refinance     11.1  
  612    
 
      HOQUIAM   WA     98550     Primary   Single Family     180       119       84.35       14.35     3/1/2001   2/1/2016     238.63       238.63     3/1/2006     17606.25       14988.25     Cash Out Refinance     14.35  
  613    
 
      MOUNT STERLING   KY     40337     Primary   Single Family     240       179       75       12.95     3/1/2001   2/1/2021     557.02       557.02     3/1/2006     47689       43853.81     Cash Out Refinance     12.95  
  614    
 
      DALLAS   TX     75215     Primary   Single Family     180       119       80       11.75     3/1/2001   2/1/2016     549.44       549.44     3/1/2006     46400       38346.55     Cash Out Refinance     11.75  
  615    
 
      NATCHITOCHES   LA     71457     Primary   Single Family     360       299       89.18       12.15     3/1/2001   2/1/1931     264.36       264.36     3/1/2006     25414.19       24829.85     Cash Out Refinance     12.15  
  616    
 
      PLAQUEMINE   LA     70764     Primary   Single Family     360       299       98.14       12.5     3/1/2001   2/1/1931     356.12       356.12     3/1/2006     33367.1       32637.7     Cash Out Refinance     12.5  
  617    
 
      BOONVILLE   NC     27011     Primary   Single Family     360       299       85       10.5     3/1/2001   2/1/1931     1088.54       1088.54     3/1/2006     119000       115089.79     Cash Out Refinance     10.5  
  618    
 
      NEWTON   MS     39345     Investor   Single Family     180       119       65.27       12.3     3/1/2001   2/1/2016     278.56       278.56     3/1/2006     22841.35       19083.72     Cash Out Refinance     12.3  
  619    
 
      FORT WORTH   TX     76137     Primary   Single Family     360       300       90       8.85     3/22/2001   2/22/1931     1178.88       1178.88     2/22/2006     148500       142213.82     Rate/Term Refinance     8.85  
  620    
 
      GREENTOWN   IN     46936     Primary   Single Family     360       299       90       10.5     3/1/2001   2/1/1931     658.62       658.62     3/1/2006     72000       69569.23     Cash Out Refinance     10.5  
  621    
 
      EAGLE GROVE   IA     50533     Primary   Single Family     240       179       80       9.1     3/1/2001   2/1/2021     579.95       579.95     3/1/2006     64000       56619.22     Cash Out Refinance     9.1  
  622    
 
      UDALL   KS     67146     Primary   Single Family     360       299       58.24       10.1     3/1/2001   2/1/1931     438.07       438.07     3/1/2006     49500       47788.54     Cash Out Refinance     10.1  
  623    
 
      WHEAT RIDGE   CO     80033     Primary   Townhouse     240       179       70       7.59     3/1/2001   2/1/2021     678.49       678.49     3/1/2006     83650       69011.11     Cash Out Refinance     7.59  
  624    
 
      ST CLAIR SHORES   MI     48081     Primary   Single Family     360       299       80       7.5     3/1/2001   2/1/1931     839.06       839.06     3/1/2006     120000       113411.37     Cash Out Refinance     7.5  
  625    
 
      ST CLAIR SHORES   MI     48081     Primary   Single Family     180       119       97.33       11.75     3/1/2001   2/1/2016     355.24       355.24     3/1/2006     30000       24901.34     Cash Out Refinance     11.75  
  626    
 
      BORGER   TX     79007     Primary   Single Family     240       179       80       12.25     3/1/2001   2/1/2021     281.88       281.88     3/1/2006     25200       22980.84     Cash Out Refinance     12.25  
  627    
 
      COVINGTON   TN     38019     Primary   Single Family     360       299       85       11.5     3/1/2001   2/1/1931     563.98       563.98     3/1/2006     56950       55450.37     Rate/Term Refinance     11.5  
  628    
 
      OAKWOOD   OH     45873     Primary   Single Family     180       119       85       8.49     3/1/2001   2/1/2016     1171.15       1171.15     2/15/2006     119000       94411.93     Cash Out Refinance     8.49  
  629    
 
      JAMESTOWN   KY     42629     Primary   Single Family     120       59       66.11       11.99     3/1/2001   2/1/2011     308.34       308.34     3/1/2006     21500       13694.57     Cash Out Refinance     11.99  
  630    
 
      NEW ORLEANS   LA     70117     Primary   Single Family     360       299       97.58       10.7     3/1/2001   2/1/1931     680.39       680.39     3/1/2006     73181.12       70687.97     Cash Out Refinance     10.7  
  631    
 
      BUHLER   KS     67522     Primary   Single Family     360       299       96.07       10.99     3/1/2001   2/1/1931     411.36       411.36     3/1/2006     43228.76       40974.67     Cash Out Refinance     10.99  
  632    
 
      CAMDEN   NJ     8104     Primary   Single Family     180       119       90       10.8     3/1/2001   2/1/2016     354.28       354.28     3/1/2006     37800       36385.58     Cash Out Refinance     10.8  
  633    
 
      KANSAS CITY   MO     64137     Primary   Single Family     180       119       90       9.9     3/1/2001   2/1/2016     826.25       826.25     3/1/2006     94950       91565.48     Cash Out Refinance     9.9  
  634    
 
      KETTERING   OH     45429     Primary   Single Family     180       119       68.38       7.95     3/1/2001   2/1/2016     399.47       399.47     3/1/2006     54700       51923.77     Cash Out Refinance     7.95  
  635    
 
      MONSON   ME     4406     Primary   Single Family     360       299       79.59       11.7     3/1/2001   2/1/1931     328.14       328.14     3/1/2006     32631.72       31805.24     Cash Out Refinance     11.7  
  636    
 
      COLUMBIA   SC     29210     Primary   Single Family     360       299       85       12.05     3/1/2001   2/1/1931     965.36       965.36     3/1/2006     93500       91327.99     Rate/Term Refinance     12.05  
  637    
 
      ERIE   PA     16503     Primary   Two-Four Family     180       119       81.87       11.1     3/1/2001   2/1/2016     251.47       251.47     3/1/2006     26197.47       24241.09     Cash Out Refinance     11.1  
  638    
 
      ROY   UT     84067     Primary   Single Family     360       299       90       10.5     3/1/2001   2/1/1931     1020.85       1020.85     3/1/2006     111600       108044.64     Rate/Term Refinance     10.5  
  639    
 
      MELVILLE   LA     71353     Primary   Single Family     180       119       38.17       9.99     3/1/2001   2/1/2016     289.35       289.35     3/1/2006     26941.41       21059.36     Cash Out Refinance     9.99  
  640    
 
      TEXARKANA   AR     71854     Primary   Single Family     240       179       80       14.35     3/1/2001   2/1/2021     253.81       253.81     3/1/2006     20000       18696.86     Cash Out Refinance     14.35  
  641    
 
      SAN ANTONIO   TX     78238     Primary   Single Family     360       299       85       11.2     3/1/2001   2/1/1931     797.68       797.68     3/1/2006     82450       80023.24     Rate/Term Refinance     11.2  

Page 16 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  642    
 
      MANSFIELD   LA     71052     Primary   Single Family     240       179       90       10.65     3/1/2001   2/1/2021     408.44       408.44     3/1/2006     40500       36556.25     Cash Out Refinance     10.65  
  643    
 
      PINEVILLE   LA     71360     Primary   Single Family     240       179       64.22       6.5     3/1/2001   2/1/2021     1364.4       1364.4     3/1/2006     183000       154245.6     Cash Out Refinance     6.5  
  644    
 
      BATON ROUGE   LA     70812     Primary   Single Family     240       179       90.49       9.85     3/1/2001   2/1/2021     553.13       553.13     3/1/2006     57913       51718.58     Cash Out Refinance     9.85  
  645    
 
      LAFAYETTE   IN     47905     Primary   Single Family     360       299       80       10.9     3/1/2001   2/1/1931     876.76       876.76     3/1/2006     92800       90232.16     Cash Out Refinance     10.9  
  646    
 
      CHESNEE   SC     29323     Primary   Single Family     240       179       85.3       13.99     3/1/2001   2/1/2021     371.03       371.03     3/1/2006     29853.72       27827.02     Cash Out Refinance     13.99  
  647    
 
      PASADENA   TX     77503     Primary   Single Family     360       299       80       10.85     3/1/2001   2/1/1931     542.02       542.02     3/1/2006     57600       55756.09     Cash Out Refinance     10.85  
  648    
 
      BATON ROUGE   LA     70812     Primary   Single Family     120       59       70       11.5     3/1/2001   2/1/2011     560.98       560.98     3/1/2006     39900       25190.63     Cash Out Refinance     11.5  
  649    
 
      SPRING   TX     77373     Primary   PUD     360       299       90       7.65     3/1/2001   2/1/1931     626.13       626.13     3/1/2006     88246.8       83521.24     Purchase     7.65  
  650    
 
      AUGUSTA   GA     30901     Primary   Single Family     120       60       50       13.75     3/2/2001   2/2/2011     253.72       253.72     2/2/2006     16500       9794.89     Cash Out Refinance     13.75  
  651    
 
      FRANKFORT   KY     40601     Primary   Single Family     360       300       90       9.99     3/2/2001   2/2/1931     591.87       591.87     2/2/2006     67500       64425.44     Cash Out Refinance     9.99  
  652    
 
      DECATUR   GA     30035     Primary   Single Family     360       299       80       8.99     3/1/2001   2/1/1931     732.52       732.52     3/1/2006     91120       87280.97     Purchase     8.99  
  653    
 
      MARINGOUIN   LA     70757     Primary   Single Family     360       299       92.15       10.49     3/1/2001   2/1/1931     484.29       484.29     3/1/2006     52985.92       51294.81     Purchase     10.49  
  654    
 
      BLACKSBURG   VA     24060     Primary   Single Family     240       180       80       8.75     3/5/2001   2/5/2021     1201.85       1201.85     2/5/2006     136000       120893.68     Rate/Term Refinance     8.75  
  655    
 
      BLACKSBURG   VA     24060     Primary   Single Family     120       60       94.71       12.99     3/5/2001   2/5/2011     373.13       373.13     2/5/2006     25000       16787.57     Cash Out Refinance     12.99  
  656    
 
      PHILADELPHIA   PA     19138     Second Home   Single Family     360       299       80.11       12.8     3/1/2001   2/1/1931     349.46       349.46     3/1/2006     32042.76       30560.84     Cash Out Refinance     12.8  
  657    
 
      SAN ANTONIO   TX     78247     Primary   PUD     360       299       90       9.5     3/1/2001   2/1/1931     1093.84       1093.84     3/1/2006     130086       125030.72     Purchase     9.5  
  658    
 
      SAN ANTONIO   TX     78247     Primary   PUD     180       119       100       11.5     3/1/2001   2/1/2016     168.86       168.86     3/1/2006     14454       11891.38     Purchase     11.5  
  659    
 
      TAYLOR   PA     18517     Primary   Single Family     240       180       85       9.49     3/5/2001   2/5/2021     617.58       617.58     2/5/2006     66300       58726     Cash Out Refinance     9.49  
  660    
 
      EL PASO   TX     79915     Primary   Single Family     240       180       36.37       10.5     3/5/2001   2/5/2021     199.68       199.68     2/5/2006     20000       18056.36     Cash Out Refinance     10.5  
  661    
 
      PENNSAUKEN   NJ     8105     Primary   Single Family     360       300       96.13       9.5     3/5/2001   2/5/1931     525.36       525.36     2/5/2006     62479.22       60085.2     Cash Out Refinance     9.5  
  662    
 
      SAGINAW   MI     48601     Primary   Single Family     180       120       84.78       10.45     3/5/2001   2/5/2016     215.5       215.5     2/5/2006     19550       15414.88     Cash Out Refinance     10.45  
  663    
 
      MACON   GA     31204     Primary   Single Family     360       299       80       9.5     3/1/2001   2/1/1931     353.16       353.16     3/1/2006     42000       40387.99     Purchase     9.5  
  664    
 
      CURRIE   MN     56123     Primary   Single Family     180       120       64.09       13.6     3/6/2001   2/6/2016     275.97       275.97     2/6/2006     21147.17       18022.51     Rate/Term Refinance     13.6  
  665    
 
      SCOTLAND NECK   NC     27874     Primary   Single Family     360       300       80       8.5     3/6/2001   2/6/1931     375.23       375.23     2/6/2006     48800       41961.27     Rate/Term Refinance     8.5  
  666    
 
      INVERNESS   FL     34453     Primary   Single Family     360       300       85       10.05     3/6/2001   2/6/1931     434.47       434.47     2/6/2006     49300       47517.41     Cash Out Refinance     10.05  
  667    
 
      DENISON   TX     75021     Primary   Single Family     240       180       80       10.4     3/7/2001   2/7/2021     333.21       333.21     2/7/2006     33600       30302.94     Cash Out Refinance     10.4  
  668    
 
      CINCINNATI   OH     45248     Primary   Single Family     180       120       55.5       7.875     3/7/2001   2/7/2016     804.83       804.83     2/7/2006     111000       102202.89     Cash Out Refinance     7.875  
  669    
 
      HAUGHTON   LA     71037     Primary   Single Family     180       120       56       9.99     3/7/2001   2/7/2016     300.72       300.72     2/7/2006     28000       22767.3     Cash Out Refinance     9.99  
  670    
 
      ROSSVILLE   GA     30741     Primary   Two-Four Family     120       60       91.41       8.75     3/9/2001   2/9/2011     1099.75       1099.75     2/9/2006     87749.85       53273.03     Cash Out Refinance     8.75  
  671    
 
      OKLAHOMA CITY   OK     73107     Primary   Single Family     180       120       100       11.5     3/9/2001   2/9/2016     158.88       158.88     2/9/2006     13600       11260.35     Cash Out Refinance     11.5  
  672    
 
      ROCKFORD   IL     61103     Primary   Single Family     120       60       47.62       10.99     3/9/2001   2/9/2011     275.39       275.39     2/9/2006     20000       12667.67     Cash Out Refinance     10.99  
  673    
 
      GAINESVILLE   TX     76240     Primary   Single Family     120       60       40.8       7.2     3/9/2001   2/9/2011     597.43       597.43     2/9/2006     51000       29282.6     Cash Out Refinance     7.2  
  674    
 
      SHREVEPORT   LA     71106     Primary   Single Family     360       300       83.63       7.75     3/9/2001   2/9/1931     1407.97       1407.97     2/9/2006     196530       186353.51     Cash Out Refinance     7.75  
  675    
 
      MALTA   OH     43758     Primary   Single Family     180       120       65.52       8.49     3/12/2001   2/12/2016     373.98       373.98     2/12/2006     38000       30175.89     Cash Out Refinance     8.49  
  676    
 
      PLANO   TX     75093     Primary   Single Family     360       300       80       11.39     3/12/2001   2/12/1931     2089.5       2089.5     2/12/2006     212800       207273.03     Cash Out Refinance     11.39  
  677    
 
      PHILADELPHIA   PA     19124     Primary   Single Family     300       240       90.31       9.99     3/12/2001   2/12/2026     508.37       508.37     2/20/2006     55987.97       52787.59     Rate/Term Refinance     9.99  
  678    
 
      DORCHESTER   MA     2124     Investor   Two-Four Family     360       300       71.23       13.49     3/7/2001   2/7/1931     972.94       972.94     2/7/2006     85000       83266.67     Cash Out Refinance     13.49  
  679    
 
      GRANT CITY   MO     64456     Primary   Single Family     240       180       78.77       14.25     3/13/2001   2/13/2021     139.14       139.14     2/13/2006     11027.18       10315.19     Cash Out Refinance     14.25  
  680    
 
      RUSTON   LA     71270     Primary   Single Family     240       180       92.43       10.15     3/13/2001   2/13/2021     279.36       279.36     2/13/2006     28652.76       25542.05     Cash Out Refinance     10.15  
  681    
 
      BARNESVILLE   GA     30204     Primary   Single Family     240       180       52.95       12.1     3/13/2001   2/13/2021     498.63       498.63     2/13/2006     45000       40526.99     Cash Out Refinance     12.1  

Page 17 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  682    
 
      JACKSON   MS     39204     Primary   Single Family     360       300       85       11.7     3/9/2001   2/9/1931     341.9       341.9     2/9/2006     34000       33157.5     Purchase     11.7  
  683    
 
      BENSON   NC     27504     Investor   Single Family     360       300       65       13.3     3/9/2001   2/9/1931     462.62       462.62     2/9/2006     40950       40009.8     Rate/Term Refinance     13.3  
  684    
 
      SEQUIM   WA     98382     Primary   Manufactured Housing     360       300       80.49       9.99     3/14/2001   2/14/1931     649.3       649.3     2/14/2006     74050       67698.7     Cash Out Refinance     9.99  
  685    
 
      JACKSON   MI     49202     Primary   Single Family     180       120       51.22       10.75     3/14/2001   2/14/2016     235.4       235.4     2/14/2006     21000       17216.84     Cash Out Refinance     10.75  
  686    
 
      EL PASO   TX     79907     Primary   Single Family     360       300       80       10.25     3/14/2001   2/14/1931     652.37       652.37     2/14/2006     72800       70419.67     Cash Out Refinance     10.25  
  687    
 
      ETHEL   LA     70730     Primary   Single Family     360       300       98.11       10.75     3/14/2001   2/14/1931     686.86       686.86     2/14/2006     73580.34       71380.54     Rate/Term Refinance     10.75  
  688    
 
      MAUREPAS   LA     70449     Primary   Single Family     180       120       74.85       8.55     3/14/2001   2/14/2016     450.94       450.94     2/14/2006     45656.36       36131.04     Rate/Term Refinance     8.55  
  689    
 
      DEPORT   TX     75435     Primary   Single Family     360       300       80       9.49     3/14/2001   2/14/1931     705.71       705.71     2/14/2006     84000       80836.2     Cash Out Refinance     9.49  
  690    
 
      MUSKOGEE   OK     74403     Investor   Single Family     120       60       84.77       11.5     3/15/2001   2/15/2011     476.68       476.68     2/15/2006     33904.27       20208.55     Cash Out Refinance     11.5  
  691    
 
      HIAWATHA   KS     66434     Primary   Single Family     240       180       85.19       9.65     3/15/2001   2/15/2021     657.98       657.98     2/15/2006     69852.66       62012.4     Cash Out Refinance     9.65  
  692    
 
      FLORENCE   SC     29501     Second Home   Single Family     240       180       87.92       11.99     3/12/2001   2/12/2021     517.57       517.57     2/12/2006     47034.36       42763.6     Cash Out Refinance     11.99  
  693    
 
      PORTSMOUTH   OH     45662     Primary   Single Family     180       120       50       13.65     3/16/2001   2/16/2016     248.58       248.58     2/16/2006     19000       16195.4     Cash Out Refinance     13.65  
  694    
 
      COLUMBIA   SC     29209     Primary   Single Family     240       180       90       10.69     3/16/2001   2/16/2021     546.04       546.04     2/16/2006     54000       48554.32     Cash Out Refinance     10.69  
  695    
 
      MILWAUKEE   WI     53214     Primary   Single Family     180       120       78.63       9.99     3/16/2001   2/16/2016     759.94       759.94     2/16/2006     70758.27       53893.26     Cash Out Refinance     9.99  
  696    
 
      SIBLEY   IA     51249     Primary   Single Family     360       300       90.51       14.05     3/20/2001   2/20/1931     301.27       301.27     2/20/2006     25341.1       24946.84     Cash Out Refinance     14.05  
  697    
 
      LARKSVILLE   PA     18704     Primary   Single Family     180       120       61.85       8.4     3/20/2001   2/20/2016     358.07       358.07     2/20/2006     47000       44818.59     Cash Out Refinance     8.4  
  698    
 
      DAYTON   OH     45416     Primary   Single Family     180       120       33.34       10.99     3/20/2001   2/20/2016     142.74       142.74     2/20/2006     15000       13849.03     Cash Out Refinance     10.99  
  699    
 
      CLEVELAND   TN     37323     Primary   Single Family     360       300       90       8.99     3/20/2001   2/20/1931     622.23       622.23     2/20/2006     77400       73777.77     Cash Out Refinance     8.99  
  700    
 
      KATY   TX     77493     Primary   PUD     360       300       80       11.99     4/1/2001   3/1/1931     1068.96       1068.96     3/1/2006     104000       101724.04     Cash Out Refinance     11.99  
  701    
 
      ALBANY   GA     31707     Primary   Single Family     360       300       74.89       9.25     3/20/2001   2/20/1931     1786.57       1786.57     2/20/2006     217165.68       208170.05     Cash Out Refinance     9.25  
  702    
 
      DECATUR   GA     30034     Primary   Single Family     180       120       100       11.8     3/14/2001   2/14/2016     356.2       356.2     2/14/2006     30000       25028.51     Purchase     11.8  
  703    
 
      BANGOR   ME     4401     Primary   Single Family     360       300       88.58       11.99     3/20/2001   2/20/1931     591.75       591.75     3/1/2006     57571.99       55894.77     Cash Out Refinance     11.99  
  704    
 
      SHREVEPORT   LA     71108     Primary   Single Family     360       300       92.7       11     3/21/2001   2/21/1931     441.37       441.37     2/21/2006     46345.72       45002.4     Cash Out Refinance     11  
  705    
 
      DAVENPORT   IA     52803     Primary   Single Family     360       300       80.57       10.75     4/1/2001   3/1/1931     712.41       817.24     3/1/2006     88618.32       84924.08     Cash Out Refinance     10.75  
  706    
 
      HOPE MILLS   NC     28348     Primary   Single Family     360       300       77.54       9.75     4/1/2001   3/1/1931     433.02       433.02     3/1/2006     50400       48590.69     Rate/Term Refinance     9.75  
  707    
 
      NEBRASKA CITY   NE     68410     Primary   Single Family     360       300       91.51       10.5     4/1/2001   3/1/1931     339.01       339.01     3/1/2006     37060.2       35596.57     Cash Out Refinance     10.5  
  708    
 
      EVANSVILLE   IN     47711     Primary   Single Family     360       300       80       9.99     4/1/2001   3/1/1931     406.86       406.86     3/1/2006     46400       44379.81     Cash Out Refinance     9.99  
  709    
 
      PORT ARTHUR   TX     77640     Primary   Single Family     180       120       76.2       12.5     4/1/2001   3/1/2016     394.41       394.41     3/1/2006     32000       26944.56     Cash Out Refinance     12.5  
  710    
 
      HAMPTON   TN     37658     Primary   Single Family     180       120       75       13.5     4/1/2001   3/1/2016     1012.69       1012.69     3/1/2006     78000       66257.86     Rate/Term Refinance     13.5  
  711    
 
      KINGS MOUNTAIN   NC     28086     Primary   Single Family     360       300       63.53       9.6     4/1/2001   3/1/1931     458.01       458.01     3/1/2006     54000       52251.86     Rate/Term Refinance     9.6  
  712    
 
      FRENCHVILLE   PA     16836     Primary   Single Family     360       300       80.22       13.45     4/1/2001   3/1/1931     370.84       370.84     3/1/2006     32487.03       31916.81     Cash Out Refinance     13.45  
  713    
 
      HANOVER   PA     17331     Primary   Single Family     360       300       88.49       9.65     4/1/2001   3/1/1931     1047.74       1047.74     3/1/2006     123000       118332.69     Cash Out Refinance     9.65  
  714    
 
      TARBORO   NC     27886     Primary   Single Family     360       300       85       13.45     4/1/2001   3/1/1931     718       718     3/1/2006     62900       61855.22     Purchase     13.45  
  715    
 
      RALEIGH   NC     27616     Primary   PUD     240       180       100       10.8     4/1/2001   3/1/2021     237.6       237.6     3/1/2006     23325.5       21136.9     Purchase     10.8  
  716    
 
      JACKSON   MS     39213     Primary   Single Family     180       120       84.6       13.25     4/1/2001   3/1/2016     542.18       542.18     3/1/2006     42300       35955.38     Cash Out Refinance     13.25  
  717    
 
      HUNKER   PA     15639     Primary   Single Family     360       300       85.62       9.6     4/1/2001   3/1/1931     604.19       604.19     3/1/2006     71234.72       68392.44     Cash Out Refinance     9.6  
  718    
 
      DELAND   FL     32724     Primary   Single Family     360       300       90       9.99     4/1/2001   3/1/1931     536.63       536.63     3/1/2006     61200       58285.89     Cash Out Refinance     9.99  
  719    
 
      MACON   GA     31206     Primary   Single Family     360       300       93.9       11.35     4/1/2001   3/1/1931     445.78       445.78     3/1/2006     45540.11       44336.15     Purchase     11.35  
  720    
 
      KANSAS CITY   MO     64130     Primary   Single Family     360       300       83.03       14.5     4/1/2001   3/1/1931     254.17       254.17     3/1/2006     20755.72       20247.33     Cash Out Refinance     14.5  
  721    
 
      WEST POINT   MS     39773     Primary   Single Family     120       60       24.7       13.25     4/1/2001   3/1/2011     204.77       204.77     3/1/2006     13579.81       8949.02     Cash Out Refinance     13.25  

Page 18 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  722    
 
      WHITEVILLE   NC     28472     Primary   Single Family     360       300       90       12.15     4/1/2001   3/1/1931     486.81       486.81     3/1/2006     46800       44586.95     Rate/Term Refinance     12.15  
  723    
 
      WALDRON   IN     46182     Primary   Single Family     360       300       85       9.5     4/1/2001   3/1/1931     643.26       643.26     3/1/2006     76500       73602.67     Cash Out Refinance     9.5  
  724    
 
      BAYTOWN   TX     77520     Primary   PUD     180       120       45.46       10.79     4/1/2001   3/1/2016     449.38       449.38     3/1/2006     40000       32838.55     Cash Out Refinance     10.79  
  725    
 
      ST LOUIS   MO     63147     Primary   Single Family     180       120       80       13.5     4/1/2001   3/1/2016     604.78       604.78     3/1/2006     52800       51901.83     Purchase     13.5  
  726    
 
      CHAUNCEY   GA     31011     Primary   Manufactured Housing     360       300       75       13.35     4/1/2001   3/1/1931     306.08       306.08     3/1/2006     27000       26516.87     Cash Out Refinance     13.35  
  727    
 
      METTER   GA     30439     Primary   Single Family     240       180       88.85       10.55     4/1/2001   3/1/2021     614.09       614.09     3/1/2006     61301.31       55531.65     Cash Out Refinance     10.55  
  728    
 
      BOSSIER CITY   LA     71111     Primary   Single Family     300       240       80       6.9     4/1/2001   3/1/2026     678       678     3/1/2006     96800       88131.09     Cash Out Refinance     6.9  
  729    
 
      FLINT   MI     48504     Primary   Single Family     144       84       61       8.49     4/1/2001   3/1/2013     636.16       636.16     3/1/2006     57337.3       40182.92     Cash Out Refinance     8.49  
  730    
 
      HOUSTON   TX     77044     Primary   PUD     360       300       96.08       12     4/1/2001   3/1/1931     642.37       642.37     3/1/2006     62449.65       60945.1     Purchase     12  
  731    
 
      MAYS LANDING   NJ     8330     Primary   Single Family     360       337       73.63       6.49     5/1/2004   4/1/1934     729.92       729.92     3/1/2006     115600       112589.02     Cash Out Refinance     6.49  
  732    
 
      UPPER MARLBORO   MD     20772     Primary   Single Family     240       222       78.76       10.25     9/3/2004   8/3/2024     490.79       490.79     2/3/2006     50000       48210.69     Cash Out Refinance     10.25  
  733    
 
      DETROIT   MI     48215     Primary   Single Family     240       227       75.49       7.5     3/1/2005   2/1/2025     608.15       608.15     3/1/2006     75490       73797.3     Cash Out Refinance     7.5  
  734    
 
      GRANITEVILLE   SC     29829     Primary   Single Family     360       350       85.49       10.4     5/15/2005   4/15/1935     542.94       542.94     2/15/2006     59843       59585.52     Cash Out Refinance     10.4  
  735    
 
      DOUGLASVILLE   GA     30134     Primary   PUD     360       350       80       9.85     5/20/2005   4/20/1935     1781.54       1781.54     2/20/2006     205600       204625.47     Cash Out Refinance     9.85  
  736    
 
      HUGHSON   CA     95326     Primary   Single Family     360       350       80       6.15     6/1/2005   5/1/1935     1312       1311.66     3/1/2006     256000       255934.4     Cash Out Refinance     6.15  
  737    
 
      LOGAN TOWNSHIP   NJ     8085     Primary   PUD     360       350       85.49       9.5     6/1/2005   5/1/1935     1186.1       1186.1     3/1/2006     141058.5       140339.37     Cash Out Refinance     9.5  
  738    
 
      DEEP RIVER   CT     6417     Primary   Single Family     180       171       62.33       10.35     6/3/2005   5/3/2020     274.03       274.03     2/3/2006     25000       24428.48     Cash Out Refinance     10.35  
  739    
 
      PERRYVILLE   MO     63775     Primary   Single Family     360       351       80.8       7.99     7/1/2005   6/1/1935     805.56       805.56     3/1/2006     109888       109205.02     Cash Out Refinance     7.99  
  740    
 
      ALBUQUERQUE   NM     84121     Primary   Single Family     360       351       90       8.49     7/1/2005   6/1/1935     808.92       808.92     3/1/2006     105170.63       104705.89     Cash Out Refinance     8.49  
  741    
 
      PRINCE FREDERICK   MD     20678     Primary   Single Family     360       351       75.49       12.95     7/1/2005   6/1/1935     308.91       308.91     3/1/2006     28024.04       27963.11     Cash Out Refinance     12.95  
  742    
 
      GLENDALE   AZ     85307     Primary   Single Family     360       351       80       5.75     7/1/2005   6/1/1935     1064.44       873.94     3/1/2006     182400       182388.24     Purchase     5.75  
  743    
 
      WINSTON SALEM   NC     27105     Primary   PUD     360       351       90       8.55     7/1/2005   6/1/1935     915.5       915.5     3/1/2006     118517       117858.88     Purchase     8.55  
  744    
 
      SHAWNEE   KS     66203     Primary   Single Family     360       352       71.88       7.99     8/1/2005   7/1/1935     843.03       843.03     3/1/2006     115000       114366.8     Cash Out Refinance     7.99  
  745    
 
      WOODLAWN   TN     37191     Primary   Single Family     360       352       100       8.65     8/1/2005   7/1/1935     974.47       974.47     3/1/2006     125000       124397.55     Rate/Term Refinance     8.65  
  746    
 
      ROCKLEDGE   FL     32955     Primary   Single Family     360       352       90       8.83     8/1/2005   7/1/1935     1212.4       1212.4     3/1/2006     152738.36       152276.03     Cash Out Refinance     8.83  
  747    
 
      NEW ORLEANS   LA     70127     Primary   Single Family     360       352       80       6.3     8/1/2005   7/1/1935     673.45       673.45     3/1/2006     108800       108065.26     Rate/Term Refinance     6.3  
  748    
 
      BOROUGH OF WESTVILLE   NJ     8093     Primary   Single Family     360       353       80       7.99     9/1/2005   8/1/1935     791.71       791.71     3/1/2006     108000       107481.47     Cash Out Refinance     7.99  
  749    
 
      AKRON   OH     44303     Primary   Single Family     360       353       75       9.75     9/1/2005   8/1/1935     1146.98       1146.98     3/1/2006     133437.71       133053.19     Cash Out Refinance     9.75  
  750    
 
      POMPANO BEACH   FL     33064     Primary   Single Family     360       353       90       7.4     9/1/2005   8/1/1935     1059.34       1059.34     3/1/2006     153000       152173.97     Cash Out Refinance     7.4  
  751    
 
      COLORADO SPRINGS   CO     80918     Primary   Single Family     180       172       96.29       11.49     8/1/2005   7/1/2020     548.75       548.75     3/1/2006     46800.35       46181.88     Cash Out Refinance     11.49  
  752    
 
      STERLING HEIGHTS   MI     48312     Primary   Single Family     360       353       89.58       9.2     9/1/2005   8/1/1935     1834.28       1834.28     3/1/2006     223950       223109.55     Cash Out Refinance     9.2  
  753    
 
      PALM COAST   FL     32137     Primary   Single Family     360       353       80       8.99     9/1/2005   8/1/1935     1356.99       1356.99     3/1/2006     168800       168138.48     Cash Out Refinance     8.99  
  754    
 
      ABINGDON   MD     21009     Primary   PUD     360       354       54.04       7.3     9/15/2005   8/15/1935     733.56       733.56     2/15/2006     107000       106496.54     Cash Out Refinance     7.3  
  755    
 
      SOUTHFIELD   MI     48034     Primary   Single Family     360       353       88.66       9.25     9/1/2005   8/1/1935     1032.05       1032.05     3/1/2006     125450       124984.04     Cash Out Refinance     9.25  
  756    
 
      ELIZABETH CITY   NC     37909     Primary   Single Family     360       353       85       9.5     9/1/2005   8/1/1935     1186.45       1186.45     3/1/2006     141100       140602.45     Cash Out Refinance     9.5  
  757    
 
      ALLENDALE   MI     49401     Primary   Single Family     360       353       80       8     9/1/2005   8/1/1935     1040       1040     3/1/2006     156000       155896.01     Cash Out Refinance     8  
  758    
 
      PALM BAY   FL     32907     Primary   Single Family     360       353       80       6.69     9/1/2005   8/1/1935     954.03       954.03     3/1/2006     148000       147082.26     Cash Out Refinance     6.69  
  759    
 
      JEFFERSONVILLE   IN     47130     Primary   Single Family     360       353       90       8.5     9/1/2005   8/1/1935     816.59       816.59     3/1/2006     105980.43       105702.72     Cash Out Refinance     8.5  
  760    
 
      OVERLAND PARK   KS     66212     Primary   Single Family     360       353       80       7.5     9/1/2005   8/1/1935     875       875     3/1/2006     140000       140000     Purchase     7.5  
  761    
 
      STANFIELD   NC     28163     Primary   Single Family     360       353       85.49       8     9/1/2005   8/1/1935     1254.59       1254.59     3/1/2006     170980       170160.7     Cash Out Refinance     8  

Page 19 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  762    
 
      SOUTH LYON   MI     48178     Primary   Single Family     360       353       79.75       7.8     9/1/2005   8/1/1935     1690       1690     3/1/2006     260000       260000     Cash Out Refinance     7.8  
  763    
 
      FRANKLIN TOWNSHIP   NJ     8322     Primary   Single Family     360       353       50.26       7.375     9/1/2005   8/1/1935     659.6       659.6     3/1/2006     95500       94981.82     Cash Out Refinance     7.375  
  764    
 
      DAWSONVILLE   GA     30534     Primary   Single Family     360       353       90       8.75     9/1/2005   8/1/1935     821.32       821.32     3/1/2006     104400       103970.21     Cash Out Refinance     8.75  
  765    
 
      LOUISVILLE   KY     40047     Primary   Single Family     360       353       63.92       8.65     9/1/2005   8/1/1935     483.33       483.33     3/1/2006     62000       61739.53     Cash Out Refinance     8.65  
  766    
 
      KANSAS CITY   MO     64132     Primary   Single Family     360       353       80       7.9     9/1/2005   8/1/1935     658.33       657.23     3/1/2006     100000       99746.13     Cash Out Refinance     7.9  
  767    
 
      PONTIAC   MI     48341     Primary   Single Family     360       353       73.21       8.8     9/1/2005   8/1/1935     648.03       648.03     3/1/2006     82000       81663.83     Cash Out Refinance     8.8  
  768    
 
      DETROIT   MI     18219     Primary   Single Family     360       353       78.95       8.05     9/1/2005   8/1/1935     503.13       503.12     3/1/2006     75000       74999.12     Cash Out Refinance     8.05  
  769    
 
      RICHMOND   VA     23225     Primary   Single Family     360       353       75       9.4     9/1/2005   8/1/1935     1000.28       1000.28     3/1/2006     120000       119567.99     Cash Out Refinance     9.4  
  770    
 
      TOWNSHIP OF HEMPFIELD   PA     17538     Primary   Single Family     360       353       80       7.2     9/1/2005   8/1/1935     624.49       624.49     3/1/2006     92000       91368.06     Cash Out Refinance     7.2  
  771    
 
      TOWNSHIP OF HEMPFIELD   PA     17538     Primary   Single Family     240       233       100       11.99     9/1/2005   8/1/2025     253.09       253.09     3/1/2006     23000       22832.06     Cash Out Refinance     11.99  
  772    
 
      BURLINGTON   VT     5401     Primary   Single Family     360       353       77.88       9.75     9/1/2005   8/1/1935     2147.89       2147.89     3/1/2006     250000       249163.34     Cash Out Refinance     9.75  
  773    
 
      LANSING   KS     66043     Primary   Single Family     360       353       80       7.75     9/1/2005   8/1/1935     1432.82       1432.82     3/1/2006     200000       198991.29     Cash Out Refinance     7.75  
  774    
 
      TUNKHANNOCK TWP   PA     18334     Primary   Single Family     360       353       66.94       7.8     9/1/2005   8/1/1935     783.25       783.25     3/1/2006     120500       120500     Cash Out Refinance     7.8  
  775    
 
      HIALEAH   FL     33016     Primary   Single Family     360       353       75       6.75     9/1/2005   8/1/1935     1104.24       1104.24     3/1/2006     170250       169206.44     Cash Out Refinance     6.75  
  776    
 
      FORT LAUDERDALE   FL     33315     Investor   Single Family     360       353       20.18       7.95     9/1/2005   8/1/1935     374       412.23     3/1/2006     56500       56175.11     Cash Out Refinance     7.95  
  777    
 
      OKLAHOMA CITY   OK     73159     Primary   Single Family     360       353       89.86       7.95     9/1/2005   8/1/1935     864.29       864.29     3/1/2006     118350       117777.17     Cash Out Refinance     7.95  
  778    
 
      ROCKLIN   CA     95765     Primary   Single Family     360       353       80       5.85     9/1/2005   8/1/1935     2218.18       2218.18     3/1/2006     376000       373263.99     Cash Out Refinance     5.85  
  779    
 
      RANDALLSTOWN   MD     21133     Primary   Single Family     360       353       75       8.3     9/1/2005   8/1/1935     905.25       1101.81     3/1/2006     146250       145318.45     Cash Out Refinance     8.3  
  780    
 
      CARROLTON   VA     23314     Primary   Single Family     360       353       70       7.45     9/1/2005   8/1/1935     1147.02       1147.02     3/1/2006     164850       163114.9     Purchase     7.45  
  781    
 
      DES MOINES   IA     50315     Primary   Single Family     360       353       80       8     9/1/2005   8/1/1935     592.89       592.89     3/1/2006     80800       80382.94     Purchase     8  
  782    
 
      UNION CITY   CA     94587     Primary   Condominium     360       353       90.49       6.99     9/1/2005   8/1/1935     3257.5       3257.5     3/1/2006     559228       559228     Purchase     6.99  
  783    
 
      TUCSON   AZ     85746     Primary   Single Family     360       353       70.49       6.99     9/1/2005   8/1/1935     632.48       632.48     3/1/2006     95161.5       94604.69     Cash Out Refinance     6.99  
  784    
 
      FLETCHER   NC     28732     Primary   Manufactured Housing     360       353       80       9.25     9/1/2005   8/1/1935     770.03       770.03     3/1/2006     93600       93221.35     Cash Out Refinance     9.25  
  785    
 
      HIALEAH   FL     33015     Primary   PUD     360       353       91.29       5.75     9/1/2005   8/1/1935     1598.31       1598.31     3/1/2006     273883       271845.53     Cash Out Refinance     5.75  
  786    
 
      DELTONA   FL     32738     Primary   Single Family     360       353       65       9.65     9/1/2005   8/1/1935     719.79       719.79     3/1/2006     84500       84185.21     Rate/Term Refinance     9.65  
  787    
 
      BOWIE   MD     20720     Primary   Townhouse     360       353       73.44       8.55     9/1/2005   8/1/1935     347.61       347.61     3/1/2006     45000       44807.05     Cash Out Refinance     8.55  
  788    
 
      LEICESTER   NC     28748     Primary   Single Family     360       353       80       7.2     9/1/2005   8/1/1935     950.31       950.31     3/1/2006     140000       139213.79     Rate/Term Refinance     7.2  
  789    
 
      HARRISBURG   PA     17103     Primary   Townhouse     360       353       90.49       7.75     9/1/2005   8/1/1935     524.22       524.22     3/1/2006     73172.02       72803.39     Cash Out Refinance     7.75  
  790    
 
      MIDDLESEX   NJ     8846     Primary   Single Family     360       353       80       6.25     9/1/2005   8/1/1935     1477.73       1477.73     3/1/2006     240000       238380.76     Rate/Term Refinance     6.25  
  791    
 
      BETHPAGE   NY     11714     Primary   Single Family     180       173       61.42       12.8     9/1/2005   8/1/2020     876.48       876.48     3/1/2006     70000       68938.77     Cash Out Refinance     12.8  
  792    
 
      PLANO   TX     75094     Primary   Single Family     360       353       57.57       11.45     9/1/2005   8/1/1935     295.95       295.95     3/1/2006     30000       29913.22     Cash Out Refinance     11.45  
  793    
 
      SURPRISE   AZ     85379     Primary   PUD     240       234       40.84       7.99     9/6/2005   8/6/2025     931.94       931.94     2/6/2006     111500       110343.55     Cash Out Refinance     7.99  
  794    
 
      DEDHAM   MA     2026     Primary   Single Family     360       353       67.53       6.25     9/1/2005   8/1/1935     1280.7       1280.7     3/1/2006     208000       206596.65     Cash Out Refinance     6.25  
  795    
 
      KERNERSVILLE   NC     27284     Primary   Single Family     360       353       85.49       12.5     9/1/2005   8/1/1935     325.95       325.95     2/15/2006     30540       30183.89     Cash Out Refinance     12.5  
  796    
 
      LAS VEGAS   NV     89123     Primary   PUD     360       353       75.49       6.99     9/1/2005   8/1/1935     2307.96       2307.96     3/1/2006     347254       345222.32     Cash Out Refinance     6.99  
  797    
 
      MILPITAS   CA     95035     Primary   Single Family     360       353       90.67       6.25     9/1/2005   8/1/1935     3239.58       3239.58     3/1/2006     622000       622000     Cash Out Refinance     6.25  
  798    
 
      PIPE CREEK   TX     78063     Primary   Manufactured Housing     360       353       80       7.9     9/1/2005   8/1/1935     779.14       779.14     3/1/2006     107200       106589.75     Cash Out Refinance     7.9  
  799    
 
      BENNETT   CO     80102     Primary   Single Family     360       353       80       5.99     9/1/2005   8/1/1935     1365.72       1365.72     3/1/2006     273600       273600     Rate/Term Refinance     5.99  
  800    
 
      BAKERSFIELD   CA     93312     Primary   Single Family     360       353       70.66       6.95     9/1/2005   8/1/1935     1092.22       1092.22     3/1/2006     165000       164027.07     Cash Out Refinance     6.95  
  801    
 
      RIVERSIDE   CA     92503     Primary   Single Family     360       353       79.37       11.15     9/1/2005   8/1/1935     240.92       240.92     3/1/2006     25000       24937.89     Cash Out Refinance     11.15  

Page 20 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  802    
 
      CHETEK   WI     54728     Primary   Single Family     360       353       89.35       9.5     9/1/2005   8/1/1935     773.85       773.85     3/1/2006     92030.5       91694.17     Cash Out Refinance     9.5  
  803    
 
      OKLAHOMA CITY   OK     73115     Primary   Single Family     360       353       88.04       9.99     9/1/2005   8/1/1935     679.33       679.33     3/1/2006     77475       77228.47     Rate/Term Refinance     9.99  
  804    
 
      NEWCASTLE   IN     47362     Primary   Single Family     360       353       92.46       7.24     9/1/2005   8/1/1935     836.79       836.79     3/1/2006     138695       138695     Cash Out Refinance     7.24  
  805    
 
      CANYON COUNTRY   CA     91387     Primary   PUD     360       353       75.49       8.9     9/1/2005   8/1/1935     991.54       991.54     3/1/2006     124340.5       123844.13     Cash Out Refinance     8.9  
  806    
 
      RICHGROVE   CA     93261     Primary   Single Family     360       353       85       6.5     9/1/2005   8/1/1935     537.26       537.26     3/1/2006     85000       84453.28     Cash Out Refinance     6.5  
  807    
 
      MADISON   WI     53704     Primary   Single Family     360       353       30.67       8.85     9/1/2005   8/1/1935     396.93       396.93     3/1/2006     50000       49798.32     Cash Out Refinance     8.85  
  808    
 
      CITY OF PHILADELPHIA   PA     19135     Primary   Single Family     360       353       90       9.95     9/1/2005   8/1/1935     668.52       668.52     3/1/2006     76500       76253.9     Cash Out Refinance     9.95  
  809    
 
      DETROIT   MI     48224     Primary   Single Family     360       353       85       8.7     9/1/2005   8/1/1935     599.1       599.1     3/1/2006     76500       76175.4     Cash Out Refinance     8.7  
  810    
 
      DAVIE   FL     33314     Primary   Single Family     360       353       52.64       8.2     9/1/2005   8/1/1935     984.04       984.04     3/1/2006     131600       130994.28     Cash Out Refinance     8.2  
  811    
 
      MACCLENNY   FL     32063     Primary   Single Family     360       353       70       6.325     9/1/2005   8/1/1935     593.66       593.66     3/1/2006     103600       103261.48     Cash Out Refinance     6.325  
  812    
 
      WATERBURY   CT     6705     Primary   Single Family     360       353       80       6.25     9/1/2005   8/1/1935     562.5       562.5     3/1/2006     108000       108000     Purchase     6.25  
  813    
 
      EAST SYRACUSE   NY     13057     Primary   Single Family     360       353       80       9.14     9/1/2005   8/1/1935     473.26       473.26     3/1/2006     58088       57765.09     Purchase     9.14  
  814    
 
      PARKSIDE   PA     19015     Primary   Single Family     360       353       80       7.09     9/1/2005   8/1/1935     613.99       613.42     3/1/2006     103920       103822.44     Purchase     7.09  
  815    
 
      GRAHAM   WA     98338     Primary   Manufactured Housing     360       353       82.4       5.75     9/1/2005   8/1/1935     1021.84       1021.84     3/1/2006     175100       173801.71     Purchase     5.75  
  816    
 
      INDIANAPOLIS   IN     46229     Primary   Single Family     240       233       85.47       12.65     9/1/2005   8/1/2025     344.02       344.02     3/1/2006     30000       29669.79     Cash Out Refinance     12.65  
  817    
 
      MABLETON   GA     30126     Primary   PUD     240       233       79.35       11.95     9/1/2005   8/1/2025     274.41       274.41     3/1/2006     25000       24816.44     Cash Out Refinance     11.95  
  818    
 
      PEORIA   AZ     85381     Primary   Single Family     360       353       69.37       10.75     9/1/2005   8/1/1935     583.43       583.43     3/1/2006     62500       62330.77     Cash Out Refinance     10.75  
  819    
 
      PLANO   TX     75025     Primary   PUD     360       353       80       11.65     9/1/2005   8/1/1935     688.74       688.74     3/1/2006     68753       68588.16     Cash Out Refinance     11.65  
  820    
 
      SPRINGFIELD   OH     45506     Primary   Single Family     360       353       91.8       7.625     9/1/2005   8/1/1935     682.25       682.25     3/1/2006     96390       95892.19     Rate/Term Refinance     7.625  
  821    
 
      HOLLYWOOD   FL     33020     Primary   Single Family     360       353       77.25       6.99     9/1/2005   8/1/1935     754.74       754.74     3/1/2006     113557.5       112735.31     Cash Out Refinance     6.99  
  822    
 
      WENTZVILLE   MO     63385     Primary   Single Family     360       353       85.85       5.65     9/1/2005   8/1/1935     852.36       852.36     3/1/2006     147662       146546.51     Rate/Term Refinance     5.65  
  823    
 
      WINTERSET   IA     50273     Primary   Single Family     360       353       88.05       7.05     9/1/2005   8/1/1935     942.07       942.07     3/1/2006     140887       140072.23     Cash Out Refinance     7.05  
  824    
 
      ADA   OK     74820     Primary   Single Family     360       353       87.55       9.25     9/1/2005   8/1/1935     972.34       972.34     3/1/2006     118192       117751.09     Cash Out Refinance     9.25  
  825    
 
      HOLLISTER   CA     95023     Primary   PUD     180       173       38.48       5     9/1/2005   8/1/2020     2160.45       2160.45     3/1/2006     273200       265955.11     Cash Out Refinance     5  
  826    
 
      MITCHELLS   VA     22729     Primary   Single Family     360       353       60       6.48     9/1/2005   8/1/1935     851.52       851.52     3/1/2006     135000       134128.34     Cash Out Refinance     6.48  
  827    
 
      HAMMOND   IN     46323     Primary   Single Family     360       353       90       8.4     9/1/2005   8/1/1935     1165.62       1165.62     3/1/2006     153000       152323.6     Cash Out Refinance     8.4  
  828    
 
      GRANTS PASS   OR     97526     Primary   Manufactured Housing     360       353       65.57       7.95     9/1/2005   8/1/1935     1053.44       1053.44     3/1/2006     144250       143551.76     Cash Out Refinance     7.95  
  829    
 
      TWO RIVERS   WI     54241     Primary   Single Family     360       353       90       7.49     9/1/2005   8/1/1935     502.95       502.95     3/1/2006     72000       71618.06     Cash Out Refinance     7.49  
  830    
 
      CLOVIS   CA     93611     Primary   Single Family     360       353       81.27       10.7     9/1/2005   8/1/1935     739.14       739.14     3/1/2006     79500       79281.51     Cash Out Refinance     10.7  
  831    
 
      GILROY   CA     95020     Primary   Single Family     360       353       77.8       11.95     9/1/2005   8/1/1935     655.85       655.85     3/1/2006     64000       63836.33     Cash Out Refinance     11.95  
  832    
 
      POINT PLEASANT BORO   NJ     8742     Primary   Single Family     360       353       68.25       10.75     9/1/2005   8/1/1935     494.75       494.75     3/1/2006     53000       52834.63     Cash Out Refinance     10.75  
  833    
 
      REDLANDS   CA     92374     Primary   Single Family     300       293       44.69       11.65     9/1/2005   8/1/1930     308.24       308.24     3/1/2006     30000       29877.56     Cash Out Refinance     11.65  
  834    
 
      CROMWELL   CT     6416     Primary   Condominium     360       353       46.01       12.25     9/1/2005   8/1/1935     261.98       261.98     3/1/2006     25000       24951.14     Cash Out Refinance     12.25  
  835    
 
      WEST COVINA   CA     91791     Primary   Single Family     180       173       43.41       7.85     9/1/2005   8/1/2020     195.31       195.31     3/1/2006     27000       26833.16     Cash Out Refinance     7.85  
  836    
 
      BUCKEYE   AZ     85326     Primary   Single Family     360       353       77.77       6.99     9/1/2005   8/1/1935     1261.14       1261.14     3/1/2006     189750       188639.82     Cash Out Refinance     6.99  
  837    
 
      LEESBURG   VA     20176     Primary   PUD     360       353       88       7     9/1/2005   8/1/1935     3850       3849.95     3/1/2006     660000       659991.94     Rate/Term Refinance     7  
  838    
 
      CENTERVILLE   MA     2632     Primary   Single Family     360       353       79.37       7.5     9/1/2005   8/1/1935     1748.04       1748.04     3/1/2006     250000       248676.61     Cash Out Refinance     7.5  
  839    
 
      SUGAR CREEK   MO     64054     Primary   Single Family     360       353       80       7.27     9/1/2005   8/1/1935     738.22       738.22     3/1/2006     108000       107364.39     Rate/Term Refinance     7.27  
  840    
 
      RALEIGH   NC     27613     Primary   Single Family     360       353       78.75       6.3     9/1/2005   8/1/1935     1949.77       1949.77     3/1/2006     315000       312894.93     Cash Out Refinance     6.3  
  841    
 
      HOMESTEAD   FL     33032     Primary   Single Family     360       353       92.7       6.44     9/1/2005   8/1/1935     1339.24       1339.24     3/1/2006     213210       211822.74     Cash Out Refinance     6.44  

Page 21 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  842    
 
      MARSHALL   WI     53559     Primary   Single Family     360       353       69.68       7.4     9/1/2005   8/1/1935     1042.03       1042.03     3/1/2006     150500       149333.95     Cash Out Refinance     7.4  
  843    
 
      SAINT AUGISTINE   FL     32095     Primary   Single Family     360       353       90       6.37     9/1/2005   8/1/1935     1304.26       1304.25     3/1/2006     245700       245698.9     Cash Out Refinance     6.37  
  844    
 
      TOWNSHIP OF OLD BRIDGE   NJ     8857     Primary   Single Family     360       353       80       6.8     9/1/2005   8/1/1935     1470.74       1470.74     3/1/2006     225600       224230.51     Cash Out Refinance     6.8  
  845    
 
      HAZEL PARK   MI     48030     Primary   Single Family     360       353       80       7.8     9/1/2005   8/1/1935     639.6       639.39     3/1/2006     98400       98368.02     Purchase     7.8  
  846    
 
      CRESTVIEW   FL     32536     Primary   Single Family     360       353       65       7.15     9/1/2005   8/1/1935     899.98       899.98     3/1/2006     133250       132494.38     Cash Out Refinance     7.15  
  847    
 
      PISCATAWAY   NJ     8854     Primary   Single Family     180       173       40.67       11.35     9/1/2005   8/1/2020     289.67       289.67     3/1/2006     25000       24616.79     Cash Out Refinance     11.35  
  848    
 
      FONTANA   CA     92336     Primary   Single Family     360       353       74.69       8.85     9/1/2005   8/1/1935     428.69       428.69     3/1/2006     54000       53782.16     Cash Out Refinance     8.85  
  849    
 
      VIRGINIA BEACH   VA     23456     Primary   Single Family     360       353       64.96       6.75     9/1/2005   8/1/1935     1470.37       1470.37     3/1/2006     226700       225310.47     Cash Out Refinance     6.75  
  850    
 
      STEPHENVILLE   TX     76401     Primary   Single Family     360       353       72.21       13.62     9/1/2005   8/1/1935     288.72       288.72     3/1/2006     25000       24963.93     Cash Out Refinance     13.62  
  851    
 
      WYLIE   TX     75098     Primary   PUD     360       353       90       7.45     9/1/2005   8/1/1935     1109.34       1109.34     3/1/2006     159434       158581.61     Purchase     7.45  
  852    
 
      SPARKS   NV     89436     Primary   PUD     360       353       90       6.5     9/1/2005   8/1/1935     1342.69       1342.69     3/1/2006     247882       247882     Purchase     6.5  
  853    
 
      PEORIA   AZ     85345     Primary   PUD     360       353       90       6.85     9/1/2005   8/1/1935     1069.01       1069.01     3/1/2006     163142       162161.14     Purchase     6.85  
  854    
 
      GILBERT   AZ     85233     Primary   PUD     360       353       80.45       10.2     9/1/2005   8/1/1935     428.35       428.35     3/1/2006     48000       47853.87     Cash Out Refinance     10.2  
  855    
 
      PARKER   CO     80134     Primary   Single Family     360       353       92.7       6.99     9/1/2005   8/1/1935     1511.94       1511.94     3/1/2006     259560       259559.99     Rate/Term Refinance     6.99  
  856    
 
      COLORADO SPRINGS   CO     80906     Primary   Single Family     360       353       80       5.8     9/1/2005   8/1/1935     1546.67       1545.91     3/1/2006     320000       319764.38     Cash Out Refinance     5.8  
  857    
 
      COLORADO SPRINGS   CO     80925     Primary   Single Family     360       353       79.52       7.99     9/1/2005   8/1/1935     1807.02       1807.02     3/1/2006     246500       245316.4     Cash Out Refinance     7.99  
  858    
 
      MATTHEWS   NC     28105     Primary   PUD     360       353       85       9.99     9/1/2005   8/1/1935     1058.34       1058.34     3/1/2006     120700       120315.92     Cash Out Refinance     9.99  
  859    
 
      SAN BERNARDINO   CA     92407     Primary   Single Family     360       353       80       5.75     9/1/2005   8/1/1935     1213.84       1213.84     3/1/2006     208000       206457.76     Rate/Term Refinance     5.75  
  860    
 
      BRISTOL   RI     2809     Primary   Single Family     240       233       51.91       9.9     9/1/2005   8/1/2025     613.38       613.38     3/1/2006     64000       63387.74     Cash Out Refinance     9.9  
  861    
 
      HUBBARDSTON   MA     1452     Primary   Single Family     360       353       80       9.25     9/1/2005   8/1/1935     1184.66       1184.66     3/1/2006     144000       143465.14     Cash Out Refinance     9.25  
  862    
 
      SAINT LOUIS   MO     63115     Primary   Single Family     360       353       86.7       6.95     9/1/2005   8/1/1935     459.13       459.13     3/1/2006     69360       68956.07     Cash Out Refinance     6.95  
  863    
 
      PACIFIC   MO     63069     Primary   Single Family     120       113       62.2       8.85     9/1/2005   8/1/2015     641.92       641.92     3/1/2006     51000       49097.76     Cash Out Refinance     8.85  
  864    
 
      CEDAR CREEK   TX     78612     Primary   Single Family     360       353       75       6.79     9/1/2005   8/1/1935     976.89       976.89     3/1/2006     150000       149087.61     Cash Out Refinance     6.79  
  865    
 
      QUINCY   FL     32351     Primary   Single Family     360       353       85.85       7.25     9/1/2005   8/1/1935     1013.17       1013.17     3/1/2006     148520       147694.12     Rate/Term Refinance     7.25  
  866    
 
      CHESTERFIELD   VA     23832     Primary   Single Family     360       353       80       6.4     9/1/2005   8/1/1935     704       704     3/1/2006     132000       131999.31     Rate/Term Refinance     6.4  
  867    
 
      SUMNER   WA     98390     Primary   Manufactured Housing     360       353       80       6.49     9/1/2005   8/1/1935     808.21       808.21     3/1/2006     128000       127175.12     Cash Out Refinance     6.49  
  868    
 
      CASTLE ROCK   WA     98611     Primary   Single Family     360       353       93.18       6.55     9/1/2005   8/1/1935     1124.91       1124.91     3/1/2006     177050       175922.07     Cash Out Refinance     6.55  
  869    
 
      WINLOCK   WA     98596     Primary   Single Family     360       353       71.05       6.15     9/1/2005   8/1/1935     649.29       649.29     3/1/2006     106575       105842.17     Cash Out Refinance     6.15  
  870    
 
      ENGLISH   IN     47118     Primary   Single Family     360       353       90       8.75     9/1/2005   8/1/1935     679.71       679.71     2/10/2006     86400       86096.24     Cash Out Refinance     8.75  
  871    
 
      LOXAHATCHEE   FL     33470     Primary   Single Family     360       353       75.48       9.8     9/1/2005   8/1/1935     547.9       547.9     3/1/2006     63500       63289.68     Cash Out Refinance     9.8  
  872    
 
      SANTEE   CA     92071     Primary   Single Family     360       353       48.21       11     9/1/2005   8/1/1935     428.55       428.55     3/1/2006     45000       44863.01     Cash Out Refinance     11  
  873    
 
      FORT MOHAVE   AZ     86426     Primary   Single Family     360       353       59.52       9.285     9/1/2005   8/1/1935     599.93       599.93     3/1/2006     72700       72400.78     Cash Out Refinance     9.285  
  874    
 
      FORT MYERS   FL     33912     Primary   Single Family     360       353       41.54       5.75     9/1/2005   8/1/1935     472.7       472.7     3/1/2006     81000       80399.39     Cash Out Refinance     5.75  
  875    
 
      FERN PARK   FL     32730     Primary   Single Family     360       353       85       5.85     9/1/2005   8/1/1935     853.61       852.69     3/1/2006     175100       174910.72     Cash Out Refinance     5.85  
  876    
 
      ORANGE   TX     77632     Primary   Single Family     360       353       81.63       6.9     9/1/2005   8/1/1935     1021.43       1021.43     3/1/2006     155090       154166.57     Rate/Term Refinance     6.9  
  877    
 
      ROHNERT PARK   CA     94928     Primary   Single Family     360       353       74.86       11     9/1/2005   8/1/1935     952.33       952.33     3/1/2006     100000       99743.39     Cash Out Refinance     11  
  878    
 
      NEW CUMBERLAND   WV     26047     Primary   Single Family     360       353       85       8.99     9/1/2005   8/1/1935     539.83       539.83     3/1/2006     67150       66856.79     Cash Out Refinance     8.99  
  879    
 
      BETHLEHEM   PA     18018     Primary   Townhouse     360       353       69.58       5.95     9/1/2005   8/1/1935     535.28       535.28     3/1/2006     89760       89117.26     Cash Out Refinance     5.95  
  880    
 
      BROWNS VALLEY   CA     95918     Primary   Single Family     360       353       27.4       9.8     9/1/2005   8/1/1935     605.71       605.71     3/1/2006     70200       69967.5     Cash Out Refinance     9.8  
  881    
 
      PUYALLUP   WA     98375     Primary   PUD     360       353       90       6.32     9/1/2005   8/1/1935     1451.45       1451.45     3/1/2006     234000       232442.22     Rate/Term Refinance     6.32  

Page 22 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  882    
 
      TEANECK   NJ     7666     Primary   Single Family     240       233       67.11       10.353     8/30/2005   7/30/2025     524.06       524.06     2/28/2006     53000       52520.1     Cash Out Refinance     10.353  
  883    
 
      POMPANO BEACH   FL     33064     Primary   Single Family     360       353       61.67       6.4     9/1/2005   8/1/1935     867.89       867.89     3/1/2006     138750       137840.25     Cash Out Refinance     6.4  
  884    
 
      CENTERVILLE   TX     75833     Primary   Single Family     360       353       85       8.7     9/1/2005   8/1/1935     469.3       469.3     3/1/2006     59925       59675.72     Purchase     8.7  
  885    
 
      BLAINE   MN     55449     Primary   Condominium     360       353       90       6.7     9/1/2005   8/1/1935     1093.39       1093.08     3/1/2006     195831       195776.32     Purchase     6.7  
  886    
 
      CIBOLO   TX     78108     Primary   PUD     360       353       90       7.5     9/1/2005   8/1/1935     862.92       862.92     3/1/2006     123412       122729.5     Purchase     7.5  
  887    
 
      BOISE   ID     83716     Primary   Single Family     360       353       80       6.65     9/1/2005   8/1/1935     496.53       496.52     3/1/2006     89600       89597.23     Purchase     6.65  
  888    
 
      GOODYEAR   AZ     85338     Primary   PUD     360       353       80       6.49     9/1/2005   8/1/1935     1341.27       1341.27     3/1/2006     248000       247999.96     Purchase     6.49  
  889    
 
      OVIEDO   FL     32765     Primary   Single Family     240       233       79.41       9.6     9/1/2005   8/1/2025     469.34       469.34     3/1/2006     50000       49463.24     Cash Out Refinance     9.6  
  890    
 
      TUCSON   AZ     85745     Primary   Townhouse     360       353       85.49       11.65     9/1/2005   8/1/1935     283.69       283.69     3/1/2006     28319.15       28203.04     Cash Out Refinance     11.65  
  891    
 
      CINCINNATI   OH     45241     Primary   Single Family     360       353       75       6.75     9/1/2005   8/1/1935     642.12       642.12     3/1/2006     99000       98393.06     Cash Out Refinance     6.75  
  892    
 
      TROY   OH     45373     Primary   Single Family     360       353       90.96       7.5     9/1/2005   8/1/1935     763.2       763.2     3/1/2006     109150       108572.16     Cash Out Refinance     7.5  
  893    
 
      HAMILTON   OH     45011     Primary   Single Family     360       353       90       9.1     9/1/2005   8/1/1935     511.46       511.46     3/1/2006     63000       62549.32     Cash Out Refinance     9.1  
  894    
 
      AURORA   CO     80014     Primary   Single Family     360       353       80       5.75     9/1/2005   8/1/1935     437       436.95     3/1/2006     91200       91188.58     Rate/Term Refinance     5.75  
  895    
 
      N MIAMI   FL     33162     Primary   Single Family     360       353       63.22       5.6     9/1/2005   8/1/1935     814.33       811.64     3/1/2006     174500       173727.12     Cash Out Refinance     5.6  
  896    
 
      PUYALLUP   WA     98374     Primary   PUD     360       353       92.58       7.84     9/1/2005   8/1/1935     1685.99       1685.99     3/1/2006     233308       232153.6     Cash Out Refinance     7.84  
  897    
 
      GARDEN GROVE   CA     92843     Primary   Single Family     360       353       80.48       5.49     9/1/2005   8/1/1935     2301.23       2301.22     3/1/2006     503000       502999.99     Rate/Term Refinance     5.49  
  898    
 
      REDDING   CA     96003     Primary   Manufactured Housing     360       353       75.69       6.15     9/1/2005   8/1/1935     1005.23       1005.23     3/1/2006     165000       163865.44     Cash Out Refinance     6.15  
  899    
 
      CHATTANOOGA   TN     37411     Primary   Single Family     360       353       80       6.99     9/1/2005   8/1/1935     505.12       505.12     3/1/2006     76000       75555.35     Cash Out Refinance     6.99  
  900    
 
      BELLEVILLE   IL     62226     Primary   Single Family     360       353       84.3       7.45     9/1/2005   8/1/1935     709.71       709.71     3/1/2006     102000       101454.72     Cash Out Refinance     7.45  
  901    
 
      BULLHEAD CITY   AZ     86439     Primary   Manufactured Housing     360       353       58.82       7.4     9/1/2005   8/1/1935     346.19       346.19     3/1/2006     50000       49730.04     Cash Out Refinance     7.4  
  902    
 
      NEW RIVER   AZ     85087     Primary   Manufactured Housing     360       353       77.58       5.65     9/1/2005   8/1/1935     1303.11       1303.11     3/1/2006     225750       224009.14     Rate/Term Refinance     5.65  
  903    
 
      PORT SAINT LUCIE   FL     34983     Primary   Single Family     360       353       77.89       7.45     9/1/2005   8/1/1935     1029.78       1029.78     3/1/2006     148000       147208.75     Cash Out Refinance     7.45  
  904    
 
      ANTELOPE   CA     95843     Primary   Single Family     360       353       80.31       9.5     9/1/2005   8/1/1935     546.56       546.56     3/1/2006     65000       64742.36     Cash Out Refinance     9.5  
  905    
 
      MANTECA   CA     95337     Primary   Single Family     360       353       93.01       6.35     9/1/2005   8/1/1935     2037.14       2037.14     3/1/2006     327390       325142.72     Cash Out Refinance     6.35  
  906    
 
      ARLINGTON   WA     98223     Primary   Manufactured Housing     360       353       70.87       8.6     9/1/2005   8/1/1935     1264.9       1264.9     3/1/2006     163000       162308.13     Cash Out Refinance     8.6  
  907    
 
      RADCLIFF   KY     40160     Primary   Single Family     360       353       85.75       6.55     9/1/2005   8/1/1935     719.2       719.2     3/1/2006     113195       112473.88     Rate/Term Refinance     6.55  
  908    
 
      WINDSOR   CT     6095     Primary   Single Family     360       353       92.66       7.9     9/1/2005   8/1/1935     1852.04       1852.04     3/1/2006     254819       253573.24     Rate/Term Refinance     7.9  
  909    
 
      WEST HAVEN   CT     6516     Primary   Single Family     360       353       51.76       6.15     9/1/2005   8/1/1935     662.24       662.24     3/1/2006     108700       107952.53     Rate/Term Refinance     6.15  
  910    
 
      BRICK   NJ     8724     Primary   Single Family     360       353       90       11.65     9/1/2005   8/1/1935     1124.47       1124.47     3/1/2006     112250       111939.65     Cash Out Refinance     11.65  
  911    
 
      RANCHO CUCAMONGA   CA     91737     Primary   Single Family     360       353       72.23       10.5     9/1/2005   8/1/1935     365.9       365.9     3/1/2006     40000       39822.25     Cash Out Refinance     10.5  
  912    
 
      EL MIRAGE   AZ     85335     Primary   Single Family     360       353       84.35       11.7     9/1/2005   8/1/1935     467.6       467.6     3/1/2006     46500       46397.47     Cash Out Refinance     11.7  
  913    
 
      FRESNO   CA     93722     Primary   Single Family     300       293       45.26       10.5     9/1/2005   8/1/1930     377.68       377.68     3/1/2006     40000       39640.87     Cash Out Refinance     10.5  
  914    
 
      GALT   CA     95632     Primary   Single Family     240       233       76.89       10.3     9/1/2005   8/1/2025     635.32       635.32     3/1/2006     64500       63913.19     Cash Out Refinance     10.3  
  915    
 
      ORANGE CITY   FL     32763     Primary   Single Family     360       353       67.13       5.69     9/1/2005   8/1/1935     474.83       474.83     3/1/2006     81900       81162.43     Cash Out Refinance     5.69  
  916    
 
      FAIRFIELD   CA     94533     Primary   PUD     180       173       80.49       7.99     9/1/2005   8/1/2020     997.97       997.97     3/1/2006     136136       135482.35     Cash Out Refinance     7.99  
  917    
 
      DOWAGIAC   MI     49047     Primary   Single Family     180       173       50.22       13.2     9/1/2005   8/1/2020     383.53       383.53     3/1/2006     30000       29562.97     Cash Out Refinance     13.2  
  918    
 
      VINELAND   NJ     8360     Primary   Single Family     240       233       83.16       10.55     9/1/2005   8/1/2025     699.72       699.72     3/1/2006     69850       69235.62     Cash Out Refinance     10.55  
  920    
 
      ASHBURN   VA     20148     Primary   PUD     360       353       78.61       8.99     9/1/2005   8/1/1935     2734.88       2734.88     3/1/2006     340200       338725.94     Cash Out Refinance     8.99  
  921    
 
      GAITHERSBURG   MD     20877     Primary   PUD     240       233       68.84       9.75     9/1/2005   8/1/2025     407.87       407.87     3/1/2006     43000       42580.44     Cash Out Refinance     9.75  
  922    
 
      OAKWOOD   GA     30566     Primary   Single Family     360       353       85.48       13.6     9/1/2005   8/1/1935     360.69       360.69     3/1/2006     31275       31229.81     Cash Out Refinance     13.6  

Page 23 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  923    
 
      GREENFIELD   CA     93927     Primary   Single Family     360       353       66.67       8.85     9/1/2005   8/1/1935     491.4       491.4     3/1/2006     61900       61650.32     Cash Out Refinance     8.85  
  924    
 
      TOMBALL   TX     77375     Primary   Manufactured Housing     360       353       75       10.25     9/1/2005   8/1/1935     705.68       705.68     3/1/2006     78750       78512.82     Cash Out Refinance     10.25  
  925    
 
      MCDONOUGH   GA     30252     Primary   Single Family     360       353       91.8       7.85     9/1/2005   8/1/1935     920.34       920.34     3/1/2006     127234.8       126606.49     Cash Out Refinance     7.85  
  926    
 
      LITITZ   PA     17543     Primary   Single Family     156       149       85.15       12.15     9/1/2005   8/1/2018     479.24       479.24     3/1/2006     37500       36780.02     Cash Out Refinance     12.15  
  927    
 
      SALINAS   CA     93907     Primary   Single Family     360       353       78.69       8.99     9/1/2005   8/1/1935     1631.93       1631.93     3/1/2006     203000       202204.45     Cash Out Refinance     8.99  
  928    
 
      HARRISBURG   PA     17110     Primary   Single Family     360       353       79.37       6.85     9/1/2005   8/1/1935     327.63       327.63     3/1/2006     50000       49699.4     Cash Out Refinance     6.85  
  929    
 
      SAN BERNARDINO   CA     92407     Primary   Single Family     360       353       85.75       6.65     9/1/2005   8/1/1935     1348.64       1348.64     3/1/2006     210080       208767.2     Cash Out Refinance     6.65  
  930    
 
      BAKERSFIELD   CA     93313     Primary   Single Family     360       353       65       6.15     9/1/2005   8/1/1935     1306.8       1306.8     3/1/2006     214500       213025.07     Cash Out Refinance     6.15  
  931    
 
      SOMERSWORTH   NH     3878     Primary   Single Family     360       353       78.99       12.05     9/1/2005   8/1/1935     516.24       516.24     3/1/2006     50000       49897.88     Cash Out Refinance     12.05  
  932    
 
      MILWAUKEE   WI     53206     Primary   Single Family     360       353       85       10.2     9/1/2005   8/1/1935     561.31       561.31     3/1/2006     62900       62708.54     Cash Out Refinance     10.2  
  933    
 
      DALTON   GA     30721     Primary   Single Family     360       353       90       9.9     9/1/2005   8/1/1935     900.65       900.65     3/1/2006     103500       103118.59     Cash Out Refinance     9.9  
  934    
 
      MIAMI   FL     33150     Primary   Single Family     360       353       42.94       7.1     9/1/2005   8/1/1935     490.58       490.58     3/1/2006     73000       72582     Cash Out Refinance     7.1  
  935    
 
      PALATKA   FL     32178     Primary   Single Family     360       353       82.61       8.17     9/1/2005   8/1/1935     991.71       991.71     3/1/2006     133000       132384.12     Cash Out Refinance     8.17  
  936    
 
      GLENMOORE   PA     19343     Primary   Single Family     360       353       76.47       7.33     9/1/2005   8/1/1935     446.95       446.95     3/1/2006     65000       64637.67     Cash Out Refinance     7.33  
  937    
 
      MIAMI   FL     33055     Primary   Single Family     360       353       64.27       6.7     9/1/2005   8/1/1935     1132.14       1132.14     3/1/2006     175450       174364.14     Cash Out Refinance     6.7  
  938    
 
      LANCASTER   TX     75146     Primary   Single Family     360       353       92.7       7.6     9/1/2005   8/1/1935     818.17       818.17     3/1/2006     115875       115273.6     Purchase     7.6  
  939    
 
      GOODLETTSVILLE   TN     37072     Primary   Manufactured Housing     360       353       80       9.3     9/1/2005   8/1/1935     416.46       416.46     3/1/2006     50400       50153.11     Purchase     9.3  
  940    
 
      KYLE   TX     78640     Primary   PUD     360       353       80       6.25     9/1/2005   8/1/1935     537.94       537.8     3/1/2006     103284       103257.11     Purchase     6.25  
  941    
 
      YUMA   AZ     85367     Primary   Single Family     360       353       80       6.7     9/1/2005   8/1/1935     1626.11       1626.11     3/1/2006     252000       250438.26     Purchase     6.7  
  942    
 
      PORTLAND   OR     97219     Primary   Single Family     360       353       80       6.85     9/1/2005   8/1/1935     1761.34       1761.34     3/1/2006     268800       267100.85     Purchase     6.85  
  943    
 
      MARIETTA   GA     30066     Primary   Single Family     240       233       88.4       12.6     9/1/2005   8/1/2025     285.8       285.8     3/1/2006     25000       24831.69     Cash Out Refinance     12.6  
  944    
 
      ASHEVILLE   NC     28806     Primary   Manufactured Housing     360       354       80       9.45     9/15/2005   8/15/1935     803.73       803.73     2/15/2006     96000       95707.93     Rate/Term Refinance     9.45  
  945    
 
      PORT ORCHARD   WA     98367     Primary   Manufactured Housing     360       353       57.82       6.79     9/1/2005   8/1/1935     794.56       794.56     3/1/2006     122003       121260.89     Cash Out Refinance     6.79  
  946    
 
      CAMPBELLSVILLE   KY     42718     Primary   Single Family     360       354       87.55       7.99     9/15/2005   8/15/1935     705.99       705.99     2/15/2006     96305       95909.93     Rate/Term Refinance     7.99  
  947    
 
      NAPA   CA     94559     Primary   Single Family     360       353       63.95       11.05     9/1/2005   8/1/1935     1453.28       1453.28     3/1/2006     152000       151614.17     Cash Out Refinance     11.05  
  948    
 
      HILLSBORO   OH     45133     Primary   Single Family     360       353       85       9.06     9/1/2005   8/1/1935     632.6       632.6     3/1/2006     78200       77897.9     Rate/Term Refinance     9.06  
  949    
 
      SAN JUAN   TX     78589     Primary   Single Family     360       353       85.87       8.49     9/1/2005   8/1/1935     578.54       578.54     3/1/2006     75310       74965.83     Rate/Term Refinance     8.49  
  950    
 
      MIAMI   FL     33055     Primary   PUD     360       354       92.7       5.79     9/15/2005   8/15/1935     1168.16       1168.16     2/15/2006     199305       197191.61     Cash Out Refinance     5.79  
  951    
 
      GILLROY   CA     95020     Primary   Single Family     360       353       49.33       6.24     9/1/2005   8/1/1935     2275.75       2275.75     3/1/2006     370000       367499     Cash Out Refinance     6.24  
  952    
 
      LUTZ   FL     33559     Primary   Single Family     360       353       85       8.7     9/1/2005   8/1/1935     1278.07       1278.07     3/1/2006     163200       162521.29     Cash Out Refinance     8.7  
  953    
 
      CORONA   CA     92881     Primary   Single Family     360       353       75       6.45     9/1/2005   8/1/1935     2136.56       2136.56     3/1/2006     397500       397499.99     Cash Out Refinance     6.45  
  954    
 
      MIAMI   FL     33196     Primary   Single Family     360       353       55.68       6.45     9/1/2005   8/1/1935     777.18       777.18     3/1/2006     123600       122796.5     Cash Out Refinance     6.45  
  955    
 
      FARMINGTON HILLS   MI     48331     Primary   Condominium     360       353       90       7.45     9/1/2005   8/1/1935     2407.19       2407.19     3/1/2006     387735       387734.99     Purchase     7.45  
  956    
 
      ROCKWALL   TX     75032     Primary   PUD     360       353       90       7.8     9/1/2005   8/1/1935     711.05       711.05     3/1/2006     109393       109393     Purchase     7.8  
  957    
 
      RIVERSIDE   CA     92508     Primary   PUD     360       353       90       7.2     9/1/2005   8/1/1935     2988.36       2988.36     3/1/2006     498060       498060     Purchase     7.2  
  958    
 
      NORTH LAS VEGAS   NV     89084     Primary   PUD     360       353       90       6.8     9/1/2005   8/1/1935     1943.18       1943.18     3/1/2006     342914       342913.99     Purchase     6.8  
  959    
 
      HOUSTON   TX     77075     Primary   PUD     360       353       90       7.35     9/1/2005   8/1/1935     755.88       755.88     3/1/2006     109710       109072.79     Purchase     7.35  
  960    
 
      AUSTIN   TX     78617     Primary   PUD     360       353       80       7.35     9/1/2005   8/1/1935     652.49       652.49     3/1/2006     94704       94187.59     Purchase     7.35  
  961    
 
      SPOKANE   WA     99217     Primary   Manufactured Housing     360       353       80.49       6.99     9/1/2005   8/1/1935     641.96       641.96     3/1/2006     96588       96022.64     Purchase     6.99  
  962    
 
      GOLD RIVER   CA     95670     Primary   PUD     360       353       80       5.73     9/1/2005   8/1/1935     1963.48       1963.48     3/1/2006     411200       411200     Purchase     5.73  

Page 24 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  963    
 
      ANGIER   NC     27501     Primary   Single Family     360       353       80       6.6     9/1/2005   8/1/1935     961.4       960.33     3/1/2006     174800       174565.19     Purchase     6.6  
  964    
 
      TEHACHAPI   CA     93561     Primary   Single Family     360       353       58.35       5.4     9/1/2005   8/1/1935     1089.37       1089.37     3/1/2006     194000       192464.82     Purchase     5.4  
  965    
 
      GIG HARBOR   WA     98329     Primary   Single Family     360       353       74.32       12.99     9/1/2005   8/1/1935     276.36       276.36     3/1/2006     25000       24764.16     Cash Out Refinance     12.99  
  966    
 
      RICHARDSON   TX     75082     Primary   Single Family     360       354       79.95       12.55     9/15/2005   8/15/1935     289.21       289.21     2/15/2006     27000       26926.62     Cash Out Refinance     12.55  
  967    
 
      WEST MANCHESTER   OH     45382     Primary   Single Family     360       354       91.57       6.99     9/15/2005   8/15/1935     377.36       377.36     2/15/2006     56776       56492.06     Cash Out Refinance     6.99  
  968    
 
      LANCASTER   CA     93534     Primary   Single Family     360       354       60.27       6.25     9/15/2005   8/15/1935     948.21       948.21     2/15/2006     154000       153111.75     Cash Out Refinance     6.25  
  969    
 
      EAST HADDAM   CT     6423     Primary   Single Family     360       354       80       9.65     9/15/2005   8/15/1935     1328.84       1328.84     2/15/2006     156000       155543.89     Rate/Term Refinance     9.65  
  970    
 
      MIDLOTHIAN   VA     23112     Primary   PUD     360       354       86.35       6.25     9/15/2005   8/15/1935     1355.69       1355.69     2/15/2006     220180       218910.04     Cash Out Refinance     6.25  
  971    
 
      W. TERRE HAUTE   IN     47885     Primary   Single Family     360       354       83.33       7.7     9/15/2005   8/15/1935     356.49       356.49     2/15/2006     50000       49782.58     Rate/Term Refinance     7.7  
  972    
 
      NEW CASTLE   IN     47362     Primary   Single Family     360       354       90       7.75     9/15/2005   8/15/1935     741.49       741.49     2/15/2006     103500       103054.55     Cash Out Refinance     7.75  
  973    
 
      EVANSVILLE   IN     47712     Primary   Single Family     360       354       80       6.35     9/15/2005   8/15/1935     572.46       572.46     2/15/2006     92000       91479.4     Rate/Term Refinance     6.35  
  974    
 
      WEST LONG BEACH   NJ     7764     Primary   Single Family     360       354       66.5       10.7     9/2/2005   8/2/1935     232.44       232.44     2/2/2006     25000       24935.58     Cash Out Refinance     10.7  
  975    
 
      GLENDORA   CA     91740     Primary   Single Family     360       354       78.17       8.85     9/15/2005   8/15/1935     396.93       396.93     2/15/2006     50000       49827.77     Cash Out Refinance     8.85  
  976    
 
      SAN ANTONIO   TX     78216     Primary   Single Family     360       354       50       6.7     9/2/2005   8/2/1935     451.7       451.7     2/2/2006     70000       69124.04     Cash Out Refinance     6.7  
  977    
 
      OAKLAND   MD     21550     Primary   Manufactured Housing     360       354       65.94       6.5     9/2/2005   8/2/1935     358.04       358.04     2/2/2006     56644.6       56333.12     Cash Out Refinance     6.5  
  978    
 
      GRAND PRAIRIE   TX     75052     Primary   PUD     360       353       90       7.2     9/1/2005   8/1/1935     982.86       982.86     3/1/2006     144796       143270.17     Purchase     7.2  
  979    
 
      GREENSBORO   NC     27407     Primary   Single Family     360       353       80       7.7     9/1/2005   8/1/1935     655.92       655.92     3/1/2006     92000       91420.68     Cash Out Refinance     7.7  
  980    
 
      OKLAHOMA CITY   OK     73119     Investor   Single Family     360       353       80.49       9.65     9/1/2005   8/1/1935     527.94       527.94     3/1/2006     61977.3       61765.46     Rate/Term Refinance     9.65  
  981    
 
      KINGMAN   AZ     86401     Primary   Single Family     360       353       80       6.7     9/1/2005   8/1/1935     722.2       722.2     3/1/2006     111920       111213.43     Purchase     6.7  
  982    
 
      DES MOINES   IA     50265     Primary   Single Family     360       353       80       7.15     9/1/2005   8/1/1935     704.99       704.99     3/1/2006     118320       118319.99     Purchase     7.15  
  983    
 
      ORANGE PARK   FL     32065     Primary   PUD     360       353       80       6.6     9/1/2005   8/1/1935     1046.89       1046.89     3/1/2006     163920       162885.76     Purchase     6.6  
  984    
 
      LOUISA   VA     23093     Primary   Single Family     360       353       90       9.2     9/1/2005   8/1/1935     1891.12       1891.12     3/1/2006     230890       230023.52     Purchase     9.2  
  985    
 
      BAKERSFIELD   CA     93307     Primary   Manufactured Housing     360       353       75.75       7     9/1/2005   8/1/1935     1164.17       1164.17     3/1/2006     174982.5       173451.2     Purchase     7  
  986    
 
      WALDORF   MD     20603     Primary   PUD     360       353       90       5.85     9/1/2005   8/1/1935     2623.34       2623.34     3/1/2006     444677       441440.4     Purchase     5.85  
  987    
 
      RIO RANCHO   NM     87144     Primary   Single Family     360       353       90       6.9     9/1/2005   8/1/1935     963.24       963.24     3/1/2006     146255       145384.18     Purchase     6.9  
  988    
 
      ISSAQUAH   WA     98027     Primary   Condominium     360       353       80       6.79     9/1/2005   8/1/1935     837.43       837.43     3/1/2006     148000       148000     Purchase     6.79  
  989    
 
      DALLAS   TX     75229     Investor   Single Family     360       353       75.49       8.79     9/1/2005   8/1/1935     1102.68       1102.68     3/1/2006     139657       138210.49     Rate/Term Refinance     8.79  
  990    
 
      NEW CANAAN   CT     6840     Primary   Single Family     360       353       40.34       7.05     9/1/2005   8/1/1935     1103.3       1103.3     3/1/2006     165000       164045.84     Purchase     7.05  
  991    
 
      DEBARY   FL     32713     Primary   Single Family     240       234       85.31       11.85     9/3/2005   8/3/2025     294.48       294.48     2/3/2006     27000       26828.69     Cash Out Refinance     11.85  
  992    
 
      EDMOND   OK     73103     Primary   Single Family     180       174       84.96       10.99     9/3/2005   8/3/2020     533.91       533.91     2/3/2006     47000       46364.8     Cash Out Refinance     10.99  
  993    
 
      MONTPELIER   OH     43543     Primary   Manufactured Housing     360       354       75.75       6.99     9/3/2005   8/3/1935     468.22       468.22     2/3/2006     70447       70094.71     Cash Out Refinance     6.99  
  994    
 
      GREENVILLE   MI     48838     Primary   Single Family     360       354       90       7.4     9/15/2005   8/15/1935     716.62       716.62     2/15/2006     103500       102883.23     Cash Out Refinance     7.4  
  995    
 
      WEST PALM BEACH   FL     33415     Primary   Single Family     360       354       65.92       6.15     9/15/2005   8/15/1935     1004.01       1004.01     2/15/2006     164800       163831.2     Cash Out Refinance     6.15  
  996    
 
      EL MIRAGE   AZ     85335     Primary   PUD     360       354       80       5.4     9/15/2005   8/15/1935     558       558     2/15/2006     124000       124000     Rate/Term Refinance     5.4  
  997    
 
      SURPRISE   AZ     85374     Primary   PUD     360       354       90       6.7     9/15/2005   8/15/1935     1306.5       1306.5     2/15/2006     234000       234000     Cash Out Refinance     6.7  
  999    
 
      SOUTH OZONE PARK   NY     11420     Primary   Single Family     240       234       70.25       12.63     9/3/2005   8/3/2025     309.24       309.24     2/3/2006     27000       26845.6     Cash Out Refinance     12.63  
  1000    
 
      AGUA DULCE   CA     91390     Primary   Single Family     360       354       81.94       9.6     9/15/2005   8/15/1935     690.08       690.08     2/15/2006     81362       81122.15     Cash Out Refinance     9.6  
  1001    
 
      WILLIS   TX     77378     Primary   PUD     360       354       80       6.35     9/15/2005   8/15/1935     781.53       781.53     2/15/2006     125600       124889.27     Rate/Term Refinance     6.35  
  1002    
 
      WESTFIELD   NJ     7090     Primary   Single Family     60       53       34.66       10.95     8/30/2005   7/30/2010     1084.79       1084.79     2/28/2006     50000       44938.31     Cash Out Refinance     10.95  
  1003    
 
      COLTON   CA     92324     Primary   Single Family     360       354       75       6.25     10/1/2005   9/1/1935     1436.16       1436.16     3/1/2006     233250       231636.36     Cash Out Refinance     6.25  

Page 25 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  1004    
 
      SNELLVILLE   GA     30039     Primary   Single Family     360       353       80       6.75     9/1/2005   8/1/1935     1079.27       1079.27     3/1/2006     166400       165380.02     Cash Out Refinance     6.75  
  1005    
 
      POTTSTOWN   PA     19464     Primary   Single Family     360       354       84.8       10     10/1/2005   9/1/1935     930.23       930.23     3/1/2006     106000       105651.42     Cash Out Refinance     10  
  1006    
 
      BARNET   VT     5821     Second Home   Single Family     360       353       75       7.25     9/1/2005   8/1/1935     480.93       480.93     3/1/2006     70500       70108.01     Cash Out Refinance     7.25  
  1007    
 
      CENTENNIAL   CO     80015     Primary   PUD     360       353       80       7.25     9/1/2005   8/1/1935     1211.55       1211.55     3/1/2006     177461.45       176612.38     Purchase     7.25  
  1008    
 
      OAK PARK   MI     48237     Primary   Single Family     360       353       79.19       8     9/1/2005   8/1/1935     522.67       522.67     3/1/2006     78400       78400     Purchase     8  
  1009    
 
      LONDON   KY     40741     Primary   Single Family     360       353       80       5.95     9/1/2005   8/1/1935     477.07       477.07     3/1/2006     80000       79428.7     Cash Out Refinance     5.95  
  1010    
 
      HERMITAGE   TN     37076     Primary   Single Family     360       354       100       7.32     9/4/2005   8/4/1935     893.01       893.01     2/4/2006     130000       129390.72     Cash Out Refinance     7.32  
  1011    
 
      CLERMONT   FL     34711     Second Home   PUD     360       353       50.09       6.7     9/1/2005   8/1/1935     774.34       774.34     3/1/2006     120000       119217.22     Purchase     6.7  
  1012    
 
      BEDFORD HEIGHTS   OH     44146     Primary   Single Family     360       354       80       9.05     9/15/2005   8/15/1935     918.15       918.15     2/15/2006     113600       113224.47     Rate/Term Refinance     9.05  
  1013    
 
      MATTHEWS   NC     28104     Primary   PUD     360       354       31.11       8.25     9/15/2005   8/15/1935     1562.64       1562.64     2/15/2006     208000       207190.36     Cash Out Refinance     8.25  
  1014    
 
      BRIDGTON   ME     4009     Primary   Single Family     360       354       38.81       6.95     9/5/2005   8/5/1935     344.22       344.22     2/5/2006     52000       51099.92     Cash Out Refinance     6.95  
  1015    
 
      MOUNT AIRY   NC     27030     Primary   Single Family     360       354       67.23       6.75     9/5/2005   8/5/1935     518.88       518.88     2/5/2006     80000       78871.76     Cash Out Refinance     6.75  
  1016    
 
      TERRE HAUTE   IN     47802     Primary   Single Family     360       354       67.8       7.45     9/15/2005   8/15/1935     556.64       556.64     2/15/2006     80000       79634.52     Cash Out Refinance     7.45  
  1017    
 
      MOULTONBOROUGH   NH     3254     Primary   PUD     360       354       78.5       12.05     9/5/2005   8/5/1935     361.37       361.37     2/5/2006     35000       34894.99     Cash Out Refinance     12.05  
  1018    
 
      STRATFORD   CT     6614     Primary   Single Family     360       354       74.49       9     9/5/2005   8/5/1935     410.36       410.36     2/5/2006     51000       50829.67     Cash Out Refinance     9  
  1019    
 
      ELLICOTT CITY   MD     21043     Primary   Single Family     360       354       42.8       10.35     9/5/2005   8/5/1935     263.84       263.84     2/5/2006     29200       29108.43     Cash Out Refinance     10.35  
  1020    
 
      FRISCO   TX     75034     Primary   Single Family     180       174       50       6.5     10/1/2005   9/1/2020     522.67       522.67     3/1/2006     60000       58797.8     Cash Out Refinance     6.5  
  1021    
 
      SANTA ROSA   CA     95409     Primary   Single Family     360       354       75       7.15     10/1/2005   9/1/1935     2346.09       2346.09     3/1/2006     393750       393750     Cash Out Refinance     7.15  
  1022    
 
      PERRIS   CA     92570     Primary   Manufactured Housing     360       354       77.32       6.5     10/1/2005   9/1/1935     1314.71       1314.71     3/1/2006     208000       206856.35     Cash Out Refinance     6.5  
  1023    
 
      ALAMEDA   CA     94501     Primary   Single Family     360       354       80       6.65     10/1/2005   9/1/1935     2172.33       2172.31     3/1/2006     392000       391995.93     Purchase     6.65  
  1024    
 
      GIBSONIA   PA     15044     Primary   Single Family     360       354       80       7.5     9/5/2005   8/5/1935     1426.4       1426.4     2/5/2006     204000       203077.28     Cash Out Refinance     7.5  
  1025    
 
      SUNRISE   FL     33313     Primary   Single Family     360       354       76.84       5.95     10/1/2005   9/1/1935     870.66       870.66     3/1/2006     146000       145108.55     Cash Out Refinance     5.95  
  1026    
 
      BRIDGEPORT   TX     76426     Primary   Manufactured Housing     360       354       80       9.5     9/15/2005   8/15/1935     504.52       504.52     2/15/2006     60000       59793.5     Cash Out Refinance     9.5  
  1027    
 
      PORTERVILLE   CA     93257     Primary   Single Family     360       354       80.46       10.05     9/15/2005   8/15/1935     298.31       298.31     2/15/2006     33850       33759.21     Cash Out Refinance     10.05  
  1028    
 
      GRAND PRAIRIE   TX     75050     Primary   Single Family     360       354       80       10.35     9/8/2005   8/8/1935     517.63       517.63     2/8/2006     57288.37       57143.98     Cash Out Refinance     10.35  
  1029    
 
      JOHNSTOWN   CO     80534     Primary   PUD     360       354       92.7       6.25     9/15/2005   8/15/1935     1232.87       1232.87     2/15/2006     200232       199077.09     Cash Out Refinance     6.25  
  1030    
 
      DYERSBURG   TN     38024     Primary   Single Family     360       354       90       8.75     9/8/2005   8/8/1935     591.21       591.21     2/8/2006     75150       74811.14     Cash Out Refinance     8.75  
  1031    
 
      GLENDORA   CA     91741     Primary   Single Family     360       354       63.46       9.35     9/8/2005   8/8/1935     1659.87       1659.87     2/8/2006     200000       199378.78     Cash Out Refinance     9.35  
  1032    
 
      NEW BRAUNFELS   TX     78130     Primary   Single Family     240       234       71.52       13     9/8/2005   8/8/2025     667.8       667.8     2/8/2006     57000       56567.24     Cash Out Refinance     13  
  1033    
 
      DALLAS   TX     75229     Primary   Single Family     360       354       79.4       10.75     9/8/2005   8/8/1935     373.4       373.4     2/8/2006     40000       39614.79     Cash Out Refinance     10.75  
  1034    
 
      PHILADELPHIA   PA     19119     Primary   Townhouse     360       354       85.49       8.7     9/15/2005   8/15/1935     442.26       442.26     2/15/2006     56472       56271.35     Cash Out Refinance     8.7  
  1035    
 
      MANCHESTER   NJ     8757     Primary   Single Family     180       174       70.2       9.8     9/8/2005   8/8/2020     265.61       265.61     2/8/2006     25000       24623.73     Cash Out Refinance     9.8  
  1036    
 
      AVONDALE   AZ     85323     Primary   PUD     360       354       90       6.7     10/1/2005   9/1/1935     1180.88       1180.87     3/1/2006     211500       211500     Cash Out Refinance     6.7  
  1037    
 
      VALLEY CENTER   CA     92082     Primary   Single Family     360       354       67.31       6.89     10/1/2005   9/1/1935     2302.76       2302.76     3/1/2006     350000       348215.35     Cash Out Refinance     6.89  
  1038    
 
      KISSIMMEE   FL     34759     Primary   Single Family     360       354       69.76       6     10/1/2005   9/1/1935     857.36       857.36     3/1/2006     143000       142135.09     Cash Out Refinance     6  
  1039    
 
      SHAKOPEE   MN     55379     Primary   PUD     360       354       90       7.3     10/1/2005   9/1/1935     2207.41       2207.41     3/1/2006     362862       362862     Purchase     7.3  
  1040    
 
      BAILEY   CO     80421     Primary   Single Family     360       354       83.47       10.85     9/8/2005   8/8/1935     329.36       329.36     2/8/2006     35000       34920.82     Cash Out Refinance     10.85  
  1041    
 
      GARNER   NC     27529     Primary   PUD     240       234       88.54       13.75     9/8/2005   8/8/2025     343.12       343.12     2/8/2006     28000       27174.88     Cash Out Refinance     13.75  
  1042    
 
      FORT MYERS   FL     33905     Primary   Single Family     360       354       81.66       5.9     9/15/2005   8/15/1935     678.14       678.14     2/15/2006     114330       113625.27     Cash Out Refinance     5.9  
  1043    
 
      MIRAMAR   FL     33023     Primary   Single Family     360       354       85.21       8.34     9/8/2005   8/8/1935     492.45       492.45     2/8/2006     65000       64751.53     Cash Out Refinance     8.34  

Page 26 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  1044    
 
      QUEEN CREEK   AZ     85242     Primary   Single Family     360       354       90.49       6.49     9/15/2005   8/15/1935     1342.71       1342.71     2/15/2006     212651       211479.54     Cash Out Refinance     6.49  
  1045    
 
      EL MIRAGE   AZ     85335     Primary   Single Family     360       354       80       6.25     9/15/2005   8/15/1935     770.83       770.74     2/15/2006     148000       147982.14     Cash Out Refinance     6.25  
  1046    
 
      WEAVERVILLE   NC     28787     Primary   Single Family     180       174       68.48       10.85     9/15/2005   8/15/2020     433.98       433.98     2/15/2006     38500       19931.06     Cash Out Refinance     10.85  
  1047    
 
      WINSLOW   IN     47598     Primary   Condominium     360       354       91.1       7.65     9/15/2005   8/15/1935     439.55       439.55     2/15/2006     61950       61624.31     Cash Out Refinance     7.65  
  1048    
 
      LOGANSPORT   IN     46947     Primary   Single Family     360       354       90.95       6.9     9/15/2005   8/15/1935     628.94       628.94     2/15/2006     95495       95009     Cash Out Refinance     6.9  
  1049    
 
      NORTH HALEDON   NJ     7508     Primary   Single Family     360       354       80.47       13.61     9/8/2005   8/8/1935     394.7       394.7     2/8/2006     34200       34157.29     Cash Out Refinance     13.61  
  1050    
 
      UNION BEACH   NJ     7735     Primary   Single Family     360       354       80       10     9/8/2005   8/8/1935     552.88       552.88     2/8/2006     63000       62829.2     Cash Out Refinance     10  
  1051    
 
      BARNEGAT   NJ     8005     Primary   Single Family     360       354       66.86       9.8     9/8/2005   8/8/1935     517.7       517.7     2/8/2006     60000       59830.37     Cash Out Refinance     9.8  
  1052    
 
      BROOKSVILLE   FL     34601     Primary   Manufactured Housing     360       354       80       7.75     9/15/2005   8/15/1935     358.21       358.21     2/15/2006     50000       49775.67     Cash Out Refinance     7.75  
  1053    
 
      LAKELAND   FL     33805     Primary   Single Family     360       354       75.75       6     9/8/2005   8/8/1935     681.24       681.24     2/8/2006     113625       112937.78     Cash Out Refinance     6  
  1054    
 
      POTOMAC FALLS   VA     20165     Primary   Single Family     360       354       83.02       9.8     9/8/2005   8/8/1935     519.86       519.86     2/8/2006     60250       60079.64     Cash Out Refinance     9.8  
  1055    
 
      GLENDALE   AZ     85305     Primary   Single Family     360       354       85.49       10.25     9/8/2005   8/8/1935     274.78       274.78     2/8/2006     30663.6       30584.77     Cash Out Refinance     10.25  
  1056    
 
      AUGUSTA   GA     30907     Primary   Condominium     360       354       88.5       9.29     9/15/2005   8/15/1935     412.79       412.79     2/15/2006     50000       49821.29     Cash Out Refinance     9.29  
  1057    
 
      PITTSBURGH   PA     15205     Primary   Single Family     360       354       91.8       7.1     9/15/2005   8/15/1935     678.62       678.62     2/15/2006     100980       100485.82     Cash Out Refinance     7.1  
  1058    
 
      RIVERVIEW   FL     33569     Primary   Single Family     360       354       79.13       9.625     10/1/2005   9/1/1935     1311.53       1311.53     3/1/2006     154300       153847.5     Cash Out Refinance     9.625  
  1059    
 
      SAN ANTONIO   TX     78210     Primary   Single Family     360       354       90       9.85     9/4/2005   8/4/1935     491.31       491.31     2/4/2006     56700       56541.39     Purchase     9.85  
  1060    
 
      GREENVILLE   NC     27858     Primary   Single Family     240       234       90       13.8     9/9/2005   8/9/2025     314.14       314.14     2/9/2006     25560       25435.26     Cash Out Refinance     13.8  
  1061    
 
      MIDDLETOWN   OH     45042     Primary   Single Family     360       354       90       8.25     9/15/2005   8/15/1935     933.08       933.08     2/15/2006     124200       123716.53     Rate/Term Refinance     8.25  
  1062    
 
      FLINT   MI     48504     Primary   Single Family     360       354       85       9.8     9/15/2005   8/15/1935     616.06       616.06     2/15/2006     71400       71198.16     Rate/Term Refinance     9.8  
  1063    
 
      TEMECULA   CA     92592     Primary   Single Family     360       354       80       5.4     9/15/2005   8/15/1935     1648.8       1648.8     2/15/2006     366400       366400     Rate/Term Refinance     5.4  
  1064    
 
      SAINT CHARLES   IA     50240     Primary   Single Family     360       354       91.35       7.95     9/15/2005   8/15/1935     850.57       850.57     2/15/2006     116471       115887.86     Cash Out Refinance     7.95  
  1065    
 
      ST. LOUIS   MO     63111     Primary   Single Family     360       354       68.03       8.3     9/15/2005   8/15/1935     377.4       377.4     2/15/2006     50000       49807.29     Cash Out Refinance     8.3  
  1066    
 
      CANYON LAKE   TX     78133     Primary   Single Family     360       354       80       12.7     9/9/2005   8/9/1935     575.08       575.08     2/9/2006     53110       53029.9     Cash Out Refinance     12.7  
  1067    
 
      CYPRESS   TX     77433     Primary   PUD     360       354       67.64       10.45     9/9/2005   8/9/1935     273.31       273.31     2/9/2006     30000       29926.04     Cash Out Refinance     10.45  
  1068    
 
      ORLANDO   FL     32811     Primary   Condominium     360       354       77.83       7.15     10/1/2005   9/1/1935     704.39       704.39     3/1/2006     104290       103784.32     Cash Out Refinance     7.15  
  1069    
 
      LAS CRUCES   NM     88005     Primary   Single Family     360       354       69.29       7.69     9/15/2005   8/15/1935     1253.6       1253.6     2/15/2006     176000       175233.41     Rate/Term Refinance     7.69  
  1070    
 
      MANASSAS   VA     20109     Primary   Townhouse     360       354       89.97       6.49     9/15/2005   8/15/1935     1406.17       1405.41     2/15/2006     260000       259860.13     Cash Out Refinance     6.49  
  1071    
 
      VALLEJO   CA     94591     Primary   Single Family     360       354       88.46       5.7     10/1/2005   9/1/1935     1638.75       1638.75     3/1/2006     345000       345000     Cash Out Refinance     5.7  
  1072    
 
      MERRIMACK   NH     3054     Primary   Condominium     360       354       69.49       6.99     9/9/2005   8/9/1935     900.58       900.58     2/9/2006     135500       134822.42     Cash Out Refinance     6.99  
  1073    
 
      AURORA   CO     80013     Primary   PUD     360       354       80       6.45     9/15/2005   8/15/1935     1139.5       1139.39     2/15/2006     212000       211980.02     Cash Out Refinance     6.45  
  1074    
 
      HOUSTON   TX     77015     Primary   Single Family     360       354       65       7.75     9/9/2005   8/9/1935     954.62       954.62     2/9/2006     133250       132676.53     Cash Out Refinance     7.75  
  1075    
 
      DELRAY BEACH   FL     33444     Primary   Single Family     360       354       90       7.85     10/1/2005   9/1/1935     1106.7       1106.7     3/1/2006     153000       152354.58     Cash Out Refinance     7.85  
  1076    
 
      LOUISVILLE   KY     40291     Primary   Single Family     360       354       90       9.55     9/9/2005   8/9/1935     988.07       988.07     2/9/2006     117000       116651.44     Cash Out Refinance     9.55  
  1077    
 
      DAVIE   FL     33324     Primary   PUD     360       354       80       7.45     10/1/2005   9/1/1935     1530.75       1530.75     3/1/2006     220000       218995.01     Cash Out Refinance     7.45  
  1078    
 
      ORLANDO   FL     32828     Primary   PUD     360       354       79.99       6.99     10/1/2005   9/1/1935     1468.84       1468.84     3/1/2006     221000       219869.78     Purchase     6.99  
  1079    
 
      RIVERSIDE   CA     92508     Primary   PUD     360       354       75       5.75     10/1/2005   9/1/1935     2382.97       2382.97     3/1/2006     408341       405199.22     Purchase     5.75  
  1080    
 
      WICHITA FALLS   TX     76308     Primary   Single Family     360       354       80       7.35     9/15/2005   8/15/1935     440.95       440.95     2/15/2006     64000       63701.77     Purchase     7.35  
  1081    
 
      FORT WORTH   TX     76113     Primary   Single Family     360       354       92.7       6.7     9/10/2005   8/10/1935     735.76       735.76     2/10/2006     114021       113417.78     Rate/Term Refinance     6.7  
  1082    
 
      WHEELERSBURG   OH     45694     Primary   Single Family     360       354       76.28       7.8     9/10/2005   8/10/1935     376.14       376.14     2/10/2006     52250       52027.33     Cash Out Refinance     7.8  
  1083    
 
      PITTSBURGH   PA     15212     Primary   Single Family     360       354       45.55       8.85     9/15/2005   8/15/1935     397.73       397.73     2/15/2006     50100       49926.67     Cash Out Refinance     8.85  

Page 27 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  1084    
 
      HAMILTON   OH     45013     Primary   Single Family     360       354       80       6.7     9/15/2005   8/15/1935     460.07       460.07     2/15/2006     82400       82399.99     Cash Out Refinance     6.7  
  1085    
 
      FORT LAUDERDALE   FL     33334     Primary   Single Family     360       354       87.55       6.85     9/15/2005   8/15/1935     1807.1       1807.1     2/15/2006     275782.5       274263.64     Cash Out Refinance     6.85  
  1086    
 
      DOWNEY   CA     90242     Primary   PUD     360       354       83.06       5.5     10/1/2005   9/1/1935     2360.42       2360.32     3/1/2006     515000       514979.01     Cash Out Refinance     5.5  
  1087    
 
      LAKE FOREST   CA     92630     Primary   Single Family     360       354       80       6.4     10/1/2005   9/1/1935     2645.33       2645.33     3/1/2006     496000       496000     Cash Out Refinance     6.4  
  1088    
 
      MEMPHIS   TN     38111     Primary   Single Family     360       354       86.7       7.75     9/15/2005   8/15/1935     447.22       447.22     2/15/2006     62424       62127.7     Cash Out Refinance     7.75  
  1089    
 
      NASHVILLE   TN     37211     Primary   Single Family     360       354       90       9     9/10/2005   8/10/1935     876.24       876.24     2/10/2006     108900       108536.3     Cash Out Refinance     9  
  1090    
 
      MESA   WA     99343     Primary   Single Family     360       354       80       6.2     9/15/2005   8/15/1935     433.63       433.63     2/15/2006     70800       70364.72     Purchase     6.2  
  1091    
 
      VIRGINIA BEACH   VA     23453     Primary   Single Family     360       354       85.15       10.99     9/10/2005   8/10/1935     899.04       899.04     2/10/2006     94479.3       93960.84     Cash Out Refinance     10.99  
  1092    
 
      PALMYRA   PA     17078     Primary   Single Family     360       354       83.11       13.7     9/10/2005   8/10/1935     325.13       325.13     2/10/2006     28000       27966.27     Cash Out Refinance     13.7  
  1093    
 
      RINGWOOD   NJ     7456     Primary   Single Family     360       354       85.19       11.55     9/10/2005   8/10/1935     357.88       357.88     2/10/2006     36000       35930.06     Cash Out Refinance     11.55  
  1094    
 
      FAIRVIEW   TN     37062     Primary   Single Family     180       174       27.83       5.15     9/10/2005   8/10/2020     355.59       355.59     2/10/2006     44525       43527.33     Rate/Term Refinance     5.15  
  1095    
 
      MIMS   FL     32754     Primary   Manufactured Housing     360       354       60.24       9.6     9/10/2005   8/10/1935     424.08       424.08     2/10/2006     50000       49852.6     Cash Out Refinance     9.6  
  1096    
 
      DAVENPORT   FL     33896     Primary   Single Family     240       234       54.22       11.5     9/10/2005   8/10/2025     293.27       293.27     2/10/2006     27500       27317.31     Cash Out Refinance     11.5  
  1097    
 
      CHULA VISTA   CA     91913     Primary   Single Family     360       354       85.41       9.35     9/15/2005   8/15/1935     414.97       414.97     2/15/2006     50000       49844.69     Cash Out Refinance     9.35  
  1098    
 
      BLACKWOOD   NJ     8012     Primary   PUD     360       354       85.49       9.9     9/15/2005   8/15/1935     1748.23       1748.23     2/15/2006     200901.5       200345.38     Cash Out Refinance     9.9  
  1099    
 
      HOPKINTON   MA     1748     Primary   Single Family     360       354       35.71       7.2     10/1/2005   9/1/1935     1357.58       1357.58     3/1/2006     200000       199040.22     Cash Out Refinance     7.2  
  1100    
 
      GALLOWAY   OH     43119     Primary   Single Family     180       174       85.49       11.65     9/15/2005   8/15/2020     527.81       527.81     2/15/2006     44815       44244.3     Cash Out Refinance     11.65  
  1101    
 
      BALTIMORE   MD     21230     Primary   Single Family     360       354       85       9     9/15/2005   8/15/1935     601.29       601.29     2/15/2006     74729       74428.74     Cash Out Refinance     9  
  1102    
 
      NORTH PORT   FL     34286     Primary   Single Family     360       354       72.43       5.875     10/1/2005   9/1/1935     792.66       792.66     3/1/2006     134000       133170.19     Cash Out Refinance     5.875  
  1103    
 
      WARRENTON   VA     20186     Primary   Single Family     360       354       81.45       5.75     10/1/2005   9/1/1935     1725       1725     3/1/2006     360000       360000     Cash Out Refinance     5.75  
  1104    
 
      JUPITER   FL     33458     Primary   Single Family     360       354       69.23       7.625     10/1/2005   9/1/1935     1274.03       1274.03     3/1/2006     180000       179205.8     Cash Out Refinance     7.625  
  1105    
 
      LOUISBERG   KS     66053     Primary   Single Family     360       354       77.95       6.99     10/1/2005   9/1/1935     1010.24       1010.24     3/1/2006     152000       151205.65     Cash Out Refinance     6.99  
  1106    
 
      ALTAMONTE SPRINGS   FL     32714     Primary   Single Family     360       354       80       6.65     10/1/2005   9/1/1935     770.36       770.36     3/1/2006     120000       119359.03     Cash Out Refinance     6.65  
  1107    
 
      GARLAND   TX     75040     Primary   Single Family     360       354       68.56       5.99     9/11/2005   8/11/1935     443.5       443.5     2/11/2006     74050       73601.22     Cash Out Refinance     5.99  
  1108    
 
      DALLAS   TX     75249     Primary   Single Family     300       294       79.91       10.35     9/11/2005   8/11/1930     280.05       280.05     2/11/2006     30000       29869.42     Cash Out Refinance     10.35  
  1109    
 
      BANNING   CA     92220     Primary   Single Family     360       354       61.69       9.15     9/15/2005   8/15/1935     326.18       326.18     2/15/2006     40000       39830.81     Cash Out Refinance     9.15  
  1110    
 
      EL CAJON   CA     92021     Primary   Single Family     360       354       74.89       5.4     9/11/2005   8/11/1935     2241       2239.96     2/11/2006     498000       497769.4     Cash Out Refinance     5.4  
  1111    
 
      GREENVILLE   IL     62246     Primary   Manufactured Housing     360       354       85       7.25     9/15/2005   8/15/1935     637.84       637.84     2/15/2006     93500       92973.1     Purchase     7.25  
  1112    
 
      POMPANO BEACH   FL     33064     Primary   PUD     360       354       58.82       6.99     9/8/2005   8/8/1935     332.32       332.32     2/8/2006     50000       49442.99     Purchase     6.99  
  1113    
 
      PHOENIX   AZ     85027     Primary   Single Family     360       354       85.49       9.7     9/12/2005   8/12/1935     438.87       438.87     2/12/2006     51300       51140.63     Cash Out Refinance     9.7  
  1114    
 
      BRYANT   WI     54418     Primary   Single Family     360       354       85.49       7.5     9/15/2005   8/15/1935     508.1       508.1     2/15/2006     72666.5       72337.9     Rate/Term Refinance     7.5  
  1115    
 
      HOLLYWOOD   FL     33020     Primary   Condominium     360       354       75.81       6.29     9/12/2005   8/12/1935     501.54       501.54     2/12/2006     81112.5       80648.19     Cash Out Refinance     6.29  
  1116    
 
      SCOTTSDALE   AZ     85254     Primary   Single Family     360       354       75       6.4     9/15/2005   8/15/1935     1880       1880     2/15/2006     352500       352500     Cash Out Refinance     6.4  
  1117    
 
      WEST POINT   IA     52656     Primary   Single Family     360       354       84.29       8.5     9/15/2005   8/15/1935     907.32       907.32     2/15/2006     118000       117560.8     Rate/Term Refinance     8.5  
  1118    
 
      KATY   TX     77494     Primary   PUD     360       354       68.14       5.55     9/12/2005   8/12/1935     719.66       719.66     2/12/2006     126050       125220.39     Cash Out Refinance     5.55  
  1119    
 
      NORFOLK   VA     23513     Primary   Single Family     360       354       90       9.24     9/15/2005   8/15/1935     1294.58       1294.58     2/15/2006     157500       156999.47     Cash Out Refinance     9.24  
  1120    
 
      CHICAGO   IL     60621     Primary   Single Family     360       354       90       8.05     9/15/2005   8/15/1935     663.53       663.53     2/15/2006     90000       89635.85     Cash Out Refinance     8.05  
  1121    
 
      NEW PALESTINE   IN     46163     Primary   Single Family     360       354       92.49       7.99     9/15/2005   8/15/1935     972.99       972.99     2/15/2006     132728       132183.55     Rate/Term Refinance     7.99  
  1122    
 
      HOUSTON   TX     77059     Primary   PUD     360       354       80       7.35     9/15/2005   8/15/1935     2241.64       2241.64     2/15/2006     325360       323844.1     Cash Out Refinance     7.35  
  1123    
 
      HOUSTON   TX     77084     Primary   PUD     360       354       75.49       6.99     9/12/2005   8/12/1935     651.75       651.75     2/12/2006     98061.51       97546.59     Cash Out Refinance     6.99  

Page 28 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  1125    
 
      AMORY   MS     38821     Primary   Manufactured Housing     360       354       80.49       9.5     10/1/2005   9/1/1935     514.38       514.38     3/1/2006     61172.4       60988.19     Rate/Term Refinance     9.5  
  1126    
 
      SURPRISE   AZ     85374     Primary   Single Family     360       354       85.49       10.85     9/15/2005   8/15/1935     406.76       406.76     2/15/2006     43225       43127.21     Cash Out Refinance     10.85  
  1127    
 
      SALINAS   CA     93908     Primary   PUD     360       354       70.49       9.65     9/12/2005   8/12/1935     2265.85       2265.85     2/12/2006     266000       265223.94     Cash Out Refinance     9.65  
  1128    
 
      REEDLEY   CA     93654     Primary   Single Family     360       354       58.15       6.1     10/1/2005   9/1/1935     702.96       702.96     3/1/2006     116000       115311.56     Cash Out Refinance     6.1  
  1129    
 
      PITTSBURG   CA     94565     Primary   Single Family     360       354       83.77       11.35     9/15/2005   8/15/1935     352.4       352.4     2/15/2006     36000       35926.89     Cash Out Refinance     11.35  
  1130    
 
      YPSILANTI   MI     48197     Primary   Single Family     360       354       90.9       8.6     9/15/2005   8/15/1935     1431.96       1431.96     2/15/2006     184527       183858.02     Cash Out Refinance     8.6  
  1131    
 
      MODESTO   CA     95355     Primary   Single Family     360       354       68.49       6.99     10/1/2005   9/1/1935     1661.58       1661.58     3/1/2006     250000       248465.68     Cash Out Refinance     6.99  
  1132    
 
      JACKSONVILLE   FL     32233     Primary   Single Family     180       174       46.81       11.45     9/24/2005   8/24/2020     641.21       641.21     2/24/2006     65000       64870.96     Cash Out Refinance     11.45  
  1133    
 
      JACKSON   OH     45640     Primary   Single Family     360       354       90       7.25     9/15/2005   8/15/1935     349.96       349.96     2/15/2006     51300       51038.02     Purchase     7.25  
  1134    
 
      CANAL WINCHESTER   OH     43110     Primary   Single Family     360       354       90       5.95     10/1/2005   9/1/1935     722.91       722.91     3/1/2006     145796       145796     Purchase     5.95  
  1135    
 
      HUMBLE   TX     77346     Primary   PUD     360       354       80       7.85     9/15/2005   8/15/1935     729.13       729.13     2/15/2006     100800       100334.83     Purchase     7.85  
  1136    
 
      BEREA   OH     44017     Primary   Single Family     360       354       65       8     9/15/2005   8/15/1935     677.27       677.27     2/15/2006     92300       91378.62     Cash Out Refinance     8  
  1137    
 
      MOUNT STERLING   OH     43143     Primary   Single Family     360       354       90       9.5     9/15/2005   8/15/1935     794.61       794.61     2/15/2006     94500       94215.53     Rate/Term Refinance     9.5  
  1138    
 
      MIRA LOMA   CA     91752     Primary   Manufactured Housing     360       354       67.1       5.79     10/1/2005   9/1/1935     1219.13       1219.13     3/1/2006     208000       206691.13     Cash Out Refinance     5.79  
  1139    
 
      LOS ANGELES   CA     90043     Primary   Single Family     360       354       62.5       5.65     10/1/2005   9/1/1935     2020.33       2020.33     3/1/2006     350000       347739.05     Cash Out Refinance     5.65  
  1140    
 
      HALIFAX   VA     24558     Primary   Single Family     360       354       91.8       7.67     9/15/2005   8/15/1935     411.14       411.14     2/15/2006     57834       57581.08     Cash Out Refinance     7.67  
  1141    
 
      TRAPPE   MD     21673     Primary   Single Family     360       354       60.29       7.57     9/15/2005   8/15/1935     3608.08       3608.08     2/15/2006     512500       510213.85     Rate/Term Refinance     7.57  
  1142    
 
      LAKE STEVENS   WA     98258     Primary   Single Family     360       354       91.39       7.75     9/15/2005   8/15/1935     2065.9       2065.9     2/15/2006     319882       319881.9     Rate/Term Refinance     7.75  
  1143    
 
      BELLEVUE   KY     41073     Primary   Single Family     360       354       74.57       6.99     9/15/2005   8/15/1935     569.93       569.93     2/15/2006     85750       85321.18     Rate/Term Refinance     6.99  
  1144    
 
      WEBSTER   TX     77598     Primary   PUD     360       354       70.75       11.4     9/15/2005   8/15/1935     245.67       245.67     2/15/2006     25000       24690.96     Cash Out Refinance     11.4  
  1145    
 
      NEW PORT RICHEY   FL     34654     Primary   Single Family     120       114       53.06       6.99     9/13/2005   8/13/2015     603.5       603.5     2/13/2006     52000       49868.18     Rate/Term Refinance     6.99  
  1146    
 
      ASHLAND   MA     1721     Primary   Single Family     360       354       87.2       8.86     9/15/2005   8/15/1935     2850.53       3280.85     2/15/2006     413328       410975.31     Cash Out Refinance     8.86  
  1147    
 
      KING OF PRUSSIA   PA     19406     Primary   Single Family     180       174       80.49       10.2     10/1/2005   9/1/2020     648.38       648.38     3/1/2006     59655.27       58789.19     Cash Out Refinance     10.2  
  1148    
 
      VALLEY CENTER   CA     92082     Primary   Single Family     360       354       80       6.55     10/1/2005   9/1/1935     3209.5       3209.5     3/1/2006     588000       588000     Cash Out Refinance     6.55  
  1149    
 
      KELLER   TX     76248     Primary   Single Family     360       354       52.44       12.95     9/15/2005   8/15/1935     308.65       308.65     2/15/2006     28000       27960.04     Cash Out Refinance     12.95  
  1150    
 
      RANCHO CUCAMONGA   CA     91701     Primary   Single Family     360       354       36.29       8.05     10/1/2005   9/1/1935     368.63       368.63     3/1/2006     50000       49797.35     Cash Out Refinance     8.05  
  1151    
 
      BRIDGEVILLE   DE     19933     Primary   Single Family     360       354       58.74       9.148     9/11/2005   8/11/1935     684.67       684.67     2/11/2006     84000       83682.31     Cash Out Refinance     9.148  
  1152    
 
      NORTH ST PAUL   MN     55109     Primary   Single Family     180       174       65.54       10.55     10/1/2005   9/1/2020     229.62       229.62     3/1/2006     25000       24939.72     Cash Out Refinance     10.55  
  1153    
 
      JACKSONVILLE   FL     32254     Primary   Single Family     360       354       86.96       7.2     10/1/2005   9/1/1935     508.81       508.81     3/1/2006     80000       79824.53     Cash Out Refinance     7.2  
  1154    
 
      SHELBY   NC     28150     Primary   Single Family     360       354       90       5.9     9/15/2005   8/15/1935     341.65       341.65     2/15/2006     57600       57244.75     Purchase     5.9  
  1155    
 
      MABANK   TX     75156     Primary   Single Family     360       354       80       6.95     9/15/2005   8/15/1935     764.33       764.33     3/1/2006     115466.4       114854.49     Purchase     6.95  
  1156    
 
      DALLAS   TX     75229     Primary   Single Family     360       354       70.3       6.35     10/1/2005   9/1/1935     1312.3       1312.3     3/1/2006     210900       209706.57     Cash Out Refinance     6.35  
  1157    
 
      CAMANO ISLAND   WA     98282     Primary   Single Family     360       354       75.07       12.2     9/15/2005   8/15/1935     300.69       300.69     2/15/2006     28800       28751.44     Cash Out Refinance     12.2  
  1158    
 
      HAWTHORNE   FL     32640     Primary   Manufactured Housing     360       354       75       7.95     9/15/2005   8/15/1935     438.17       438.17     2/15/2006     60000       59751.9     Cash Out Refinance     7.95  
  1159    
 
      PHOENIX   AZ     85032     Primary   Single Family     360       354       47.18       6.99     9/15/2005   8/15/1935     611.47       611.47     2/15/2006     92000       91539.92     Cash Out Refinance     6.99  
  1160    
 
      FLOWER MOUND   TX     75028     Primary   Single Family     240       234       76.1       12.5     10/1/2005   9/1/2025     636.24       636.24     3/1/2006     56000       55659.69     Cash Out Refinance     12.5  
  1161    
 
      LEBANON   KY     40033     Primary   Single Family     360       354       74.7       10.95     9/15/2005   8/15/1935     237.14       237.14     2/15/2006     25000       24906.64     Cash Out Refinance     10.95  
  1162    
 
      LAKE CHARLES   LA     70601     Primary   Single Family     360       354       80.49       10.45     9/15/2005   8/15/1935     645.28       645.28     2/15/2006     70831.2       70635.8     Cash Out Refinance     10.45  
  1163    
 
      COLORADO SPRINGS   CO     80911     Primary   Single Family     360       354       80       6.8     9/15/2005   8/15/1935     964.85       964.85     2/15/2006     148000       147232.09     Cash Out Refinance     6.8  
  1164    
 
      GLENDALE   AZ     85303     Primary   Single Family     360       354       90       7.25     9/15/2005   8/15/1935     899.45       899.45     2/15/2006     131850       131223.47     Cash Out Refinance     7.25  

Page 29 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  1165    
 
      NEWTON   IA     50208     Primary   Single Family     360       354       90       8.6     9/15/2005   8/15/1935     824.13       824.13     2/15/2006     106200       105814.98     Rate/Term Refinance     8.6  
  1166    
 
      SYLVESTER   GA     31791     Primary   Single Family     180       174       72.85       10.9     9/15/2005   8/15/2020     282.59       282.59     2/15/2006     25000       19392.7     Cash Out Refinance     10.9  
  1167    
 
      HALTOM CITY   TX     76148     Primary   Single Family     360       354       80       8.85     9/15/2005   8/15/1935     971.68       971.68     2/15/2006     122400       121978.41     Cash Out Refinance     8.85  
  1168    
 
      NEW WINDSOR   NY     12553     Primary   Condominium     180       174       61.47       11.99     9/15/2005   8/15/2020     299.89       299.89     2/15/2006     25000       24691.8     Cash Out Refinance     11.99  
  1169    
 
      GERMANTOWN   MD     20874     Primary   Townhouse     360       354       80       6.85     9/15/2005   8/15/1935     1278.67       1278.67     2/15/2006     224000       223902.11     Rate/Term Refinance     6.85  
  1170    
 
      OREGON CITY   OR     97045     Primary   Single Family     360       354       91.7       6.99     9/15/2005   8/15/1935     1828.37       1828.37     2/15/2006     275094       273718.41     Cash Out Refinance     6.99  
  1171    
 
      GUSTON   KY     40142     Primary   Single Family     360       354       88.58       8.69     9/15/2005   8/15/1935     880.23       880.23     2/15/2006     112500       112099.55     Rate/Term Refinance     8.69  
  1172    
 
      INDIANAPOLIS   IN     46237     Primary   Single Family     360       354       93.2       7.99     9/15/2005   8/15/1935     635.42       635.42     2/15/2006     86679       86323.44     Rate/Term Refinance     7.99  
  1173    
 
      AUSTIN   TX     78758     Primary   Single Family     360       354       66.68       6.99     9/15/2005   8/15/1935     775.52       775.52     2/15/2006     116683.67       116100.2     Rate/Term Refinance     6.99  
  1174    
 
      PASADENA   TX     77506     Primary   Single Family     360       354       80       8.2     9/15/2005   8/15/1935     412.77       412.77     2/15/2006     55200       54976.02     Cash Out Refinance     8.2  
  1175    
 
      CORONA   CA     92882     Primary   Single Family     360       354       55.33       6.25     9/15/2005   8/15/1935     1498.44       1498.44     2/15/2006     287700       287700     Cash Out Refinance     6.25  
  1176    
 
      SAN JUAN CAPISTRANO   CA     92675     Primary   Single Family     360       354       83.33       10.35     9/12/2005   8/12/1935     1420.36       1420.36     2/12/2006     157198       156656.02     Cash Out Refinance     10.35  
  1177    
 
      DOWNEY   CA     90241     Primary   Single Family     360       354       90.49       7.45     9/15/2005   8/15/1935     3179.61       3179.61     2/15/2006     456974.5       454886.96     Cash Out Refinance     7.45  
  1178    
 
      PORT ALLEN   LA     70767     Primary   Single Family     240       234       58.6       9.55     9/15/2005   8/15/2025     548.15       548.15     2/15/2006     58600       57702.51     Rate/Term Refinance     9.55  
  1179    
 
      WALKER   LA     70785     Primary   Manufactured Housing     360       354       80.49       8.75     9/15/2005   8/15/1935     671.21       671.21     2/15/2006     85319.4       85019.44     Cash Out Refinance     8.75  
  1180    
 
      SAN DIEGO   CA     92116     Primary   Single Family     360       354       74.94       11.7     9/15/2005   8/15/1935     502.79       502.79     2/15/2006     50000       49905.99     Cash Out Refinance     11.7  
  1181    
 
      MILWAUKEE   WI     53224     Primary   Single Family     240       234       85.32       10     9/15/2005   8/15/2025     313.64       313.64     2/15/2006     32500       31969.92     Cash Out Refinance     10  
  1182    
 
      TRENTON   NJ     8690     Primary   PUD     180       174       62.48       12.65     9/15/2005   8/15/2020     621.16       621.16     2/15/2006     50000       49420.45     Cash Out Refinance     12.65  
  1183    
 
      BERKELEY TOWNSHIP   NJ     8721     Primary   Single Family     360       354       70.35       11.25     9/15/2005   8/15/1935     437.07       437.07     2/15/2006     45000       44855.24     Cash Out Refinance     11.25  
  1184    
 
      REDDING   CA     96001     Primary   Single Family     360       354       60       5.35     9/15/2005   8/15/1935     603.09       603.09     2/15/2006     108000       107262.29     Rate/Term Refinance     5.35  
  1185    
 
      FONTANA   CA     92337     Primary   Single Family     120       114       72.41       10.7     9/15/2005   8/15/2015     421.78       421.78     2/15/2006     31000       30108.15     Cash Out Refinance     10.7  
  1186    
 
      ORANGE CITY   FL     32763     Primary   Single Family     360       354       78.99       9.99     9/15/2005   8/15/1935     306.9       306.9     2/15/2006     35000       34904.8     Cash Out Refinance     9.99  
  1187    
 
      COLUMBIA   MD     21045     Primary   Single Family     360       354       42.83       9.15     9/15/2005   8/15/1935     611.58       611.58     2/15/2006     75000       74757.19     Cash Out Refinance     9.15  
  1188    
 
      TAMPA   FL     33635     Primary   Townhouse     360       354       85.48       10.5     9/15/2005   8/15/1935     228.69       228.69     2/15/2006     25000       24939.05     Cash Out Refinance     10.5  
  1189    
 
      SAHAURITA   AZ     85629     Primary   PUD     360       354       90.49       5.99     10/1/2005   9/1/1935     821.06       821.06     3/1/2006     137092       136261.25     Cash Out Refinance     5.99  
  1190    
 
      CLEARWATER   FL     33755     Primary   Single Family     240       234       85.49       10.6     9/15/2005   8/15/2025     260.53       260.53     3/1/2006     25920       25726.36     Cash Out Refinance     10.6  
  1191    
 
      NEW ERA   MI     49446     Primary   Manufactured Housing     360       354       64.29       10.9     9/15/2005   8/15/1935     595.21       595.21     2/15/2006     63000       62788.2     Cash Out Refinance     10.9  
  1192    
 
      BLADENBORO   NC     28320     Primary   Single Family     180       174       70.49       8.99     9/15/2005   8/15/2020     853.34       853.34     2/15/2006     84182.68       82821.39     Cash Out Refinance     8.99  
  1193    
 
      TOLEDO   OH     43609     Primary   Single Family     360       354       88.57       8.6     9/15/2005   8/15/1935     481.13       481.13     2/15/2006     62000       61851.22     Cash Out Refinance     8.6  
  1194    
 
      RIVERSIDE   CA     92504     Primary   Single Family     360       354       87.76       5.99     10/1/2005   9/1/1935     1423.75       1422.85     3/1/2006     285225       284923.2     Rate/Term Refinance     5.99  
  1195    
 
      OLDSMAR   FL     34677     Primary   PUD     360       354       90       8.29     9/15/2005   8/15/1935     1459.15       1459.15     2/15/2006     193500       192752.89     Cash Out Refinance     8.29  
  1196    
 
      CONROE   TX     77385     Primary   Manufactured Housing     360       354       79.78       6.54     9/15/2005   8/15/1935     558.54       558.54     2/15/2006     88000       87519.86     Cash Out Refinance     6.54  
  1197    
 
      LIVERMORE   CA     94550     Primary   Single Family     360       354       82.94       9.7     9/15/2005   8/15/1935     397.81       397.81     2/15/2006     46500       46365.69     Cash Out Refinance     9.7  
  1198    
 
      SUNRISE   FL     33313     Primary   PUD     360       354       85.49       6.25     9/15/2005   8/15/1935     658.99       658.99     2/15/2006     126525.2       126525.2     Cash Out Refinance     6.25  
  1199    
 
      GLENWOOD   WV     25520     Primary   Single Family     360       354       85       9.65     9/15/2005   8/15/1935     434.43       434.43     2/15/2006     51000       50851.2     Cash Out Refinance     9.65  
  1200    
 
      BREMERTON   WA     98337     Primary   Single Family     360       354       75.42       12.25     9/15/2005   8/15/1935     309.13       309.13     2/15/2006     29500       29450.85     Cash Out Refinance     12.25  
  1201    
 
      CINCINNATI   OH     45242     Primary   Single Family     360       354       90.49       10.45     9/15/2005   8/15/1935     1112.9       1112.9     2/15/2006     122161.5       121860.55     Cash Out Refinance     10.45  
  1202    
 
      PHOENIX   AZ     85041     Primary   Single Family     240       234       70       6.65     9/15/2005   8/15/2025     533.39       533.39     2/15/2006     96250       96250     Cash Out Refinance     6.65  
  1203    
 
      FALLS CHURCH   VA     22043     Primary   Single Family     360       354       72.07       10.3     10/1/2005   9/1/1935     314.94       314.94     3/1/2006     35000       34910.91     Cash Out Refinance     10.3  
  1204    
 
      HESPERIA   CA     92345     Primary   Single Family     360       354       80       5.775     10/1/2005   9/1/1935     1020.53       1020.53     3/1/2006     174400       173299.46     Cash Out Refinance     5.775  

Page 30 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  1205    
 
      IDAHO SPRINGS   CO     80452     Primary   Single Family     360       354       75       7.4     9/15/2005   8/15/1935     1202.5       1201.07     2/15/2006     195000       194768.35     Cash Out Refinance     7.4  
  1206    
 
      MAUGANSVILLE   MD     21767     Primary   Single Family     360       354       79.95       7.3     10/1/2005   9/1/1935     1134.62       1134.62     3/1/2006     165500       164721.26     Cash Out Refinance     7.3  
  1207    
 
      FRANKTON   IN     46044     Primary   Single Family     360       354       89.25       6.9     9/15/2005   8/15/1935     273.32       273.32     2/15/2006     41500       41288.82     Purchase     6.9  
  1208    
 
      HOUSTON   TX     77070     Primary   PUD     360       354       80       6.76     9/15/2005   8/15/1935     576.55       576.55     2/15/2006     88800       88335.65     Purchase     6.76  
  1209    
 
      LITTLE ELM   TX     75068     Primary   PUD     360       354       90       7.6     10/1/2005   9/1/1935     1104.45       1104.45     3/1/2006     156420       155726.35     Purchase     7.6  
  1210    
 
      HASLET   TX     76052     Primary   PUD     360       354       80       5.95     10/1/2005   9/1/1935     873.05       873.05     3/1/2006     146400       145369.84     Purchase     5.95  
  1211    
 
      SPRING   TX     77379     Primary   PUD     360       354       80       6.93     9/15/2005   8/15/1935     896.53       896.53     2/15/2006     135712       135025.4     Purchase     6.93  
  1212    
 
      FRISCO   TX     75035     Primary   PUD     360       354       90       7.5     10/1/2005   9/1/1935     935.21       935.21     3/1/2006     133751       133146.01     Purchase     7.5  
  1213    
 
      WATERFORD   MI     48328     Primary   Single Family     240       234       81.48       11.95     9/16/2005   8/16/2025     658.57       658.57     2/16/2006     60000       59624.34     Cash Out Refinance     11.95  
  1214    
 
      CINCINNATI   OH     45239     Primary   Single Family     360       354       80       9.65     10/1/2005   9/1/1935     695.09       695.09     3/1/2006     81600       81355.98     Rate/Term Refinance     9.65  
  1215    
 
      HERTFORD   NC     27944     Primary   Single Family     360       354       82.2       7.05     10/1/2005   9/1/1935     522.19       522.19     3/1/2006     78093.13       77707.13     Rate/Term Refinance     7.05  
  1216    
 
      OCALA   FL     34479     Primary   Single Family     360       354       81.68       7.25     10/1/2005   9/1/1935     450.24       450.24     3/1/2006     66000       65686.36     Cash Out Refinance     7.25  
  1217    
 
      GULFPORT   FL     33707     Primary   Single Family     360       354       85.88       6.99     10/1/2005   9/1/1935     1010.24       1010.24     3/1/2006     152000       151239.97     Cash Out Refinance     6.99  
  1218    
 
      JACKSON   CA     95642     Primary   Single Family     360       354       90       7.45     10/1/2005   9/1/1935     2317       2317     3/1/2006     333000       331478.82     Cash Out Refinance     7.45  
  1219    
 
      PHOENIX   AZ     85037     Primary   Single Family     360       354       89.67       7.3     10/1/2005   9/1/1935     1198.74       1198.74     3/1/2006     174852       174029.22     Cash Out Refinance     7.3  
  1220    
 
      BONNEY LAKE   WA     98390     Primary   Manufactured Housing     360       354       80       7.3     10/1/2005   9/1/1935     1014.65       1014.65     3/1/2006     148000       147278.75     Rate/Term Refinance     7.3  
  1221    
 
      OSCEOLA   IN     46561     Primary   Single Family     360       354       90       8.3     10/1/2005   9/1/1935     1086.89       1086.89     3/1/2006     144000       143445.03     Cash Out Refinance     8.3  
  1222    
 
      INDIANAPOLIS   IN     46219     Primary   Single Family     360       354       77.84       7.25     10/1/2005   9/1/1935     467.3       467.3     3/1/2006     68500       68174.44     Cash Out Refinance     7.25  
  1223    
 
      MURRIETA   CA     92563     Primary   Single Family     360       354       66.55       9.85     10/1/2005   9/1/1935     216.63       216.63     3/1/2006     25000       24930.04     Cash Out Refinance     9.85  
  1224    
 
      WARREN   TX     77664     Primary   Single Family     360       354       80       6.45     10/1/2005   9/1/1935     729.39       729.39     3/1/2006     116000       115356.05     Cash Out Refinance     6.45  
  1225    
 
      LONGWOOD   FL     32750     Primary   Single Family     360       354       92.36       7.55     10/1/2005   9/1/1935     1038.33       1038.33     3/1/2006     147774.24       147108.67     Cash Out Refinance     7.55  
  1226    
 
      LAKEPORT   CA     95453     Primary   Manufactured Housing     360       354       65.49       7.5     9/16/2005   8/16/1935     1030.32       1030.32     2/16/2006     147352.5       146685.95     Cash Out Refinance     7.5  
  1227    
 
      MILLEDGEVILLE   GA     31061     Primary   Single Family     360       354       91.68       12.55     9/16/2005   8/16/1935     482.02       482.02     2/16/2006     45000       44928.8     Cash Out Refinance     12.55  
  1228    
 
      SALT LAKE CITY   UT     84118     Primary   Single Family     360       354       80       5.4     10/1/2005   9/1/1935     606.46       606.46     3/1/2006     108000       107269.07     Cash Out Refinance     5.4  
  1229    
 
      WHEAT RIDGE   CO     80033     Primary   Single Family     360       354       85       5.91     10/1/2005   9/1/1935     1025.63       1025.63     3/1/2006     208250       208250     Rate/Term Refinance     5.91  
  1230    
 
      WEST PALM BEACH   FL     33415     Primary   Townhouse     360       354       92.7       7.5     10/1/2005   9/1/1935     1344.15       1343.37     3/1/2006     215064       214926.17     Cash Out Refinance     7.5  
  1231    
 
      CREEDMOOR   NC     27522     Primary   Manufactured Housing     180       174       80       9.9     10/1/2005   9/1/2020     854.8       854.8     3/1/2006     80000       78776.32     Cash Out Refinance     9.9  
  1232    
 
      POMPANO BEACH   FL     33068     Primary   Single Family     360       354       73.86       8     10/1/2005   9/1/1935     758.71       758.71     3/1/2006     103400       102976.74     Cash Out Refinance     8  
  1233    
 
      KANSAS CITY   MO     64114     Primary   Single Family     360       354       80       7.49     10/1/2005   9/1/1935     480.59       480.59     3/1/2006     68800       68463.2     Cash Out Refinance     7.49  
  1234    
 
      COLORADO SPRINGS   CO     80917     Primary   Single Family     180       174       99.99       11.99     9/15/2005   8/15/2020     370.02       370.02     2/15/2006     35979.26       35936.51     Purchase     11.99  
  1235    
 
      ASHVILLE   OH     43103     Primary   Single Family     360       354       90       6.75     9/15/2005   8/15/1935     677.14       677.14     2/15/2006     104400       103853.01     Purchase     6.75  
  1236    
 
      WOODBRIDGE   VA     22193     Primary   Single Family     360       354       80       7.05     9/15/2005   8/15/1935     2016.7       2016.7     2/15/2006     301600       300109.46     Purchase     7.05  
  1237    
 
      HAYMARKET   VA     20169     Primary   PUD     360       354       80       6.35     10/1/2005   9/1/1935     2211.28       2211.28     3/1/2006     417880       417873.15     Purchase     6.35  
  1238    
 
      DEL VALLE (AUSTIN)   TX     78617     Primary   PUD     360       354       80       6.95     10/1/2005   9/1/1935     663.57       663.57     3/1/2006     100244       99703.87     Purchase     6.95  
  1239    
 
      DERRY   NH     3038     Primary   Condominium     360       354       80       7.4     10/1/2005   9/1/1935     962       962     3/1/2006     156000       156000     Cash Out Refinance     7.4  
  1240    
 
      CAPE CORAL   FL     33904     Primary   Single Family     360       354       80       7.25     10/1/2005   9/1/1935     818.62       818.62     3/1/2006     120000       119429.73     Purchase     7.25  
  1241    
 
      PONTIAC   MI     48342     Primary   Single Family     360       354       74.63       10.25     10/1/2005   9/1/1935     448.06       448.06     3/1/2006     50000       49842.33     Cash Out Refinance     10.25  
  1242    
 
      SURPRISE   AZ     85379     Primary   PUD     360       354       75.25       11.3     10/1/2005   9/1/1935     585.04       585.04     3/1/2006     60000       59876.89     Cash Out Refinance     11.3  
  1243    
 
      WAUKESHA   WI     53189     Primary   Single Family     360       354       90       10.5     10/1/2005   9/1/1935     1481.88       1481.88     3/1/2006     162000       161605.18     Rate/Term Refinance     10.5  
  1244    
 
      FREEPORT   FL     32439     Primary   Manufactured Housing     360       354       82.4       6.7     10/1/2005   9/1/1935     638.06       638.06     3/1/2006     98880       98253.91     Cash Out Refinance     6.7  

Page 31 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  1245    
 
      COLORADO SPRINGS   CO     80911     Primary   Single Family     360       354       80       6.45     10/1/2005   9/1/1935     920.54       920.54     3/1/2006     146400       145587.3     Rate/Term Refinance     6.45  
  1246    
 
      PALM SPRINGS   FL     33461     Primary   Single Family     360       354       80       6.4     9/15/2005   8/15/1935     768       767.94     2/15/2006     144000       143987.99     Purchase     6.4  
  1247    
 
      WELLINGTON   FL     33414     Primary   Condominium     360       354       80       6.7     10/1/2005   9/1/1935     1445.43       1445.43     3/1/2006     224000       222310.53     Cash Out Refinance     6.7  
  1248    
 
      MIRAMAR   FL     33027     Primary   PUD     360       354       75       6.8     10/1/2005   9/1/1935     2200.25       2200.25     3/1/2006     337500       335741.36     Cash Out Refinance     6.8  
  1249    
 
      BRANFORD   CT     6405     Primary   Condominium     360       354       64       6.45     10/1/2005   9/1/1935     774       773.39     3/1/2006     144000       143885.64     Cash Out Refinance     6.45  
  1250    
 
      PHARR   TX     78577     Primary   Single Family     360       354       74.67       9.2     10/1/2005   9/1/1935     458.68       458.68     3/1/2006     56000       55820.52     Cash Out Refinance     9.2  
  1251    
 
      YADKINVILLE   NC     27055     Primary   Single Family     360       354       90       9.55     10/1/2005   9/1/1935     820.86       820.86     3/1/2006     97200       96910.4     Cash Out Refinance     9.55  
  1252    
 
      RICHARDSON   TX     75082     Primary   Single Family     360       354       80       7.85     10/1/2005   9/1/1935     1203.63       1203.63     3/1/2006     166400       165698.02     Cash Out Refinance     7.85  
  1253    
 
      INGLEWOOD   CA     90305     Primary   Condominium     360       354       75.49       9.3     10/1/2005   9/1/1935     510.68       510.68     3/1/2006     61803       61609.03     Cash Out Refinance     9.3  
  1254    
 
      ACTON   ME     4001     Primary   Single Family     360       354       52.4       5.45     10/1/2005   9/1/1935     677.59       677.59     3/1/2006     120000       119195.22     Cash Out Refinance     5.45  
  1255    
 
      SPARKS   NV     89436     Primary   Single Family     180       174       58.59       9.75     10/1/2005   9/1/2020     317.81       317.81     3/1/2006     30000       29546.51     Cash Out Refinance     9.75  
  1256    
 
      APPLE VALLEY   CA     92307     Primary   Single Family     360       354       90       6.95     10/1/2005   9/1/1935     1589.81       1589.81     3/1/2006     274500       274500     Cash Out Refinance     6.95  
  1257    
 
      PINELLAS PARK   FL     33781     Primary   Single Family     360       354       92.7       7.49     10/1/2005   9/1/1935     1010.16       1010.16     3/1/2006     144612       143956.6     Cash Out Refinance     7.49  
  1258    
 
      WOODLAND HILLS   CA     91367     Primary   Townhouse     360       354       32.92       7.99     10/1/2005   9/1/1935     476.5       476.5     3/1/2006     65000       64733.35     Cash Out Refinance     7.99  
  1259    
 
      COLORADO SPRINGS   CO     80920     Primary   Single Family     360       354       80       6.55     10/1/2005   9/1/1935     1194.48       1194.48     3/1/2006     188000       186860.4     Rate/Term Refinance     6.55  
  1260    
 
      GLENDALE   AZ     85303     Primary   Single Family     360       354       87.55       7.15     10/1/2005   9/1/1935     1093.94       1093.94     3/1/2006     161967       161176.03     Cash Out Refinance     7.15  
  1261    
 
      PASADENA   MD     21122     Primary   Single Family     360       354       85       6.75     10/1/2005   9/1/1935     1180.97       1180.97     3/1/2006     209950       209935.72     Cash Out Refinance     6.75  
  1262    
 
      HORACE   ND     58047     Primary   Single Family     360       354       90.49       8.1     10/1/2005   9/1/1935     750.74       750.74     3/1/2006     101348.8       100938.33     Rate/Term Refinance     8.1  
  1263    
 
      ORLANDO   FL     32832     Primary   PUD     360       354       87.55       6.65     10/1/2005   9/1/1935     1686.13       1686.13     3/1/2006     262650       261247.03     Rate/Term Refinance     6.65  
  1264    
 
      EMMAUS   PA     18049     Primary   Single Family     240       234       79.76       10.347     9/15/2005   8/15/2025     572.94       572.94     2/15/2006     58000       57551.32     Cash Out Refinance     10.347  
  1265    
 
      CORONA   CA     92883     Primary   PUD     360       354       68.97       5.9     10/1/2005   9/1/1935     1779.41       1779.41     3/1/2006     300000       298150.94     Cash Out Refinance     5.9  
  1266    
 
      MURRIETA   CA     92563     Primary   PUD     360       354       80       6.25     10/1/2005   9/1/1935     2191.64       2191.64     3/1/2006     420794       420794     Purchase     6.25  
  1267    
 
      NAPLES   FL     34108     Primary   Single Family     360       354       53.87       6.125     10/1/2005   9/1/1935     1227.37       1227.37     3/1/2006     202000       200806.89     Cash Out Refinance     6.125  
  1268    
 
      WOODBRIDGE   VA     22192     Primary   Single Family     360       354       79.87       7.375     10/1/2005   9/1/1935     2068.57       2068.57     3/1/2006     299500       298098.63     Cash Out Refinance     7.375  
  1269    
 
      BALTIMORE   MD     21222     Primary   Single Family     360       354       90       8.15     10/1/2005   9/1/1935     1038.23       1038.23     3/1/2006     139500       138945.93     Cash Out Refinance     8.15  
  1270    
 
      PHOENIX   AZ     85015     Primary   Single Family     360       354       80       8.55     10/1/2005   9/1/1935     1050.55       1050.55     3/1/2006     136000       135501.9     Cash Out Refinance     8.55  
  1271    
 
      DAVIE   FL     33324     Primary   Condominium     180       174       89.61       8.4     10/1/2005   9/1/2020     312.35       312.35     3/1/2006     41000       40654.13     Cash Out Refinance     8.4  
  1272    
 
      LOS ANGELES   CA     90037     Primary   Two-Four Family     360       354       65       7.5     10/1/2005   9/1/1935     1795.24       1795.24     3/1/2006     256750       255588.68     Cash Out Refinance     7.5  
  1273    
 
      VIRGINA BEACH   VA     23457     Primary   Single Family     360       354       59.83       11.05     10/1/2005   9/1/1935     239.03       239.03     3/1/2006     25000       24933.87     Cash Out Refinance     11.05  
  1274    
 
      ENGLEWOOD   FL     34223     Primary   Single Family     360       354       70.49       6.25     10/1/2005   9/1/1935     486.11       486.11     3/1/2006     78948.8       78493.39     Cash Out Refinance     6.25  
  1275    
 
      RIVERBANK   CA     95367     Primary   Single Family     360       354       69.23       6.45     10/1/2005   9/1/1935     1209.38       1209.37     3/1/2006     225000       224999.98     Cash Out Refinance     6.45  
  1276    
 
      BAYVILLE   NJ     8721     Primary   Single Family     360       354       52.55       7.25     10/1/2005   9/1/1935     914.12       914.12     3/1/2006     134000       133363.23     Cash Out Refinance     7.25  
  1277    
 
      TERRE HAUTE   IN     47805     Primary   Single Family     360       354       49.59       6.99     9/15/2005   8/15/1935     398.78       398.78     2/15/2006     60000       59698.73     Purchase     6.99  
  1278    
 
      WICHITA   KS     67209     Primary   Single Family     360       354       90       6.9     9/15/2005   8/15/1935     489.02       489.02     2/15/2006     74250       73872.11     Purchase     6.9  
  1279    
 
      SPRING   TX     77388     Primary   PUD     360       354       80       8.5     9/15/2005   8/15/1935     1014.97       1014.97     2/15/2006     132000       131511.6     Purchase     8.5  
  1280    
 
      SAN ANTONIO   TX     78249     Primary   Single Family     360       354       80       6.5     10/1/2005   9/1/1935     875.82       875.82     3/1/2006     138564       137802.17     Purchase     6.5  
  1281    
 
      WOODBRIDGE   VA     22193     Primary   Single Family     360       354       71       7.5     10/1/2005   9/1/1935     1162.63       1162.63     3/1/2006     186020       186020     Cash Out Refinance     7.5  
  1282    
 
      CORINTH   TX     76210     Primary   Single Family     360       354       80       6.75     10/1/2005   9/1/1935     830.21       830.21     3/1/2006     128000       127329.38     Purchase     6.75  
  1283    
 
      SAN ANTONIO   TX     78219     Primary   Single Family     360       354       75       8.2     10/1/2005   9/1/1935     392.58       392.58     3/1/2006     52500       52293.54     Purchase     8.2  
  1284    
 
      LAKE ELSINORE   CA     92532     Primary   Single Family     360       354       80       6.5     10/1/2005   9/1/1935     1997.62       1997.62     3/1/2006     368792       368792     Purchase     6.5  

Page 32 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  1285    
 
      LEWISTON   UT     84320     Primary   Manufactured Housing     360       354       82.4       7.7     9/15/2005   8/15/1935     381.87       381.87     2/15/2006     53560       53291.41     Purchase     7.7  
  1286    
 
      SAINT MARYS   OH     45885     Primary   Single Family     360       354       90.69       7.8     10/1/2005   9/1/1935     946.6       946.6     3/1/2006     131495       130917.45     Cash Out Refinance     7.8  
  1287    
 
      LAKEWOOD   CO     80227     Primary   Condominium     360       354       80.8       6.25     10/1/2005   9/1/1935     698.58       698.58     3/1/2006     134128       134128     Rate/Term Refinance     6.25  
  1288    
 
      VIRGINIA BEACH   VA     23464     Primary   Single Family     360       354       80       6.35     10/1/2005   9/1/1935     1463.5       1463.5     3/1/2006     235200       233795.93     Cash Out Refinance     6.35  
  1289    
 
      HUDSON   WI     54016     Primary   Single Family     360       354       86.11       6.05     10/1/2005   9/1/1935     1497.69       1497.69     3/1/2006     297062.25       297062.25     Cash Out Refinance     6.05  
  1290    
 
      KIMBERLY   ID     83341     Primary   Manufactured Housing     240       234       56.18       8.82     10/1/2005   9/1/2025     444.1       444.1     3/1/2006     50000       49531.87     Cash Out Refinance     8.82  
  1291    
 
      VIRGINA BEACH   VA     23462     Primary   Townhouse     360       354       76.31       9.75     10/1/2005   9/1/1935     420.99       420.99     3/1/2006     49000       48777.73     Cash Out Refinance     9.75  
  1292    
 
      OXFORD   CT     6478     Primary   Single Family     240       234       68.63       8     10/1/2005   9/1/2025     209.12       209.12     3/1/2006     25000       24740.99     Cash Out Refinance     8  
  1293    
 
      GARDEN VALLEY   CA     95633     Primary   Single Family     360       354       22.22       6.85     10/1/2005   9/1/1935     393.16       393.16     3/1/2006     60000       59691.67     Cash Out Refinance     6.85  
  1294    
 
      NETCONG   NJ     7857     Primary   Two-Four Family     360       354       48.13       4.95     10/1/2005   9/1/1935     822.01       822.01     3/1/2006     154000       152867.83     Cash Out Refinance     4.95  
  1295    
 
      BRIDGEPORT   CT     6606     Primary   Condominium     360       354       85.48       10.99     9/19/2005   8/19/1935     512.9       512.9     2/19/2006     53900       53781.73     Cash Out Refinance     10.99  
  1296    
 
      CLOVIS   CA     93612     Primary   Single Family     360       354       30.17       5.55     10/1/2005   9/1/1935     399.66       399.66     3/1/2006     70000       69539.25     Cash Out Refinance     5.55  
  1297    
 
      MORENO VALLEY   CA     92557     Primary   Single Family     360       354       73.6       6.25     10/1/2005   9/1/1935     1414.45       1414.45     3/1/2006     271575       271575     Cash Out Refinance     6.25  
  1298    
 
      TAMPA   FL     33619     Primary   Single Family     360       354       75       7.1     10/1/2005   9/1/1935     680.44       680.44     3/1/2006     101250       100754.46     Cash Out Refinance     7.1  
  1299    
 
      NEW ORLEANS   LA     70114     Primary   Single Family     360       354       82.4       6.79     9/19/2005   8/19/1935     590.31       590.31     2/19/2006     90640       90246.85     Cash Out Refinance     6.79  
  1300    
 
      LAVERGNE   TN     37086     Primary   Single Family     360       354       85       8.5     10/1/2005   9/1/1935     771.23       771.23     3/1/2006     100300       99928.87     Cash Out Refinance     8.5  
  1301    
 
      PHOENIX   AZ     85032     Primary   PUD     360       354       80       7.08     10/1/2005   9/1/1935     1982.4       1982.4     3/1/2006     336000       336000     Rate/Term Refinance     7.08  
  1302    
 
      OCALA   FL     34471     Primary   Single Family     360       354       62.5       6.4     10/1/2005   9/1/1935     469.13       469.13     3/1/2006     75000       74579.65     Cash Out Refinance     6.4  
  1303    
 
      JACKSONVILLE   FL     32224     Primary   Single Family     360       354       74.76       6.5     10/1/2005   9/1/1935     992.35       992.35     3/1/2006     157000       156136.79     Cash Out Refinance     6.5  
  1304    
 
      ST PAUL   MN     55116     Primary   Single Family     180       174       77.51       11.3     10/1/2005   9/1/2020     351.02       351.02     3/1/2006     36000       35926.16     Cash Out Refinance     11.3  
  1305    
 
      FORT LAUDERDALE   FL     33351     Primary   Single Family     360       354       85       7.875     10/1/2005   9/1/1935     1694.85       1694.85     3/1/2006     233750       232768.84     Cash Out Refinance     7.875  
  1306    
 
      COVINGTON   GA     30014     Primary   Single Family     360       354       84.72       7.05     10/1/2005   9/1/1935     1791.88       1791.88     3/1/2006     305000       305000     Cash Out Refinance     7.05  
  1307    
 
      SAINT PETERSBURG   FL     33712     Primary   Single Family     360       354       50.64       7.15     10/1/2005   9/1/1935     796.98       796.98     3/1/2006     118000       117428.15     Cash Out Refinance     7.15  
  1308    
 
      HAM LAKE   MN     55304     Primary   Single Family     360       354       88       8.1     10/1/2005   9/1/1935     1629.64       1629.64     3/1/2006     220000       219117.37     Cash Out Refinance     8.1  
  1309    
 
      PORT CHARLOTTE   FL     33948     Primary   Single Family     360       354       62.27       6.65     10/1/2005   9/1/1935     816.76       816.76     3/1/2006     137000       136649.88     Cash Out Refinance     6.65  
  1310    
 
      ARLINGTON   TX     76017     Primary   Single Family     360       354       80       7.05     10/1/2005   9/1/1935     668.67       668.67     3/1/2006     100000       99505.77     Purchase     7.05  
  1311    
 
      DUNCAN   OK     73533     Primary   Single Family     360       354       62.5       8     10/1/2005   9/1/1935     366.89       366.89     3/1/2006     50000       49785.04     Cash Out Refinance     8  
  1312    
 
      MARICOPA   AZ     85239     Primary   PUD     360       354       85.49       12.5     10/1/2005   9/1/1935     266.82       266.82     3/1/2006     25000       24960.57     Cash Out Refinance     12.5  
  1313    
 
      PHOENIX   AZ     85027     Primary   Single Family     360       354       80.49       11.3     10/1/2005   9/1/1935     692.3       692.3     3/1/2006     71000       70854.32     Rate/Term Refinance     11.3  
  1314    
 
      LAS VEGAS   NV     89121     Primary   PUD     360       354       72.02       13.3     10/1/2005   9/1/1935     338.91       338.91     3/1/2006     30000       29960.46     Cash Out Refinance     13.3  
  1315    
 
      HIALEAH   FL     33018     Primary   Single Family     360       354       80       6.39     10/1/2005   9/1/1935     2249.47       2249.47     3/1/2006     360000       357978.43     Cash Out Refinance     6.39  
  1316    
 
      LITTLERIVER   CA     95456     Primary   Single Family     360       354       57.61       5.85     10/1/2005   9/1/1935     1529.3       1529.3     3/1/2006     259229       257616.12     Cash Out Refinance     5.85  
  1317    
 
      LAKELAND   FL     33813     Primary   Single Family     240       234       55.93       10.7     10/1/2005   9/1/2025     293.44       293.44     3/1/2006     29000       28721.7     Cash Out Refinance     10.7  
  1318    
 
      TYRONE   PA     16686     Primary   Single Family     360       354       75       7.05     10/1/2005   9/1/1935     456.37       456.37     3/1/2006     68250       67912.07     Cash Out Refinance     7.05  
  1319    
 
      MASON   OH     45040     Primary   Single Family     360       354       87.55       7.99     10/1/2005   9/1/1935     1925.41       1925.41     3/1/2006     262650       261183.14     Cash Out Refinance     7.99  
  1320    
 
      CLINTON   IN     47842     Primary   Single Family     360       354       89.25       6.5     10/1/2005   9/1/1935     451.3       451.3     3/1/2006     71400       70961.97     Cash Out Refinance     6.5  
  1321    
 
      VISALIA   CA     93292     Primary   Single Family     180       174       63.9       10.95     10/1/2005   9/1/2020     748.09       748.09     3/1/2006     66000       64838.41     Cash Out Refinance     10.95  
  1322    
 
      LEWISVILLE   TX     75067     Primary   Single Family     60       54       52       7.15     10/1/2005   9/1/2010     1033.35       1033.35     3/1/2006     52000       46963.65     Cash Out Refinance     7.15  
  1323    
 
      SAN MARCOS   CA     92069     Primary   Single Family     360       354       76.4       11.6     10/1/2005   9/1/1935     424.58       424.58     3/1/2006     42546       42464.24     Cash Out Refinance     11.6  
  1324    
 
      OLD BRIDGE   NJ     8857     Primary   Single Family     360       354       51.2       9.65     10/1/2005   9/1/1935     212.96       212.96     3/1/2006     25000       24741.13     Cash Out Refinance     9.65  

Page 33 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  1325    
 
      LANCASTER   CA     93535     Primary   Single Family     360       355       86.76       11.72     10/15/2005   9/15/1935     251.78       251.78     2/15/2006     25000       24961.18     Cash Out Refinance     11.72  
  1326    
 
      RIDGECREST   CA     93555     Primary   Manufactured Housing     360       354       80.49       6.95     10/1/2005   9/1/1935     426.25       426.25     3/1/2006     64392       63743.7     Cash Out Refinance     6.95  
  1327    
 
      MAGALIA   CA     95954     Primary   Single Family     360       354       85.49       10.9     10/1/2005   9/1/1935     410.98       410.98     3/1/2006     43500       43402.69     Rate/Term Refinance     10.9  
  1328    
 
      SACRAMENTO   CA     95823     Primary   Single Family     360       354       70.83       5.95     10/1/2005   9/1/1935     1562.89       1562.89     3/1/2006     262080       260479.81     Cash Out Refinance     5.95  
  1329    
 
      SAN DIEGO   CA     92115     Primary   Single Family     360       354       72.18       8.2     10/1/2005   9/1/1935     523.43       523.43     3/1/2006     70000       69715.17     Cash Out Refinance     8.2  
  1330    
 
      LINDEN   NJ     7036     Primary   Single Family     204       198       48.45       9.95     10/1/2005   9/1/2022     254.52       254.52     3/1/2006     25000       24323.79     Cash Out Refinance     9.95  
  1331    
 
      TAFT   CA     93268     Primary   Single Family     360       354       80       5.99     10/1/2005   9/1/1935     709.11       709.11     3/1/2006     118400       117682.52     Cash Out Refinance     5.99  
  1332    
 
      ANDOVER   NJ     7821     Primary   Single Family     360       354       65       6.75     10/1/2005   9/1/1935     1399.67       1399.67     3/1/2006     215800       214669.44     Cash Out Refinance     6.75  
  1333    
 
      CARSON   CA     90745     Primary   Single Family     360       354       75       6.5     10/1/2005   9/1/1935     2275.44       2275.44     3/1/2006     360000       357617.68     Cash Out Refinance     6.5  
  1334    
 
      PORT ORANGE   FL     32127     Primary   Single Family     360       354       54.6       6.265     10/1/2005   9/1/1935     1208.62       1208.62     3/1/2006     231500       231500     Cash Out Refinance     6.265  
  1335    
 
      LOUISVILLE   KY     40229     Primary   Single Family     360       354       90       7.4     10/1/2005   9/1/1935     903.56       903.56     3/1/2006     130500       129897.93     Purchase     7.4  
  1336    
 
      MONROE   WA     98272     Primary   Manufactured Housing     360       354       61       9.75     10/1/2005   9/1/1935     1247.06       1247.06     3/1/2006     145149.5       144734.83     Purchase     9.75  
  1337    
 
      GARY   IN     46404     Primary   Single Family     360       354       85.49       10.8     10/1/2005   9/1/1935     657.03       657.03     3/1/2006     70101.8       69941.54     Cash Out Refinance     10.8  
  1338    
 
      TUCSON   AZ     85737     Primary   Single Family     360       354       74.94       8.8     10/1/2005   9/1/1935     620.37       620.37     3/1/2006     78500       78208.01     Cash Out Refinance     8.8  
  1339    
 
      CARENCRO   LA     70520     Primary   Single Family     240       234       65.16       10.9     10/1/2005   9/1/2025     256.35       256.35     3/1/2006     25000       24816.59     Cash Out Refinance     10.9  
  1340    
 
      MIAMI   FL     33177     Primary   Single Family     360       354       48.48       6.65     10/1/2005   9/1/1935     1027.15       1027.15     3/1/2006     160000       159145.35     Cash Out Refinance     6.65  
  1341    
 
      MONTCLAIR   CA     91763     Primary   Single Family     360       354       74.81       5.99     10/1/2005   9/1/1935     1724.86       1724.86     3/1/2006     288000       286254.8     Cash Out Refinance     5.99  
  1342    
 
      NEW MILFORD   CT     6776     Primary   Single Family     360       354       65       6.25     10/1/2005   9/1/1935     1292.7       1292.7     3/1/2006     209950       208739.07     Cash Out Refinance     6.25  
  1343    
 
      LAFAYETTE   GA     30728     Primary   Single Family     240       234       80       6.9     10/1/2005   9/1/2025     523.13       523.13     3/1/2006     68000       66587.04     Cash Out Refinance     6.9  
  1344    
 
      SCOTTSDALE   AZ     85258     Primary   Condominium     240       234       49.52       10.39     10/1/2005   9/1/2025     247.76       247.76     3/1/2006     25000       24808.08     Cash Out Refinance     10.39  
  1345    
 
      CHANDLER   AZ     85224     Primary   Single Family     360       354       78.89       6.99     10/1/2005   9/1/1935     1232.23       1232.23     3/1/2006     185400       184472.96     Cash Out Refinance     6.99  
  1346    
 
      ANGLETON   TX     77515     Primary   Single Family     360       354       80       9.94     10/1/2005   9/1/1935     656.61       656.61     3/1/2006     75200       74787.68     Cash Out Refinance     9.94  
  1347    
 
      CALDWELL   TX     77836     Primary   Single Family     360       354       47.04       6.99     10/1/2005   9/1/1935     422.05       422.05     3/1/2006     63500       63182.43     Cash Out Refinance     6.99  
  1348    
 
      ROSEVILLE   MI     48066     Primary   Single Family     360       354       90       8.6     10/1/2005   9/1/1935     1187.3       1187.3     3/1/2006     153000       152445.34     Rate/Term Refinance     8.6  
  1349    
 
      SEABECK   WA     98380     Primary   Manufactured Housing     360       354       76.88       6.05     10/1/2005   9/1/1935     797.02       797.02     3/1/2006     132225       131392.1     Rate/Term Refinance     6.05  
  1350    
 
      LAUREL   MD     20724     Primary   PUD     360       354       64.65       9     10/1/2005   9/1/1935     442.55       442.55     3/1/2006     55000       54816.29     Cash Out Refinance     9  
  1351    
 
      SACRAMENTO   CA     95818     Primary   Single Family     360       354       38.26       9.6     10/1/2005   9/1/1935     702.28       702.28     3/1/2006     82800       82555.89     Cash Out Refinance     9.6  
  1352    
 
      BAKERSFIELD   CA     93308     Primary   Single Family     360       354       90.49       6.35     10/1/2005   9/1/1935     1689.19       1689.19     3/1/2006     271470       269933.84     Cash Out Refinance     6.35  
  1353    
 
      MENOMONEE FALLS   WI     53051     Primary   Single Family     360       354       87.55       12.4     10/1/2005   9/1/1935     264.88       264.88     3/1/2006     25000       24959.96     Cash Out Refinance     12.4  
  1354    
 
      SOUTHHAMPTON   PA     18966     Primary   Single Family     360       354       62.83       11.6     10/1/2005   9/1/1935     249.49       249.49     3/1/2006     25000       24948.78     Cash Out Refinance     11.6  
  1355    
 
      GOLDEN VALLEY   AZ     86413     Primary   Manufactured Housing     360       354       80.49       9.9     10/1/2005   9/1/1935     609.37       609.37     3/1/2006     70026.3       69832.44     Cash Out Refinance     9.9  
  1356    
 
      VISTA   CA     92081     Primary   Single Family     360       354       75.49       9.45     10/1/2005   9/1/1935     535.94       535.94     3/1/2006     64014.5       63819.75     Cash Out Refinance     9.45  
  1357    
 
      PASADENA   CA     91104     Primary   Single Family     360       354       45.55       8.95     10/1/2005   9/1/1935     572.74       572.74     3/1/2006     71500       71258.73     Cash Out Refinance     8.95  
  1358    
 
      LOS ANGELES   CA     90045     Primary   Single Family     360       354       49.12       6.25     10/1/2005   9/1/1935     2155.02       2155.02     3/1/2006     350000       346699.49     Cash Out Refinance     6.25  
  1359    
 
      SHIRLEY   NY     11967     Primary   Single Family     360       354       84.55       12.6     10/1/2005   9/1/1935     268.76       268.76     3/1/2006     25000       24961.43     Cash Out Refinance     12.6  
  1360    
 
      HAGERSTOWN   MD     21742     Primary   Single Family     360       354       85.49       6.55     10/1/2005   9/1/1935     1101.25       1101.25     3/1/2006     201756.4       201756.4     Cash Out Refinance     6.55  
  1361    
 
      BURNEY   CA     96013     Primary   Single Family     360       354       80       6.99     10/1/2005   9/1/1935     1116.59       1116.59     3/1/2006     168000       167102.69     Rate/Term Refinance     6.99  
  1362    
 
      SOMERTON   AZ     85350     Primary   Manufactured Housing     360       354       77.72       8.5     10/1/2005   9/1/1935     645.45       645.45     3/1/2006     83942       83597.85     Cash Out Refinance     8.5  
  1363    
 
      MODESTO   CA     95355     Primary   Single Family     360       354       70       5.5     10/1/2005   9/1/1935     1768.67       1768.67     3/1/2006     311500       309429.07     Purchase     5.5  
  1364    
 
      CORBIN   KY     40701     Primary   Single Family     360       354       90       8.54     10/1/2005   9/1/1935     618.18       618.18     3/1/2006     80100       79806.01     Purchase     8.54  

Page 34 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  1365    
 
      HIGHLAND   CA     92346     Primary   PUD     360       354       90       6.75     10/1/2005   9/1/1935     2471.32       2471.32     3/1/2006     439345       439345     Purchase     6.75  
  1366    
 
      PHOENIX   AZ     85031     Primary   Single Family     360       354       80       6.85     10/1/2005   9/1/1935     662.17       662.17     3/1/2006     116000       116000     Purchase     6.85  
  1367    
 
      BELLINGHAM   WA     98229     Primary   PUD     360       354       85.49       12.45     10/1/2005   9/1/1935     448.66       448.66     3/1/2006     42191       42123.7     Cash Out Refinance     12.45  
  1368    
 
      LATROBE   PA     15650     Primary   Single Family     60       54       25.05       7.25     10/1/2005   9/1/2010     997.97       997.97     3/1/2006     50100       45864.79     Cash Out Refinance     7.25  
  1369    
 
      PHOENIX   AZ     85032     Primary   Single Family     360       354       80.49       6.25     10/1/2005   9/1/1935     1387.66       1387.66     3/1/2006     225372       224062.95     Cash Out Refinance     6.25  
  1370    
 
      HIALEAH   FL     33016     Primary   Single Family     360       354       92.7       6.45     10/1/2005   9/1/1935     1544.64       1544.64     3/1/2006     245655       244291.33     Cash Out Refinance     6.45  
  1371    
 
      TAMPA   FL     33617     Primary   Single Family     360       354       80.49       7.55     10/1/2005   9/1/1935     1238.57       1238.57     3/1/2006     176273       175483.57     Cash Out Refinance     7.55  
  1372    
 
      FRENCHVILLE   ME     4745     Primary   Single Family     180       174       77.7       12.15     10/1/2005   9/1/2020     302.46       302.46     3/1/2006     25000       24695.84     Cash Out Refinance     12.15  
  1373    
 
      FALLS CHURCH   VA     22042     Primary   Single Family     360       354       72.89       5.45     10/1/2005   9/1/1935     1866.97       1866.97     3/1/2006     411075       411073.86     Cash Out Refinance     5.45  
  1374    
 
      BROWNS VALLEY   CA     95918     Primary   Manufactured Housing     360       354       48.8       6.8     10/1/2005   9/1/1935     636.28       636.28     3/1/2006     97600       97093.59     Rate/Term Refinance     6.8  
  1375    
 
      BROOKLET   GA     30415     Primary   Single Family     360       354       91.8       7.9     10/1/2005   9/1/1935     917.42       917.42     3/1/2006     126225       125697.75     Cash Out Refinance     7.9  
  1376    
 
      PENSACOLA   FL     32501     Primary   Single Family     360       354       72.69       11.05     10/1/2005   9/1/1935     507.09       507.09     3/1/2006     53037       52922.13     Cash Out Refinance     11.05  
  1377    
 
      HOUSTON   TX     77088     Primary   Single Family     132       126       41.67       6.99     10/1/2005   9/1/2016     543.95       543.95     3/1/2006     50000       47616.24     Cash Out Refinance     6.99  
  1378    
 
      MINERAL WELLS   TX     76067     Primary   Manufactured Housing     360       354       66.67       8.95     10/1/2005   9/1/1935     400.52       400.52     3/1/2006     50000       49831.26     Cash Out Refinance     8.95  
  1379    
 
      BURSON   CA     95252     Primary   Single Family     360       354       64.8       5.05     10/1/2005   9/1/1935     1941.69       1941.69     3/1/2006     359650       357053.85     Cash Out Refinance     5.05  
  1380    
 
      CLERMONT   FL     34711     Primary   PUD     240       234       80.49       8.65     10/1/2005   9/1/2025     578.83       578.83     3/1/2006     65975       65344.17     Cash Out Refinance     8.65  
  1381    
 
      FAIRFIELD   CA     94534     Primary   PUD     360       354       90       6.4     10/1/2005   9/1/1935     3192       3192     3/1/2006     598500       598500     Cash Out Refinance     6.4  
  1382    
 
      SUN CITY   CA     92585     Primary   Manufactured Housing     360       354       78.19       5.875     10/1/2005   9/1/1935     1637.32       1637.32     3/1/2006     276790       275075.93     Cash Out Refinance     5.875  
  1383    
 
      MACON   GA     31220     Primary   PUD     360       354       92.13       9.5     10/1/2005   9/1/1935     991.57       991.57     3/1/2006     117923       117567.96     Cash Out Refinance     9.5  
  1384    
 
      OKLAHOMA CITY   OK     73132     Primary   Single Family     120       114       86.47       10.15     10/1/2005   9/1/2015     332.46       332.46     3/1/2006     25000       24258.46     Cash Out Refinance     10.15  
  1385    
 
      VIRGINIA BEACH   VA     23456     Primary   Single Family     360       354       78.68       11.55     10/1/2005   9/1/1935     258.47       258.47     3/1/2006     26000       25949.48     Cash Out Refinance     11.55  
  1386    
 
      MARLBOROUGH   NY     12528     Primary   Single Family     360       354       64.76       6.75     10/1/2005   9/1/1935     882.09       882.09     3/1/2006     136000       135287.5     Cash Out Refinance     6.75  
  1387    
 
      PEMBROKE PINES   FL     33029     Primary   Single Family     240       234       79.37       10.1     10/1/2005   9/1/2025     340.08       340.08     3/1/2006     35000       34721.2     Cash Out Refinance     10.1  
  1388    
 
      SOUTHFIELD   MI     48076     Primary   Single Family     360       354       84.84       8     10/1/2005   9/1/1935     876.67       876.67     3/1/2006     131500       131500     Cash Out Refinance     8  
  1389    
 
      SIKESTON   MO     63801     Primary   Single Family     360       354       90       9.55     10/1/2005   9/1/1935     638.45       638.45     3/1/2006     75600       75374.75     Purchase     9.55  
  1390    
 
      LAKE CITY   GA     30260     Investor   Single Family     360       354       90       10.1     10/1/2005   9/1/1935     473.91       473.91     3/1/2006     53550       44057.49     Purchase     10.1  
  1391    
 
      EUNICE   LA     70535     Primary   Single Family     360       354       90       7.35     10/1/2005   9/1/1935     372.05       372.05     3/1/2006     54000       53729.78     Purchase     7.35  
  1392    
 
      VISALIA   CA     93291     Primary   Single Family     360       354       70       5.6     10/1/2005   9/1/1935     1137.98       1137.98     3/1/2006     243852       243851.98     Purchase     5.6  
  1393    
 
      SAVANNAH   GA     31419     Primary   Single Family     360       354       80       7.9     10/1/2005   9/1/1935     1123.65       1123.65     3/1/2006     154600       153907.5     Purchase     7.9  
  1394    
 
      OVERLAND PARK   KS     66204     Primary   Single Family     360       354       80       9.38     10/1/2005   9/1/1935     915.33       915.33     3/1/2006     110000       109660.44     Purchase     9.38  
  1395    
 
      PORT CHARLOTTE   FL     33952     Primary   Single Family     180       174       40.91       6.95     10/1/2005   9/1/2020     645.15       645.15     3/1/2006     72000       70611.13     Cash Out Refinance     6.95  
  1396    
 
      ELIZABETH CITY   NC     27909     Primary   Single Family     360       354       75       11.55     10/1/2005   9/1/1935     316.02       316.02     3/1/2006     31788.9       31674.66     Cash Out Refinance     11.55  
  1397    
 
      BOWLING GREEN   OH     43402     Primary   Single Family     360       354       81       6.99     10/1/2005   9/1/1935     807.53       807.53     3/1/2006     121500       120892.46     Rate/Term Refinance     6.99  
  1398    
 
      CERRITOS   CA     90703     Primary   Condominium     360       354       77.78       5.4     10/1/2005   9/1/1935     1260       1259.72     3/1/2006     280000       279936.44     Cash Out Refinance     5.4  
  1399    
 
      PLANT CITY   FL     33567     Primary   Single Family     240       234       70.22       7.35     10/1/2005   9/1/2025     2253.95       2253.95     3/1/2006     283000       279755.57     Cash Out Refinance     7.35  
  1400    
 
      HIGHLAND   UT     84003     Primary   Single Family     360       354       86.7       5.99     10/1/2005   9/1/1935     1713.54       1713.54     3/1/2006     286110       283912.09     Cash Out Refinance     5.99  
  1401    
 
      BROOKSTON   IN     47923     Primary   Single Family     360       354       90       7.99     10/1/2005   9/1/1935     923.67       923.67     3/1/2006     126000       125483.15     Rate/Term Refinance     7.99  
  1402    
 
      PHOENIX   AZ     85037     Primary   PUD     360       354       70.48       10.5     10/1/2005   9/1/1935     441.37       441.37     3/1/2006     48250       48132.37     Cash Out Refinance     10.5  
  1403    
 
      BIG RIVER   CA     92242     Primary   Single Family     240       234       41.6       9.9     10/1/2005   9/1/2025     498.38       498.38     3/1/2006     52000       51575.04     Cash Out Refinance     9.9  
  1404    
 
      VISALIA   CA     93291     Primary   Single Family     360       354       20.99       4.6     10/1/2005   9/1/1935     435.75       435.75     3/1/2006     85000       84334.14     Cash Out Refinance     4.6  

Page 35 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  1405    
 
      SAN LEANDRO   CA     94577     Primary   Single Family     360       354       60       5.4     10/1/2005   9/1/1935     1363.5       1363.5     3/1/2006     303000       303000     Cash Out Refinance     5.4  
  1406    
 
      ARCADIA   FL     34266     Primary   Single Family     360       354       90.49       7.7     10/1/2005   9/1/1935     1077.42       1077.42     3/1/2006     151118.3       150406.66     Cash Out Refinance     7.7  
  1407    
 
      CALABASAS   CA     91302     Primary   Condominium     360       354       72.29       5.99     10/1/2005   9/1/1935     3593.45       3593.45     3/1/2006     600000       596364.18     Cash Out Refinance     5.99  
  1408    
 
      NAPLES   FL     34112     Primary   Single Family     360       354       82.4       6.8     10/1/2005   9/1/1935     1423.55       1423.55     3/1/2006     218360       217227.01     Cash Out Refinance     6.8  
  1409    
 
      ORLANDO   FL     32817     Primary   PUD     360       354       61.11       5.99     10/1/2005   9/1/1935     1372.71       1372.71     3/1/2006     275000       274999.99     Cash Out Refinance     5.99  
  1410    
 
      ADKINS   TX     78101     Primary   Manufactured Housing     360       354       80       9.95     10/1/2005   9/1/1935     685.13       685.13     3/1/2006     78400       78184.24     Cash Out Refinance     9.95  
  1411    
 
      SANTA ROSA   CA     95409     Primary   Single Family     360       354       40.71       8.1     10/1/2005   9/1/1935     1074.09       1074.09     3/1/2006     145000       144418.23     Cash Out Refinance     8.1  
  1412    
 
      RICHMOND   VA     23224     Primary   Single Family     360       354       80       9.85     10/1/2005   9/1/1935     526.84       526.84     3/1/2006     60800       60629.91     Cash Out Refinance     9.85  
  1413    
 
      ALISO VIEJO   CA     92656     Primary   PUD     360       354       50.89       8.05     10/1/2005   9/1/1935     442.36       442.36     3/1/2006     60000       59755.48     Cash Out Refinance     8.05  
  1414    
 
      GILBERT   AZ     85233     Primary   Condominium     360       354       60.05       11.2     10/1/2005   9/1/1935     474.06       474.06     3/1/2006     49000       48872.67     Cash Out Refinance     11.2  
  1415    
 
      YUMA   AZ     85364     Primary   Single Family     360       354       80       7.52     10/1/2005   9/1/1935     840.71       840.71     3/1/2006     120000       119459.34     Cash Out Refinance     7.52  
  1416    
 
      PHOENIX   AZ     85032     Primary   Single Family     360       354       70       8.2     10/1/2005   9/1/1935     1203.88       1203.88     3/1/2006     161000       160366.99     Cash Out Refinance     8.2  
  1417    
 
      SALEM   VA     24153     Primary   Manufactured Housing     360       354       55.87       8.2     10/1/2005   9/1/1935     373.88       373.88     3/1/2006     50000       49803.39     Cash Out Refinance     8.2  
  1418    
 
      KAUFMAN   TX     75142     Primary   Manufactured Housing     360       354       80       7.99     10/1/2005   9/1/1935     381.2       381.2     3/1/2006     52000       51786.67     Cash Out Refinance     7.99  
  1419    
 
      BEDFORD   TX     76022     Primary   Single Family     360       354       43.94       7.99     10/1/2005   9/1/1935     425.18       425.18     3/1/2006     58000       57152     Cash Out Refinance     7.99  
  1420    
 
      MIRA LOMA   CA     91752     Primary   Single Family     360       354       77.37       6.35     10/1/2005   9/1/1935     3297.85       3297.85     3/1/2006     530000       527000.96     Cash Out Refinance     6.35  
  1421    
 
      TORRANCE   CA     90504     Primary   Single Family     360       354       89.32       8.99     10/1/2005   9/1/1935     233.14       233.14     3/1/2006     29000       28738.68     Cash Out Refinance     8.99  
  1422    
 
      MADERA   CA     93638     Primary   Single Family     360       354       81.7       10.95     10/1/2005   9/1/1935     284.57       284.57     3/1/2006     30000       29918.69     Cash Out Refinance     10.95  
  1423    
 
      MINNEOLA   FL     34715     Primary   Single Family     360       354       79.76       5.75     10/1/2005   9/1/1935     1172.98       1172.98     3/1/2006     201000       199725.69     Cash Out Refinance     5.75  
  1424    
 
      STONEHAM   MA     2180     Second Home   Condominium     180       174       32.5       11.9     10/1/2005   9/1/2020     447.66       447.66     3/1/2006     37500       37033.86     Cash Out Refinance     11.9  
  1425    
 
      WOODSTOCK   GA     30188     Primary   PUD     360       354       80       6.74     10/1/2005   9/1/1935     697.48       697.43     3/1/2006     124180       124172.39     Purchase     6.74  
  1426    
 
      VISALIA   CA     93291     Primary   Single Family     360       354       90       7.4     10/1/2005   9/1/1935     2240.19       2240.19     3/1/2006     323549       322055.49     Purchase     7.4  
  1427    
 
      KRUM   TX     76249     Primary   Single Family     360       354       80       7.99     10/1/2005   9/1/1935     650.97       650.97     3/1/2006     88800       88435.72     Cash Out Refinance     7.99  
  1428    
 
      LAKELAND   FL     33809     Primary   PUD     240       234       64.43       8.7     10/1/2005   9/1/2025     484.29       484.29     3/1/2006     55000       54477.38     Cash Out Refinance     8.7  
  1429    
 
      UNITED   PA     15689     Primary   Single Family     360       354       80.48       6.7     10/1/2005   9/1/1935     327.19       327.19     3/1/2006     50705       50436.76     Cash Out Refinance     6.7  
  1430    
 
      JEFFERSONVILLE   KY     40337     Primary   Single Family     240       234       83.27       11.95     10/1/2005   9/1/2025     274.41       274.41     3/1/2006     25000       24843.44     Cash Out Refinance     11.95  
  1431    
 
      SIOUX CITY   IA     51104     Primary   Single Family     360       354       90       7.99     10/1/2005   9/1/1935     923.67       923.67     3/1/2006     126000       125447.45     Rate/Term Refinance     7.99  
  1432    
 
      BRIGHTON   CO     80601     Primary   Single Family     360       354       71.43       5.7     10/1/2005   9/1/1935     736.25       735.78     3/1/2006     155000       154900     Cash Out Refinance     5.7  
  1433    
 
      MIAMI   FL     33179     Primary   Condominium     360       354       92.7       6.3     10/1/2005   9/1/1935     841.95       841.95     3/1/2006     160371       160371     Cash Out Refinance     6.3  
  1434    
 
      RIALTO   CA     92376     Primary   Single Family     360       354       80       6.375     10/1/2005   9/1/1935     1423.75       1423.37     3/1/2006     268000       267928.82     Cash Out Refinance     6.375  
  1435    
 
      JEFFERSON   NC     28640     Primary   Single Family     360       354       65       6.1     10/1/2005   9/1/1935     531.77       531.77     3/1/2006     87750       87104.61     Cash Out Refinance     6.1  
  1436    
 
      VISALIA   CA     93291     Primary   Single Family     360       354       80       5.99     10/1/2005   9/1/1935     1545.92       1545.92     3/1/2006     309700       309700     Purchase     5.99  
  1437    
 
      RICHMOND   VA     23236     Primary   Single Family     360       354       85       6.25     10/1/2005   9/1/1935     1084.64       1084.64     3/1/2006     208250       208250     Cash Out Refinance     6.25  
  1438    
 
      WINSTON   OR     97496     Primary   Manufactured Housing     360       354       82.5       7.75     10/1/2005   9/1/1935     780.19       780.19     3/1/2006     108902       108352.13     Cash Out Refinance     7.75  
  1439    
 
      AKRON   OH     44305     Primary   Single Family     240       234       65.49       6.95     10/1/2005   9/1/2025     682.81       682.81     3/1/2006     88411.5       87363.28     Cash Out Refinance     6.95  
  1440    
 
      STOCKTON   CA     95210     Primary   Single Family     360       354       57.5       9.45     10/1/2005   9/1/1935     418.61       418.61     3/1/2006     50000       49847.88     Cash Out Refinance     9.45  
  1441    
 
      EDISON   NJ     8817     Primary   Single Family     360       354       82.22       6.3     10/1/2005   9/1/1935     2290.2       2290.2     3/1/2006     370000       367865.69     Cash Out Refinance     6.3  
  1442    
 
      LITHIA   FL     33547     Primary   PUD     360       354       81.99       7.9     10/1/2005   9/1/1935     436.09       436.09     3/1/2006     60000       59749.37     Cash Out Refinance     7.9  
  1443    
 
      FRESNO   CA     93705     Primary   Single Family     360       354       53.19       5.9     10/1/2005   9/1/1935     667.28       667.28     3/1/2006     112500       111806.6     Cash Out Refinance     5.9  
  1444    
 
      ORLANDO   FL     32822     Primary   Condominium     240       234       44.81       7     10/1/2005   9/1/2025     469.06       469.06     3/1/2006     60500       59593.24     Cash Out Refinance     7  

Page 36 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  1445    
 
      STANWOOD   WA     98292     Primary   PUD     360       354       88.84       7.59     10/1/2005   9/1/1935     1460.16       1460.16     3/1/2006     207000       206080.26     Cash Out Refinance     7.59  
  1446    
 
      KEY WEST   FL     33040     Primary   Single Family     360       354       23.57       7.15     10/1/2005   9/1/1935     1360.95       1360.95     3/1/2006     201500       200480.33     Cash Out Refinance     7.15  
  1447    
 
      NORTH BRUNSWICK   NJ     8902     Primary   Single Family     360       354       60.61       6.6     10/1/2005   9/1/1935     1277.32       1277.32     3/1/2006     200000       198921.34     Cash Out Refinance     6.6  
  1448    
 
      TARBORO   NC     27886     Primary   Single Family     240       234       85.49       10.99     10/1/2005   9/1/2025     529.11       529.11     3/1/2006     51294       50929.69     Cash Out Refinance     10.99  
  1449    
 
      SOUTH OZONE PARK   NY     11420     Primary   Single Family     360       354       25       6.99     10/1/2005   9/1/1935     731.09       731.09     3/1/2006     110000       109450     Cash Out Refinance     6.99  
  1450    
 
      EXETER   CA     93221     Primary   Single Family     360       355       69.62       6.15     11/1/2005   10/1/1935     1340.3       1340.3     3/1/2006     220000       218925.33     Cash Out Refinance     6.15  
  1451    
 
      CINCINNATI   OH     45231     Primary   Single Family     360       354       80       7.35     10/1/2005   9/1/1935     744.09       744.09     3/1/2006     108000       107472.77     Cash Out Refinance     7.35  
  1452    
 
      INKSTER   MI     48141     Primary   Single Family     360       354       88.5       9.15     10/1/2005   9/1/1935     721.67       721.67     3/1/2006     88500       88125.2     Cash Out Refinance     9.15  
  1453    
 
      WESTFIELD   MA     1085     Primary   Single Family     360       354       79.02       7.8     10/1/2005   9/1/1935     1166.2       1166.2     3/1/2006     162000       161309.66     Cash Out Refinance     7.8  
  1454    
 
      GREENSBORO   NC     27405     Primary   Single Family     360       354       90       9.6     10/1/2005   9/1/1935     1526.69       1526.69     3/1/2006     180000       179467.73     Purchase     9.6  
  1455    
 
      MODESTO   CA     95350     Primary   Single Family     360       354       80       5.65     10/1/2005   9/1/1935     1819.93       1819.93     3/1/2006     386533       386533     Purchase     5.65  
  1456    
 
      PENSACOLA   FL     32507     Primary   Single Family     360       354       80       8.25     10/1/2005   9/1/1935     987.92       987.92     3/1/2006     131500       130927.3     Purchase     8.25  
  1457    
 
      SAN ANTONIO   TX     78233     Primary   Single Family     360       354       80       6.3     10/1/2005   9/1/1935     505.09       505.09     3/1/2006     81600       81133.79     Purchase     6.3  
  1458    
 
      WOODBURY   MN     55129     Primary   Condominium     360       354       80       7.05     10/1/2005   9/1/1935     884.52       884.51     3/1/2006     150556       150554.06     Purchase     7.05  
  1459    
 
      KENT   WA     98030     Primary   Single Family     360       354       80       6.5     10/1/2005   9/1/1935     1200.12       1200.12     3/1/2006     221560       221560     Purchase     6.5  
  1460    
 
      LAURENS   SC     29360     Primary   Single Family     360       354       90       9.25     10/1/2005   9/1/1935     414.63       414.63     3/1/2006     50400       50240.17     Cash Out Refinance     9.25  
  1461    
 
      SHAWNEE   OK     74804     Primary   Single Family     360       354       90       7.75     10/1/2005   9/1/1935     451.34       451.34     3/1/2006     63000       62728.87     Cash Out Refinance     7.75  
  1462    
 
      MIAMI   FL     33190     Primary   Single Family     360       354       92.02       6.64     10/1/2005   9/1/1935     1605.12       1605.12     3/1/2006     250290       248950.49     Cash Out Refinance     6.64  
  1463    
 
      NORTHUMBERLAND   NH     3582     Primary   Single Family     240       234       88.14       6.6     10/1/2005   9/1/2025     781.54       781.54     3/1/2006     104000       102725.34     Rate/Term Refinance     6.6  
  1464    
 
      NASHVILLE   TN     37206     Primary   Single Family     360       354       85.54       6.75     10/1/2005   9/1/1935     482.67       482.67     3/1/2006     74417       74027.11     Rate/Term Refinance     6.75  
  1465    
 
      GLENDALE   AZ     85308     Primary   Manufactured Housing     360       354       82       7.6     10/1/2005   9/1/1935     578.99       578.99     3/1/2006     82000       81636.35     Cash Out Refinance     7.6  
  1466    
 
      GRAND BLANC   MI     48439     Primary   Single Family     360       354       82.95       6.76     10/1/2005   9/1/1935     1014       1014     3/1/2006     180000       180000     Cash Out Refinance     6.76  
  1467    
 
      RIVIERA BEACH   FL     33407     Primary   PUD     360       354       88.92       7.4     10/1/2005   9/1/1935     2000.98       2000.98     3/1/2006     289000       287662.63     Cash Out Refinance     7.4  
  1468    
 
      LACEY   WA     98516     Primary   PUD     360       354       80       7.35     10/1/2005   9/1/1935     1361.41       1361.41     3/1/2006     197600       196679.34     Cash Out Refinance     7.35  
  1469    
 
      MUNCIE   IN     47304     Primary   Single Family     360       354       85       9.55     10/1/2005   9/1/1935     1543.34       1543.34     3/1/2006     182750       182205.54     Cash Out Refinance     9.55  
  1470    
 
      NAPLES   FL     34117     Primary   Single Family     360       354       59.5       11.45     10/1/2005   9/1/1935     345.27       345.27     3/1/2006     35000       34930.49     Cash Out Refinance     11.45  
  1471    
 
      WRENTHAM   MA     2093     Primary   Single Family     360       354       64.81       9.99     10/1/2005   9/1/1935     657.63       657.63     3/1/2006     75000       74796.28     Cash Out Refinance     9.99  
  1472    
 
      ESPARTO   CA     95627     Primary   Single Family     360       354       59.11       8.5     10/1/2005   9/1/1935     384.46       384.46     3/1/2006     50000       49815     Cash Out Refinance     8.5  
  1473    
 
      SILVER SPRING   MD     20903     Primary   Single Family     360       354       61.9       6.25     10/1/2005   9/1/1935     1600.87       1600.87     3/1/2006     260000       258500.37     Cash Out Refinance     6.25  
  1474    
 
      HOWELL   MI     48843     Primary   Single Family     360       354       79.37       12.25     10/1/2005   9/1/1935     352.1       352.1     3/1/2006     33600       33506.09     Cash Out Refinance     12.25  
  1475    
 
      WOODBRIDGE TWP   NJ     7077     Primary   Single Family     360       355       90       12.5     10/3/2005   9/3/1935     266.82       266.82     2/3/2006     25000       24967.31     Cash Out Refinance     12.5  
  1476    
 
      JACKSONVILLE   FL     32209     Primary   Single Family     360       355       80.49       6.85     10/15/2005   9/15/1935     369.2       369.2     2/15/2006     56343       56000.09     Cash Out Refinance     6.85  
  1477    
 
      PHILADELPHIA   PA     19148     Primary   Single Family     360       354       51.08       11.5     10/1/2005   9/1/1935     262.43       262.43     3/1/2006     26500       26447.95     Cash Out Refinance     11.5  
  1478    
 
      CHANDLER   AZ     85224     Primary   Single Family     180       174       43.35       9.9     10/1/2005   9/1/2020     309.87       309.87     3/1/2006     29000       28567.45     Cash Out Refinance     9.9  
  1479    
 
      SOUTH RIVER   NJ     8882     Primary   Single Family     180       174       64.62       8.8     10/1/2005   9/1/2020     736.77       736.77     3/1/2006     73500       71747.34     Cash Out Refinance     8.8  
  1480    
 
      DELANO   CA     93215     Primary   Manufactured Housing     360       354       80.2       6.99     10/1/2005   9/1/1935     479.74       479.74     3/1/2006     72180       71812.56     Cash Out Refinance     6.99  
  1481    
 
      PASO ROBLES   CA     93446     Primary   Single Family     360       354       75.36       6.1     10/1/2005   9/1/1935     1575.59       1575.59     3/1/2006     260000       258456.97     Cash Out Refinance     6.1  
  1482    
 
      SPRING VALLEY   CA     91977     Primary   Single Family     360       354       73.33       5.99     10/1/2005   9/1/1935     2196.33       2196.33     3/1/2006     440000       440000     Cash Out Refinance     5.99  
  1483    
 
      MARIETTA   GA     30062     Primary   Single Family     360       354       50.45       8.49     10/1/2005   9/1/1935     652.98       652.98     3/1/2006     85000       84629.85     Cash Out Refinance     8.49  
  1484    
 
      SANTA CLARITA   CA     91390     Primary   Single Family     360       354       84.03       10.65     10/1/2005   9/1/1935     324.1       324.1     3/1/2006     35000       34508.19     Cash Out Refinance     10.65  

Page 37 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  1485    
 
      BAKERSFIELD   CA     93309     Primary   Single Family     360       354       55       5.95     10/1/2005   9/1/1935     627.23       627.23     3/1/2006     126500       126500     Cash Out Refinance     5.95  
  1486    
 
      PHOENIX   AZ     85044     Primary   Single Family     360       354       80       6.75     10/1/2005   9/1/1935     1323.15       1323.15     3/1/2006     204000       202931.16     Cash Out Refinance     6.75  
  1487    
 
      WICHITA   KS     67212     Primary   Single Family     360       354       85       9.99     10/1/2005   9/1/1935     484.46       484.46     3/1/2006     55250       55099.91     Cash Out Refinance     9.99  
  1488    
 
      SUGAR LAND   TX     77478     Primary   PUD     360       354       90.4       6.9     10/1/2005   9/1/1935     2679.05       2679.05     3/1/2006     406778       404707.97     Rate/Term Refinance     6.9  
  1489    
 
      FERNLEY   NV     89408     Primary   Single Family     360       354       80       6.75     10/1/2005   9/1/1935     1183.05       1183.05     3/1/2006     182400       181296.09     Cash Out Refinance     6.75  
  1490    
 
      PITTSBURGH   PA     15235     Primary   Single Family     360       354       90       7.75     10/1/2005   9/1/1935     889.78       889.78     3/1/2006     124200       123643.7     Cash Out Refinance     7.75  
  1491    
 
      BAKERSFIELD   CA     93307     Primary   Manufactured Housing     180       174       80       7.25     10/1/2005   9/1/2020     664.57       664.57     3/1/2006     72800       71428.83     Cash Out Refinance     7.25  
  1492    
 
      SAINT PETERSBURG   FL     33713     Primary   Single Family     360       354       80       7.35     10/1/2005   9/1/1935     749.6       749.6     3/1/2006     108800       108293.09     Cash Out Refinance     7.35  
  1493    
 
      WHITE LAKE   MI     48383     Primary   Single Family     360       354       80       7.65     10/1/2005   9/1/1935     1463.7       1463.7     3/1/2006     229600       229600     Cash Out Refinance     7.65  
  1494    
 
      BOWLING GREEN   KY     42101     Primary   Single Family     360       354       85       8.125     10/1/2005   9/1/1935     883.57       883.57     3/1/2006     118764.89       118495.97     Cash Out Refinance     8.125  
  1495    
 
      OFALLON   MO     63366     Primary   PUD     360       354       90       7.2     10/1/2005   9/1/1935     980.27       980.27     3/1/2006     144414       143670.76     Purchase     7.2  
  1496    
 
      DENTON   TX     76208     Primary   PUD     360       354       80       6.6     10/1/2005   9/1/1935     725.21       725.21     3/1/2006     113552       112939.6     Purchase     6.6  
  1497    
 
      SPANISH FORK   UT     84660     Primary   Single Family     360       354       80       6.65     10/1/2005   9/1/1935     564.93       564.93     3/1/2006     88000       87502.01     Purchase     6.65  
  1498    
 
      AUSTIN   TX     78732     Primary   Single Family     360       354       90       7.55     10/1/2005   9/1/1935     1707.42       1707.42     3/1/2006     243000       241911.74     Purchase     7.55  
  1499    
 
      PHARR   TX     78577     Primary   Single Family     360       354       87.55       7.05     10/1/2005   9/1/1935     450.77       450.77     3/1/2006     67413.5       67034.85     Purchase     7.05  
  1500    
 
      SURPRISE FARMS   AZ     85374     Primary   Single Family     360       354       80       7.24     10/1/2005   9/1/1935     1062.22       1062.22     3/1/2006     176058       176058     Purchase     7.24  
  1501    
 
      PEORIA   AZ     85345     Primary   Single Family     360       354       80       7.43     10/1/2005   9/1/1935     1071.41       1071.41     3/1/2006     173040       173040     Purchase     7.43  
  1502    
 
      FORT WORTH   TX     76131     Primary   Single Family     360       354       92.12       7.65     10/1/2005   9/1/1935     784.37       784.37     3/1/2006     110549       110063.6     Rate/Term Refinance     7.65  
  1503    
 
      CONOVER   OH     45317     Primary   Single Family     360       354       86.07       7.5     10/1/2005   9/1/1935     770.36       770.36     3/1/2006     110175       109676.67     Rate/Term Refinance     7.5  
  1504    
 
      EUGENE   OR     97402     Primary   Single Family     360       354       70.48       7.34     10/1/2005   9/1/1935     781.04       781.04     3/1/2006     113475       112810.76     Cash Out Refinance     7.34  
  1505    
 
      BLOOMVILLE   OH     44818     Primary   Single Family     360       354       84.11       6.25     10/1/2005   9/1/1935     580.01       580.01     3/1/2006     94200       93646.65     Cash Out Refinance     6.25  
  1506    
 
      MIAMI   FL     33177     Primary   Single Family     360       354       60.98       6.65     10/1/2005   9/1/1935     900.36       900.36     3/1/2006     140250       139500.85     Cash Out Refinance     6.65  
  1507    
 
      WEST HAVEN   CT     6516     Primary   Single Family     360       354       92.7       5.99     10/1/2005   9/1/1935     1665.57       1665.57     3/1/2006     278100       276414.78     Cash Out Refinance     5.99  
  1508    
 
      EAST LYME   CT     6357     Primary   Single Family     360       354       64.08       6     10/1/2005   9/1/1935     1363.98       1363.98     3/1/2006     227500       226124.03     Cash Out Refinance     6  
  1509    
 
      VIENNA   VA     22180     Primary   Single Family     180       174       47.2       8.95     10/1/2005   9/1/2020     505.66       505.66     3/1/2006     50001       49190.2     Cash Out Refinance     8.95  
  1510    
 
      PALM BEACH GARDENS   FL     33410     Primary   Single Family     360       354       31.33       5.5     10/1/2005   9/1/1935     533.73       533.73     3/1/2006     94000       93375.49     Cash Out Refinance     5.5  
  1511    
 
      LAKEWOOD   WA     98499     Primary   Single Family     360       354       90       6.2     10/1/2005   9/1/1935     813.75       813.75     3/1/2006     157500       157500     Cash Out Refinance     6.2  
  1512    
 
      MONTICELLO   IN     47960     Primary   Single Family     360       354       85.49       8.74     10/1/2005   9/1/1935     493.88       493.88     3/1/2006     62835       62612.59     Cash Out Refinance     8.74  
  1513    
 
      HOUSTON   TX     77086     Primary   Single Family     180       174       33.33       9.5     10/1/2005   9/1/2020     365.48       365.48     3/1/2006     35000       34459.09     Cash Out Refinance     9.5  
  1514    
 
      WHITTIER   CA     90605     Primary   Single Family     360       354       69.03       9.5     10/1/2005   9/1/1935     504.52       504.52     3/1/2006     60000       59814.33     Cash Out Refinance     9.5  
  1515    
 
      GLEN SPEY   NY     12737     Primary   Single Family     360       354       52.63       8.85     10/1/2005   9/1/1935     396.93       396.93     3/1/2006     50000       49002.13     Cash Out Refinance     8.85  
  1516    
 
      SACRAMENTO   CA     95841     Primary   Single Family     360       354       64.94       11.5     10/1/2005   9/1/1935     510.4       510.4     3/1/2006     51540       51438.75     Cash Out Refinance     11.5  
  1517    
 
      SAN DIEGO   CA     92139     Primary   Single Family     360       354       82.08       9.45     10/1/2005   9/1/1935     502.33       502.33     3/1/2006     60000       59817.47     Cash Out Refinance     9.45  
  1518    
 
      PROSPECT   CT     6712     Primary   Single Family     360       354       90.28       10.05     10/1/2005   9/1/1935     440.64       440.64     3/1/2006     50000       49865.89     Cash Out Refinance     10.05  
  1519    
 
      EMPORIA   KS     66801     Primary   Single Family     180       174       78.01       11.6     10/1/2005   9/1/2020     293.64       293.64     3/1/2006     25000       24670.48     Cash Out Refinance     11.6  
  1520    
 
      TALLAHASSEE   FL     32311     Primary   Single Family     360       354       85.85       8.29     10/1/2005   9/1/1935     1035.81       1035.81     3/1/2006     137360       136829.63     Rate/Term Refinance     8.29  
  1521    
 
      HARLEM   GA     30814     Primary   Single Family     360       354       80.49       8.9     10/1/2005   9/1/1935     1331.86       1331.86     3/1/2006     167016.75       166447.38     Cash Out Refinance     8.9  
  1522    
 
      LONG BEACH   CA     90808     Primary   Single Family     360       354       85       10.6     10/1/2005   9/1/1935     1422.85       1422.85     3/1/2006     154284       153915.9     Cash Out Refinance     10.6  
  1523    
 
      ORLANDO   FL     32806     Primary   Single Family     360       354       59.52       6.6     10/1/2005   9/1/1935     988.33       988.33     3/1/2006     154750       153865.32     Cash Out Refinance     6.6  
  1524    
 
      VALRICO   FL     33594     Primary   Single Family     360       354       90       6.35     10/1/2005   9/1/1935     868.02       868.02     3/1/2006     139500       138548.85     Cash Out Refinance     6.35  

Page 38 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  1525    
 
      COVINGTON   GA     30014     Primary   Single Family     360       354       87.84       7.23     10/1/2005   9/1/1935     1467.06       1467.06     3/1/2006     243495       243495     Cash Out Refinance     7.23  
  1526    
 
      RIVERSIDE   CA     92506     Primary   Single Family     360       354       89.8       6.25     10/1/2005   9/1/1935     2167.33       2167.33     3/1/2006     352000       349969.73     Cash Out Refinance     6.25  
  1527    
 
      MARYSVILLE   CA     95901     Primary   Single Family     360       354       82.67       9.7     10/1/2005   9/1/1935     427.75       427.75     3/1/2006     50000       49855.62     Cash Out Refinance     9.7  
  1528    
 
      BAKERSFIELD   CA     93305     Primary   Single Family     360       354       65       6.15     10/1/2005   9/1/1935     594       594     3/1/2006     97500       96583.38     Cash Out Refinance     6.15  
  1529    
 
      LINCOLN   CA     95648     Primary   Single Family     360       354       85.49       6.85     10/1/2005   9/1/1935     2772.9       2772.9     3/1/2006     423175.5       421000.74     Cash Out Refinance     6.85  
  1530    
 
      NORTH LAS VEGAS   NV     89084     Primary   PUD     360       354       89.99       7.65     10/1/2005   9/1/1935     2509.84       2509.84     3/1/2006     393700       393700     Purchase     7.65  
  1531    
 
      MISSION HILLS   CA     91345     Primary   Single Family     360       354       64.89       5.99     10/1/2005   9/1/1935     2545.36       2545.36     3/1/2006     425000       422424.64     Cash Out Refinance     5.99  
  1532    
 
      SEVERNA PARK   MD     21146     Primary   Single Family     360       354       85.49       10.7     10/1/2005   9/1/1935     668.38       668.38     3/1/2006     71890       71722.14     Cash Out Refinance     10.7  
  1533    
 
      ALBUQUERQUE   NM     87107     Primary   Single Family     360       354       47.25       7.8     10/1/2005   9/1/1935     741.47       741.47     3/1/2006     103000       102561.1     Cash Out Refinance     7.8  
  1534    
 
      GALLOWAY   NJ     8205     Primary   Single Family     360       354       84.05       9.99     9/29/2005   8/29/1935     4321.19       4321.19     2/28/2006     492800       491460.77     Cash Out Refinance     9.99  
  1535    
 
      SAN JOSE   CA     95132     Primary   Single Family     360       354       74.91       5.83     10/1/2005   9/1/1935     2074.51       2074.51     3/1/2006     427000       427000     Cash Out Refinance     5.83  
  1536    
 
      LAFAYETTE   OR     97127     Primary   Single Family     360       354       80       6.85     10/1/2005   9/1/1935     1068.6       1068.6     3/1/2006     187200       187200     Cash Out Refinance     6.85  
  1537    
 
      CLAYTON   NC     27520     Primary   Single Family     360       354       90       8.95     10/1/2005   9/1/1935     764.18       764.18     3/1/2006     95400       95078.12     Cash Out Refinance     8.95  
  1538    
 
      SOUTHFIELD   MI     48075     Primary   Single Family     360       354       79.68       8.05     10/1/2005   9/1/1935     1341.67       1341.22     3/1/2006     200000       199932.92     Cash Out Refinance     8.05  
  1539    
 
      NORTH CHARLESTON   SC     29406     Primary   Condominium     360       354       80       7.5     10/1/2005   9/1/1935     447.5       447.5     3/1/2006     64000       63654.02     Purchase     7.5  
  1540    
 
      BLOOMINGTON   IN     47401     Primary   Single Family     360       354       80       5.55     10/1/2005   9/1/1935     681.47       681.47     3/1/2006     119360       118573.85     Purchase     5.55  
  1541    
 
      ASHLAND   KY     41101     Primary   Single Family     360       354       80       7.15     10/1/2005   9/1/1935     848.32       848.32     3/1/2006     125600       124991.27     Purchase     7.15  
  1542    
 
      GREER   SC     29650     Primary   Single Family     360       354       90       9.14     10/1/2005   9/1/1935     1063.21       1063.21     3/1/2006     130500       130076.61     Purchase     9.14  
  1543    
 
      COON RAPIDS   MN     55448     Primary   Townhouse     180       174       66.08       9     10/1/2005   9/1/2020     253.57       253.57     3/1/2006     25000       23343.45     Cash Out Refinance     9  
  1544    
 
      PORT CHARLOTTE   FL     33948     Primary   Single Family     360       354       85.49       6.25     10/1/2005   9/1/1935     1310.68       1310.68     3/1/2006     212870.1       211642.33     Cash Out Refinance     6.25  
  1545    
 
      MEMPHIS   TN     38125     Primary   Single Family     180       174       85.49       12.95     10/1/2005   9/1/2020     325.27       325.27     3/1/2006     25775       25484.58     Cash Out Refinance     12.95  
  1546    
 
      SUMMERVILLE   SC     29485     Primary   PUD     360       354       83.45       11.65     10/1/2005   9/1/1935     250.44       250.44     3/1/2006     25000       24952.47     Cash Out Refinance     11.65  
  1547    
 
      CLAYTON   NC     27520     Primary   Single Family     360       354       85.85       7.2     10/1/2005   9/1/1935     740.08       740.08     3/1/2006     109029.5       108506.29     Cash Out Refinance     7.2  
  1548    
 
      SUNRISE   FL     33313     Primary   PUD     360       354       76.67       6.35     10/1/2005   9/1/1935     1001.8       1001.8     3/1/2006     161000       160088.98     Cash Out Refinance     6.35  
  1549    
 
      SAN GABRIEL   CA     91775     Primary   Condominium     360       354       80       6.25     10/1/2005   9/1/1935     1750       1750     3/1/2006     336000       336000     Cash Out Refinance     6.25  
  1550    
 
      MECHANIC FALLS   ME     4256     Primary   Single Family     360       354       85       6.9     10/1/2005   9/1/1935     839.72       839.72     3/1/2006     127500       126851.18     Cash Out Refinance     6.9  
  1551    
 
      OAK HILL   WV     25901     Primary   Single Family     360       354       85       7.2     10/1/2005   9/1/1935     484.66       484.66     3/1/2006     71400       70963.91     Cash Out Refinance     7.2  
  1552    
 
      TUCSON   AZ     85710     Primary   Single Family     360       354       80       7.8     10/1/2005   9/1/1935     1359.12       1359.12     3/1/2006     188800       187995.51     Cash Out Refinance     7.8  
  1553    
 
      SPRING   TX     77373     Primary   Single Family     360       354       89.84       7     10/1/2005   9/1/1935     747.16       747.16     3/1/2006     112303.41       111742.96     Rate/Term Refinance     7  
  1554    
 
      EDGEWOOD   NM     87015     Primary   Manufactured Housing     360       354       81.65       7.75     10/1/2005   9/1/1935     462.09       462.09     3/1/2006     64500       64221.45     Cash Out Refinance     7.75  
  1555    
 
      CANFIELD   OH     44406     Primary   Single Family     360       354       79.6       12.65     10/1/2005   9/1/1935     311.7       311.7     3/1/2006     28890       28843.6     Cash Out Refinance     12.65  
  1556    
 
      WEST COVINA   CA     91790     Primary   Single Family     360       354       76.18       6.95     10/1/2005   9/1/1935     2420.42       2420.42     3/1/2006     365650       363807.32     Rate/Term Refinance     6.95  
  1557    
 
      STERLING   VA     20164     Primary   Condominium     360       354       77.78       9.1     10/1/2005   9/1/1935     284.14       284.14     3/1/2006     35000       34872.15     Cash Out Refinance     9.1  
  1558    
 
      SUMERDUCK   VA     22742     Primary   Single Family     360       354       77.38       9.55     10/1/2005   9/1/1935     464.48       464.48     3/1/2006     55000       54836.15     Cash Out Refinance     9.55  
  1559    
 
      ARLINGTON   WA     98223     Primary   Manufactured Housing     360       354       82.88       6.3     10/1/2005   9/1/1935     1025.95       1025.95     3/1/2006     165750       164723.19     Rate/Term Refinance     6.3  
  1560    
 
      CAMANO ISLAND   WA     98282     Primary   Manufactured Housing     360       354       87.2       7.3     10/1/2005   9/1/1935     1315.2       1315.2     3/1/2006     191839       190936.29     Cash Out Refinance     7.3  
  1561    
 
      WOODINVILLE   WA     98072     Primary   Condominium     360       354       91.85       7.85     10/1/2005   9/1/1935     1089.56       1089.56     3/1/2006     150629       149993.51     Rate/Term Refinance     7.85  
  1562    
 
      JOHNSON CITY   TN     37604     Primary   Single Family     360       354       85.49       7.45     10/1/2005   9/1/1935     416.39       416.39     3/1/2006     59843       59569.61     Cash Out Refinance     7.45  
  1563    
 
      SPARKS   NV     89434     Primary   Single Family     360       354       61.55       6.25     10/1/2005   9/1/1935     1269.61       1269.61     3/1/2006     206200       205003.47     Cash Out Refinance     6.25  
  1564    
 
      TEMPLETON   MA     1468     Primary   Single Family     240       234       76.87       12.67     10/1/2005   9/1/2025     413.34       413.34     3/1/2006     36000       35511.12     Rate/Term Refinance     12.67  

Page 39 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  1565    
 
      MANAHAWKIN   NJ     8050     Primary   Single Family     360       354       78.85       10.4     10/1/2005   9/1/1935     254.04       254.04     3/1/2006     28000       27927.08     Cash Out Refinance     10.4  
  1566    
 
      RANCHO CUCAMONGA   CA     91737     Primary   Single Family     360       355       72.02       9.35     10/15/2005   9/15/1935     547.76       547.76     2/15/2006     66000       65829.82     Cash Out Refinance     9.35  
  1567    
 
      SHOHOLA   PA     18458     Primary   Single Family     360       354       88.94       13.9     10/1/2005   9/1/1935     358.98       358.98     3/1/2006     30500       30461.71     Cash Out Refinance     13.9  
  1568    
 
      WANAQUE   NJ     7465     Primary   Single Family     360       354       85.06       11.1     10/1/2005   9/1/1935     643.13       643.13     3/1/2006     67000       66856.45     Cash Out Refinance     11.1  
  1569    
 
      NEW PORT RICHEY   FL     34652     Primary   Single Family     240       234       85.44       9.85     10/1/2005   9/1/2025     472.3       472.3     3/1/2006     49450       49034.98     Cash Out Refinance     9.85  
  1570    
 
      DIAMOND BAR   CA     91765     Primary   Single Family     360       354       78.43       5.99     10/1/2005   9/1/1935     3593.45       3593.45     3/1/2006     600000       596364.18     Cash Out Refinance     5.99  
  1571    
 
      POST FALLS   ID     83854     Primary   Single Family     180       174       80.6       11.9     10/1/2005   9/1/2020     417.81       417.81     3/1/2006     35000       34565.3     Cash Out Refinance     11.9  
  1572    
 
      CHARLES TOWN   WV     25414     Primary   Townhouse     360       354       84.28       6.25     10/1/2005   9/1/1935     838.44       838.44     3/1/2006     160980       160980     Cash Out Refinance     6.25  
  1573    
 
      REDWOOD CITY   CA     94062     Primary   Single Family     360       354       39.3       6     10/1/2005   9/1/1935     1965       1965     3/1/2006     393000       393000     Cash Out Refinance     6  
  1574    
 
      LAKEWOOD   CA     90715     Primary   Single Family     360       354       88.3       5.66     10/1/2005   9/1/1935     1957.42       1957.42     3/1/2006     415000       414999.97     Cash Out Refinance     5.66  
  1575    
 
      SPRING CITY   PA     19475     Primary   Single Family     360       354       49.46       11.6     10/1/2005   9/1/1935     508.95       508.95     3/1/2006     51000       50899.81     Cash Out Refinance     11.6  
  1576    
 
      FAIRFIELD   CA     94533     Primary   Single Family     360       354       58.45       9     10/1/2005   9/1/1935     313.81       313.81     3/1/2006     39000       38869.72     Cash Out Refinance     9  
  1577    
 
      ABERDEEN   WA     98520     Primary   Single Family     180       174       85.49       8.1     10/1/2005   9/1/2020     1109.61       1109.61     3/1/2006     115411.5       112784.02     Cash Out Refinance     8.1  
  1578    
 
      TUCSON   AZ     85714     Primary   Single Family     360       354       90.49       7.99     10/1/2005   9/1/1935     663.36       663.36     3/1/2006     90490       90119.17     Cash Out Refinance     7.99  
  1579    
 
      BANNING   CA     92220     Primary   Single Family     360       354       90.49       6.65     10/1/2005   9/1/1935     1261.18       1261.18     3/1/2006     227582       227582     Cash Out Refinance     6.65  
  1580    
 
      MISSION   TX     78572     Primary   Single Family     360       354       67.28       6.8     10/1/2005   9/1/1935     710.6       710.6     3/1/2006     109000       108434.44     Cash Out Refinance     6.8  
  1581    
 
      PALMETTO   FL     34221     Primary   Single Family     360       354       80       7.4     10/1/2005   9/1/1935     1246.29       1246.29     3/1/2006     180000       179169.55     Cash Out Refinance     7.4  
  1582    
 
      CAVE CREEK   AZ     85331     Primary   Single Family     360       354       47.05       6.25     10/1/2005   9/1/1935     1312.41       1312.41     3/1/2006     213150       211920.56     Cash Out Refinance     6.25  
  1583    
 
      TACOMA   WA     98404     Primary   Single Family     360       354       80.49       6.68     10/1/2005   9/1/1935     963.33       963.33     3/1/2006     173053       173053     Cash Out Refinance     6.68  
  1584    
 
      HESPERIA   CA     92345     Primary   Single Family     360       354       80       6.99     10/1/2005   9/1/1935     1419.65       1419.65     3/1/2006     213600       212531.98     Cash Out Refinance     6.99  
  1585    
 
      FAIRFAX   VA     22032     Primary   PUD     360       354       85.49       10.6     10/1/2005   9/1/1935     1107.95       1107.95     3/1/2006     120138.45       119851.81     Cash Out Refinance     10.6  
  1586    
 
      DELTONA   FL     32738     Primary   Single Family     360       354       85       6.75     10/1/2005   9/1/1935     1350.71       1350.71     3/1/2006     208250       207158.94     Cash Out Refinance     6.75  
  1587    
 
      TAYLOR   MI     48180     Primary   Single Family     360       354       85       8.45     10/1/2005   9/1/1935     748.15       748.15     3/1/2006     97750       97382.28     Cash Out Refinance     8.45  
  1588    
 
      ROYAL PALM BEACH   FL     33411     Primary   Single Family     360       354       81.61       11.2     10/1/2005   9/1/1935     348.29       348.29     3/1/2006     36000       35919.2     Cash Out Refinance     11.2  
  1589    
 
      PALM DESERT   CA     92211     Primary   Single Family     360       354       90       6.25     10/1/2005   9/1/1935     1385.36       1385.36     3/1/2006     225000       223702.29     Cash Out Refinance     6.25  
  1590    
 
      LANCASTER   CA     93535     Primary   Single Family     360       354       62.95       6.95     10/1/2005   9/1/1935     1002.54       1002.54     3/1/2006     173100       173100     Cash Out Refinance     6.95  
  1591    
 
      NEWPORT   NC     28570     Primary   PUD     360       354       75       6.45     10/1/2005   9/1/1935     1886.36       1886.36     3/1/2006     300000       297758.4     Purchase     6.45  
  1592    
 
      MT JULIET   TN     37122     Primary   Single Family     360       354       90       7.3     10/1/2005   9/1/1935     647.87       647.87     3/1/2006     94500       94055.3     Purchase     7.3  
  1593    
 
      DETROIT   MI     48227     Primary   Single Family     360       354       90       6.75     10/1/2005   9/1/1935     499.1       499.1     3/1/2006     76950       76545.91     Purchase     6.75  
  1594    
 
      SAND SPRINGS   OK     74063     Primary   Single Family     360       354       90       6.25     10/1/2005   9/1/1935     581.86       581.86     3/1/2006     94500       93954.91     Purchase     6.25  
  1595    
 
      ATLANTA   GA     30311     Primary   Condominium     360       354       80       6.68     10/1/2005   9/1/1935     620.69       620.69     3/1/2006     111502       111502     Purchase     6.68  
  1596    
 
      INVER GROVE HEIGHTS   MN     55076     Primary   Condominium     360       354       90       6.95     10/1/2005   9/1/1935     1008.36       1008.36     3/1/2006     174105       174105     Purchase     6.95  
  1597    
 
      SAN LUIS   AZ     85349     Primary   Single Family     360       354       80       5.92     10/1/2005   9/1/1935     471.19       470.22     3/1/2006     95512       95313.19     Purchase     5.92  
  1598    
 
      MASCOUTAH   IL     62258     Primary   PUD     360       354       90       6.7     10/1/2005   9/1/1935     927.46       927.46     3/1/2006     143729       142968.62     Purchase     6.7  
  1599    
 
      MCKINNEY   TX     75070     Primary   Single Family     360       354       100       9.4     10/1/2005   9/1/1935     277.42       277.42     3/1/2006     33280       33177.65     Purchase     9.4  
  1600    
 
      ROCKPORT   TX     78382     Primary   Single Family     360       354       90       8.33     10/1/2005   9/1/1935     1382.86       1382.86     3/1/2006     182700       181282.71     Rate/Term Refinance     8.33  
  1601    
 
      WAXAHACHIE   TX     75167     Primary   Single Family     180       174       69.76       6.9     10/1/2005   9/1/2020     1277.35       1277.35     3/1/2006     143000       140229.83     Cash Out Refinance     6.9  
  1602    
 
      NORFOLK   VA     23502     Primary   Single Family     360       354       85.49       11.65     10/1/2005   9/1/1935     444.37       444.37     3/1/2006     44358.8       44256.89     Cash Out Refinance     11.65  
  1603    
 
      BRAINERD   MN     56401     Primary   Single Family     360       354       47.22       7.25     10/1/2005   9/1/1935     463.88       463.88     3/1/2006     68000       67676.87     Cash Out Refinance     7.25  
  1604    
 
      MIAMI LAKES   FL     33015     Primary   Single Family     360       354       84.96       10.95     10/1/2005   9/1/1935     1356.43       1356.43     3/1/2006     143000       142533.29     Cash Out Refinance     10.95  

Page 40 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  1605    
 
      JEFFERSON   OR     97352     Primary   Single Family     360       354       80.39       10.3     10/1/2005   9/1/1935     328.44       328.44     3/1/2006     36500       36340.77     Cash Out Refinance     10.3  
  1606    
 
      PIPERSVILLE   PA     18947     Primary   Single Family     360       354       75.68       10.55     10/1/2005   9/1/1935     505.17       505.17     3/1/2006     55000       54867.34     Cash Out Refinance     10.55  
  1607    
 
      PAYNEVILLE   KY     40157     Primary   Single Family     360       354       85.16       11.9     10/1/2005   9/1/1935     255.24       255.24     3/1/2006     25000       24954.96     Cash Out Refinance     11.9  
  1608    
 
      CAMDEN   OH     45311     Primary   Single Family     360       354       92.7       7.99     10/1/2005   9/1/1935     1141.66       1141.66     3/1/2006     155736       155097.14     Rate/Term Refinance     7.99  
  1609    
 
      MACEDONIA   OH     44056     Primary   Single Family     360       354       84.47       8.95     10/1/2005   9/1/1935     1241.6       1241.6     3/1/2006     155000       154476.98     Cash Out Refinance     8.95  
  1610    
 
      SOUTH EUCLID   OH     44121     Primary   Single Family     360       354       91.54       7.99     10/1/2005   9/1/1935     1040.15       1040.15     3/1/2006     141890       141307.99     Cash Out Refinance     7.99  
  1611    
 
      PORTSMOUTH   OH     45662     Primary   Single Family     360       354       92.7       8.7     10/1/2005   9/1/1935     533.58       533.58     3/1/2006     68134       67891.99     Cash Out Refinance     8.7  
  1612    
 
      AURORA   CO     80012     Primary   Condominium     360       354       80       5.99     10/1/2005   9/1/1935     574.96       574.96     3/1/2006     96000       95418.22     Cash Out Refinance     5.99  
  1613    
 
      DENVER   CO     80239     Primary   Single Family     360       354       91.33       6.95     10/1/2005   9/1/1935     1380.66       1380.66     3/1/2006     208575       207523.91     Rate/Term Refinance     6.95  
  1614    
 
      PUEBLO   CO     81003     Primary   Single Family     360       354       76.47       5.99     10/1/2005   9/1/1935     454.24       454.24     3/1/2006     91000       91000     Rate/Term Refinance     5.99  
  1615    
 
      COLORADO SPRINGS   CO     80916     Primary   PUD     360       354       80       5.7     10/1/2005   9/1/1935     673.27       673.27     3/1/2006     116000       115189.98     Cash Out Refinance     5.7  
  1616    
 
      MILL SPRING   NC     28756     Primary   Manufactured Housing     360       354       80       10     10/1/2005   9/1/1935     596.75       596.75     3/1/2006     68000       67793.52     Cash Out Refinance     10  
  1617    
 
      LOXAHTCHEE   FL     33470     Primary   Single Family     360       354       33.39       6.42     10/1/2005   9/1/1935     1297.7       1297.7     3/1/2006     207030       205874.09     Cash Out Refinance     6.42  
  1618    
 
      SANTA MONICA   CA     90403     Primary   Single Family     360       354       35       8.1     10/1/2005   9/1/1935     1111.13       1111.13     3/1/2006     150000       149398.14     Cash Out Refinance     8.1  
  1619    
 
      DAVENPORT   FL     33897     Primary   Single Family     360       354       79.64       5.99     10/1/2005   9/1/1935     1025.46       1025.46     3/1/2006     171221       170130.96     Cash Out Refinance     5.99  
  1620    
 
      HIALEAH   FL     33010     Primary   Condominium     360       354       82.9       6.3     10/1/2005   9/1/1935     841.58       841.58     3/1/2006     135963       134661.61     Cash Out Refinance     6.3  
  1621    
 
      DANSVILLE   NY     14437     Primary   Manufactured Housing     360       354       80       7.9     10/1/2005   9/1/1935     534.93       534.93     3/1/2006     73600       73292.55     Cash Out Refinance     7.9  
  1622    
 
      WEST HAVEN   CT     6516     Primary   Single Family     360       354       57.64       6.99     10/1/2005   9/1/1935     777.62       777.62     3/1/2006     117000       116414.98     Cash Out Refinance     6.99  
  1623    
 
      FRUITLAND PARK   FL     34731     Primary   Manufactured Housing     360       354       71.23       6     10/1/2005   9/1/1935     456.98       456.98     3/1/2006     76220       75299.73     Cash Out Refinance     6  
  1624    
 
      TULARE   CA     93274     Primary   Single Family     360       354       79.56       6.25     10/1/2005   9/1/1935     750       750     3/1/2006     144000       144000     Cash Out Refinance     6.25  
  1625    
 
      BRENTWOOD   TN     37027     Primary   PUD     360       355       91.64       6.99     10/15/2005   9/15/1935     2001.82       2001.82     2/15/2006     343660       343660     Cash Out Refinance     6.99  
  1626    
 
      CYNTHIANA   KY     41031     Primary   Single Family     360       354       91.05       8.25     10/1/2005   9/1/1935     649.81       649.81     3/1/2006     86495       86158.31     Rate/Term Refinance     8.25  
  1627    
 
      PHOENIX   AZ     85033     Primary   Single Family     360       354       85       7.59     10/1/2005   9/1/1935     1001.3       1001.3     3/1/2006     141950       141319.3     Cash Out Refinance     7.59  
  1628    
 
      TUSCON   AZ     85741     Primary   Single Family     360       354       68.24       6.99     10/1/2005   9/1/1935     926.18       926.18     3/1/2006     159000       159000     Cash Out Refinance     6.99  
  1629    
 
      AUSTIN   TX     78727     Primary   Single Family     360       354       75.86       6.2     10/1/2005   9/1/1935     808.46       808.46     3/1/2006     132000       131231.38     Cash Out Refinance     6.2  
  1630    
 
      DAVENPORT   IA     52804     Primary   Single Family     360       354       80       6.1     10/1/2005   9/1/1935     581.76       581.76     3/1/2006     96000       95422.01     Rate/Term Refinance     6.1  
  1631    
 
      ORLANDO   FL     32818     Primary   Single Family     360       354       60.49       7.95     10/1/2005   9/1/1935     773.06       773.06     3/1/2006     105857.5       105419.58     Cash Out Refinance     7.95  
  1632    
 
      VIRGINIA BEACH   VA     23451     Primary   Single Family     360       354       18.57       7.99     10/1/2005   9/1/1935     571.72       571.72     3/1/2006     77990       77670.08     Cash Out Refinance     7.99  
  1633    
 
      PRESCOTT   AZ     86303     Primary   Single Family     180       174       68.35       9.25     10/1/2005   9/1/2020     309.79       309.79     3/1/2006     30100       29624.31     Cash Out Refinance     9.25  
  1634    
 
      WARRENTON   VA     20186     Primary   Single Family     360       354       87.51       7.38     10/1/2005   9/1/1935     2116.59       2116.59     3/1/2006     306300       304796.3     Cash Out Refinance     7.38  
  1635    
 
      DAYTON   OH     45406     Primary   Single Family     360       354       90       9.25     10/1/2005   9/1/1935     570.12       570.12     3/1/2006     69300       69080.21     Cash Out Refinance     9.25  
  1636    
 
      TACOMA   WA     98409     Primary   Single Family     180       174       76.66       11.75     10/1/2005   9/1/2020     302.83       302.83     3/1/2006     30000       29943.82     Cash Out Refinance     11.75  
  1637    
 
      HERMISTON   OR     97838     Primary   Manufactured Housing     360       354       76.98       7.2     10/1/2005   9/1/1935     587.84       587.84     2/15/2006     86600       86254.68     Cash Out Refinance     7.2  
  1638    
 
      WOODLAND   WA     98674     Primary   Manufactured Housing     360       354       81.11       6.39     10/1/2005   9/1/1935     1647.11       1647.11     3/1/2006     263599       262118.74     Cash Out Refinance     6.39  
  1639    
 
      SAGLE   ID     83860     Primary   Manufactured Housing     360       354       80.49       7.15     10/1/2005   9/1/1935     701.29       701.29     2/15/2006     103832.1       103414.03     Cash Out Refinance     7.15  
  1640    
 
      MORONI   UT     84646     Primary   Single Family     360       354       90.49       7.1     10/1/2005   9/1/1935     1062.76       1062.76     3/1/2006     179622       179622     Cash Out Refinance     7.1  
  1641    
 
      WEST LINN   OR     97068     Primary   Single Family     360       354       79.48       5.99     10/1/2005   9/1/1935     922.46       922.35     3/1/2006     184800       184759.53     Purchase     5.99  
  1642    
 
      WINNEMUCCA   NV     89445     Primary   Manufactured Housing     360       354       82.4       8     10/1/2005   9/1/1935     544.16       544.16     3/1/2006     74160       73856.11     Cash Out Refinance     8  
  1643    
 
      COOS BAY   OR     97420     Primary   Single Family     180       174       71.43       6.65     10/1/2005   9/1/2020     1319.07       1319.07     3/1/2006     150000       147032.24     Cash Out Refinance     6.65  
  1644    
 
      NEW CASTLE   IN     47362     Primary   Single Family     360       354       75       7.4     10/1/2005   9/1/1935     623.15       623.15     3/1/2006     90000       89584.72     Cash Out Refinance     7.4  

Page 41 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  1645    
 
      INDIANAPOLIS   IN     46236     Primary   Single Family     360       354       83.44       6.79     10/1/2005   9/1/1935     679.27       679.27     3/1/2006     104300       103757.73     Cash Out Refinance     6.79  
  1646    
 
      INDIANAPOLIS   IN     46219     Primary   Single Family     360       354       70.42       6.7     10/1/2005   9/1/1935     322.64       322.64     3/1/2006     50000       49735.49     Cash Out Refinance     6.7  
  1647    
 
      BRISTOL   VA     24201     Primary   Single Family     360       354       85.49       9.25     10/1/2005   9/1/1935     555.62       555.62     3/1/2006     67537.1       67322.89     Rate/Term Refinance     9.25  
  1648    
 
      BALTIMORE   MD     21223     Primary   Single Family     360       354       90.49       9.5     10/1/2005   9/1/1935     486.98       486.98     3/1/2006     57914       57734.36     Rate/Term Refinance     9.5  
  1649    
 
      CAMDEN   NJ     8105     Primary   Single Family     360       354       37.84       9.1     10/1/2005   9/1/1935     414.7       414.7     3/1/2006     51082.2       50915.1     Cash Out Refinance     9.1  
  1650    
 
      SHELBURNE FLS   MA     1370     Primary   Single Family     360       354       70.49       6.95     10/1/2005   9/1/1935     629.92       629.92     3/1/2006     95161.5       94681.95     Cash Out Refinance     6.95  
  1651    
 
      DANIELSVILLE   PA     18038     Primary   Single Family     360       354       84.33       9.6     10/1/2005   9/1/1935     424.93       424.93     3/1/2006     50100       49952.3     Cash Out Refinance     9.6  
  1652    
 
      RIO LINDA   CA     95673     Primary   Single Family     360       354       81.48       11.25     10/1/2005   9/1/1935     485.64       485.64     3/1/2006     50000       49867.53     Cash Out Refinance     11.25  
  1653    
 
      CORONA   CA     92880     Primary   Single Family     360       354       83.57       10.15     10/1/2005   9/1/1935     586.53       586.53     3/1/2006     66000       65826.69     Cash Out Refinance     10.15  
  1654    
 
      CHINO   CA     91710     Primary   Single Family     360       354       90.49       11.69     10/1/2005   9/1/1935     477.54       477.54     3/1/2006     47525       47435.44     Cash Out Refinance     11.69  
  1655    
 
      MISSION VIEJO   CA     92691     Primary   Single Family     360       354       80       7     10/1/2005   9/1/1935     4417.61       4417.61     3/1/2006     664000       660683.97     Rate/Term Refinance     7  
  1656    
 
      PETALUMA   CA     94954     Primary   Single Family     360       354       83.66       6.25     10/1/2005   9/1/1935     2858.78       2858.78     3/1/2006     464300.5       461622.33     Cash Out Refinance     6.25  
  1657    
 
      FORT WORTH   TX     76179     Primary   Single Family     360       354       79.55       10.85     10/1/2005   9/1/1935     357.59       357.59     3/1/2006     38000       37914.04     Cash Out Refinance     10.85  
  1658    
 
      PASADENA   TX     77505     Primary   Single Family     360       354       80       12.3     10/1/2005   9/1/1935     754.7       754.7     3/1/2006     71755       71624.91     Cash Out Refinance     12.3  
  1659    
 
      SACRAMENTO   CA     95835     Primary   Single Family     360       354       84.59       11.69     10/1/2005   9/1/1935     381.83       381.83     3/1/2006     38000       37928.39     Cash Out Refinance     11.69  
  1660    
 
      BAYTOWN   TX     77520     Primary   PUD     120       114       78.83       11.45     10/1/2005   9/1/2015     513.89       513.89     3/1/2006     36625       35614.6     Cash Out Refinance     11.45  
  1661    
 
      MIDLOTHIAN   TX     76065     Primary   Single Family     72       66       80       10.45     10/1/2005   9/1/2011     479.16       479.16     3/1/2006     25550       23976.11     Cash Out Refinance     10.45  
  1662    
 
      SALIDA   CA     95368     Primary   Single Family     360       354       80.49       6.25     10/1/2005   9/1/1935     1858.47       1858.47     3/1/2006     301837.5       300096.58     Cash Out Refinance     6.25  
  1663    
 
      PORT CHARLOTTE   FL     33981     Primary   Single Family     360       354       52       5.2     10/1/2005   9/1/1935     399.76       399.76     3/1/2006     72800       72288.73     Cash Out Refinance     5.2  
  1664    
 
      LEVITTOWN   PA     19055     Primary   Single Family     360       354       53.85       5.65     10/1/2005   9/1/1935     606.1       606.1     3/1/2006     105000       104321.71     Cash Out Refinance     5.65  
  1665    
 
      LOTHIAN   MD     20711     Primary   Single Family     360       354       73.67       12.05     10/1/2005   9/1/1935     1548.7       1548.7     3/1/2006     150000       149634.05     Cash Out Refinance     12.05  
  1666    
 
      GLENDALE   AZ     85307     Primary   Single Family     360       354       85.49       7.65     10/1/2005   9/1/1935     1285.92       1285.92     3/1/2006     181238.8       180437.61     Cash Out Refinance     7.65  
  1667    
 
      HILLSBORO   VA     20132     Primary   Single Family     360       354       61.78       6.35     10/1/2005   9/1/1935     2806.29       2806.29     3/1/2006     451000       448447.96     Cash Out Refinance     6.35  
  1668    
 
      PISCATAWAY   NJ     8854     Primary   Single Family     360       354       61.52       12     10/1/2005   9/1/1935     514.31       514.31     3/1/2006     50000       49911.97     Cash Out Refinance     12  
  1669    
 
      WALDORF   MD     20603     Primary   PUD     360       354       75.49       11.3     10/1/2005   9/1/1935     304.69       304.69     3/1/2006     31248       31080.05     Cash Out Refinance     11.3  
  1670    
 
      SACRAMENTO   CA     95828     Primary   Single Family     360       354       85.49       10.55     10/1/2005   9/1/1935     627.1       627.1     3/1/2006     68275       68105.46     Cash Out Refinance     10.55  
  1671    
 
      LEMON GROVE   CA     91945     Primary   Single Family     360       354       60       6.99     10/1/2005   9/1/1935     1862.3       1862.3     3/1/2006     280200       278798.93     Cash Out Refinance     6.99  
  1672    
 
      TALLAHASSEE   FL     32301     Primary   Single Family     360       354       85.49       9.1     10/1/2005   9/1/1935     555.23       555.23     3/1/2006     68392       68168.25     Cash Out Refinance     9.1  
  1673    
 
      PORT ST LUCIE   FL     34952     Primary   Single Family     360       354       86.75       6.99     10/1/2005   9/1/1935     1153.14       1153.14     3/1/2006     173500       172574.1     Rate/Term Refinance     6.99  
  1674    
 
      HOT SPRINGS   AR     71901     Primary   Single Family     360       354       74.7       6.99     10/1/2005   9/1/1935     412.08       412.08     3/1/2006     62000       61459.51     Rate/Term Refinance     6.99  
  1675    
 
      PORT ST LUCIE   FL     34953     Primary   Single Family     360       354       90.49       6.25     10/1/2005   9/1/1935     1688.21       1688.21     3/1/2006     274184.7       272603.27     Cash Out Refinance     6.25  
  1676    
 
      GLASGOW   VA     24555     Primary   Single Family     360       354       90.49       9     10/1/2005   9/1/1935     582.49       582.49     3/1/2006     72392       72150.2     Cash Out Refinance     9  
  1677    
 
      BLADENSBURG   MD     20710     Primary   Single Family     360       354       77.55       8.1     10/1/2005   9/1/1935     1263.72       1263.72     3/1/2006     170600       169915.52     Rate/Term Refinance     8.1  
  1678    
 
      VANCOUVER   WA     98662     Primary   Single Family     180       174       85.05       11.6     10/1/2005   9/1/2020     293.64       293.64     3/1/2006     25000       24679.78     Cash Out Refinance     11.6  
  1679    
 
      NORTH LAS VEGAS   NV     89031     Primary   Single Family     360       354       31.25       5.99     10/1/2005   9/1/1935     598.91       598.91     3/1/2006     100000       99394.03     Cash Out Refinance     5.99  
  1680    
 
      PASO ROBLES   CA     93446     Primary   Single Family     360       354       79.77       5.9     10/1/2005   9/1/1935     1686.42       1686.42     3/1/2006     343000       343000     Cash Out Refinance     5.9  
  1681    
 
      OCALA   FL     34472     Primary   Single Family     360       354       80       6.1     10/1/2005   9/1/1935     1061.71       1061.71     3/1/2006     175200       174160.21     Cash Out Refinance     6.1  
  1682    
 
      LAKELAND   FL     33805     Primary   Manufactured Housing     360       354       80       7.55     10/1/2005   9/1/1935     562.12       562.12     3/1/2006     80000       79641.68     Cash Out Refinance     7.55  
  1683    
 
      KATHLEEN   GA     31047     Primary   Single Family     360       354       80       6.4     10/1/2005   9/1/1935     1898.67       1898.67     3/1/2006     356000       356000     Rate/Term Refinance     6.4  
  1684    
 
      VICTORVILLE   CA     92392     Primary   Single Family     360       354       80.49       7.95     10/1/2005   9/1/1935     425.03       425.03     3/1/2006     58200       57959.32     Cash Out Refinance     7.95  

Page 42 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  1685    
 
      LOS ANGELES   CA     90062     Primary   Single Family     360       354       80.27       8.7     10/1/2005   9/1/1935     571.69       571.69     3/1/2006     73000       72740.7     Cash Out Refinance     8.7  
  1686    
 
      CORONA   CA     92880     Primary   Single Family     360       354       80.49       9.55     10/1/2005   9/1/1935     510.09       510.09     3/1/2006     60400       60220.01     Cash Out Refinance     9.55  
  1687    
 
      INDIO   CA     92203     Primary   Single Family     360       354       80.49       10.05     10/1/2005   9/1/1935     370.14       370.14     3/1/2006     42000       41478.69     Cash Out Refinance     10.05  
  1688    
 
      SACRAMENTO   CA     95835     Primary   Single Family     360       354       90       6.25     10/1/2005   9/1/1935     2244.29       2244.29     3/1/2006     364500       362397.7     Cash Out Refinance     6.25  
  1689    
 
      AUDUBON   NJ     8106     Primary   Single Family     360       354       80.33       13.8     10/1/2005   9/1/1935     409.18       409.18     3/1/2006     35000       34958.76     Cash Out Refinance     13.8  
  1690    
 
      WILLINGBORO   NJ     8046     Primary   Single Family     360       354       80       8.15     10/1/2005   9/1/1935     1101.49       1101.49     3/1/2006     148000       147412.15     Cash Out Refinance     8.15  
  1691    
 
      WALDORF   MD     20603     Primary   Single Family     360       354       85.37       10.85     10/1/2005   9/1/1935     1976.12       1976.12     3/1/2006     210000       209499.26     Cash Out Refinance     10.85  
  1692    
 
      HELENDALE   CA     92342     Primary   PUD     360       354       85.44       11.7     10/1/2005   9/1/1935     251.4       251.4     3/1/2006     25000       24926.99     Cash Out Refinance     11.7  
  1693    
 
      HAMILTON   OH     45011     Primary   Single Family     360       354       85.85       8.45     10/1/2005   9/1/1935     492.81       492.81     3/1/2006     64387.5       64146.82     Cash Out Refinance     8.45  
  1694    
 
      FOREST GROVE   OR     97116     Primary   Single Family     360       355       70.37       11.05     10/10/2005   9/10/1935     239.03       239.03     2/10/2006     25000       24625.7     Cash Out Refinance     11.05  
  1695    
 
      NORTHEAST TACOMA   WA     98422     Primary   Single Family     360       354       90       7.27     10/1/2005   9/1/1935     2767.14       2761.03     3/1/2006     456750       455669.57     Purchase     7.27  
  1696    
 
      WESTMINSTER   CO     80031     Primary   Single Family     360       354       61.14       6.9     10/1/2005   9/1/1935     704.71       704.71     3/1/2006     107000       106455.47     Cash Out Refinance     6.9  
  1697    
 
      NORWALK   CT     6854     Primary   Single Family     360       354       86.67       8.15     10/1/2005   9/1/1935     2193.14       2193.14     3/1/2006     294678       293507.56     Cash Out Refinance     8.15  
  1698    
 
      NEW MILFORD   CT     6776     Primary   Single Family     360       354       87.08       7.05     10/1/2005   9/1/1935     1892.32       1892.32     3/1/2006     283000       281601.44     Rate/Term Refinance     7.05  
  1699    
 
      SIMI VALLEY   CA     93065     Primary   Single Family     360       354       57.38       5.7     10/1/2005   9/1/1935     1771.75       1771.05     3/1/2006     373000       372555.65     Cash Out Refinance     5.7  
  1700    
 
      ROCKLIN   CA     95677     Primary   Single Family     360       354       58.88       6.25     10/1/2005   9/1/1935     1692.71       1692.71     3/1/2006     325000       325000     Cash Out Refinance     6.25  
  1701    
 
      NEW ROADS   LA     70760     Primary   Single Family     360       354       90       9.15     10/1/2005   9/1/1935     513.73       513.73     3/1/2006     63000       62769.35     Cash Out Refinance     9.15  
  1702    
 
      DETROIT   MI     48227     Primary   Single Family     360       354       90       7.2     10/1/2005   9/1/1935     432       432     3/1/2006     72000       71997.2     Cash Out Refinance     7.2  
  1703    
 
      BEL AIR   MD     21014     Primary   PUD     360       354       80       6.85     10/1/2005   9/1/1935     908.77       908.77     3/1/2006     159200       159200     Purchase     6.85  
  1704    
 
      COLONIAL BEACH   VA     22443     Primary   Single Family     360       354       66.98       7.75     10/1/2005   9/1/1935     1031.63       1031.63     3/1/2006     144000       143380.25     Cash Out Refinance     7.75  
  1705    
 
      REMINGTON   VA     22734     Primary   Single Family     360       354       70       5.9     10/1/2005   9/1/1935     1432.42       1432.42     3/1/2006     241500       240011.54     Cash Out Refinance     5.9  
  1706    
 
      SAN ANTONIO   TX     78258     Primary   Single Family     360       354       80       6.99     10/1/2005   9/1/1935     1366.48       1366.48     3/1/2006     205600       204571.97     Cash Out Refinance     6.99  
  1707    
 
      TRANTON   MI     48183     Primary   Single Family     360       354       80       6.9     10/1/2005   9/1/1935     569.04       569.04     3/1/2006     86327.76       85960.28     Cash Out Refinance     6.9  
  1708    
 
      MARRERO   LA     70072     Primary   Single Family     360       354       86.58       7.45     10/1/2005   9/1/1935     542.17       542.17     3/1/2006     77920       77564.02     Cash Out Refinance     7.45  
  1709    
 
      LAFAYETTE   CA     94549     Primary   Single Family     360       354       80       5.4     10/1/2005   9/1/1935     2178       2178     3/1/2006     484000       484000     Purchase     5.4  
  1710    
 
      REDDING   CA     96003     Primary   Single Family     360       354       90.45       6.99     10/1/2005   9/1/1935     1352.61       1352.61     3/1/2006     203512.5       202492.26     Cash Out Refinance     6.99  
  1711    
 
      KEYPORT BOROUGH   NJ     7735     Primary   Single Family     360       354       77.55       8.35     10/1/2005   9/1/1935     1440.79       1440.79     3/1/2006     190000       189076.1     Cash Out Refinance     8.35  
  1712    
 
      PITTSBURG   TX     75686     Primary   Single Family     360       354       92.7       9.55     10/1/2005   9/1/1935     469.72       469.72     3/1/2006     55620       55453.43     Purchase     9.55  
  1713    
 
      WALWORTH   NY     14568     Primary   Single Family     360       354       90       5.99     10/1/2005   9/1/1935     738.46       738.46     3/1/2006     123300       122537.66     Purchase     5.99  
  1714    
 
      MONROE   OH     45050     Primary   Single Family     360       354       90       6.75     10/1/2005   9/1/1935     729.68       729.68     3/1/2006     112500       111905.17     Purchase     6.75  
  1715    
 
      CONCORD   NC     28027     Primary   Single Family     360       354       90.54       8.6     10/1/2005   9/1/1935     590.16       590.16     3/1/2006     76050       75723.32     Purchase     8.6  
  1716    
 
      MARYSVILLE   WA     98271     Primary   Single Family     360       354       80       6.25     10/1/2005   9/1/1935     799.38       799.37     3/1/2006     153480       153479.99     Purchase     6.25  
  1717    
 
      PLANO   TX     75074     Primary   Condominium     180       175       91.53       6.7     10/2/2005   9/2/2020     637.84       637.84     2/2/2006     72306       71018.5     Rate/Term Refinance     6.7  
  1718    
 
      COCOA   FL     32926     Primary   Single Family     360       355       71.54       10.35     10/2/2005   9/2/1935     316.25       316.25     2/2/2006     35000       34891.94     Cash Out Refinance     10.35  
  1719    
 
      FOUNTAIN HILLS   AZ     85268     Primary   Single Family     360       355       73.57       8.95     10/15/2005   9/15/1935     400.52       400.52     2/15/2006     50000       49859.9     Cash Out Refinance     8.95  
  1720    
 
      DENVER   CO     80219     Primary   Single Family     360       355       92.7       7.55     10/15/2005   9/15/1935     1595.81       1595.81     2/15/2006     227115       226269.03     Rate/Term Refinance     7.55  
  1721    
 
      VANCOUVER   WA     98662     Primary   Manufactured Housing     360       355       77.17       6.65     10/15/2005   9/15/1935     1139.49       1139.49     2/15/2006     177500       176712.09     Cash Out Refinance     6.65  
  1723    
 
      GOSPORT   IN     47433     Primary   Single Family     360       355       83.94       6.62     10/15/2005   9/15/1935     735.98       735.98     2/15/2006     115000       114486.56     Cash Out Refinance     6.62  
  1724    
 
      JANESVILLE   CA     96114     Primary   Single Family     360       355       84.78       10.55     10/2/2005   9/2/1935     390.36       390.36     2/2/2006     42500       42414.95     Cash Out Refinance     10.55  
  1725    
 
      EUREKA   CA     95501     Primary   Single Family     360       355       80.49       6.25     10/15/2005   9/15/1935     1090.35       1090.35     2/15/2006     177085       176235.73     Cash Out Refinance     6.25  

Page 43 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  1726    
 
      SAN BERNARDINO   CA     92410     Primary   Single Family     360       355       79.91       5.99     11/1/2005   10/1/1935     1608.07       1608.07     3/1/2006     268500       267127.37     Cash Out Refinance     5.99  
  1727    
 
      BAKERSFIELD   CA     93307     Primary   Single Family     360       354       85       6.99     10/1/2005   9/1/1935     875.66       875.66     3/1/2006     131750       131043.37     Cash Out Refinance     6.99  
  1728    
 
      ELKO   SC     29826     Primary   Single Family     360       355       85.49       11.2     10/2/2005   9/2/1935     785.78       785.78     2/2/2006     81220       81078.74     Rate/Term Refinance     11.2  
  1729    
 
      EAST ORANGE   NJ     7017     Primary   Single Family     180       174       20       9.549     10/1/2005   9/1/2020     523.44       523.44     3/1/2006     50000       49231.47     Cash Out Refinance     9.549  
  1730    
 
      KISSIMMEE   FL     34746     Primary   PUD     360       354       84.95       6     10/1/2005   9/1/1935     875       875     3/1/2006     175000       175000     Cash Out Refinance     6  
  1731    
 
      ENUMCLAW   WA     98022     Primary   Single Family     360       355       90       8     10/2/2005   9/2/1935     1380.21       1380.21     2/2/2006     188100       187460.48     Cash Out Refinance     8  
  1732    
 
      ELLENWOOD   GA     30294     Primary   Single Family     360       355       90       9.6     10/2/2005   9/2/1935     1770.96       1770.96     2/2/2006     208800       208289.01     Cash Out Refinance     9.6  
  1733    
 
      BROWNSTOWN   MI     48174     Primary   Single Family     360       355       72.77       8.05     11/1/2005   10/1/1935     1083.77       1083.77     3/1/2006     146902.35       146505.18     Cash Out Refinance     8.05  
  1734    
 
      MERIDEN   CT     6450     Primary   Single Family     360       354       92.7       6.48     10/1/2005   9/1/1935     1678.12       1678.12     3/1/2006     266049       264575.59     Purchase     6.48  
  1735    
 
      ROCKWALL   TX     75087     Primary   Single Family     360       354       80       7.48     10/1/2005   9/1/1935     1222.65       1222.65     3/1/2006     175203       174407.38     Purchase     7.48  
  1736    
 
      THOMPSONS STATION   TN     37179     Primary   Single Family     360       354       90       6.85     10/1/2005   9/1/1935     851.6       851.6     3/1/2006     129962.7       129294.84     Purchase     6.85  
  1737    
 
      CINCINNATI   OH     45231     Primary   Single Family     360       354       90.9       8.35     10/1/2005   9/1/1935     1089.1       1089.1     3/1/2006     143622       143074.17     Purchase     8.35  
  1738    
 
      MIAMI   FL     33147     Primary   Single Family     360       354       76.85       6.54     10/1/2005   9/1/1935     941.39       941.39     3/1/2006     148320       147510.77     Purchase     6.54  
  1739    
 
      ROY   UT     84067     Primary   Single Family     360       354       80       6.5     10/1/2005   9/1/1935     652.3       652.3     3/1/2006     103200       102632.57     Purchase     6.5  
  1740    
 
      LOUISVILLE   KY     40245     Primary   Condominium     360       354       80       7.35     10/1/2005   9/1/1935     799.21       799.21     3/1/2006     116000       115459.51     Purchase     7.35  
  1741    
 
      PALM BAY   FL     32907     Primary   Single Family     360       355       65.5       10.65     10/6/2005   9/6/1935     462.99       462.99     2/6/2006     50000       49902.08     Cash Out Refinance     10.65  
  1742    
 
      CHESAPEAKE   VA     23322     Primary   Single Family     180       175       71.12       11.4     10/6/2005   9/6/2020     290.47       290.47     2/6/2006     25000       24730.08     Cash Out Refinance     11.4  
  1743    
 
      WALDORF   MD     20603     Primary   Single Family     360       355       90       8.45     10/15/2005   9/15/1935     2410.93       2410.93     2/15/2006     315000       314022.31     Cash Out Refinance     8.45  
  1744    
 
      QUEEN CREEK   AZ     85242     Primary   Single Family     360       355       72.6       5.99     10/15/2005   9/15/1935     983.97       983.97     2/15/2006     197121.76       197121.76     Cash Out Refinance     5.99  
  1745    
 
      COLUMBIA   MD     21045     Primary   Single Family     240       235       64.7       9.95     10/6/2005   9/6/2025     605.88       605.88     2/6/2006     63000       62573.65     Cash Out Refinance     9.95  
  1746    
 
      VANCOUVER   WA     98662     Primary   Single Family     360       355       80.34       6.15     10/15/2005   9/15/1935     1076.82       1076.82     2/15/2006     176750       175862.65     Cash Out Refinance     6.15  
  1747    
 
      SOLSBERRY   IN     47459     Primary   Single Family     360       355       90       7.45     10/6/2005   9/6/1935     482.19       482.19     2/6/2006     69300       68960.14     Cash Out Refinance     7.45  
  1748    
 
      SUFFOLK   VA     23435     Primary   Single Family     360       355       71.64       10.5     10/6/2005   9/6/1935     457.37       457.37     2/6/2006     50000       49899.27     Cash Out Refinance     10.5  
  1749    
 
      FONTANA   CA     92335     Primary   Single Family     360       355       80       5.75     11/1/2005   10/1/1935     1130.83       1130.83     3/1/2006     236000       236000     Rate/Term Refinance     5.75  
  1750    
 
      ELK GROVE   CA     95624     Primary   Single Family     360       355       85.49       6.25     10/15/2005   9/15/1935     2131.83       2131.83     2/15/2006     346234.5       344574.66     Cash Out Refinance     6.25  
  1751    
 
      PEMBROKE PINES   FL     33029     Primary   Single Family     360       355       64.3       8.7     10/6/2005   9/6/1935     219.28       219.28     2/6/2006     28000       27916.19     Cash Out Refinance     8.7  
  1752    
 
      BENNETTSVILLE   SC     29512     Primary   Single Family     180       175       56.67       9.2     10/6/2005   9/6/2020     523.37       523.37     2/6/2006     51000       50327.92     Cash Out Refinance     9.2  
  1753    
 
      WARREN   OH     44484     Primary   Single Family     360       354       90       6.99     10/1/2005   9/1/1935     640.04       640.04     3/1/2006     96300       95818.49     Cash Out Refinance     6.99  
  1754    
 
      ST HELENS   OR     97051     Primary   Single Family     360       355       80       6.95     10/6/2005   9/6/1935     1323.9       1323.9     2/6/2006     200000       199162.51     Cash Out Refinance     6.95  
  1755    
 
      ORLANDO   FL     23809     Primary   Single Family     360       355       85       6.55     11/1/2005   10/1/1935     1144.92       1144.92     3/1/2006     180200       179384.51     Cash Out Refinance     6.55  
  1756    
 
      SUWANEE   GA     30024     Primary   Single Family     360       354       79.92       7.2     10/1/2005   9/1/1935     791.25       791.25     3/1/2006     131875       131875     Cash Out Refinance     7.2  
  1757    
 
      REDMOND   OR     97756     Primary   Single Family     360       354       89.48       7.85     10/1/2005   9/1/1935     1068       1068     3/1/2006     147650       147027.16     Cash Out Refinance     7.85  
  1758    
 
      GRAND PRAIRIE   TX     75052     Primary   PUD     360       354       80       6.25     10/1/2005   9/1/1935     1205.52       1205.52     3/1/2006     195790       194660.7     Purchase     6.25  
  1759    
 
      JACKSONVILLE   FL     32221     Primary   Manufactured Housing     360       354       80       7.7     10/1/2005   9/1/1935     861.26       861.26     3/1/2006     120800       120274.87     Purchase     7.7  
  1760    
 
      COOS BAY   OR     97420     Primary   Manufactured Housing     360       354       81.33       8.1     10/1/2005   9/1/1935     843.46       843.46     3/1/2006     113866       113409.16     Purchase     8.1  
  1761    
 
      HENDERSON   NC     27536     Primary   Single Family     360       354       90       6.9     10/1/2005   9/1/1935     752.79       752.79     3/1/2006     114300       113718.33     Purchase     6.9  
  1762    
 
      FORT WORTH   TX     76131     Primary   PUD     360       354       80       5.4     10/1/2005   9/1/1935     532.85       532.85     3/1/2006     118410       118410     Purchase     5.4  
  1763    
 
      SPRING HILL   FL     34606     Primary   Single Family     360       354       80       7.1     10/1/2005   9/1/1935     836.01       836.01     3/1/2006     124400       123791.2     Purchase     7.1  
  1764    
 
      EVERSON   PA     15631     Primary   Single Family     360       354       69.3       8.6     10/1/2005   9/1/1935     483.46       483.46     3/1/2006     62300       62073.88     Purchase     8.6  
  1765    
 
      PILOT POINT   TX     76258     Primary   Single Family     360       355       80       7.9     10/6/2005   9/6/1935     895.43       895.43     2/6/2006     123200       122772.59     Cash Out Refinance     7.9  

Page 44 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  1766    
 
      FITCHBURG   WI     53711     Primary   Single Family     360       355       90       11.1     10/15/2005   9/15/1935     3481.52       3481.52     2/15/2006     362700       362055.46     Rate/Term Refinance     11.1  
  1767    
 
      FREEPORT   OH     43973     Primary   Single Family     360       355       91.35       7.95     10/15/2005   9/15/1935     767.22       767.22     2/15/2006     105058       104694.14     Rate/Term Refinance     7.95  
  1768    
 
      WILTON   ME     4294     Primary   Single Family     360       355       81.32       10.35     10/6/2005   9/6/1935     288.39       288.39     2/6/2006     31917.6       31850.96     Cash Out Refinance     10.35  
  1769    
 
      WINSLOW   ME     4901     Primary   Single Family     360       355       73.7       8.55     10/6/2005   9/6/1935     359.2       359.2     2/6/2006     46500       46356.11     Rate/Term Refinance     8.55  
  1770    
 
      WINDSOR   VA     23487     Primary   Single Family     360       355       80       6.55     10/15/2005   9/15/1935     1266.33       1266.33     2/15/2006     232000       232000     Rate/Term Refinance     6.55  
  1771    
 
      WEST SACRAMENTO   CA     95691     Primary   Single Family     360       355       72.22       5.95     11/1/2005   10/1/1935     1611.46       1611.46     3/1/2006     325000       325000     Cash Out Refinance     5.95  
  1772    
 
      HAMBURG   NY     14075     Primary   Single Family     360       355       84.42       12.73     10/15/2005   9/15/1935     333.68       333.68     2/15/2006     30750       30705.17     Cash Out Refinance     12.73  
  1773    
 
      ROMNEY   WV     26757     Primary   Manufactured Housing     360       355       78.49       8.5     10/15/2005   9/15/1935     784.58       784.58     2/15/2006     102037       101723.49     Cash Out Refinance     8.5  
  1774    
 
      HEMPSTEAD   NY     11550     Primary   Single Family     180       175       76.76       12.1     10/6/2005   9/6/2020     301.66       301.66     2/6/2006     25000       24746.72     Cash Out Refinance     12.1  
  1775    
 
      REDDING   CA     96003     Primary   Single Family     360       355       29.52       6.99     10/15/2005   9/15/1935     531.71       531.71     2/15/2006     80000       79667.61     Cash Out Refinance     6.99  
  1776    
 
      NAPA   CA     94558     Primary   Townhouse     360       355       74.66       8.95     10/3/2005   9/3/1935     280.36       280.36     2/3/2006     35000       34901.96     Cash Out Refinance     8.95  
  1777    
 
      MUSCATINE   IA     52761     Primary   Single Family     360       355       90       9.08     10/15/2005   9/15/1935     882.51       882.51     2/15/2006     108900       108552.76     Cash Out Refinance     9.08  
  1778    
 
      WELLESLEY   MA     2482     Primary   Single Family     360       355       50       6     11/1/2005   10/1/1935     2000       2000     3/1/2006     400000       400000     Cash Out Refinance     6  
  1779    
 
      GLADSTONE   OR     97027     Primary   Single Family     360       355       80       7.25     10/7/2005   9/7/1935     1029.5       1028.89     2/7/2006     170400       170298.3     Cash Out Refinance     7.25  
  1780    
 
      MANTEO   NC     27954     Primary   Single Family     360       354       80.67       7.85     10/1/2005   9/1/1935     3472.01       3472.01     3/1/2006     480000       477975.08     Cash Out Refinance     7.85  
  1781    
 
      GREENSBORO   NC     27409     Primary   Condominium     360       354       80       7.2     10/1/2005   9/1/1935     412.7       412.7     3/1/2006     60800       60508.25     Cash Out Refinance     7.2  
  1782    
 
      BOROUGH OF QUEENS   NY     11365     Primary   Single Family     360       354       74.04       6.95     10/1/2005   9/1/1935     2548.5       2548.5     3/1/2006     385000       383059.84     Cash Out Refinance     6.95  
  1783    
 
      PANAMA CITY   FL     32404     Primary   Single Family     360       354       80       7.95     10/1/2005   9/1/1935     662.5       662.17     3/1/2006     100000       99949.67     Purchase     7.95  
  1784    
 
      JACKSON   MI     49201     Primary   Single Family     360       354       80       7.425     10/1/2005   9/1/1935     788.49       788.49     3/1/2006     113600       113077.94     Purchase     7.425  
  1785    
 
      GREENDALE   WI     53129     Primary   Single Family     360       355       89.74       8.5     11/1/2005   10/1/1935     1345.6       1345.6     3/1/2006     175000       174461.93     Cash Out Refinance     8.5  
  1786    
 
      PUEBLO   CO     81003     Primary   Single Family     360       354       91.8       7.75     10/1/2005   9/1/1935     697.13       697.13     3/1/2006     97308       96889.2     Purchase     7.75  
  1787    
 
      TAMPA   FL     33610     Primary   Single Family     360       354       80       6.95     10/1/2005   9/1/1935     767.86       767.86     3/1/2006     116000       115415.3     Purchase     6.95  
  1788    
 
      ALLEN   TX     75002     Primary   PUD     360       355       90       6.65     11/1/2005   10/1/1935     960.26       960.26     3/1/2006     149580       148915.99     Purchase     6.65  
  1789    
 
      ELK GROVE   CA     95757     Primary   Single Family     360       354       80       6.5     10/1/2005   9/1/1935     2011.65       2011.65     3/1/2006     371382       371382     Purchase     6.5  
  1790    
 
      WALLA WALLA   WA     99362     Primary   Single Family     360       355       85.41       13.9     10/15/2005   9/15/1935     294.25       294.25     2/15/2006     25000       24970.64     Cash Out Refinance     13.9  
  1791    
 
      GAINESVILLE   FL     32606     Primary   Single Family     360       355       80       10.5     10/15/2005   9/15/1935     539.66       539.66     2/15/2006     58995       58875.66     Cash Out Refinance     10.5  
  1792    
 
      FLAGLER   CO     80815     Primary   Single Family     360       355       58.82       6.7     10/15/2005   9/15/1935     322.64       322.64     2/15/2006     50000       49780.19     Cash Out Refinance     6.7  
  1793    
 
      SPOKANE   WA     99217     Primary   Single Family     360       355       80       6.25     10/15/2005   9/15/1935     591.09       591.09     2/15/2006     96000       95539.59     Rate/Term Refinance     6.25  
  1794    
 
      FARMERS BRANCH   TX     75234     Primary   Single Family     360       355       67.57       6.99     10/15/2005   9/15/1935     664.64       664.64     2/15/2006     100000       99295.67     Cash Out Refinance     6.99  
  1795    
 
      NORTH HUNTINGDON   PA     15642     Primary   Single Family     360       355       80       6.15     10/15/2005   9/15/1935     877.29       877.29     2/15/2006     144000       142919.41     Cash Out Refinance     6.15  
  1796    
 
      CENTENNIAL   CO     80122     Primary   Single Family     360       355       91.8       5.99     10/7/2005   9/7/1935     2237.68       2237.68     2/7/2006     373626       371735.8     Cash Out Refinance     5.99  
  1797    
 
      OPA LOCKA   FL     33054     Primary   Single Family     360       355       90       9.4     10/15/2005   9/15/1935     1312.87       1312.87     2/15/2006     157500       157098.03     Cash Out Refinance     9.4  
  1798    
 
      VICTORVILLE   CA     92392     Primary   Single Family     360       355       53.57       5.99     11/1/2005   10/1/1935     898.37       898.37     3/1/2006     150000       149243.76     Cash Out Refinance     5.99  
  1799    
 
      MISSION   TX     78572     Primary   Single Family     360       355       80       6.85     10/15/2005   9/15/1935     733.9       733.9     2/15/2006     112000       111521.73     Cash Out Refinance     6.85  
  1800    
 
      COCKEYSVILLE   MD     21030     Primary   Single Family     360       355       72.83       5.8     10/7/2005   9/7/1935     1282.06       1282.06     2/7/2006     218500       217359.13     Cash Out Refinance     5.8  
  1801    
 
      RICHMOND   VA     23223     Primary   Single Family     360       355       79.65       6.99     10/7/2005   9/7/1935     598.17       598.17     2/7/2006     90000       89621.21     Cash Out Refinance     6.99  
  1802    
 
      TACOMA   WA     98446     Primary   Manufactured Housing     360       355       71.43       7.6     10/15/2005   9/15/1935     706.08       706.08     2/15/2006     100000       99631.62     Cash Out Refinance     7.6  
  1803    
 
      VIRGINA BEACH   VA     23453     Primary   Single Family     360       355       78.26       5.8     10/7/2005   9/7/1935     1056.16       1056.16     2/7/2006     180000       179054.05     Cash Out Refinance     5.8  
  1804    
 
      LONG BRANCH   NJ     7740     Primary   Single Family     180       175       65.52       11.15     10/7/2005   9/7/2020     378.2       378.2     2/7/2006     33000       32635.42     Cash Out Refinance     11.15  
  1805    
 
      ATHENS   OH     45701     Primary   Single Family     180       175       85.43       12.85     10/7/2005   9/7/2020     605.73       605.73     2/7/2006     48250       47795.1     Cash Out Refinance     12.85  

Page 45 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  1806    
 
      MANCHESTER   NJ     8753     Primary   Single Family     360       355       77.59       6.25     10/15/2005   9/15/1935     1385.43       1385.43     2/15/2006     225009.68       223930.98     Cash Out Refinance     6.25  
  1807    
 
      NORWALK   CT     6854     Primary   Single Family     360       355       80       6.63     10/15/2005   9/15/1935     2793.2       2793.2     2/15/2006     436000       434057.15     Rate/Term Refinance     6.63  
  1808    
 
      REDDING   CA     96002     Primary   Single Family     360       355       80.49       7.99     10/7/2005   9/7/1935     1239.1       1239.1     2/7/2006     169029       168453.13     Cash Out Refinance     7.99  
  1809    
 
      STOCKTON   CA     95207     Primary   Single Family     360       355       67.47       4.35     11/1/2005   10/1/1935     1209.19       1209.19     3/1/2006     242900       240498.86     Cash Out Refinance     4.35  
  1810    
 
      ESCONDIDO   CA     92025     Primary   Single Family     360       355       72.06       6.98     11/1/2005   10/1/1935     1425.08       1425.07     3/1/2006     245000       244998.54     Cash Out Refinance     6.98  
  1811    
 
      WEST COVINA   CA     91792     Primary   Single Family     360       355       55.74       6.25     10/15/2005   9/15/1935     1853.31       1853.31     2/15/2006     301000       299557.04     Cash Out Refinance     6.25  
  1812    
 
      NORTH LAS VEGAS   NV     89032     Primary   PUD     360       355       67.64       10.8     10/15/2005   9/15/1935     328.04       328.04     2/15/2006     35000       34933.6     Cash Out Refinance     10.8  
  1813    
 
      HAWTHORNE   CA     90250     Primary   Single Family     360       355       46.75       6.25     10/15/2005   9/15/1935     1727.09       1727.09     2/15/2006     280500       279155.31     Rate/Term Refinance     6.25  
  1814    
 
      PEMBROKE PINES   FL     33028     Primary   Townhouse     360       355       80       6.29     10/7/2005   9/7/1935     1429.56       1429.56     2/7/2006     231200       230100.09     Rate/Term Refinance     6.29  
  1815    
 
      PALM DESERT   CA     92260     Primary   Condominium     360       355       70.42       6.6     11/1/2005   10/1/1935     1375       1371.54     3/1/2006     250000       249370.89     Cash Out Refinance     6.6  
  1816    
 
      JACKSONVILLE   FL     32210     Primary   Single Family     360       355       90       6.88     10/7/2005   9/7/1935     816.33       816.33     2/7/2006     124200       123642.99     Cash Out Refinance     6.88  
  1817    
 
      DETROIT   MI     48213     Primary   Single Family     360       355       85       8.85     11/1/2005   10/1/1935     762.5       762.5     3/1/2006     96050       95775.32     Cash Out Refinance     8.85  
  1818    
 
      CORDSVILLE   IN     46055     Primary   Single Family     360       355       90       7.3     11/1/2005   10/1/1935     1573.39       1573.39     3/1/2006     229500       228583.21     Cash Out Refinance     7.3  
  1819    
 
      LIVONIA   MI     48152     Primary   Single Family     360       355       81.95       8.1     11/1/2005   10/1/1935     1274.83       1274.83     3/1/2006     172100       171526.54     Cash Out Refinance     8.1  
  1820    
 
      WOODBRIDGE   VA     22192     Primary   PUD     360       355       80       7.4     10/15/2005   9/15/1935     1531.8       1531.8     2/15/2006     248400       248400     Purchase     7.4  
  1821    
 
      ODESSA   FL     33556     Primary   PUD     360       355       90       7.8     11/1/2005   10/1/1935     1254.39       1254.39     3/1/2006     174252       173579.18     Purchase     7.8  
  1822    
 
      LEANDER   TX     78641     Primary   PUD     360       355       80       6.8     11/1/2005   10/1/1935     676.03       676.03     3/1/2006     103696       102728.78     Purchase     6.8  
  1823    
 
      PHOENIX   AZ     85024     Primary   PUD     360       355       57.69       7.65     10/15/2005   9/15/1935     1064.28       1064.28     2/15/2006     150000       149452.92     Purchase     7.65  
  1824    
 
      BOCA RATON   FL     33428     Primary   PUD     360       355       75.53       7.96     11/1/2005   10/1/1935     2594.98       2594.98     3/1/2006     355000       353783.23     Cash Out Refinance     7.96  
  1825    
 
      STOCKTON   CA     95206     Primary   Single Family     360       355       92.15       6     11/1/2005   10/1/1935     3093.69       3093.69     3/1/2006     516000       513405.74     Purchase     6  
  1826    
 
      PUYALLUP   WA     98373     Primary   Single Family     360       355       85.42       12.25     10/15/2005   9/15/1935     639.22       639.22     2/15/2006     61000       60915.74     Cash Out Refinance     12.25  
  1827    
 
      TACOMA   WA     98422     Primary   Single Family     360       355       82.92       13.55     10/15/2005   9/15/1935     402.28       402.28     2/15/2006     35000       34963.84     Cash Out Refinance     13.55  
  1828    
 
      CHARLESTON   SC     29407     Primary   Single Family     360       355       18.87       8.95     10/8/2005   9/8/1935     400.52       400.52     2/8/2006     50000       49859.9     Cash Out Refinance     8.95  
  1829    
 
      OIL CITY   PA     16301     Primary   Single Family     180       175       66.67       6.55     10/8/2005   9/8/2020     524.32       524.32     2/8/2006     60000       58985     Cash Out Refinance     6.55  
  1830    
 
      GAHANNA   OH     43230     Primary   PUD     360       355       91.6       7.99     10/15/2005   9/15/1935     1242.22       1242.22     2/15/2006     169455       168877.71     Cash Out Refinance     7.99  
  1831    
 
      MIAMI   FL     33147     Primary   Single Family     360       355       53.66       5.9     10/15/2005   9/15/1935     521.97       521.97     2/15/2006     88000       87549.08     Cash Out Refinance     5.9  
  1832    
 
      YUMA   AZ     85364     Primary   Single Family     360       355       84.75       5.99     11/1/2005   10/1/1935     1131.94       1131.94     3/1/2006     189000       188047.97     Cash Out Refinance     5.99  
  1833    
 
      NORWALK   CA     90650     Primary   Single Family     360       355       49.41       8.5     11/1/2005   10/1/1935     384.46       384.46     3/1/2006     50000       49830.51     Cash Out Refinance     8.5  
  1834    
 
      SUPRISE   AZ     85387     Primary   Single Family     360       355       75       8.14     10/15/2005   9/15/1935     1076.29       1076.29     2/15/2006     144750       144271.54     Cash Out Refinance     8.14  
  1835    
 
      DANIA BEACH   FL     33004     Primary   PUD     360       355       39.3       7.5     10/8/2005   9/8/1935     349.61       349.61     2/8/2006     50000       49810.53     Cash Out Refinance     7.5  
  1836    
 
      DULUTH   MN     55804     Primary   Single Family     360       355       72.68       7.35     10/8/2005   9/8/1935     801.23       801.23     2/8/2006     116293       115842.84     Cash Out Refinance     7.35  
  1837    
 
      RAINIER   WA     98576     Primary   Manufactured Housing     360       355       82.4       6.6     10/15/2005   9/15/1935     815.7       815.7     2/15/2006     127720       126828.29     Cash Out Refinance     6.6  
  1838    
 
      OXNARD   CA     93030     Primary   Single Family     240       235       62.52       9.35     10/8/2005   9/8/2025     350.5       350.5     2/8/2006     38000       37723.64     Cash Out Refinance     9.35  
  1839    
 
      DELAND   FL     32724     Primary   Single Family     360       355       61.32       5.6     10/8/2005   9/8/1935     334.41       334.41     2/8/2006     58250       57934.18     Cash Out Refinance     5.6  
  1840    
 
      SHREVEPORT   LA     71118     Primary   Single Family     360       355       80       7.95     10/8/2005   9/8/1935     759.5       759.5     2/8/2006     104000       103632.66     Rate/Term Refinance     7.95  
  1841    
 
      PALMYRA   WI     53156     Primary   Single Family     360       355       49.79       9     10/8/2005   9/8/1935     201.16       201.16     2/8/2006     25000       24930.67     Cash Out Refinance     9  
  1842    
 
      PITTSBURGH   PA     15215     Primary   Single Family     360       355       40       6.25     10/15/2005   9/15/1935     507.91       507.91     2/15/2006     82489.6       82094.12     Cash Out Refinance     6.25  
  1843    
 
      LOXAHATCHEE   FL     33470     Primary   Single Family     360       355       45.19       9.99     10/8/2005   9/8/1935     438.42       438.42     2/8/2006     50000       49791.06     Cash Out Refinance     9.99  
  1844    
 
      HAYWARD   CA     94541     Primary   Single Family     360       355       31.95       6.85     10/8/2005   9/8/1935     1235.17       1235.17     2/8/2006     188500       187695.12     Cash Out Refinance     6.85  
  1845    
 
      APOPKA   FL     32703     Primary   Single Family     240       235       53.75       5.5     10/8/2005   9/8/2025     732.05       732.05     2/8/2006     106420       105177.66     Cash Out Refinance     5.5  

Page 46 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  1846    
 
      TAMPA   FL     33637     Primary   Single Family     360       355       80       5.4     10/15/2005   9/15/1935     651.38       651.38     2/15/2006     116000       115314.54     Rate/Term Refinance     5.4  
  1847    
 
      MULBERRY   FL     33860     Primary   Single Family     360       355       73.33       7.85     10/8/2005   9/8/1935     397.84       397.84     2/8/2006     55000       54805.68     Cash Out Refinance     7.85  
  1848    
 
      CONROE   TX     77302     Primary   Single Family     360       355       79.45       6.69     10/15/2005   9/15/1935     1904.58       1904.05     2/15/2006     341628       341532.77     Rate/Term Refinance     6.69  
  1849    
 
      JACKSONVILLE   FL     32221     Primary   PUD     360       355       90       6.875     10/8/2005   9/8/1935     1903.78       1903.78     2/8/2006     289800       288568.62     Cash Out Refinance     6.875  
  1850    
 
      HUNTINGTON BEACH   CA     92646     Primary   Single Family     360       355       25.78       11.68     10/15/2005   9/15/1935     502.03       502.03     2/15/2006     50000       49845.84     Cash Out Refinance     11.68  
  1851    
 
      POYNOR   TX     75782     Primary   Single Family     360       355       65       7.9     10/8/2005   9/8/1935     500.77       500.77     2/8/2006     68900       68635.77     Cash Out Refinance     7.9  
  1852    
 
      SAINT LOUIS   MO     63132     Primary   Single Family     240       235       68.02       10.95     10/8/2005   9/8/2025     299.98       299.98     2/9/2006     29158       28985.32     Cash Out Refinance     10.95  
  1853    
 
      SUGARLOAF   CA     92396     Primary   Single Family     360       355       80       7.5     11/1/2005   10/1/1935     1225       1225     3/1/2006     196000       195862.9     Purchase     7.5  
  1854    
 
      MESA   AZ     85212     Primary   PUD     360       355       90.49       7.15     11/1/2005   10/1/1935     2774.74       2774.74     3/1/2006     410824       409169.84     Cash Out Refinance     7.15  
  1855    
 
      IOWA PARK   TX     76367     Primary   Single Family     360       355       80       7.65     10/15/2005   9/15/1935     425.71       425.71     2/15/2006     60000       59781.18     Purchase     7.65  
  1856    
 
      GIGHARBOR   WA     98332     Primary   Single Family     360       355       80       7.25     10/9/2005   9/9/1935     1637.22       1637.22     2/9/2006     240000       239052.52     Cash Out Refinance     7.25  
  1857    
 
      ROCKLIN   CA     95765     Primary   Single Family     360       355       61.48       6.5     11/1/2005   10/1/1935     1664.95       1664.95     3/1/2006     307375       307375     Cash Out Refinance     6.5  
  1858    
 
      PHILADELPHIA   PA     19126     Primary   Single Family     360       355       90       7.5     11/1/2005   10/1/1935     2076.67       2076.67     3/1/2006     297000       295577.27     Cash Out Refinance     7.5  
  1859    
 
      OXFORD   GA     30054     Primary   Single Family     360       355       85.38       11.25     10/9/2005   9/9/1935     495.35       495.35     2/9/2006     51000       50912.25     Cash Out Refinance     11.25  
  1860    
 
      MIAMI   FL     33126     Primary   Single Family     360       355       80       6.25     11/1/2005   10/1/1935     1479.17       1477.6     3/1/2006     284000       283699.61     Cash Out Refinance     6.25  
  1861    
 
      LAS VEGAS   NV     89147     Primary   Single Family     360       355       82.55       11.05     10/9/2005   9/9/1935     286.84       286.84     2/9/2006     30000       29946.05     Cash Out Refinance     11.05  
  1862    
 
      MIAMI   FL     33190     Primary   PUD     180       175       63.75       6.85     10/9/2005   9/9/2020     1424.75       1424.75     2/9/2006     160000       157226.16     Cash Out Refinance     6.85  
  1863    
 
      WILLISTON   FL     32696     Primary   Single Family     360       355       87.36       5.99     11/1/2005   10/1/1935     790.08       790.08     3/1/2006     131920       131255.49     Rate/Term Refinance     5.99  
  1864    
 
      FONTANA   CA     92337     Primary   Single Family     360       355       90       5.95     11/1/2005   10/1/1935     1776.08       1776.07     3/1/2006     358200       358200     Cash Out Refinance     5.95  
  1865    
 
      SPRING VALLEY   CA     91977     Primary   Condominium     360       355       80       6.9     11/1/2005   10/1/1935     1416.8       1416.55     3/1/2006     246400       246356.38     Purchase     6.9  
  1866    
 
      COATESVILLE   IN     46121     Primary   Single Family     360       355       80       6.9     10/15/2005   9/15/1935     611.19       611.19     2/15/2006     92800       92407.61     Rate/Term Refinance     6.9  
  1867    
 
      RICHMOND   VA     23228     Primary   Single Family     360       355       71.06       6.25     10/15/2005   9/15/1935     680.37       680.37     2/15/2006     110500       109970.26     Cash Out Refinance     6.25  
  1868    
 
      COVINGTON   KY     41015     Primary   Single Family     360       355       70       8.25     10/15/2005   9/15/1935     523.26       523.26     2/15/2006     69650       69424.84     Cash Out Refinance     8.25  
  1869    
 
      AURORA   CO     80013     Primary   Single Family     360       355       80       6.15     10/15/2005   9/15/1935     861       861     2/15/2006     168000       168000     Cash Out Refinance     6.15  
  1870    
 
      COLORADO SPRINGS   CO     80917     Primary   PUD     360       355       80       5.84     10/15/2005   9/15/1935     397.12       397.11     2/15/2006     81600       81597.38     Cash Out Refinance     5.84  
  1871    
 
      HIALEAH   FL     33012     Primary   Single Family     360       355       75       7.5     10/12/2005   9/12/1935     1337.25       1337.25     2/12/2006     191250       190531.38     Cash Out Refinance     7.5  
  1872    
 
      SEMINOLE   FL     33776     Primary   Single Family     360       355       65.66       6.48     11/1/2005   10/1/1935     1375.05       1375.05     3/1/2006     218000       217000.01     Cash Out Refinance     6.48  
  1873    
 
      LURAY   VA     22835     Primary   Single Family     360       355       80       6.3     10/10/2005   9/10/1935     584.32       584.32     2/10/2006     94400       93951.72     Rate/Term Refinance     6.3  
  1874    
 
      ORLANDO   FL     32825     Primary   PUD     360       355       90.14       6.4     10/15/2005   9/15/1935     1471.66       1471.66     2/15/2006     235274       234178.05     Cash Out Refinance     6.4  
  1875    
 
      STOCKTON   CA     95204     Primary   Single Family     360       355       75       6.2     11/1/2005   10/1/1935     1401.03       1401.03     3/1/2006     228750       227600.61     Cash Out Refinance     6.2  
  1876    
 
      BLANCA   CO     81123     Primary   Single Family     360       355       88.13       5.99     10/15/2005   9/15/1935     691.47       691.47     2/15/2006     115455       114873.44     Rate/Term Refinance     5.99  
  1878    
 
      MIDLAND   TX     79703     Primary   Single Family     360       355       79.94       12.05     10/12/2005   9/12/1935     290.13       290.13     2/12/2006     28100       28059.4     Cash Out Refinance     12.05  
  1879    
 
      SILVER SPRINGS   MD     20902     Primary   Single Family     360       355       64.39       12.52     10/12/2005   9/12/1935     684.04       684.04     2/12/2006     64000       63916.74     Cash Out Refinance     12.52  
  1880    
 
      CARROLLTON   TX     75006     Primary   Single Family     240       235       64.96       6.95     10/15/2005   9/15/2025     787.65       787.65     2/15/2006     101987.2       100551.27     Cash Out Refinance     6.95  
  1881    
 
      BREWSTER   MA     2631     Primary   Single Family     360       355       84.52       12.81     10/12/2005   9/12/1935     381.98       381.98     2/12/2006     35000       34957.33     Cash Out Refinance     12.81  
  1882    
 
      WESTMINSTER   MD     21157     Primary   Single Family     360       355       78.06       11.35     10/12/2005   9/12/1935     244.72       244.72     2/12/2006     25000       24957.9     Cash Out Refinance     11.35  
  1883    
 
      PORTERVILLE   CA     93258     Primary   Single Family     360       355       80       5.6     11/1/2005   10/1/1935     675.12       675.12     3/1/2006     117600       116962.48     Cash Out Refinance     5.6  
  1884    
 
      LONG BEACH   CA     90815     Primary   Single Family     360       355       61.73       9.55     10/12/2005   9/12/1935     574.27       574.27     2/12/2006     68000       67778.93     Cash Out Refinance     9.55  
  1885    
 
      GOODYEAR   AZ     85338     Primary   PUD     360       355       78.83       12.7     10/10/2005   9/10/1935     346.5       346.5     2/10/2006     32000       31960     Cash Out Refinance     12.7  
  1886    
 
      CARMICHAEL   CA     95608     Primary   Single Family     360       355       84.98       10.2     11/1/2005   10/1/1935     542.13       542.13     3/1/2006     60750       60590.98     Cash Out Refinance     10.2  

Page 47 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  1887    
 
      CASCADE   ID     83611     Primary   Single Family     360       355       80       7.05     10/15/2005   9/15/1935     826.47       826.47     2/15/2006     123600       123011.77     Cash Out Refinance     7.05  
  1888    
 
      SPRINGFIELD   MA     1108     Primary   Two-Four Family     360       355       63.42       8     11/1/2005   10/1/1935     884.19       884.19     3/1/2006     120500       120090.29     Cash Out Refinance     8  
  1889    
 
      LAWRENCEVILLE   GA     30043     Primary   Single Family     360       355       80       11.45     11/1/2005   10/1/1935     1917.71       1917.71     3/1/2006     194400       194079.9     Cash Out Refinance     11.45  
  1890    
 
      SUWANEE   GA     30024     Primary   Single Family     360       355       80       7.5     10/12/2005   9/12/1935     730       730     2/12/2006     116800       116800     Cash Out Refinance     7.5  
  1891    
 
      PETERBURG   VA     23803     Primary   Single Family     360       355       80       6.95     11/1/2005   10/1/1935     765.22       765.22     3/1/2006     115600       115115.9     Cash Out Refinance     6.95  
  1892    
 
      CRANBERRY TOWNSHIP   PA     16066     Primary   Single Family     360       355       80       6.65     10/15/2005   9/15/1935     689.22       689.22     2/15/2006     107360       106859.24     Purchase     6.65  
  1893    
 
      JASPER   TX     75951     Primary   Single Family     360       355       90       8.69     10/7/2005   9/7/1935     647.85       647.85     2/7/2006     82800       82455.28     Purchase     8.69  
  1894    
 
      FORT COLLINS   CO     80524     Primary   PUD     360       355       80       6.3     11/1/2005   10/1/1935     867.15       867.15     3/1/2006     165172       165172     Purchase     6.3  
  1895    
 
      DEERFIELD BEACH   FL     33441     Primary   Single Family     360       355       39.83       11.35     10/12/2005   9/12/1935     342.61       342.61     2/12/2006     35000       34941.05     Cash Out Refinance     11.35  
  1896    
 
      ORLANDO   FL     32820     Primary   PUD     360       355       67.85       9.6     10/12/2005   9/12/1935     212.04       212.04     2/12/2006     25000       24899.23     Cash Out Refinance     9.6  
  1897    
 
      LUCASVILLE   OH     45648     Primary   Single Family     360       355       86.96       8.5     10/15/2005   9/15/1935     768.92       768.92     2/15/2006     100000       99692.74     Cash Out Refinance     8.5  
  1898    
 
      CAPE CORAL   FL     33990     Primary   Single Family     360       355       90       7.05     10/12/2005   9/12/1935     1805.4       1805.4     2/12/2006     270000       268891.29     Cash Out Refinance     7.05  
  1899    
 
      COLFAX   IA     50054     Primary   Single Family     360       355       80       6.35     10/15/2005   9/15/1935     995.58       995.58     2/15/2006     160000       159247.52     Cash Out Refinance     6.35  
  1900    
 
      HOLLYWOOD   FL     33023     Primary   Single Family     360       355       72.5       6.8     10/12/2005   9/12/1935     945.3       945.3     2/12/2006     145000       144272.5     Cash Out Refinance     6.8  
  1901    
 
      CHARLES TOWN   WV     25414     Primary   Single Family     120       115       58.1       11     10/15/2005   9/15/2015     413.26       413.26     2/15/2006     30000       29295.9     Cash Out Refinance     11  
  1902    
 
      BALTIMORE   MD     21213     Primary   Townhouse     360       355       75.76       7.3     10/15/2005   9/15/1935     342.79       342.79     2/15/2006     50000       49804.53     Cash Out Refinance     7.3  
  1903    
 
      BENTON CITY   WA     99320     Primary   Manufactured Housing     360       355       72.88       7.4     10/10/2005   9/10/1935     534.87       534.87     2/10/2006     77250       76953.9     Cash Out Refinance     7.4  
  1904    
 
      BLUFFTON   IN     46714     Primary   Single Family     360       355       85       6.99     10/12/2005   9/12/1935     660.98       660.98     2/12/2006     99450       98661     Cash Out Refinance     6.99  
  1905    
 
      SAN JOSE   CA     95111     Primary   Condominium     360       355       85.93       11.4     10/12/2005   9/12/1935     294.81       294.81     2/12/2006     30000       29950.01     Cash Out Refinance     11.4  
  1906    
 
      YUCAIPA   CA     92399     Primary   Single Family     360       355       80.49       11.69     10/12/2005   9/12/1935     448.65       448.65     2/12/2006     44650       44580.23     Cash Out Refinance     11.69  
  1907    
 
      MOSES LAKE   WA     98837     Primary   Manufactured Housing     360       355       79.93       8.99     10/12/2005   9/12/1935     963.88       963.88     2/12/2006     119900       119566.89     Cash Out Refinance     8.99  
  1908    
 
      FREEHOLD TOWNSHIP   NJ     7728     Primary   Condominium     360       355       76.3       10.6     10/12/2005   9/12/1935     230.56       230.56     2/12/2006     25000       24949.61     Cash Out Refinance     10.6  
  1909    
 
      TWIN FALLS   ID     83301     Primary   Single Family     360       355       85.49       9.2     10/12/2005   9/12/1935     970.58       970.58     2/12/2006     118500       118143.27     Cash Out Refinance     9.2  
  1910    
 
      PONTE VEDRA BEACH   FL     32082     Primary   PUD     360       355       70.84       9.2     10/12/2005   9/12/1935     409.53       409.53     2/12/2006     50000       49866.99     Cash Out Refinance     9.2  
  1911    
 
      FORT LAUDERDALE   FL     33323     Primary   Single Family     360       355       74.5       6.7     11/1/2005   10/1/1935     1256.25       1256.25     3/1/2006     225000       225000     Cash Out Refinance     6.7  
  1912    
 
      RUTHER GLEN   VA     22546     Primary   PUD     360       355       67.27       6.25     11/1/2005   10/1/1935     1151.4       1151.4     3/1/2006     187000       186103.5     Cash Out Refinance     6.25  
  1913    
 
      FORT PIERCE   FL     34982     Primary   Condominium     360       355       31.52       9.15     10/12/2005   9/12/1935     424.03       424.03     2/12/2006     52000       51860.03     Cash Out Refinance     9.15  
  1914    
 
      TAMPA   FL     33615     Primary   Condominium     360       355       92.7       7.65     10/15/2005   9/15/1935     953.7       953.7     2/15/2006     134415       133921.54     Cash Out Refinance     7.65  
  1915    
 
      RIO LINDA   CA     95673     Primary   Single Family     360       355       69.87       9.35     10/12/2005   9/12/1935     539.46       539.46     2/12/2006     65000       64832.4     Cash Out Refinance     9.35  
  1916    
 
      VALLEJO   CA     94591     Primary   Single Family     360       355       83.31       10.5     10/15/2005   9/15/1935     1280.64       1280.64     2/15/2006     140000       139580.6     Cash Out Refinance     10.5  
  1917    
 
      CLARKSBURG   WV     26301     Primary   Single Family     360       355       90       8.99     10/15/2005   9/15/1935     470.29       470.29     2/15/2006     58500       58337.45     Cash Out Refinance     8.99  
  1918    
 
      HOLLISTER   CA     95023     Primary   Single Family     360       355       56.62       10.55     10/15/2005   9/15/1935     330.66       330.66     2/15/2006     36000       35886.6     Cash Out Refinance     10.55  
  1919    
 
      LOS ANGELES   CA     90059     Primary   Single Family     360       355       69.44       6.65     11/1/2005   10/1/1935     962.95       962.95     3/1/2006     150000       149333.16     Cash Out Refinance     6.65  
  1920    
 
      FARMINGTON   MI     48331     Primary   Single Family     360       355       90       6.99     11/1/2005   10/1/1935     2117.97       2117.97     3/1/2006     363600       363600     Cash Out Refinance     6.99  
  1921    
 
      FLOWERY BRANCH   GA     30542     Primary   Single Family     360       355       90       9.25     10/12/2005   9/12/1935     1628.9       1628.9     2/12/2006     198000       197479.58     Cash Out Refinance     9.25  
  1922    
 
      SAN ANTONIO   TX     78228     Primary   Single Family     360       355       90       7.4     10/8/2005   9/8/1935     607.57       607.57     2/8/2006     87750       87413.66     Purchase     7.4  
  1923    
 
      MCKEES ROCK   PA     15136     Primary   Single Family     360       355       80       6.75     10/15/2005   9/15/1935     396.95       396.95     2/15/2006     61200       60933.52     Purchase     6.75  
  1924    
 
      KIRKLAND   WA     98034     Primary   Single Family     360       355       75.14       11.45     10/15/2005   9/15/1935     542.57       542.57     2/15/2006     55000       54909.39     Cash Out Refinance     11.45  
  1925    
 
      HENDERSON   NV     89014     Primary   Single Family     360       355       79.4       11.15     10/13/2005   9/13/1935     337.29       337.29     2/13/2006     35000       34938.46     Cash Out Refinance     11.15  
  1926    
 
      ORLANDO   FL     32825     Primary   Single Family     360       355       57.45       7     10/13/2005   9/13/1935     898.16       898.16     2/13/2006     135000       134440.21     Cash Out Refinance     7  

Page 48 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  1927    
 
      DETROIT   MI     48224     Primary   Single Family     360       355       86.71       13.44     10/13/2005   9/13/1935     285.18       285.18     2/13/2006     25000       24957.33     Cash Out Refinance     13.44  
  1928    
 
      PITTSBURGH   PA     15201     Primary   Single Family     180       175       61.11       7.85     10/13/2005   9/13/2020     520.86       520.86     2/13/2006     55000       54184.06     Cash Out Refinance     7.85  
  1929    
 
      AMHERST   OH     44001     Primary   Single Family     360       355       80.12       13.65     10/13/2005   9/13/1935     381.89       381.89     2/13/2006     33000       32908.06     Cash Out Refinance     13.65  
  1930    
 
      DENVER   CO     80249     Primary   Single Family     360       355       93.2       6.3     10/15/2005   9/15/1935     1096.13       1096.13     2/15/2006     177088       176247.13     Cash Out Refinance     6.3  
  1931    
 
      MIAMI   FL     33177     Primary   Single Family     360       355       92.25       6.4     10/15/2005   9/15/1935     1557.98       1557.98     2/15/2006     249075       247914.79     Cash Out Refinance     6.4  
  1932    
 
      MIRAMAR   FL     33027     Primary   Single Family     360       355       85       5.99     10/13/2005   9/13/1935     1832.66       1832.66     2/13/2006     306000       304458.65     Cash Out Refinance     5.99  
  1933    
 
      WINTER HAVEN   FL     33881     Primary   Single Family     360       355       80       7.05     11/1/2005   10/1/1935     882.64       882.64     3/1/2006     132000       131455.39     Cash Out Refinance     7.05  
  1934    
 
      BEACON FALLS   CT     6403     Primary   Single Family     360       355       61.11       7.45     10/13/2005   9/13/1935     1530.75       1530.75     2/13/2006     220000       219165.11     Cash Out Refinance     7.45  
  1935    
 
      WOLCOTT   CT     6716     Primary   Single Family     360       355       78.95       8.9     10/13/2005   9/13/1935     318.98       318.98     2/13/2006     40000       39760.37     Cash Out Refinance     8.9  
  1936    
 
      CAPITOL HEIGHTS   MD     20743     Primary   Townhouse     360       355       75       6.54     10/15/2005   9/15/1935     821.59       821.59     2/15/2006     150750       150750     Cash Out Refinance     6.54  
  1937    
 
      HENDERSON   KY     42420     Primary   Single Family     360       355       91.38       8.93     11/1/2005   10/1/1935     526.1       526.1     3/1/2006     65795       65609.88     Cash Out Refinance     8.93  
  1938    
 
      VANCOUVER   WA     98682     Primary   Single Family     360       355       90.45       7.15     10/15/2005   9/15/1935     1778.47       1778.47     2/15/2006     298485       298485     Cash Out Refinance     7.15  
  1939    
 
      BLAINE   MN     55434     Primary   Single Family     360       355       90       9.2     10/15/2005   9/15/1935     2543.17       2543.17     2/15/2006     310500       309674.08     Rate/Term Refinance     9.2  
  1940    
 
      WEST PALM BEACH   FL     33415     Primary   Condominium     360       355       67.58       8.65     10/15/2005   9/15/1935     194.9       194.9     2/15/2006     25000       24925.48     Cash Out Refinance     8.65  
  1941    
 
      BREMERTON   WA     98312     Primary   Manufactured Housing     360       355       68.27       8.05     10/13/2005   9/13/1935     754.95       754.95     2/13/2006     102400       102055.33     Cash Out Refinance     8.05  
  1942    
 
      BAY SHORE   NY     11706     Primary   Single Family     240       235       57.58       10.99     10/13/2005   9/13/2025     907.73       907.73     2/13/2006     88000       87377.9     Cash Out Refinance     10.99  
  1943    
 
      VICTORIA   TX     77901     Primary   Single Family     360       355       29.43       10.9     10/13/2005   9/13/1935     486.56       486.56     2/13/2006     51500       51404.44     Cash Out Refinance     10.9  
  1944    
 
      WEYMOUTH   MA     2190     Primary   Single Family     360       355       15.9       7.5     10/15/2005   9/15/1935     384.57       384.57     2/15/2006     55000       54793.33     Cash Out Refinance     7.5  
  1945    
 
      NEWMAN   CA     95360     Primary   Single Family     360       355       85.48       10.99     10/13/2005   9/13/1935     349.71       349.71     2/13/2006     36750       36682.49     Cash Out Refinance     10.99  
  1946    
 
      OCEANSIDE   CA     92054     Primary   Single Family     180       175       78       10     10/15/2005   9/15/2020     429.85       429.85     2/15/2006     40000       39509.82     Cash Out Refinance     10  
  1947    
 
      PHARR   TX     78577     Primary   Single Family     360       355       86.72       7.9     10/13/2005   9/13/1935     583.63       583.63     2/13/2006     80300       79885.81     Rate/Term Refinance     7.9  
  1948    
 
      WEST HAVEN   CT     6516     Primary   Single Family     360       355       73.78       10.05     10/13/2005   9/13/1935     352.51       352.51     2/13/2006     40000       39892.76     Cash Out Refinance     10.05  
  1949    
 
      RIFLE   CO     81650     Primary   Single Family     360       355       85       5.25     11/1/2005   10/1/1935     1642.81       1642.81     3/1/2006     297500       294340.6     Cash Out Refinance     5.25  
  1950    
 
      ALICE   TX     78332     Primary   Single Family     240       235       80       9.85     10/13/2005   9/13/2025     450.81       450.81     2/13/2006     47200       46830.96     Cash Out Refinance     9.85  
  1951    
 
      ORLANDO   FL     32805     Primary   Single Family     360       355       85.49       6.85     10/13/2005   9/13/1935     1876.61       1876.61     2/13/2006     286391.5       285168.66     Cash Out Refinance     6.85  
  1952    
 
      MIAMI   FL     33182     Primary   Single Family     360       355       85.49       6.3     10/15/2005   9/15/1935     1740.94       1740.94     2/15/2006     281262.1       279926.58     Cash Out Refinance     6.3  
  1953    
 
      TUCSON   AZ     85714     Primary   PUD     360       355       89.13       6.85     11/1/2005   10/1/1935     936.17       936.16     3/1/2006     164000       163999     Cash Out Refinance     6.85  
  1954    
 
      NAUGATUCK   CT     6770     Primary   Single Family     360       355       62.8       5.99     10/15/2005   9/15/1935     940.29       940.29     2/15/2006     157000       156168.52     Cash Out Refinance     5.99  
  1955    
 
      FRESNO   CA     93705     Primary   Single Family     360       355       70.21       6.25     10/15/2005   9/15/1935     1361.69       1361.69     2/15/2006     221155       220094.81     Cash Out Refinance     6.25  
  1956    
 
      BALTIMORE   OH     43105     Primary   Single Family     360       355       95       8.61     10/15/2005   9/15/1935     1667.63       1667.63     2/15/2006     214700       214055.02     Cash Out Refinance     8.61  
  1957    
 
      HIXTON   WI     54635     Primary   Single Family     360       355       75       10.68     10/15/2005   9/15/1935     543.02       543.02     2/15/2006     58500       58360.76     Cash Out Refinance     10.68  
  1958    
 
      PHOENIX   AZ     85042     Primary   PUD     360       355       84.76       5.99     11/1/2005   10/1/1935     1599.09       1599.09     3/1/2006     267000       265642.15     Rate/Term Refinance     5.99  
  1959    
 
      WEST CHESTER   OH     45069     Primary   Single Family     360       355       80       7.5     10/13/2005   9/13/1935     1286.55       1286.55     2/13/2006     184000       183308.66     Cash Out Refinance     7.5  
  1960    
 
      MAYVILLE   MI     48744     Primary   Single Family     360       355       90       8.35     10/28/2005   9/28/1935     1228.46       1228.46     2/28/2006     162000       161416.86     Cash Out Refinance     8.35  
  1962    
 
      INDIANAPOLIS   IN     46217     Primary   Single Family     360       355       80       7     10/15/2005   9/15/1935     878.2       878.2     2/15/2006     132000       131452.65     Purchase     7  
  1963    
 
      SMITHVILLE   TN     37166     Second Home   Single Family     360       355       90       7.25     10/15/2005   9/15/1935     528.01       528.01     2/15/2006     77400       77094.4     Purchase     7.25  
  1964    
 
      MIDLOTHIAN   VA     23114     Primary   PUD     360       355       90       6.8     11/1/2005   10/1/1935     1598.14       1598.14     3/1/2006     282024       282024     Purchase     6.8  
  1965    
 
      DENTON   TX     76210     Primary   PUD     360       355       90       6.54     11/1/2005   10/1/1935     738       738     3/1/2006     116275       115747.78     Purchase     6.54  
  1966    
 
      FORTH WORTH   TX     76179     Primary   PUD     360       355       80       7.2     11/1/2005   10/1/1935     812.43       812.43     3/1/2006     119687       119209.77     Purchase     7.2  
  1967    
 
      DEER PARK   TX     77536     Primary   Single Family     360       355       80       7.25     11/1/2005   10/1/1935     627.06       627.06     3/1/2006     91920       91557.09     Purchase     7.25  

Page 49 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  1968    
 
      BAKERSFIELD   CA     93304     Primary   Single Family     360       355       63.92       9.35     10/13/2005   9/13/1935     713.75       713.75     2/13/2006     86000       85778.23     Cash Out Refinance     9.35  
  1969    
 
      NORFOLK   VA     23508     Primary   Single Family     360       355       66.41       11.4     10/14/2005   9/14/1935     314.46       314.46     2/14/2006     32000       31946.7     Cash Out Refinance     11.4  
  1970    
 
      ATLANTA   GA     30316     Primary   Single Family     360       355       80       10.35     10/15/2005   9/15/1935     1011.97       1011.97     2/15/2006     112000       111663.28     Cash Out Refinance     10.35  
  1971    
 
      PHOENIX   AZ     85040     Primary   Single Family     360       355       85.49       6.65     10/15/2005   9/15/1935     570.77       570.77     2/15/2006     88909.6       88514.93     Cash Out Refinance     6.65  
  1972    
 
      DALLAS   TX     75231     Primary   Condominium     360       355       80       10.5     10/15/2005   9/15/1935     457.37       457.37     2/15/2006     50000       49715.47     Cash Out Refinance     10.5  
  1973    
 
      BETHEL   NC     27812     Primary   Single Family     360       355       90       8.99     10/15/2005   9/15/1935     1121.45       1121.45     2/15/2006     139500       139112.43     Rate/Term Refinance     8.99  
  1974    
 
      MIAMI   FL     33165     Primary   Single Family     360       355       75.79       5.4     10/15/2005   9/15/1935     1617.21       1617.21     2/15/2006     288000       286379.42     Cash Out Refinance     5.4  
  1975    
 
      LAKEWOOD   CA     90715     Primary   Single Family     360       355       62.76       5.8     11/1/2005   10/1/1935     1759.33       1759.33     3/1/2006     364000       364000     Cash Out Refinance     5.8  
  1976    
 
      VISTA   CA     92083     Primary   Single Family     360       355       70.11       6.15     11/1/2005   10/1/1935     1563.13       1563.13     3/1/2006     305000       305000     Cash Out Refinance     6.15  
  1977    
 
      JACKSON   MI     49203     Primary   Single Family     360       355       86.7       8.7     10/15/2005   9/15/1935     611.08       611.08     2/15/2006     78030       77799.88     Cash Out Refinance     8.7  
  1978    
 
      TUCSON   AZ     85743     Primary   PUD     360       355       71.04       6.25     11/1/2005   10/1/1935     1049.8       1049.8     3/1/2006     170500       169670.3     Cash Out Refinance     6.25  
  1979    
 
      DES MOINES   IA     50313     Primary   Single Family     360       355       80       8.99     10/15/2005   9/15/1935     643.13       643.13     2/15/2006     80000       79777.71     Cash Out Refinance     8.99  
  1980    
 
      AUBURN   WA     98002     Primary   Single Family     360       355       90       6.35     10/15/2005   9/15/1935     1190.63       1189.28     2/15/2006     225000       224746.4     Rate/Term Refinance     6.35  
  1981    
 
      BONNEY LAKE   WA     98950     Primary   Manufactured Housing     360       355       77.75       7.33     10/15/2005   9/15/1935     1042.57       1042.57     2/15/2006     151621       151031.75     Cash Out Refinance     7.33  
  1982    
 
      CLARKS GROVE   MN     56016     Primary   Single Family     360       355       81.6       8.65     10/15/2005   9/15/1935     667.94       667.94     2/15/2006     85680       85421.05     Rate/Term Refinance     8.65  
  1983    
 
      GREENSBURG   IN     47240     Primary   Single Family     360       355       87.55       6.8     10/14/2005   9/14/1935     493.71       493.71     2/14/2006     75730       75403.45     Cash Out Refinance     6.8  
  1984    
 
      BEECH GROVE   IN     46107     Primary   Single Family     360       355       80       6.45     11/1/2005   10/1/1935     628.79       628.79     3/1/2006     100000       99538.62     Rate/Term Refinance     6.45  
  1985    
 
      KINGMAN   AZ     86409     Primary   Single Family     360       355       78       5.75     10/14/2005   9/14/1935     796.58       796.58     2/14/2006     136500       135780.54     Rate/Term Refinance     5.75  
  1986    
 
      SILVERDALE   WA     98383     Primary   Single Family     360       355       60.71       10.35     10/14/2005   9/14/1935     225.89       225.89     2/14/2006     25000       24948.51     Cash Out Refinance     10.35  
  1987    
 
      RIALTO   CA     92376     Primary   Single Family     360       355       67.19       6.25     10/15/2005   9/15/1935     1119.79       1119.5     2/15/2006     215000       214944.01     Cash Out Refinance     6.25  
  1988    
 
      HOPEDALE   MA     1747     Primary   Single Family     360       355       70       5.6     10/14/2005   9/14/1935     996.61       996.61     2/14/2006     173600       172585.77     Rate/Term Refinance     5.6  
  1989    
 
      NORTH DYTON   MA     2764     Primary   Single Family     120       115       43.79       10.05     10/14/2005   9/14/2015     794.57       794.57     2/14/2006     60000       58091.95     Cash Out Refinance     10.05  
  1990    
 
      CHESAPEAKE BCH   MD     20732     Primary   Single Family     360       355       78.08       9.15     10/14/2005   9/14/1935     424.03       424.03     2/14/2006     52000       51860.24     Cash Out Refinance     9.15  
  1991    
 
      TUCSON   AZ     85714     Primary   Single Family     360       355       85.49       6.99     10/14/2005   9/14/1935     954.57       954.57     2/14/2006     143623.2       143026.47     Cash Out Refinance     6.99  
  1992    
 
      RESEDA   CA     91335     Primary   Single Family     360       355       62.59       11.78     10/14/2005   9/14/1935     536.21       536.21     2/14/2006     53000       52918.79     Cash Out Refinance     11.78  
  1993    
 
      SAN JOSE   CA     95138     Primary   PUD     360       355       65.19       10.15     10/15/2005   9/15/1935     1448.55       1448.55     2/15/2006     163000       162644.84     Cash Out Refinance     10.15  
  1994    
 
      WIMBERLY   TX     78676     Primary   Single Family     120       115       67.79       11.35     10/14/2005   9/14/2015     419.22       419.22     2/14/2006     30000       29309.72     Cash Out Refinance     11.35  
  1995    
 
      MANSFIELD   LA     71052     Primary   Single Family     180       175       90       10.8     10/14/2005   9/14/2020     566.54       566.54     2/14/2006     50400       49825.04     Rate/Term Refinance     10.8  
  1996    
 
      ARLINGTON   TX     76017     Primary   Single Family     360       355       80       6.3     11/1/2005   10/1/1935     886.37       886.37     3/1/2006     143200       142458.63     Rate/Term Refinance     6.3  
  1997    
 
      PLANO   TX     75023     Primary   Single Family     360       355       74.87       11.05     10/14/2005   9/14/1935     239.03       239.03     2/14/2006     25000       24955.11     Cash Out Refinance     11.05  
  1998    
 
      SALIDA   CA     95368     Primary   Single Family     360       355       82.49       11.8     10/14/2005   9/14/1935     1135.85       1135.85     2/14/2006     112100       111929.01     Cash Out Refinance     11.8  
  1999    
 
      CROSBY   TX     77532     Primary   Single Family     360       355       64.02       5.7     10/14/2005   9/14/1935     457.07       457.07     2/14/2006     78750       78330.99     Cash Out Refinance     5.7  
  2000    
 
      FRANKLIN TOWNSHIP   NJ     7882     Primary   Single Family     180       175       70.31       10.55     10/14/2005   9/14/2020     1513.11       1513.11     2/14/2006     136500       134906.94     Cash Out Refinance     10.55  
  2001    
 
      VIRGINIA BEACH   VA     23453     Primary   PUD     180       175       84.01       10.45     10/14/2005   9/14/2020     716.5       716.5     2/14/2006     65000       64234.49     Cash Out Refinance     10.45  
  2002    
 
      GRAYS RIVER   WA     98621     Primary   Single Family     360       355       70       5.6     10/14/2005   9/14/1935     421.95       421.95     2/14/2006     73500       73101.55     Cash Out Refinance     5.6  
  2003    
 
      LAUREL   MD     20707     Primary   PUD     360       355       73.18       9.6     10/14/2005   9/14/1935     408.82       408.82     2/14/2006     48200       48081.67     Cash Out Refinance     9.6  
  2004    
 
      HIALEAH GARDENS   FL     33018     Primary   Condominium     360       355       69.2       9.8     10/14/2005   9/14/1935     306.31       306.31     2/14/2006     35500       35416.68     Cash Out Refinance     9.8  
  2005    
 
      NAPLES   FL     34120     Primary   Single Family     360       355       51.3       9.95     10/14/2005   9/14/1935     218.47       218.47     2/14/2006     25000       24906.62     Cash Out Refinance     9.95  
  2006    
 
      GARDENA   CA     90247     Primary   Single Family     360       355       85.49       10.1     10/15/2005   9/15/1935     655.57       655.57     2/15/2006     74077.5       73914.36     Cash Out Refinance     10.1  
  2007    
 
      TUCSON   AZ     85706     Primary   Single Family     240       235       72.41       6.99     10/14/2005   9/14/2025     650.75       650.75     2/14/2006     84000       83183.29     Rate/Term Refinance     6.99  

Page 50 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  2008    
 
      DALLAS   TX     75224     Primary   Single Family     360       355       80       6.25     10/15/2005   9/15/1935     517.21       517.21     2/15/2006     84000       83597.28     Cash Out Refinance     6.25  
  2009    
 
      PEORIA   AZ     85345     Primary   PUD     360       355       77.22       9.95     10/14/2005   9/14/1935     436.94       436.94     2/14/2006     50000       49841.15     Cash Out Refinance     9.95  
  2010    
 
      ORLANDO   FL     32808     Primary   Single Family     360       355       80       6.25     10/14/2005   9/14/1935     635.43       635.43     2/14/2006     103200       102705.22     Cash Out Refinance     6.25  
  2011    
 
      FORT LAUDERDALE   FL     33314     Primary   Single Family     360       355       65       6.4     10/14/2005   9/14/1935     650.53       650.53     2/14/2006     104000       103494.57     Cash Out Refinance     6.4  
  2012    
 
      SAN DIMAS   CA     91773     Primary   Single Family     360       355       75.45       10     10/14/2005   9/14/1935     373.85       373.85     2/14/2006     42600       42503.69     Cash Out Refinance     10  
  2013    
 
      PONCA CITY   OK     74604     Primary   Single Family     360       355       85.1       10.75     10/14/2005   9/14/1935     233.38       233.38     2/14/2006     25000       24952.04     Cash Out Refinance     10.75  
  2014    
 
      BALTIMORE   MD     21237     Primary   Single Family     360       355       85.49       11.65     10/14/2005   9/14/1935     280.99       280.99     2/14/2006     28049.7       28005.47     Cash Out Refinance     11.65  
  2015    
 
      BIG BEAR CITY   CA     92315     Primary   Single Family     360       355       95       6.45     11/1/2005   10/1/1935     2706.31       2706.31     3/1/2006     503500       503500     Cash Out Refinance     6.45  
  2016    
 
      ALAMO   TX     78516     Primary   Single Family     360       355       82.4       6.8     10/14/2005   9/14/1935     440.5       440.5     2/14/2006     67568       67276.65     Rate/Term Refinance     6.8  
  2017    
 
      ANNAPOLIS   MD     21401     Primary   Townhouse     360       355       56.63       7.25     10/15/2005   9/15/1935     958.15       958.15     2/15/2006     140454       139895.48     Cash Out Refinance     7.25  
  2018    
 
      PIKESVILLE   MD     21208     Primary   Single Family     360       355       78       8.4     11/1/2005   10/1/1935     897.3       897.3     3/1/2006     117780       117402.49     Cash Out Refinance     8.4  
  2019    
 
      PLANT CITY   FL     33566     Primary   Single Family     360       355       88.94       6.2     10/15/2005   9/15/1935     615.54       615.54     2/15/2006     100500       99786.62     Cash Out Refinance     6.2  
  2020    
 
      LITTLETON   CO     80120     Primary   Single Family     360       355       23.72       6.45     10/14/2005   9/14/1935     377.28       377.28     2/14/2006     60000       59723.14     Cash Out Refinance     6.45  
  2021    
 
      BERLIN   MD     21811     Primary   Condominium     360       355       80       7.45     11/1/2005   10/1/1935     2512.77       2512.77     3/1/2006     404741       404741     Purchase     7.45  
  2022    
 
      STEVENSVILLE   MD     21666     Primary   Single Family     360       355       77.81       7.28     11/1/2005   10/1/1935     2555.54       2555.54     3/1/2006     373500       372034.13     Cash Out Refinance     7.28  
  2023    
 
      ORLANDO   FL     32818     Primary   Single Family     360       355       85       6.35     11/1/2005   10/1/1935     1311.67       1311.67     3/1/2006     210800       209808.63     Cash Out Refinance     6.35  
  2024    
 
      ATLANTA   GA     30315     Primary   Single Family     360       355       72.73       7.5     10/14/2005   9/14/1935     839.06       839.06     2/14/2006     120000       119543.28     Cash Out Refinance     7.5  
  2025    
 
      WEST CHESTER   OH     45069     Primary   Single Family     360       355       80       6.7     10/14/2005   9/14/1935     975.66       975.66     2/14/2006     151200       149528.15     Cash Out Refinance     6.7  
  2026    
 
      GEORGETOWN   TX     78626     Primary   Single Family     180       175       63.64       6.25     10/15/2005   9/15/2020     600.2       600.2     2/15/2006     70000       68809.58     Cash Out Refinance     6.25  
  2027    
 
      GWYNN OAK   MD     21207     Primary   Single Family     360       355       68.25       6.25     10/15/2005   9/15/1935     794.28       794.28     2/15/2006     129000       128364.16     Cash Out Refinance     6.25  
  2028    
 
      SILSBEE   TX     77656     Primary   Single Family     180       175       80       8.3     10/15/2005   9/15/2020     498.21       498.21     2/15/2006     51200       50469.58     Cash Out Refinance     8.3  
  2029    
 
      QUARTZ HILL   CA     93536     Primary   Single Family     360       355       76.07       8.99     10/15/2005   9/15/1935     482.35       482.35     2/15/2006     60000       59833.27     Cash Out Refinance     8.99  
  2030    
 
      HEATH   TX     75032     Primary   Single Family     360       355       79.36       9.3     10/15/2005   9/15/1935     1768.29       1768.29     2/15/2006     214000       213442.48     Cash Out Refinance     9.3  
  2031    
 
      CHATSWORTH   CA     91311     Primary   Single Family     360       355       77.15       6.25     10/15/2005   9/15/1935     2731.33       2731.33     2/15/2006     443600       441169.21     Cash Out Refinance     6.25  
  2032    
 
      BROOKLYN   MD     21225     Primary   Single Family     360       355       90.49       9.35     10/15/2005   9/15/1935     668.4       668.4     2/15/2006     80536.1       80328.44     Cash Out Refinance     9.35  
  2033    
 
      MIAMI   FL     33189     Primary   PUD     120       115       55.31       9.1     10/15/2005   9/15/2015     508.88       508.88     2/15/2006     40000       38956.55     Cash Out Refinance     9.1  
  2034    
 
      BRADENTON   FL     34205     Primary   Single Family     360       355       85.31       11.35     10/15/2005   9/15/1935     323.03       323.03     2/15/2006     33000       32944.43     Cash Out Refinance     11.35  
  2035    
 
      SPRING   TX     77388     Primary   PUD     240       235       72.57       9.35     10/15/2005   9/15/2025     461.18       461.18     2/15/2006     50000       49636.4     Cash Out Refinance     9.35  
  2036    
 
      SACRAMENTO   CA     95824     Primary   Single Family     360       355       80       7.625     11/1/2005   10/1/1935     1274.03       1274.03     3/1/2006     180000       179340.27     Cash Out Refinance     7.625  
  2037    
 
      NORTHRIDGE   CA     91324     Primary   Single Family     360       355       58.14       7.1     10/15/2005   9/15/1935     1680.08       1680.08     2/15/2006     250000       248983.48     Cash Out Refinance     7.1  
  2038    
 
      BEN LOMOND   CA     95005     Primary   Single Family     360       355       50       6.99     11/1/2005   10/1/1935     1703.81       1703.81     3/1/2006     292500       292500     Cash Out Refinance     6.99  
  2039    
 
      WRIGHT CITY   MO     63390     Primary   Single Family     360       355       84.07       8.5     10/15/2005   9/15/1935     1176.44       1176.44     2/15/2006     153000       152529.94     Rate/Term Refinance     8.5  
  2040    
 
      COCOA   FL     32926     Primary   Single Family     360       355       72.19       6.65     11/1/2005   10/1/1935     463.42       463.42     3/1/2006     72188       71842.12     Cash Out Refinance     6.65  
  2041    
 
      MECHANICSVILLE   VA     23116     Primary   Single Family     360       355       80       6.99     10/15/2005   9/15/1935     1519.16       1519.16     2/15/2006     260800       260800     Purchase     6.99  
  2042    
 
      ORANGE PARK   FL     32003     Primary   Single Family     360       355       80       6.75     10/12/2005   9/12/1935     1057.05       1057.05     2/12/2006     187920       187920     Purchase     6.75  
  2043    
 
      JONESBORO   GA     30238     Primary   Single Family     360       355       90       9.15     10/15/2005   9/15/1935     1174.24       1174.24     2/15/2006     144000       143612.96     Purchase     9.15  
  2044    
 
      SPRING   TX     77373     Primary   Single Family     360       355       80       6.99     10/15/2005   9/15/1935     699.42       699.42     2/15/2006     105233.6       104795.19     Purchase     6.99  
  2045    
 
      WINTER PARK   FL     32792     Primary   Single Family     360       355       78.28       9.95     11/1/2005   10/1/1935     401.99       401.99     3/1/2006     46000       45895.42     Cash Out Refinance     9.95  
  2046    
 
      GLENDALE   AZ     85310     Primary   PUD     360       355       80.49       11.8     11/1/2005   10/1/1935     616.56       616.56     3/1/2006     60850       60757.19     Cash Out Refinance     11.8  
  2047    
 
      JACKSON   TN     38305     Primary   Manufactured Housing     360       355       82.4       8.8     11/1/2005   10/1/1935     442.81       442.81     3/1/2006     56032       55870.09     Cash Out Refinance     8.8  

Page 51 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  2048    
 
      LITTLETON   CO     80127     Primary   Single Family     360       355       80       5.55     11/1/2005   10/1/1935     1054.5       1054.27     3/1/2006     228000       227936.22     Cash Out Refinance     5.55  
  2049    
 
      SANTA FE   NM     87507     Primary   Single Family     360       355       73.89       8.6     11/1/2005   10/1/1935     1164.02       1164.02     3/1/2006     150000       149548.47     Cash Out Refinance     8.6  
  2050    
 
      ORLANDO   FL     32821     Primary   PUD     360       355       75       5.99     11/1/2005   10/1/1935     687.25       687.25     3/1/2006     114750       114171.97     Cash Out Refinance     5.99  
  2051    
 
      HIALEAH   FL     33018     Primary   Single Family     360       355       92.7       6.6     11/1/2005   10/1/1935     1776.12       1776.12     3/1/2006     278100       276852.62     Cash Out Refinance     6.6  
  2052    
 
      CARSON   CA     90745     Primary   Single Family     360       355       82.35       5.99     11/1/2005   10/1/1935     2515.42       2515.42     3/1/2006     420000       417714.81     Cash Out Refinance     5.99  
  2053    
 
      WEST WAREHAM   MA     2576     Primary   Single Family     360       355       62.27       9.65     11/1/2005   10/1/1935     298.14       298.14     3/1/2006     35000       34914.36     Cash Out Refinance     9.65  
  2054    
 
      ORLANDO   FL     32808     Primary   Single Family     360       355       75.4       8.4     11/1/2005   10/1/1935     723.76       723.76     3/1/2006     95001       94703.1     Cash Out Refinance     8.4  
  2055    
 
      YAKIMA   WA     98908     Primary   Single Family     360       355       80       5.5     11/1/2005   10/1/1935     1144.67       1144.67     3/1/2006     201600       200486.49     Cash Out Refinance     5.5  
  2056    
 
      CITRUS SPRINGS   FL     34434     Primary   Single Family     120       115       74.36       10.25     11/1/2005   10/1/2015     400.62       400.62     3/1/2006     30000       29265.71     Cash Out Refinance     10.25  
  2057    
 
      TALCO   TX     75487     Primary   Single Family     180       175       64.94       8.25     11/1/2005   10/1/2020     485.08       485.08     3/1/2006     50000       49283.65     Cash Out Refinance     8.25  
  2058    
 
      FRANKLINVILLE   NJ     8322     Primary   Single Family     360       355       50       13.5     11/1/2005   10/1/1935     286.36       286.36     3/1/2006     25000       24973.56     Cash Out Refinance     13.5  
  2059    
 
      MORENO VALLEY   CA     92555     Primary   Single Family     360       355       66.2       6.25     11/1/2005   10/1/1935     1724.17       1724.17     3/1/2006     280026       278683.58     Cash Out Refinance     6.25  
  2060    
 
      PORT ORANGE   FL     32127     Primary   Single Family     360       355       78.83       9.4     11/1/2005   10/1/1935     583.5       583.5     3/1/2006     70000       69737.71     Cash Out Refinance     9.4  
  2061    
 
      TAYLOR   AR     71861     Primary   Single Family     240       235       62.5       9.6     11/1/2005   10/1/2025     469.34       469.34     3/1/2006     50000       49647.71     Cash Out Refinance     9.6  
  2062    
 
      SAN ANTONIO   TX     78238     Primary   Single Family     360       355       80       6.8     11/1/2005   10/1/1935     406.81       406.81     3/1/2006     62400       62130.92     Cash Out Refinance     6.8  
  2063    
 
      NORTH LAS VEGAS   NV     89032     Primary   Single Family     360       355       73.16       8.5     10/16/2005   9/16/1935     219.15       219.15     2/16/2006     28500       28409.79     Cash Out Refinance     8.5  
  2064    
 
      CROSBY   TX     77532     Primary   Single Family     360       355       80       9.99     11/1/2005   10/1/1935     1066.23       1066.23     3/1/2006     121600       121325.92     Cash Out Refinance     9.99  
  2065    
 
      BAKER   LA     70714     Primary   Single Family     360       355       84.75       8.49     10/16/2005   9/16/1935     768.21       768.21     2/16/2006     100000       99692.12     Cash Out Refinance     8.49  
  2066    
 
      NEWARK   OH     43055     Primary   Single Family     360       355       90       7.45     11/1/2005   10/1/1935     1534.23       1534.23     3/1/2006     220500       219663.22     Cash Out Refinance     7.45  
  2067    
 
      PALM HARBOR   FL     34684     Primary   Single Family     360       355       84.06       6     11/1/2005   10/1/1935     1214.6       1214.6     3/1/2006     202585       201566.49     Cash Out Refinance     6  
  2068    
 
      BAKERSFIELD   CA     93312     Second Home   Single Family     360       355       65       7.6     11/1/2005   10/1/1935     1415.81       1415.81     3/1/2006     200518       199779.39     Purchase     7.6  
  2069    
 
      PEMBROKE PINES   FL     33025     Primary   Single Family     360       355       80       5.4     10/15/2005   9/15/1935     1190.45       1190.45     2/15/2006     212000       210807.07     Purchase     5.4  
  2070    
 
      SUGAR LAND   TX     77478     Primary   Single Family     360       355       92.23       8.9     10/15/2005   9/15/1935     1470.88       1470.88     2/15/2006     184450       183927.93     Purchase     8.9  
  2071    
 
      SAFFORD   AZ     85546     Primary   Single Family     360       355       80       6.25     10/15/2005   9/15/1935     576.32       576.32     2/15/2006     93600       93151.25     Purchase     6.25  
  2072    
 
      EVERETT   WA     98203     Primary   Single Family     360       355       57.41       6.75     11/1/2005   10/1/1935     871.88       871.88     3/1/2006     155000       155000     Cash Out Refinance     6.75  
  2073    
 
      LIBERTY   MO     64068     Primary   Single Family     180       175       81.73       9.95     11/1/2005   10/1/2020     375.05       375.05     3/1/2006     35000       34568.7     Cash Out Refinance     9.95  
  2074    
 
      JACKSONVILLE   FL     32224     Primary   Single Family     240       235       74.04       8.3     11/1/2005   10/1/2025     436.16       436.16     3/1/2006     51000       50577.14     Rate/Term Refinance     8.3  
  2075    
 
      ELIZABETH   PA     15037     Primary   Single Family     360       355       76.27       13.25     11/1/2005   10/1/1935     294.85       294.85     3/1/2006     26190       26131.54     Rate/Term Refinance     13.25  
  2076    
 
      WATERFORD   PA     16441     Primary   Single Family     360       355       75       7.49     11/1/2005   10/1/1935     666.4       666.4     3/1/2006     95400       95040.83     Cash Out Refinance     7.49  
  2077    
 
      AURORA   CO     80011     Primary   Single Family     360       355       80       6.375     11/1/2005   10/1/1935     794.75       794.75     3/1/2006     149600       149600     Cash Out Refinance     6.375  
  2078    
 
      REDLANDS   CA     92374     Primary   Condominium     360       355       80       5.75     11/1/2005   10/1/1935     555.83       555.83     3/1/2006     116000       116000     Rate/Term Refinance     5.75  
  2079    
 
      NORWALK   CA     90650     Primary   Single Family     360       355       80       5.4     11/1/2005   10/1/1935     1476       1476     3/1/2006     328000       328000     Cash Out Refinance     5.4  
  2080    
 
      CHANDLER   AZ     85249     Primary   Single Family     360       355       80       6.85     11/1/2005   10/1/1935     1817.53       1817.53     3/1/2006     318400       318400     Rate/Term Refinance     6.85  
  2081    
 
      ELKHART   IN     46516     Primary   Single Family     360       355       90       9.7     11/1/2005   10/1/1935     1387.43       1387.43     3/1/2006     162180       161503.12     Rate/Term Refinance     9.7  
  2082    
 
      MANTECA   CA     95337     Primary   Single Family     360       355       85.49       11.8     11/1/2005   10/1/1935     271.05       271.05     3/1/2006     26750       26709.25     Rate/Term Refinance     11.8  
  2083    
 
      RIDGEWOOD   NY     11385     Primary   Two-Four Family     360       355       74.56       12.89     11/1/2005   10/1/1935     364.41       364.41     3/1/2006     33200       33160.23     Cash Out Refinance     12.89  
  2084    
 
      MIAMI   FL     33185     Primary   PUD     360       355       81.67       10.99     11/1/2005   10/1/1935     380.63       380.63     3/1/2006     40000       39927.19     Cash Out Refinance     10.99  
  2085    
 
      FAIRFIELD   CA     94533     Primary   Single Family     360       355       85       11     11/1/2005   10/1/1935     254.75       254.75     3/1/2006     26750       26701.4     Cash Out Refinance     11  
  2086    
 
      EAST SANDWICH   MA     2537     Primary   Single Family     360       355       86.45       11.65     11/1/2005   10/1/1935     569       569     3/1/2006     56800       56710.45     Cash Out Refinance     11.65  
  2087    
 
      PASO ROBLES   CA     93446     Primary   Single Family     360       355       75.48       6.25     11/1/2005   10/1/1935     1651.04       1651.04     3/1/2006     317000       317000     Cash Out Refinance     6.25  

Page 52 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  2088    
 
      SARASOTA   FL     34237     Primary   Single Family     360       355       74.79       5.8     11/1/2005   10/1/1935     1184.81       1184.81     3/1/2006     201925       200870.66     Cash Out Refinance     5.8  
  2089    
 
      PHOENIX   AZ     85053     Primary   Single Family     240       235       75.74       10.7     11/1/2005   10/1/2025     303.56       303.56     3/1/2006     30000       29768.34     Cash Out Refinance     10.7  
  2090    
 
      COLORADO SPRINGS   CO     80916     Primary   Single Family     360       355       80       6.35     11/1/2005   10/1/1935     796.47       796.47     3/1/2006     128000       127397.97     Cash Out Refinance     6.35  
  2091    
 
      BRISTOL   CT     6010     Primary   Single Family     360       355       80       6.65     11/1/2005   10/1/1935     1130.5       1130.5     3/1/2006     204000       204000     Rate/Term Refinance     6.65  
  2092    
 
      COLTON   CA     92324     Primary   Single Family     360       355       41.4       6.25     11/1/2005   10/1/1935     637.27       637.27     3/1/2006     103500       102860.16     Cash Out Refinance     6.25  
  2093    
 
      TRABUCO CANYON   CA     92679     Primary   Condominium     360       355       67.41       6.1     11/1/2005   10/1/1935     1387.75       1387.75     3/1/2006     273000       273000     Cash Out Refinance     6.1  
  2094    
 
      STOCKTON   CA     95210     Primary   Single Family     360       355       84.79       7.925     11/1/2005   10/1/1935     2192.92       2192.92     3/1/2006     301000       299961.03     Cash Out Refinance     7.925  
  2095    
 
      CORAL SPRINGS   FL     33065     Primary   Single Family     360       355       42       7.29     11/1/2005   10/1/1935     1150.62       1150.62     3/1/2006     168000       167341.96     Cash Out Refinance     7.29  
  2096    
 
      CORAL SPRINGS   FL     33065     Primary   Condominium     360       355       90       7.5     11/1/2005   10/1/1935     943.94       943.94     3/1/2006     134798.95       134492.68     Cash Out Refinance     7.5  
  2097    
 
      MOXEE   WA     98936     Primary   Single Family     360       355       80       7.5     11/1/2005   10/1/1935     867.25       867.25     3/1/2006     138760       138760     Purchase     7.5  
  2098    
 
      ARLINGTON   WA     98223     Primary   Townhouse     360       355       80       6.75     11/1/2005   10/1/1935     960.08       960.08     3/1/2006     170680       170680     Purchase     6.75  
  2099    
 
      SAN JACINTO   CA     92583     Primary   Single Family     360       355       80       5.7     11/1/2005   10/1/1935     1292       1292     3/1/2006     272000       272000     Purchase     5.7  
  2100    
 
      PITTSBURGH   PA     15203     Primary   Single Family     360       355       77.78       6.35     11/1/2005   10/1/1935     871.14       871.14     3/1/2006     140000       139340.55     Cash Out Refinance     6.35  
  2101    
 
      THORNVILLE   OH     43076     Primary   Single Family     360       355       75       6.1     11/1/2005   10/1/1935     727.2       727.2     3/1/2006     120000       119407.96     Rate/Term Refinance     6.1  
  2102    
 
      CHESAPEAKE   VA     23322     Primary   Single Family     360       355       85       8.05     11/1/2005   10/1/1935     3189.73       3189.73     3/1/2006     432650       431193.74     Rate/Term Refinance     8.05  
  2103    
 
      OWATONNA   MN     55060     Primary   Single Family     360       355       80       7.3     11/1/2005   10/1/1935     872.05       872.05     3/1/2006     127200       126702.74     Cash Out Refinance     7.3  
  2104    
 
      DAMASCUS   MD     20872     Primary   Single Family     360       355       51.51       12.58     11/1/2005   10/1/1935     429.39       429.39     3/1/2006     40000       39948.65     Cash Out Refinance     12.58  
  2105    
 
      LAUDERHILL   FL     33319     Primary   Condominium     360       355       59.52       6.85     11/1/2005   10/1/1935     491.45       491.45     3/1/2006     75000       74679.73     Cash Out Refinance     6.85  
  2106    
 
      AZLE   TX     76020     Primary   Single Family     180       175       57.01       10.1     11/1/2005   10/1/2020     324.22       324.22     3/1/2006     30000       29635.31     Cash Out Refinance     10.1  
  2107    
 
      LEDYARD   CT     6339     Primary   Single Family     360       355       69.44       12.45     10/19/2005   9/19/1935     265.85       265.85     2/19/2006     25000       24966.95     Cash Out Refinance     12.45  
  2108    
 
      HAZEL CREST   IL     60429     Primary   Single Family     360       355       67.38       11.6     11/1/2005   10/1/1935     249.49       249.49     3/1/2006     25000       24958.04     Cash Out Refinance     11.6  
  2109    
 
      BOYNTON BEACH   FL     33436     Primary   Condominium     360       355       57.58       6.35     11/1/2005   10/1/1935     548.19       548.19     3/1/2006     88100       87678.38     Cash Out Refinance     6.35  
  2110    
 
      INDEPENDENCE   MO     64052     Primary   Single Family     240       235       54.35       6.85     11/1/2005   10/1/2025     383.17       383.17     3/1/2006     50000       49496.38     Cash Out Refinance     6.85  
  2111    
 
      PHILADELPHIA   PA     19142     Primary   Townhouse     360       355       80       6.55     11/1/2005   10/1/1935     340.56       340.56     3/1/2006     53600       53355.28     Cash Out Refinance     6.55  
  2112    
 
      WAYNESBORO   PA     17268     Primary   Single Family     360       355       90       8.4     11/1/2005   10/1/1935     959.92       959.92     3/1/2006     126000       125604.92     Cash Out Refinance     8.4  
  2113    
 
      ELIZABETH CITY   NC     27909     Primary   Single Family     360       355       80       6.35     11/1/2005   10/1/1935     945.8       945.8     3/1/2006     152000       151285.14     Rate/Term Refinance     6.35  
  2114    
 
      SEVERN   MD     21144     Primary   Single Family     360       355       85       8.2     11/1/2005   10/1/1935     1093.22       1093.22     3/1/2006     146200       145721.74     Cash Out Refinance     8.2  
  2115    
 
      SANTEE   CA     92071     Primary   Single Family     360       354       68.67       5.5     10/1/2005   9/1/1935     1888.33       1888.33     3/1/2006     412000       412000     Cash Out Refinance     5.5  
  2116    
 
      PALM BEACH GARDENS   FL     33410     Primary   Single Family     240       235       68.81       8.65     11/1/2005   10/1/2025     965.07       965.07     3/1/2006     110000       109126.75     Cash Out Refinance     8.65  
  2117    
 
      PORTLAND   OR     97230     Primary   Single Family     360       355       90       8.15     11/1/2005   10/1/1935     1795.13       1795.13     3/1/2006     241200       240404.36     Cash Out Refinance     8.15  
  2118    
 
      CEDAR FALLS   IA     50613     Primary   Single Family     360       355       80       7.15     10/15/2005   9/15/1935     1137.39       1137.39     2/15/2006     168400       167721.92     Purchase     7.15  
  2119    
 
      KNOXVILLE   TN     37914     Primary   Single Family     360       355       90       6.25     10/15/2005   9/15/1935     304.79       304.79     2/15/2006     49500       49262.65     Purchase     6.25  
  2120    
 
      GILBERT   AZ     85296     Primary   PUD     360       355       80       5.99     10/15/2005   9/15/1935     1337.77       1337.43     2/15/2006     268000       267932.77     Purchase     5.99  
  2121    
 
      SANTA CRUZ   CA     95060     Primary   Single Family     360       355       80       6.25     11/1/2005   10/1/1935     2537.5       2537.5     3/1/2006     487200       487200     Purchase     6.25  
  2122    
 
      CAPE CORAL   FL     33914     Primary   Single Family     360       355       61.57       12.85     11/1/2005   10/1/1935     284.57       284.57     3/1/2006     26000       25968.57     Cash Out Refinance     12.85  
  2123    
 
      ALIQUIPPA   PA     15001     Primary   Single Family     360       355       79.69       6.25     11/1/2005   10/1/1935     785.04       785.04     3/1/2006     127500       126888.77     Cash Out Refinance     6.25  
  2124    
 
      AURORA   CO     80017     Primary   Single Family     360       355       50.6       5.99     11/1/2005   10/1/1935     754.63       754.63     3/1/2006     126000       125365.29     Cash Out Refinance     5.99  
  2125    
 
      FORT MEYERS   FL     33912     Primary   Single Family     360       355       38.24       8.2     11/1/2005   10/1/1935     972.09       972.09     3/1/2006     130000       129575.44     Cash Out Refinance     8.2  
  2126    
 
      LONG BEACH   CA     90805     Primary   Single Family     360       355       72.22       5.65     11/1/2005   10/1/1935     1530.21       1529.5     3/1/2006     325000       324814.76     Cash Out Refinance     5.65  
  2127    
 
      WEST HAVEN   CT     6516     Primary   Single Family     360       355       69.36       5.45     11/1/2005   10/1/1935     1018.28       1018.28     3/1/2006     180336       179330.64     Rate/Term Refinance     5.45  

Page 53 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  2128    
 
      UNCASVILLE   CT     6382     Primary   Single Family     360       355       70       6.48     11/1/2005   10/1/1935     913.97       913.97     3/1/2006     144900       144214.26     Cash Out Refinance     6.48  
  2129    
 
      PHOENIX   AZ     85035     Primary   PUD     360       355       90.9       6.45     11/1/2005   10/1/1935     1428.92       1428.92     3/1/2006     227250       226201.53     Cash Out Refinance     6.45  
  2130    
 
      NEWTON   IA     50208     Primary   Single Family     360       355       80       6.55     11/1/2005   10/1/1935     660.78       660.78     3/1/2006     104000       103529.33     Rate/Term Refinance     6.55  
  2131    
 
      CHESAPEAKE   VA     23320     Primary   Single Family     360       355       80       7.4     11/1/2005   10/1/1935     670.23       670.23     3/1/2006     96800       96428.98     Cash Out Refinance     7.4  
  2132    
 
      BOTHELL   WA     98012     Primary   Single Family     360       355       73.32       9.1     11/1/2005   10/1/1935     503.34       503.34     3/1/2006     62000       61631.17     Cash Out Refinance     9.1  
  2133    
 
      PERKASIE   PA     18944     Primary   Single Family     180       175       69.81       10.5     11/1/2005   10/1/2020     1470.19       1470.19     3/1/2006     133000       131440.77     Cash Out Refinance     10.5  
  2134    
 
      UPLAND   CA     91784     Primary   PUD     360       355       85.49       7.99     11/1/2005   10/1/1935     4543.58       4543.58     3/1/2006     619802.5       617690.92     Cash Out Refinance     7.99  
  2135    
 
      RUTHER GLEN   VA     22546     Primary   Single Family     360       355       85       11.8     11/1/2005   10/1/1935     375.36       375.36     3/1/2006     37045       36988.49     Cash Out Refinance     11.8  
  2136    
 
      CHESTERFIELD   SC     29709     Primary   Single Family     360       355       85.49       11.18     11/1/2005   10/1/1935     722.57       722.57     3/1/2006     74803.75       74660.64     Cash Out Refinance     11.18  
  2137    
 
      RENO   NV     89506     Primary   Single Family     180       175       59.27       9.4     11/1/2005   10/1/2020     425.67       425.67     3/1/2006     41000       40469.23     Cash Out Refinance     9.4  
  2138    
 
      DESERT HOT SPRINGS   CA     92240     Primary   Single Family     360       355       44.44       6.23     11/1/2005   10/1/1935     614.42       614.42     3/1/2006     100000       99518.77     Cash Out Refinance     6.23  
  2139    
 
      GREEN COVE SPRINGS   FL     32043     Primary   Single Family     360       355       80       6.25     11/1/2005   10/1/1935     2395.83       2395.83     3/1/2006     460000       460000     Cash Out Refinance     6.25  
  2140    
 
      SAN MARCOS   TX     78666     Primary   Single Family     360       355       69.82       5.99     11/1/2005   10/1/1935     585.44       585.44     3/1/2006     97750       97257.59     Cash Out Refinance     5.99  
  2141    
 
      HAMPTON   VA     23666     Primary   Single Family     360       355       85.47       10.35     11/1/2005   10/1/1935     324.38       324.38     3/1/2006     35900       35825     Cash Out Refinance     10.35  
  2142    
 
      WILMINGTON   CA     90744     Primary   Single Family     240       235       85.49       9.4     11/1/2005   10/1/2025     556.32       556.32     3/1/2006     60102       59489.48     Cash Out Refinance     9.4  
  2143    
 
      ESSEX   MD     21221     Primary   Single Family     360       355       85.49       11     11/1/2005   10/1/1935     360.15       360.15     3/1/2006     37817       37692.55     Cash Out Refinance     11  
  2144    
 
      COLTON   OR     97017     Primary   Single Family     360       355       74.84       11.8     11/1/2005   10/1/1935     506.63       506.63     3/1/2006     50000       49923.72     Cash Out Refinance     11.8  
  2145    
 
      CHINO   CA     91710     Primary   Single Family     360       355       80       5.55     11/1/2005   10/1/1935     2146.7       2146.7     3/1/2006     376000       373942.56     Rate/Term Refinance     5.55  
  2146    
 
      SEAFORD   DE     19973     Primary   Single Family     360       355       24.47       5.35     11/1/2005   10/1/1935     321.09       321.09     3/1/2006     57500       57173.42     Cash Out Refinance     5.35  
  2147    
 
      NORTH MYRTLE BEACH   SC     29582     Primary   Condominium     360       355       85       6.85     11/1/2005   10/1/1935     1091.72       1091.72     3/1/2006     191250       191250     Rate/Term Refinance     6.85  
  2148    
 
      HOLLYWOOD   FL     33024     Primary   Single Family     360       355       90       6.25     11/1/2005   10/1/1935     1651.36       1651.36     3/1/2006     268200       266914.25     Rate/Term Refinance     6.25  
  2149    
 
      BALDWIN   MO     63021     Primary   Single Family     360       355       69.14       7.2     11/1/2005   10/1/1935     821.33       821.33     3/1/2006     121000       120517.59     Cash Out Refinance     7.2  
  2150    
 
      EDGEWATER   FL     32141     Primary   Single Family     360       355       78.05       7.5     11/1/2005   10/1/1935     1118.74       1118.74     3/1/2006     160000       159398.83     Cash Out Refinance     7.5  
  2151    
 
      LAS VEGAS   NV     89113     Primary   Single Family     360       355       75       8.1     11/1/2005   10/1/1935     2025       2025     3/1/2006     300000       299999.53     Cash Out Refinance     8.1  
  2152    
 
      COLUMBUS   OH     43224     Primary   Single Family     360       355       62.5       6.7     11/1/2005   10/1/1935     322.64       322.64     3/1/2006     50000       49780.19     Cash Out Refinance     6.7  
  2153    
 
      MESA   AZ     85208     Primary   Single Family     360       355       75       7.1     11/1/2005   10/1/1935     1184.46       1184.46     3/1/2006     176250       175533.32     Cash Out Refinance     7.1  
  2154    
 
      FREDERICKSBURG   TX     78624     Primary   Single Family     360       355       65       6.8     11/1/2005   10/1/1935     423.75       423.75     3/1/2006     65000       64718.49     Cash Out Refinance     6.8  
  2155    
 
      MADISON LAKE   MN     56063     Primary   Single Family     360       355       81.43       6.95     11/1/2005   10/1/1935     1980.75       1980.74     3/1/2006     342000       341997.65     Cash Out Refinance     6.95  
  2156    
 
      MIAMI   FL     33162     Primary   Single Family     360       355       55.12       7.99     11/1/2005   10/1/1935     868.69       868.69     3/1/2006     118500       118092.9     Cash Out Refinance     7.99  
  2157    
 
      NORTH BRANFORD   CT     6471     Primary   Single Family     360       355       80       5.99     11/1/2005   10/1/1935     1310.42       1310.42     3/1/2006     218800       217631.34     Purchase     5.99  
  2158    
 
      BEAVERTON   OR     97007     Primary   Condominium     360       355       80       7.4     11/1/2005   10/1/1935     1023.09       1023.09     3/1/2006     147763       147173.34     Purchase     7.4  
  2159    
 
      RIVERSIDE   CA     92508     Primary   PUD     360       355       90       7.2     11/1/2005   10/1/1935     2895.76       2895.76     3/1/2006     482627       482627     Purchase     7.2  
  2160    
 
      MARYSVILLE   WA     98270     Primary   Single Family     360       355       80       6.29     11/1/2005   10/1/1935     1153.17       1153.17     3/1/2006     220000       220000     Rate/Term Refinance     6.29  
  2161    
 
      DELTONA   FL     32738     Primary   Single Family     360       355       80       6.85     11/1/2005   10/1/1935     888.99       888.99     3/1/2006     155736       155736     Purchase     6.85  
  2162    
 
      DELTONA   FL     32738     Primary   Single Family     360       355       80       7.15     11/1/2005   10/1/1935     953.33       953.33     3/1/2006     160000       160000     Purchase     7.15  
  2163    
 
      GARDEN GROVE   CA     92841     Primary   Condominium     360       355       80       5.99     11/1/2005   10/1/1935     1417.63       1417.63     3/1/2006     284000       283861.78     Purchase     5.99  
  2164    
 
      JACKSONVILLE   FL     32223     Primary   Single Family     360       355       75.43       7.8     11/1/2005   10/1/1935     950.23       950.23     3/1/2006     132000       131532.82     Cash Out Refinance     7.8  
  2165    
 
      DIAMONDVILLE   WY     83116     Primary   Manufactured Housing     360       355       85.49       6.95     11/1/2005   10/1/1935     611.18       611.18     3/1/2006     92329.2       91881.38     Cash Out Refinance     6.95  
  2166    
 
      ROCKWALL   TX     75087     Primary   Single Family     360       355       80       10.35     11/1/2005   10/1/1935     308.28       308.28     3/1/2006     34118.89       30909.94     Cash Out Refinance     10.35  
  2167    
 
      PUEBLO   CO     81001     Primary   Single Family     360       355       80       8.9     11/1/2005   10/1/1935     478.47       478.47     3/1/2006     60000       59829.91     Cash Out Refinance     8.9  

Page 54 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  2168    
 
      TYLER   TX     75707     Primary   PUD     360       355       80       6.8     11/1/2005   10/1/1935     953.12       953.12     3/1/2006     146200       145569.64     Purchase     6.8  
  2169    
 
      POCOMOKE CITY   MD     21851     Primary   Single Family     360       355       90       6.75     11/1/2005   10/1/1935     1167.48       1167.48     3/1/2006     180000       179216.33     Cash Out Refinance     6.75  
  2170    
 
      ANTIOCH   CA     94509     Primary   PUD     360       355       78.46       6.15     11/1/2005   10/1/1935     3107.07       3107.07     3/1/2006     510000       507497.89     Cash Out Refinance     6.15  
  2171    
 
      WALLA WALLA   WA     99362     Primary   Single Family     360       355       85.03       10.5     11/1/2005   10/1/1935     365.9       365.9     3/1/2006     40000       39919.1     Cash Out Refinance     10.5  
  2172    
 
      PORT RICHEY   FL     34668     Primary   Single Family     360       355       63.73       5.5     11/1/2005   10/1/1935     369.07       369.07     3/1/2006     65000       64625.82     Cash Out Refinance     5.5  
  2173    
 
      ORO VALLEY   AZ     85737     Primary   Single Family     360       355       73.03       11.55     11/1/2005   10/1/1935     811.2       811.2     3/1/2006     81600       81315.87     Rate/Term Refinance     11.55  
  2174    
 
      EL PASO   TX     79925     Primary   Single Family     360       355       58.66       7.5     11/1/2005   10/1/1935     367.09       367.09     3/1/2006     52500       52302.73     Cash Out Refinance     7.5  
  2175    
 
      MADERA   CA     93638     Primary   Single Family     360       355       52.54       8.5     11/1/2005   10/1/1935     569       569     2/16/2006     74000       73818.76     Cash Out Refinance     8.5  
  2176    
 
      PARRISH   FL     34219     Primary   Single Family     360       355       77.24       9.9     11/1/2005   10/1/1935     217.55       217.55     3/1/2006     25000       24942.56     Cash Out Refinance     9.9  
  2177    
 
      MIAMI   FL     33196     Primary   Single Family     360       355       84.42       9     11/1/2005   10/1/1935     1166.71       1166.71     3/1/2006     145000       144597.97     Cash Out Refinance     9  
  2178    
 
      JACKSONVILLE   FL     32254     Primary   Single Family     360       355       85.49       7.5     11/1/2005   10/1/1935     532.01       532.01     3/1/2006     76086.1       75800.19     Cash Out Refinance     7.5  
  2179    
 
      OAKLEY   CA     94561     Primary   PUD     360       355       90.49       7.65     11/1/2005   10/1/1935     2711.31       2711.31     3/1/2006     425303       425303     Cash Out Refinance     7.65  
  2180    
 
      SIMI VALLEY   CA     93065     Primary   Single Family     360       355       80       5.9     11/1/2005   10/1/1935     2245.93       2245.93     3/1/2006     456800       456800     Cash Out Refinance     5.9  
  2181    
 
      ORLANDO   FL     32812     Primary   Single Family     360       355       80       6.99     11/1/2005   10/1/1935     745.6       745.6     3/1/2006     128000       128000     Cash Out Refinance     6.99  
  2182    
 
      SYLMAR   CA     91342     Primary   Condominium     360       355       64.8       9     11/1/2005   10/1/1935     433.83       433.83     3/1/2006     53916.8       53767.31     Cash Out Refinance     9  
  2183    
 
      SPARKS   NV     89434     Primary   Single Family     360       355       85.16       12.2     11/1/2005   10/1/1935     412.37       412.37     3/1/2006     39497.5       39394.36     Cash Out Refinance     12.2  
  2184    
 
      BAKERSFIELD   CA     93312     Primary   Single Family     360       355       80       6.3     11/1/2005   10/1/1935     1625.79       1625.79     3/1/2006     262658       261410.8     Purchase     6.3  
  2185    
 
      ASHEVILLE   NC     28806     Primary   Single Family     360       355       91.58       8.99     11/1/2005   10/1/1935     1222.79       1222.79     3/1/2006     152106.08       151683.48     Rate/Term Refinance     8.99  
  2186    
 
      MIAMI   FL     33177     Primary   Single Family     360       355       92.7       6.73     11/1/2005   10/1/1935     1626.06       1626.06     3/1/2006     251217       250119     Cash Out Refinance     6.73  
  2187    
 
      KALAMA   WA     98625     Primary   Manufactured Housing     360       355       82.4       6.99     11/1/2005   10/1/1935     1423.91       1423.91     2/20/2006     214240       213529.98     Rate/Term Refinance     6.99  
  2188    
 
      BAKERSFIELD   CA     93314     Primary   Single Family     360       355       78.4       10.35     11/1/2005   10/1/1935     1490.85       1490.85     3/1/2006     165000       164655.49     Cash Out Refinance     10.35  
  2189    
 
      HEMET   CA     92544     Primary   Single Family     360       355       80       6.45     11/1/2005   10/1/1935     1117.57       1117.57     3/1/2006     207920       207920     Purchase     6.45  
  2190    
 
      NEWBURGH   NY     12550     Primary   Single Family     360       355       80       7.05     11/1/2005   10/1/1935     1604.8       1604.8     3/1/2006     240000       239014.49     Cash Out Refinance     7.05  
  2191    
 
      RIVERSIDE   CA     92503     Primary   PUD     360       355       69.51       6.25     11/1/2005   10/1/1935     1754.8       1754.8     3/1/2006     285000       283473.8     Rate/Term Refinance     6.25  
  2192    
 
      MANSFIELD   OH     44907     Primary   Single Family     360       355       80       6.75     11/1/2005   10/1/1935     492.94       492.94     3/1/2006     76000       75644.49     Rate/Term Refinance     6.75  
  2193    
 
      LAKELAND   FL     33815     Primary   Single Family     360       355       90       8.55     11/1/2005   10/1/1935     695.22       695.22     3/1/2006     90000       89726.3     Cash Out Refinance     8.55  
  2194    
 
      PETERSBURG   VA     23803     Primary   Single Family     360       355       80       8.3     11/1/2005   10/1/1935     464.95       464.95     3/1/2006     61600       61401.29     Cash Out Refinance     8.3  
  2195    
 
      RANCHO CORDOVA   CA     95670     Primary   Condominium     360       355       38.46       7.15     11/1/2005   10/1/1935     595.83       595.83     3/1/2006     100000       100000     Cash Out Refinance     7.15  
  2196    
 
      HUNTSVILLE   MO     65259     Primary   Single Family     360       355       90       7.6     11/1/2005   10/1/1935     470.25       470.25     3/1/2006     66600       66354.65     Rate/Term Refinance     7.6  
  2197    
 
      ARVADA   CO     80002     Primary   PUD     360       355       73.29       9.95     11/1/2005   10/1/1935     349.56       349.56     3/1/2006     40000       39909.05     Cash Out Refinance     9.95  
  2198    
 
      IRVING   TX     75061     Primary   Single Family     180       175       66.86       12.9     11/1/2005   10/1/2020     566.41       566.41     3/1/2006     45000       44577.73     Cash Out Refinance     12.9  
  2199    
 
      VALLEY VIEW   TX     76272     Primary   Manufactured Housing     120       115       62.5       7.99     11/1/2005   10/1/2015     909.57       909.57     3/1/2006     75000       72463.32     Cash Out Refinance     7.99  
  2200    
 
      CARROLLTON   TX     75007     Primary   Single Family     240       235       79.99       13.25     11/1/2005   10/1/2025     409.17       409.17     3/1/2006     34400       34249.21     Cash Out Refinance     13.25  
  2201    
 
      MUSKEGON   MI     49441     Primary   Single Family     360       355       85.49       12.55     11/1/2005   10/1/1935     267.79       267.79     3/1/2006     25000       24967.68     Cash Out Refinance     12.55  
  2202    
 
      CROGHAN   NY     13327     Primary   Single Family     360       355       85.49       12.3     11/1/2005   10/1/1935     323.63       323.63     3/1/2006     30770       30727.96     Cash Out Refinance     12.3  
  2203    
 
      OAK VIEW   CA     93022     Primary   Single Family     360       355       82.51       11.79     11/1/2005   10/1/1935     574.59       574.59     3/1/2006     56750       56663.2     Rate/Term Refinance     11.79  
  2204    
 
      ANAHEIM   CA     92804     Primary   Single Family     360       355       69.19       6.125     11/1/2005   10/1/1935     2606.65       2606.65     3/1/2006     429000       426602.9     Cash Out Refinance     6.125  
  2205    
 
      READING   PA     19604     Primary   Single Family     360       355       88.64       6.99     11/1/2005   10/1/1935     259.21       259.21     3/1/2006     39000       38812.67     Purchase     6.99  
  2206    
 
      JAMESTOWN   NC     27282     Primary   PUD     360       355       80       6.25     11/1/2005   10/1/1935     1625.01       1625.01     3/1/2006     263920       262304.45     Purchase     6.25  
  2207    
 
      BAKERSFIELD   CA     93312     Primary   Single Family     360       355       80       6.5     11/1/2005   10/1/1935     1956.89       1956.89     3/1/2006     309600       308185.31     Purchase     6.5  

Page 55 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  2208    
 
      TALLAHASSEE   FL     32311     Primary   Single Family     180       175       63.04       7.55     11/1/2005   10/1/2020     808.98       808.98     3/1/2006     87000       85675.42     Cash Out Refinance     7.55  
  2209    
 
      GOLDEN VALLEY   AZ     86413     Primary   Manufactured Housing     360       355       70.76       8.05     11/1/2005   10/1/1935     646.85       646.85     3/1/2006     87737       86918.95     Cash Out Refinance     8.05  
  2210    
 
      CINCINNATI   OH     45244     Primary   Single Family     360       355       84.68       8     11/1/2005   10/1/1935     770.46       770.46     3/1/2006     105000       104642.98     Cash Out Refinance     8  
  2211    
 
      DENVER   CO     80219     Primary   Single Family     360       355       40       7.15     11/1/2005   10/1/1935     507.91       507.91     3/1/2006     75200       74889.33     Cash Out Refinance     7.15  
  2212    
 
      NEW HAVEN   CT     6519     Primary   Single Family     360       355       70       7.3     11/1/2005   10/1/1935     767.84       767.84     3/1/2006     112000       111562.17     Cash Out Refinance     7.3  
  2213    
 
      YUMA   AZ     85367     Primary   Manufactured Housing     360       355       76.5       7.49     11/1/2005   10/1/1935     748.13       748.13     3/1/2006     107100       106696.77     Cash Out Refinance     7.49  
  2214    
 
      FRIDAY HARBOR   WA     98250     Primary   Single Family     360       355       90.49       7.95     11/1/2005   10/1/1935     1288.62       1288.62     3/1/2006     176455       175848.98     Cash Out Refinance     7.95  
  2215    
 
      CRANSTON   RI     2920     Primary   Single Family     360       355       65.47       13.2     11/1/2005   10/1/1935     387.04       387.04     3/1/2006     34500       34434.53     Cash Out Refinance     13.2  
  2216    
 
      LEMOORE   CA     93245     Primary   Single Family     360       355       90.49       11.15     11/1/2005   10/1/1935     1656.86       1656.86     3/1/2006     171931       171628.77     Rate/Term Refinance     11.15  
  2217    
 
      BATAVIA   NY     14020     Primary   Single Family     360       355       90       12.6     11/1/2005   10/1/1935     312.82       312.82     3/1/2006     29098       29060.78     Cash Out Refinance     12.6  
  2218    
 
      KELSEYVILLE   CA     95451     Primary   Single Family     180       175       79.72       9.85     11/1/2005   10/1/2020     266.37       266.37     3/1/2006     25000       24689.14     Cash Out Refinance     9.85  
  2219    
 
      RIVER EDGE   NJ     7661     Primary   Single Family     360       355       90       13.65     11/1/2005   10/1/1935     502.74       502.74     3/1/2006     43443       43399.14     Cash Out Refinance     13.65  
  2220    
 
      PHOENIX   AZ     85042     Primary   Single Family     360       355       84.93       6.99     11/1/2005   10/1/1935     801.55       801.55     2/10/2006     120600       120200.31     Cash Out Refinance     6.99  
  2221    
 
      PEPPER PIKE   OH     44124     Primary   Single Family     360       355       81.49       6.25     11/1/2005   10/1/1935     4891.88       4891.88     3/1/2006     794500       790691.23     Cash Out Refinance     6.25  
  2222    
 
      RONKONKOMA   NY     11779     Primary   Single Family     360       355       54.46       5.4     11/1/2005   10/1/1935     993.91       993.91     3/1/2006     177000       176004.02     Cash Out Refinance     5.4  
  2223    
 
      MEDFORD LAKES   NJ     8055     Primary   Single Family     360       355       85.05       11.95     11/1/2005   10/1/1935     309.48       309.48     3/1/2006     30200       30155.43     Cash Out Refinance     11.95  
  2224    
 
      LOS ANGELES   CA     90047     Primary   Single Family     360       355       78.97       11.15     11/1/2005   10/1/1935     337.29       337.29     3/1/2006     35000       34899.66     Cash Out Refinance     11.15  
  2225    
 
      WILDOMAR   CA     92595     Primary   Single Family     360       355       85.42       11.75     11/1/2005   10/1/1935     254.88       254.88     3/1/2006     25250       25210.67     Cash Out Refinance     11.75  
  2226    
 
      TARZANA   CA     91356     Primary   Condominium     360       355       52.7       6.8     11/1/2005   10/1/1935     1105       1105     3/1/2006     195000       195000     Cash Out Refinance     6.8  
  2227    
 
      ORLANDO   FL     32835     Primary   PUD     360       355       80       6.25     11/1/2005   10/1/1935     1312.5       1312.5     3/1/2006     252000       252000     Rate/Term Refinance     6.25  
  2228    
 
      EL PASO   TX     79925     Primary   Single Family     360       355       86.44       7.7     11/1/2005   10/1/1935     567       567     3/1/2006     79526.43       79239.24     Rate/Term Refinance     7.7  
  2229    
 
      HENDERSON   NV     89011     Primary   Condominium     360       355       80       6.95     11/1/2005   10/1/1935     1807       1807     3/1/2006     312000       312000     Cash Out Refinance     6.95  
  2230    
 
      DOLAN SPRINGS   AZ     86441     Primary   Single Family     360       355       80       6.45     11/1/2005   10/1/1935     432.61       432.61     3/1/2006     68800       68482.55     Purchase     6.45  
  2231    
 
      GROVE CITY   OH     43123     Primary   Single Family     360       355       80       6.35     11/1/2005   10/1/1935     900.26       900.26     3/1/2006     170128       170128     Purchase     6.35  
  2232    
 
      DENVER   CO     80241     Primary   PUD     360       355       80       6.7     11/1/2005   10/1/1935     1290.56       1290.56     3/1/2006     200000       199120.78     Purchase     6.7  
  2233    
 
      HARTFORD CITY   IN     47348     Primary   Single Family     360       355       81.97       10.65     11/1/2005   10/1/1935     462.99       462.99     3/1/2006     50000       49902.09     Cash Out Refinance     10.65  
  2234    
 
      BOYNTON BEACH   FL     33426     Primary   Single Family     360       355       85.43       10.4     11/1/2005   10/1/1935     358.38       358.38     3/1/2006     39500       39399.5     Cash Out Refinance     10.4  
  2235    
 
      MEMPHIS   TN     38119     Primary   Condominium     360       355       70       9.2     11/1/2005   10/1/1935     487.34       487.34     3/1/2006     59500       59341.73     Cash Out Refinance     9.2  
  2236    
 
      MCKEESPORT   PA     15132     Primary   Single Family     360       355       90       6.95     11/1/2005   10/1/1935     625.55       625.55     3/1/2006     94500       94102.16     Cash Out Refinance     6.95  
  2237    
 
      PUEBLO   CO     81007     Primary   Single Family     360       355       86.62       5.99     11/1/2005   10/1/1935     741.86       741.86     3/1/2006     123868       123244.04     Rate/Term Refinance     5.99  
  2238    
 
      WEST PALM BEACH   FL     33402     Primary   Single Family     360       355       39.47       5.99     11/1/2005   10/1/1935     449.19       449.19     3/1/2006     75000       74622.18     Cash Out Refinance     5.99  
  2239    
 
      SHASTA LAKE CITY   CA     96019     Primary   Single Family     360       355       74.57       8.95     11/1/2005   10/1/1935     240.31       240.31     3/1/2006     30000       29915.96     Cash Out Refinance     8.95  
  2240    
 
      HIGHLAND SPRINGS   VA     23075     Primary   Single Family     360       355       85       8.24     11/1/2005   10/1/1935     912.32       912.32     3/1/2006     121550       121156.24     Cash Out Refinance     8.24  
  2241    
 
      POST FALLS   ID     83854     Primary   PUD     360       355       84.92       8.4     11/1/2005   10/1/1935     403.78       403.78     3/1/2006     53000       52833.79     Cash Out Refinance     8.4  
  2242    
 
      WEST VALLEY CITY   UT     84120     Primary   Single Family     360       355       78.93       6.5     11/1/2005   10/1/1935     577.2       577.2     3/1/2006     106560       106560     Rate/Term Refinance     6.5  
  2243    
 
      LAS VEGAS   NV     89102     Primary   Single Family     360       355       60.34       5.35     11/1/2005   10/1/1935     781.78       781.78     3/1/2006     140000       139204.88     Cash Out Refinance     5.35  
  2244    
 
      INDIALANTIC   FL     32903     Primary   PUD     360       355       66.12       6.25     11/1/2005   10/1/1935     2715.32       2715.32     3/1/2006     441000       438885.86     Cash Out Refinance     6.25  
  2245    
 
      FRESNO   CA     93702     Primary   Single Family     360       355       78.76       9.5     11/1/2005   10/1/1935     538.15       538.15     3/1/2006     64000       63815.72     Cash Out Refinance     9.5  
  2246    
 
      MARLTON   NJ     8053     Primary   Single Family     360       355       19.38       9.84     11/1/2005   10/1/1935     432.89       432.89     3/1/2006     50000       49883.65     Cash Out Refinance     9.84  
  2247    
 
      ROANOKE   TX     76262     Primary   Single Family     360       355       79.95       11.7     11/1/2005   10/1/1935     502.79       502.79     3/1/2006     50000       49922.05     Cash Out Refinance     11.7  

Page 56 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  2248    
 
      RIALTO   CA     92376     Primary   Single Family     360       355       62.32       6.5     11/1/2005   10/1/1935     1358.95       1358.95     3/1/2006     215000       214017.58     Cash Out Refinance     6.5  
  2249    
 
      BURNEY   CA     96013     Primary   Single Family     360       355       64.5       5.75     11/1/2005   10/1/1935     696.35       696.35     3/1/2006     119325       118696.09     Cash Out Refinance     5.75  
  2250    
 
      TEMECULA   CA     92591     Primary   Single Family     360       355       92.16       5.85     11/1/2005   10/1/1935     1797.17       1797.17     3/1/2006     368650       368650     Rate/Term Refinance     5.85  
  2251    
 
      BREA   CA     92821     Primary   PUD     360       355       64.63       5.99     11/1/2005   10/1/1935     1587.11       1587.11     3/1/2006     265000       263651.22     Cash Out Refinance     5.99  
  2252    
 
      LAKEWOOD   CO     80214     Primary   Single Family     360       355       82.64       7.2     11/1/2005   10/1/1935     2019.4       2019.4     3/1/2006     297500       296313.85     Cash Out Refinance     7.2  
  2253    
 
      LOUISBURG   NC     27549     Primary   Single Family     360       355       77.32       13.3     11/1/2005   10/1/1935     282.43       282.43     3/1/2006     25000       24972.67     Cash Out Refinance     13.3  
  2254    
 
      BRIGHTON   TN     38011     Primary   Single Family     360       355       86.73       7.05     11/1/2005   10/1/1935     1275.82       1275.82     3/1/2006     190800       190016.49     Cash Out Refinance     7.05  
  2255    
 
      CASA GRANDE   AZ     85222     Primary   Single Family     360       355       80       6.95     11/1/2005   10/1/1935     767.86       671.83     3/1/2006     116000       116000     Cash Out Refinance     6.95  
  2256    
 
      CUMMING   GA     30040     Primary   Single Family     360       355       83.44       12.1     11/1/2005   10/1/1935     549.25       549.25     3/1/2006     53000       52924.33     Cash Out Refinance     12.1  
  2257    
 
      FOREST GROVE   OR     97116     Primary   Single Family     360       355       85.44       6.99     11/1/2005   10/1/1935     2106.89       2106.89     3/1/2006     317000       315682.93     Cash Out Refinance     6.99  
  2258    
 
      NEWNAN   GA     30265     Primary   Single Family     360       355       80       6.85     11/1/2005   10/1/1935     1164.5       1164.5     3/1/2006     204000       204000     Cash Out Refinance     6.85  
  2259    
 
      VALLEY PARK   MO     63084     Primary   Single Family     360       355       80       7.75     11/1/2005   10/1/1935     831.04       831.04     3/1/2006     116000       115585.32     Cash Out Refinance     7.75  
  2260    
 
      OVIEDO   FL     32765     Primary   PUD     360       355       80       6.75     11/1/2005   10/1/1935     1400.98       1400.98     3/1/2006     216000       215059.57     Purchase     6.75  
  2261    
 
      SURPRISE   AZ     85374     Primary   PUD     360       355       80       6.5     11/1/2005   10/1/1935     975.43       975.42     3/1/2006     180080       180076.68     Purchase     6.5  
  2262    
 
      CLEMMONS   NC     27012     Primary   PUD     360       355       80       7.3     11/1/2005   10/1/1935     1613.59       1613.2     3/1/2006     265248       265183.46     Purchase     7.3  
  2263    
 
      SPRING CREEK   NV     89815     Primary   PUD     360       355       55.61       5.75     11/1/2005   10/1/1935     746.03       746.03     3/1/2006     127838       127164.21     Purchase     5.75  
  2264    
 
      WEST JORDAN   UT     84084     Primary   Single Family     360       355       80       5.45     11/1/2005   10/1/1935     886.17       886.17     3/1/2006     195120       195120     Purchase     5.45  
  2265    
 
      THORNTON   CO     80241     Primary   Single Family     360       355       21.28       6.85     11/1/2005   10/1/1935     327.63       327.63     3/1/2006     50000       49786.51     Cash Out Refinance     6.85  
  2266    
 
      CHANDLER   AZ     85248     Primary   PUD     360       355       80.49       9.5     11/1/2005   10/1/1935     621.4       621.4     3/1/2006     73900       73713.46     Cash Out Refinance     9.5  
  2267    
 
      PALMYRA   TN     37142     Primary   Single Family     360       355       77.78       6.95     11/1/2005   10/1/1935     370.7       370.7     3/1/2006     56000       55656.73     Rate/Term Refinance     6.95  
  2268    
 
      MARGATE   FL     33068     Primary   Single Family     180       175       41.21       7.5     11/1/2005   10/1/2020     1260.74       1260.74     3/1/2006     136000       133910.5     Rate/Term Refinance     7.5  
  2269    
 
      WEST PALM BEACH   FL     33406     Primary   Single Family     360       355       80       6.85     11/1/2005   10/1/1935     1467.79       1467.79     3/1/2006     224000       222968.89     Cash Out Refinance     6.85  
  2270    
 
      PHOENIX   AZ     85037     Primary   Single Family     360       355       80.32       5.9     11/1/2005   10/1/1935     888.54       888.54     3/1/2006     180720       180720     Cash Out Refinance     5.9  
  2271    
 
      PHOENIX   AZ     85053     Primary   Single Family     360       355       75.49       8.65     11/1/2005   10/1/1935     389.79       389.79     3/1/2006     50000       49851.01     Cash Out Refinance     8.65  
  2272    
 
      LAUDERDALE LAKES   FL     33319     Primary   Single Family     360       355       59.81       7.65     11/1/2005   10/1/1935     425.71       425.71     3/1/2006     60000       59781.18     Cash Out Refinance     7.65  
  2273    
 
      LAS VEGAS   NV     89130     Primary   Single Family     360       355       66       5.25     11/1/2005   10/1/1935     1093.37       1093.37     2/15/2006     198000       197058.88     Cash Out Refinance     5.25  
  2274    
 
      SEDRO WOOLLEY   WA     98284     Primary   Manufactured Housing     360       355       81.25       6.99     11/1/2005   10/1/1935     1214.98       1214.98     3/1/2006     182804       182044.46     Cash Out Refinance     6.99  
  2275    
 
      WARWICK   NY     10990     Primary   Single Family     360       355       57.69       12.75     11/1/2005   10/1/1935     326.01       326.01     3/1/2006     30000       29962.92     Cash Out Refinance     12.75  
  2276    
 
      HOUSTON   TX     77087     Primary   Single Family     360       355       57.47       6.95     11/1/2005   10/1/1935     330.98       330.98     3/1/2006     50000       49790.6     Cash Out Refinance     6.95  
  2277    
 
      CLERMONT   FL     34714     Primary   Single Family     360       355       85.31       11.05     11/1/2005   10/1/1935     239.03       239.03     3/1/2006     25000       24450.66     Cash Out Refinance     11.05  
  2278    
 
      CLINTON   NJ     8809     Primary   Single Family     360       355       42.36       10.35     11/1/2005   10/1/1935     225.89       225.89     3/1/2006     25000       24947.8     Cash Out Refinance     10.35  
  2279    
 
      OCEAN VIEW   NJ     8230     Primary   Single Family     360       355       74.26       9.5     11/1/2005   10/1/1935     210.22       210.22     3/1/2006     25000       24937.5     Cash Out Refinance     9.5  
  2280    
 
      BURLESON   TX     76028     Primary   Single Family     360       355       90.48       8.1     11/1/2005   10/1/1935     844.46       844.46     3/1/2006     114000       113620.1     Rate/Term Refinance     8.1  
  2281    
 
      VANCOUVER   WA     98684     Primary   Single Family     360       355       85.29       12.45     11/1/2005   10/1/1935     521.06       521.06     3/1/2006     49000       48934.29     Cash Out Refinance     12.45  
  2282    
 
      MIAMI GARDENS   FL     33055     Primary   Single Family     360       355       70.36       7.75     11/1/2005   10/1/1935     564.54       564.54     3/1/2006     78800       78518.28     Cash Out Refinance     7.75  
  2283    
 
      PORT ORANGE   FL     32127     Primary   Single Family     360       355       85.49       9.65     11/1/2005   10/1/1935     1580.24       1580.24     3/1/2006     185513.3       185064.13     Rate/Term Refinance     9.65  
  2284    
 
      RESEDA   CA     91335     Primary   Single Family     360       355       79.05       6.1     11/1/2005   10/1/1935     2423.98       2423.98     3/1/2006     400000       398026.81     Cash Out Refinance     6.1  
  2285    
 
      BOULDER CITY   NV     89005     Primary   Single Family     360       355       84.74       9.95     11/1/2005   10/1/1935     310.23       310.23     3/1/2006     35500       35419.29     Cash Out Refinance     9.95  
  2286    
 
      COLUMBUS   OH     43223     Primary   Single Family     360       355       75.37       10.4     11/1/2005   10/1/1935     226.82       226.82     3/1/2006     25000       24881.71     Cash Out Refinance     10.4  
  2287    
 
      HIGHLANDS RANCH   CO     80126     Primary   PUD     360       355       80       6.5     11/1/2005   10/1/1935     1863.33       1863.33     3/1/2006     344000       343900     Cash Out Refinance     6.5  

Page 57 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  2288    
 
      LEVELLAND   TX     79336     Primary   Single Family     240       235       58.42       5.75     11/1/2005   10/1/2025     596.78       596.78     3/1/2006     85000       83942.94     Cash Out Refinance     5.75  
  2289    
 
      LAKEVIEW   OH     43331     Primary   Single Family     360       355       85.49       11.31     11/1/2005   10/1/1935     1076.16       1076.16     3/1/2006     110282.1       110094.86     Cash Out Refinance     11.31  
  2290    
 
      BELLINGHAM   WA     98229     Primary   Single Family     360       355       70       6.5     11/1/2005   10/1/1935     1968.9       1968.9     3/1/2006     311500       309869.41     Cash Out Refinance     6.5  
  2292    
 
      MILWAUKEE   WI     53214     Primary   Single Family     360       355       80       7.9     11/1/2005   10/1/1935     907.05       907.05     3/1/2006     124800       124297.15     Cash Out Refinance     7.9  
  2293    
 
      LA VERNIA   TX     78121     Primary   Manufactured Housing     360       355       80       8.65     11/1/2005   10/1/1935     629.89       629.89     3/1/2006     80800       80559.27     Cash Out Refinance     8.65  
  2294    
 
      SANTA FE SPRINGS   CA     90670     Primary   Single Family     360       355       62.34       7.2     11/1/2005   10/1/1935     1629.09       1629.09     3/1/2006     240000       239043.14     Cash Out Refinance     7.2  
  2295    
 
      APACHE JUNCTION   AZ     85219     Primary   Single Family     360       355       80       5.9     11/1/2005   10/1/1935     924.33       924.33     3/1/2006     188000       188000     Cash Out Refinance     5.9  
  2296    
 
      SAN ANTONIO   TX     78253     Primary   PUD     360       355       90       7.15     11/1/2005   10/1/1935     780.23       780.23     3/1/2006     115520       115054.88     Purchase     7.15  
  2297    
 
      FONTANA   CA     92335     Primary   Single Family     360       355       80       6.2     11/1/2005   10/1/1935     1518.93       1518.93     3/1/2006     248000       246799.67     Purchase     6.2  
  2298    
 
      CHASKA   MN     55318     Primary   Condominium     360       355       90       7.2     11/1/2005   10/1/1935     1093.04       1092.71     3/1/2006     182173       182118.35     Purchase     7.2  
  2299    
 
      ORLANDO   FL     32836     Primary   Single Family     240       235       56.13       10.85     11/1/2005   10/1/2025     613.2       613.2     3/1/2006     60000       59640.05     Cash Out Refinance     10.85  
  2300    
 
      TUCSON   AZ     85746     Primary   PUD     360       355       80.49       12.65     11/1/2005   10/1/1935     307.17       307.17     3/1/2006     28470       28434.01     Cash Out Refinance     12.65  
  2301    
 
      CINCINNATI   OH     45207     Primary   Single Family     360       355       80.6       5.75     11/1/2005   10/1/1935     550.31       550.31     3/1/2006     94300       93802.97     Rate/Term Refinance     5.75  
  2302    
 
      COLORADO SPRINGS   CO     80916     Primary   Single Family     360       355       86.7       5.5     11/1/2005   10/1/1935     524.54       524.53     3/1/2006     114444       114444     Cash Out Refinance     5.5  
  2303    
 
      STATESVILLE   NC     28677     Primary   Single Family     360       355       80       6.75     11/1/2005   10/1/1935     492.94       492.94     3/1/2006     76000       75669.1     Rate/Term Refinance     6.75  
  2304    
 
      MIAMI   FL     33189     Primary   PUD     360       355       83.12       7.46     11/1/2005   10/1/1935     1989.33       1989.33     3/1/2006     320000       320000     Cash Out Refinance     7.46  
  2305    
 
      DELRAY BEACH   FL     33444     Primary   Single Family     360       355       52.08       6.85     11/1/2005   10/1/1935     819.08       819.08     3/1/2006     125000       124464.19     Cash Out Refinance     6.85  
  2306    
 
      PHOENIX   AZ     85031     Primary   Single Family     360       355       92.7       6.99     11/1/2005   10/1/1935     1139.81       1139.81     3/1/2006     171495       170707.68     Cash Out Refinance     6.99  
  2307    
 
      GLENDALE   AZ     85301     Primary   Single Family     360       355       82.4       6     11/1/2005   10/1/1935     666.95       666.95     3/1/2006     111240       110586.46     Cash Out Refinance     6  
  2308    
 
      LOOMIS   CA     95650     Primary   Single Family     360       355       59.79       10.5     11/1/2005   10/1/1935     987.92       987.92     3/1/2006     108000       107781.61     Cash Out Refinance     10.5  
  2309    
 
      WINSTON   OR     97496     Primary   Manufactured Housing     360       355       73.37       7.55     11/1/2005   10/1/1935     752.67       752.67     3/1/2006     107120       106721.48     Cash Out Refinance     7.55  
  2310    
 
      OGDEN   UT     84404     Primary   Single Family     360       355       80       6.4     11/1/2005   10/1/1935     499.2       499.2     3/1/2006     93600       93600     Rate/Term Refinance     6.4  
  2311    
 
      INDIANAPOLIS   IN     46219     Primary   Single Family     360       355       84.92       6.85     11/1/2005   10/1/1935     361.71       361.71     3/1/2006     55200       54964.28     Cash Out Refinance     6.85  
  2312    
 
      HARLINGEN   TX     78552     Primary   Single Family     180       175       63.59       5.05     11/1/2005   10/1/2020     983.82       983.82     3/1/2006     124000       121670.55     Cash Out Refinance     5.05  
  2313    
 
      SURPRISE   AZ     85374     Primary   Single Family     360       355       85.49       10.55     11/1/2005   10/1/1935     426.18       426.18     3/1/2006     46400       46252.03     Cash Out Refinance     10.55  
  2314    
 
      LEHIGH ACRES   FL     33971     Primary   Single Family     360       355       69       5     11/1/2005   10/1/1935     944.54       944.54     3/1/2006     175950       174884.08     Cash Out Refinance     5  
  2315    
 
      SAN ANTONIO   TX     78201     Primary   Single Family     360       355       77.77       12.05     11/1/2005   10/1/1935     258.12       258.12     3/1/2006     25000       24963.89     Cash Out Refinance     12.05  
  2316    
 
      IVANHOE   CA     93235     Primary   Single Family     360       355       77.42       10.65     11/1/2005   10/1/1935     351.87       351.87     3/1/2006     38000       37907.53     Cash Out Refinance     10.65  
  2317    
 
      SHREVEPORT   LA     71119     Primary   Single Family     360       355       72.92       8.4     11/1/2005   10/1/1935     533.29       533.29     3/1/2006     70000       69780.5     Cash Out Refinance     8.4  
  2318    
 
      STROUDSBURG   PA     18360     Primary   PUD     360       356       80       5.55     11/10/2005   10/10/1935     1027.68       1027.68     2/10/2006     180000       179213.37     Cash Out Refinance     5.55  
  2319    
 
      GLOUCESTER TWP   NJ     8081     Primary   Single Family     360       355       62.96       8.8     11/1/2005   10/1/1935     434.66       434.66     3/1/2006     55000       54841.04     Cash Out Refinance     8.8  
  2320    
 
      MESQUITE   TX     75150     Primary   Single Family     180       175       52       6.99     11/1/2005   10/1/2020     579.21       579.21     3/1/2006     64480       63450.01     Cash Out Refinance     6.99  
  2321    
 
      RICHMOND   VA     23223     Primary   Single Family     360       355       85.49       11.25     11/1/2005   10/1/1935     244.47       244.47     3/1/2006     25170       24956.64     Cash Out Refinance     11.25  
  2322    
 
      MESA   AZ     85207     Primary   PUD     360       355       72.55       11.25     11/1/2005   10/1/1935     339.95       339.95     3/1/2006     35000       34939.76     Cash Out Refinance     11.25  
  2323    
 
      SHERIDAN   WY     82801     Primary   Single Family     360       355       49.5       7.75     11/1/2005   10/1/1935     358.21       358.21     3/1/2006     50000       49723.63     Cash Out Refinance     7.75  
  2324    
 
      EAGLE PASS   TX     78852     Primary   Single Family     360       355       63.29       8.49     11/1/2005   10/1/1935     384.11       384.11     3/1/2006     50000       49841.17     Cash Out Refinance     8.49  
  2325    
 
      ORLANDO   FL     32817     Primary   PUD     360       355       72.92       9.19     11/1/2005   10/1/1935     1288.88       1288.88     3/1/2006     157500       157080.16     Cash Out Refinance     9.19  
  2326    
 
      WHITTIER   CA     90606     Primary   Single Family     360       355       27.01       10.99     11/1/2005   10/1/1935     554.77       554.77     2/15/2006     58300       58199.76     Cash Out Refinance     10.99  
  2327    
 
      PITTSFIELD   MA     1201     Primary   Single Family     180       175       77.58       9.85     11/1/2005   10/1/2020     298.33       298.33     3/1/2006     28000       20347.39     Cash Out Refinance     9.85  
  2328    
 
      WALLINGFORD   CT     6492     Primary   Single Family     360       355       70.4       8.45     11/1/2005   10/1/1935     1347.06       1347.06     3/1/2006     176000       175438.02     Cash Out Refinance     8.45  

Page 58 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  2329    
 
      LOS ANGELES   CA     90059     Primary   Single Family     360       355       70       6.25     11/1/2005   10/1/1935     1421.88       1419.79     3/1/2006     273000       272300     Rate/Term Refinance     6.25  
  2330    
 
      JACKSONVILLE   FL     32206     Primary   Single Family     360       355       70.49       6.99     11/1/2005   10/1/1935     445.08       445.08     3/1/2006     66965.5       66687.24     Cash Out Refinance     6.99  
  2331    
 
      MOUNTAIN RANCH   CA     95246     Primary   Single Family     360       355       75.06       8.9     11/1/2005   10/1/1935     637.96       637.96     3/1/2006     80000       79773.52     Cash Out Refinance     8.9  
  2332    
 
      AUBURNDALE   FL     33823     Primary   Single Family     360       355       75.35       6.85     11/1/2005   10/1/1935     2123.05       2123.05     3/1/2006     324000       322556.29     Cash Out Refinance     6.85  
  2333    
 
      ORANGEVALE   CA     95662     Primary   Single Family     360       355       71.6       7.4     11/1/2005   10/1/1935     2077.14       2077.14     3/1/2006     300000       298850.21     Cash Out Refinance     7.4  
  2334    
 
      GLENDALE   AZ     85303     Primary   PUD     360       355       68.29       6.59     11/1/2005   10/1/1935     893.2       893.2     3/1/2006     140000       139371.29     Cash Out Refinance     6.59  
  2335    
 
      HIALEAH   FL     33010     Primary   Single Family     360       355       80       6.95     11/1/2005   10/1/1935     1403.33       1403.33     3/1/2006     212000       211112.29     Cash Out Refinance     6.95  
  2336    
 
      RIALTO   CA     92376     Primary   Single Family     360       355       80       5.4     11/1/2005   10/1/1935     1098       1098     3/1/2006     244000       244000     Cash Out Refinance     5.4  
  2337    
 
      WALNUT CREEK   CA     94595     Primary   Single Family     360       356       58.5       8.2     11/15/2005   10/15/1935     747.76       747.76     2/15/2006     100000       99739.63     Cash Out Refinance     8.2  
  2338    
 
      PHILLIPSBURG   NJ     8865     Primary   Single Family     240       235       40.32       9.099     10/26/2005   9/26/2025     452.93       452.93     2/26/2006     50000       48811.58     Cash Out Refinance     9.099  
  2339    
 
      BURLINGTON   NJ     8016     Primary   Single Family     360       355       80       6.99     11/1/2005   10/1/1935     770.97       770.97     3/1/2006     116000       115518.08     Cash Out Refinance     6.99  
  2340    
 
      NOVATO   CA     94945     Primary   Single Family     360       355       32.75       6.85     11/1/2005   10/1/1935     953.29       953.29     3/1/2006     167000       167000     Cash Out Refinance     6.85  
  2341    
 
      MERIDEN   CT     6451     Primary   Single Family     360       355       80       7.33     11/1/2005   10/1/1935     1589.76       1589.76     3/1/2006     231200       230301.52     Cash Out Refinance     7.33  
  2342    
 
      TEHACHAPI   CA     93561     Primary   Single Family     360       355       75       6.25     11/1/2005   10/1/1935     1015.93       1015.93     3/1/2006     165000       164157.69     Cash Out Refinance     6.25  
  2343    
 
      INDIANAPOLIS   IN     46254     Primary   PUD     360       355       90       6.98     11/1/2005   10/1/1935     926.23       926.23     3/1/2006     139500       138918.4     Purchase     6.98  
  2344    
 
      SACRAMENTO   CA     95758     Primary   Single Family     360       355       90       6.2     11/1/2005   10/1/1935     2359.47       2359.47     3/1/2006     456671       456671     Purchase     6.2  
  2345    
 
      LA HABRA   CA     90631     Primary   Condominium     360       355       80       6.45     11/1/2005   10/1/1935     1333       1332.91     3/1/2006     248000       247982.56     Purchase     6.45  
  2346    
 
      WAYNESBORO   PA     17268     Primary   Single Family     360       355       58.86       6.6     11/1/2005   10/1/1935     638.66       638.66     3/1/2006     100000       99551.79     Purchase     6.6  
  2347    
 
      MERRILLVILLE   IN     46410     Primary   Single Family     360       355       80       7.4     11/1/2005   10/1/1935     925.98       925.98     3/1/2006     133738       133043.29     Purchase     7.4  
  2348    
 
      SPRING HILL   FL     34606     Primary   Single Family     360       355       80       6.2     11/1/2005   10/1/1935     808.46       808.46     3/1/2006     132000       131361.14     Purchase     6.2  
  2349    
 
      HIALEAH   FL     33015     Primary   PUD     360       355       92.7       5.5     11/1/2005   10/1/1935     1631.13       1631.13     3/1/2006     287277.3       285690.61     Purchase     5.5  
  2350    
 
      EDGEWATER   FL     32141     Primary   Single Family     360       355       83.8       12.75     11/1/2005   10/1/1935     271.68       271.68     3/1/2006     25000       24969.09     Cash Out Refinance     12.75  
  2351    
 
      GLENDALE   AZ     85308     Primary   PUD     360       355       80.49       6.9     11/1/2005   10/1/1935     2025.01       2025.01     3/1/2006     307471.8       306171.69     Rate/Term Refinance     6.9  
  2352    
 
      PORT ORCHARD   WA     98367     Primary   Single Family     360       355       68.86       13.86     11/1/2005   10/1/1935     469.52       469.52     3/1/2006     40000       39961.53     Cash Out Refinance     13.86  
  2353    
 
      YOUNGSTOWN   OH     44511     Primary   Single Family     240       235       57.47       9.2     11/1/2005   10/1/2025     456.32       456.32     3/1/2006     50000       49605.92     Cash Out Refinance     9.2  
  2354    
 
      CARBONDALE   CO     81623     Primary   Condominium     360       355       80       5.99     11/1/2005   10/1/1935     1090.18       1090.18     3/1/2006     218400       218400     Cash Out Refinance     5.99  
  2355    
 
      LAKE MARY   FL     32746     Primary   PUD     360       355       62.27       6.4     11/1/2005   10/1/1935     856.95       856.95     3/1/2006     137000       136361.77     Cash Out Refinance     6.4  
  2356    
 
      MIAMI   FL     33168     Primary   Single Family     360       355       78.57       6.4     11/1/2005   10/1/1935     860.08       860.08     3/1/2006     137500       136657.34     Cash Out Refinance     6.4  
  2357    
 
      SACRAMENTO   CA     95817     Primary   Single Family     360       355       75.49       5.99     11/1/2005   10/1/1935     866.69       866.69     3/1/2006     173627       173627     Cash Out Refinance     5.99  
  2358    
 
      LOS ANGELES   CA     90011     Primary   Single Family     180       175       73.78       6.65     11/1/2005   10/1/2020     2400.7       2400.7     3/1/2006     273000       268511.41     Cash Out Refinance     6.65  
  2359    
 
      FONTANA   CA     92336     Primary   Single Family     360       355       62.9       5.99     11/1/2005   10/1/1935     1167.88       1167.88     3/1/2006     195000       193997.87     Cash Out Refinance     5.99  
  2360    
 
      GILBERT   AZ     85297     Primary   Single Family     360       355       80       5.79     11/1/2005   10/1/1935     1158       1157.6     3/1/2006     240000       239892.75     Cash Out Refinance     5.79  
  2361    
 
      AVONDALE   AZ     85323     Primary   Single Family     360       355       80       6.85     11/1/2005   10/1/1935     1210.17       1210.17     3/1/2006     212000       212000     Cash Out Refinance     6.85  
  2362    
 
      EAST BRUNSWICK   NJ     8816     Primary   Single Family     360       355       73.11       9.65     11/1/2005   10/1/1935     442.95       442.95     3/1/2006     52000       51874.08     Cash Out Refinance     9.65  
  2363    
 
      HESPERIA   CA     92345     Primary   Single Family     360       355       85.49       11.85     11/1/2005   10/1/1935     1313.51       1313.51     3/1/2006     129144.8       128949.96     Cash Out Refinance     11.85  
  2364    
 
      FORT WASHINGTON   MD     20744     Primary   Single Family     360       355       76.89       8.25     11/1/2005   10/1/1935     1756.09       1756.09     3/1/2006     233750       232994.39     Cash Out Refinance     8.25  
  2365    
 
      BRIER   WA     98036     Primary   Single Family     360       355       80.46       9.8     11/1/2005   10/1/1935     232.97       232.97     3/1/2006     27000       26936.63     Cash Out Refinance     9.8  
  2366    
 
      POST FALLS   ID     83854     Primary   Single Family     360       355       50.87       8.75     11/1/2005   10/1/1935     1256.67       1256.67     3/1/2006     159739       159185.07     Cash Out Refinance     8.75  
  2367    
 
      BOISE   ID     83705     Primary   Single Family     360       355       70.87       8.45     11/1/2005   10/1/1935     306.15       306.15     3/1/2006     40000       39875.85     Cash Out Refinance     8.45  
  2368    
 
      PERU   IN     46970     Primary   Single Family     360       355       78.57       9.8     11/1/2005   10/1/1935     474.56       474.56     3/1/2006     55000       54870.95     Cash Out Refinance     9.8  

Page 59 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  2369    
 
      WALKERTON   IN     46574     Primary   Single Family     360       355       73.17       6.45     11/1/2005   10/1/1935     377.28       377.28     3/1/2006     60000       59723.14     Cash Out Refinance     6.45  
  2370    
 
      SALEM   IN     47167     Primary   Single Family     360       355       90       8.25     11/1/2005   10/1/1935     1129.16       1129.16     3/1/2006     150300       149814.12     Rate/Term Refinance     8.25  
  2371    
 
      MANTECA   CA     95336     Primary   Single Family     360       355       77.84       6.25     11/1/2005   10/1/1935     1893.23       1893.23     3/1/2006     363500       363500     Cash Out Refinance     6.25  
  2372    
 
      THORNTON   CO     80233     Primary   Single Family     360       355       84.98       12.35     11/1/2005   10/1/1935     263.91       263.91     3/1/2006     25000       24966.22     Cash Out Refinance     12.35  
  2373    
 
      FLORESVILLE   TX     78114     Primary   Single Family     180       175       71.59       11.9     11/1/2005   10/1/2020     477.5       477.5     3/1/2006     40000       39493.21     Cash Out Refinance     11.9  
  2374    
 
      STATEN ISLAND   NY     10314     Primary   Single Family     360       355       75.49       6.99     11/1/2005   10/1/1935     2383.22       2383.22     3/1/2006     358577.5       357040.11     Cash Out Refinance     6.99  
  2375    
 
      DEL RIO   TX     78840     Primary   Single Family     360       355       80       8.55     11/1/2005   10/1/1935     614.88       614.88     3/1/2006     79600       79357.93     Cash Out Refinance     8.55  
  2376    
 
      BOSSIER CITY   LA     71111     Primary   Single Family     360       355       77.33       6.9     11/1/2005   10/1/1935     763.98       763.98     3/1/2006     116000       115509.49     Rate/Term Refinance     6.9  
  2377    
 
      MOUNT LAUREL   NJ     8054     Primary   Single Family     180       175       77.49       10.8     11/1/2005   10/1/2020     337.23       337.23     3/1/2006     30000       29657.74     Cash Out Refinance     10.8  
  2378    
 
      PEMBERTON TOWNSHIP   NJ     8068     Primary   Single Family     360       355       88.65       10.75     11/1/2005   10/1/1935     233.38       233.38     3/1/2006     25000       24952.04     Cash Out Refinance     10.75  
  2379    
 
      JACKSONVILLE   FL     32218     Primary   PUD     180       175       90       10.45     11/1/2005   10/1/2020     541.23       541.23     2/10/2006     49100       48639.42     Cash Out Refinance     10.45  
  2380    
 
      OPA LOCKA   FL     33055     Primary   Single Family     360       355       80.49       10.1     11/1/2005   10/1/1935     1994.48       1994.48     3/1/2006     225372       224875.56     Cash Out Refinance     10.1  
  2381    
 
      EL CAJON   CA     92021     Primary   Single Family     360       355       46.75       9.2     11/1/2005   10/1/1935     204.77       204.77     3/1/2006     25000       24933.48     Cash Out Refinance     9.2  
  2382    
 
      CALHOUN   GA     30701     Primary   Single Family     360       355       68.55       7.99     11/1/2005   10/1/1935     799.05       799.05     3/1/2006     109000       108628.63     Cash Out Refinance     7.99  
  2383    
 
      SAN DIEGO   CA     92109     Primary   Single Family     360       355       72.54       8.75     11/1/2005   10/1/1935     538.89       538.89     3/1/2006     68500       68300.05     Cash Out Refinance     8.75  
  2384    
 
      SPRING HILL   FL     34609     Primary   Single Family     360       355       68.64       9.9     11/1/2005   10/1/1935     304.57       304.57     3/1/2006     35000       34919.59     Cash Out Refinance     9.9  
  2385    
 
      MABANK   TX     75156     Primary   Single Family     360       355       75.25       7.4     11/1/2005   10/1/1935     2084.07       2084.07     3/1/2006     301000       299846.34     Cash Out Refinance     7.4  
  2386    
 
      SIKESTON   MO     63801     Primary   Single Family     360       355       85.49       10.2     11/1/2005   10/1/1935     572.18       572.18     3/1/2006     64117.5       63979.27     Rate/Term Refinance     10.2  
  2387    
 
      SILVER SPRINGS   NV     89429     Primary   Manufactured Housing     360       355       80.49       7.85     11/1/2005   10/1/1935     1176.07       1176.07     3/1/2006     162589.8       161850.66     Cash Out Refinance     7.85  
  2388    
 
      VALRICO   FL     33594     Primary   PUD     360       355       92.7       6.88     11/1/2005   10/1/1935     1370.89       1370.89     3/1/2006     208575       207689.61     Cash Out Refinance     6.88  
  2389    
 
      PFLUGERVILLE   TX     78660     Primary   PUD     360       355       80       6.2     11/1/2005   10/1/1935     1200.44       1200.44     3/1/2006     196000       195051.39     Rate/Term Refinance     6.2  
  2390    
 
      HESPERIA   CA     92345     Primary   Single Family     360       355       80       6.25     11/1/2005   10/1/1935     1896.41       1896.41     3/1/2006     308000       306520.07     Rate/Term Refinance     6.25  
  2391    
 
      PORT HUENEME   CA     93041     Primary   Townhouse     360       355       71.76       9.2     11/1/2005   10/1/1935     298.96       298.96     3/1/2006     36500       36399.71     Cash Out Refinance     9.2  
  2392    
 
      MELROSE   MA     2176     Primary   Single Family     360       355       78.26       12.9     11/1/2005   10/1/1935     274.6       274.6     3/1/2006     25000       24970.11     Cash Out Refinance     12.9  
  2393    
 
      ST. ALBANS   WV     25177     Primary   Single Family     360       356       75.34       9.35     11/10/2005   10/10/1935     456.47       456.47     2/10/2006     55000       54886.96     Cash Out Refinance     9.35  
  2394    
 
      FONTANA   CA     92336     Primary   Single Family     360       355       80       6.6     11/1/2005   10/1/1935     2992       2992     3/1/2006     544000       544000     Cash Out Refinance     6.6  
  2395    
 
      SARASOTA   FL     34243     Primary   PUD     360       355       78.21       9.35     11/1/2005   10/1/1935     514.56       514.56     3/1/2006     62000       61840.14     Cash Out Refinance     9.35  
  2396    
 
      MONUMENT   CO     80132     Primary   Single Family     180       175       100       9.8     11/1/2005   10/1/2020     781.73       781.73     3/1/2006     90600       90387.41     Cash Out Refinance     9.8  
  2397    
 
      CORAL SPRINGS   FL     33067     Primary   PUD     360       355       75.37       9.95     11/1/2005   10/1/1935     524.33       524.33     3/1/2006     60000       59863.61     Cash Out Refinance     9.95  
  2398    
 
      OWENTON   KY     40359     Primary   Single Family     360       355       91.8       7.35     11/1/2005   10/1/1935     2390.77       2390.77     3/1/2006     347004       345621.78     Cash Out Refinance     7.35  
  2399    
 
      HOMESTEAD   FL     33035     Primary   Single Family     360       355       71.02       6.75     11/1/2005   10/1/1935     1791.76       1791.76     3/1/2006     276250       275047.28     Cash Out Refinance     6.75  
  2400    
 
      MIAMI   FL     33177     Primary   Single Family     360       355       90       7.58     11/1/2005   10/1/1935     2188.73       2188.72     3/1/2006     346500       346500     Cash Out Refinance     7.58  
  2401    
 
      CLOVIS   CA     93611     Primary   Single Family     360       355       39.34       6.25     11/1/2005   10/1/1935     738.87       738.87     3/1/2006     120000       119424.69     Cash Out Refinance     6.25  
  2402    
 
      ALBUQUERQUE   NM     87112     Primary   Single Family     360       355       90       7.2     11/1/2005   10/1/1935     691.2       691.2     3/1/2006     115200       115200     Rate/Term Refinance     7.2  
  2403    
 
      PALM BEACH GARDENS   FL     33418     Primary   PUD     360       355       75       7.64     11/1/2005   10/1/1935     1408.8       1408.8     3/1/2006     198750       198023.69     Cash Out Refinance     7.64  
  2404    
 
      REDLANDS   CA     92373     Primary   Single Family     360       355       75       6.8     11/1/2005   10/1/1935     2151.36       2151.36     3/1/2006     330000       328577.17     Cash Out Refinance     6.8  
  2405    
 
      BAKERSFIELD   CA     93307     Primary   Single Family     360       355       84.92       7.04     11/1/2005   10/1/1935     1786.88       1786.88     3/1/2006     267500       266386     Cash Out Refinance     7.04  
  2406    
 
      MODESTO   CA     95350     Primary   Single Family     360       355       82.64       11.79     11/1/2005   10/1/1935     363.19       363.19     3/1/2006     35870.6       35815.73     Cash Out Refinance     11.79  
  2407    
 
      PITTSBURG   CA     94565     Primary   PUD     360       355       85.49       6.25     11/1/2005   10/1/1935     2974.03       2974.03     3/1/2006     483018.5       480702.95     Cash Out Refinance     6.25  
  2408    
 
      VIRGINIA BEACH   VA     23455     Primary   Single Family     360       355       53.33       9.6     11/1/2005   10/1/1935     1017.8       1017.8     3/1/2006     120000       119706.35     Cash Out Refinance     9.6  

Page 60 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  2409    
 
      METUCHEN   NJ     8840     Primary   Single Family     240       235       67.35       10.449     10/26/2005   9/26/2025     497.18       497.18     2/26/2006     50000       49685.55     Cash Out Refinance     10.449  
  2410    
 
      GREENSBORO   NC     27406     Primary   Single Family     360       355       84.83       11.7     11/1/2005   10/1/1935     613.41       613.41     3/1/2006     61000       60904.86     Cash Out Refinance     11.7  
  2411    
 
      WEST LINN   OR     97068     Primary   Single Family     360       355       84.56       6.79     11/1/2005   10/1/1935     1301.42       1301.42     3/1/2006     230000       230000     Cash Out Refinance     6.79  
  2412    
 
      GARDENA   CA     90249     Primary   Single Family     360       355       80       6.99     11/1/2005   10/1/1935     2702.8       2702.8     3/1/2006     464000       464000     Rate/Term Refinance     6.99  
  2413    
 
      CITY OF PHILADELPHIA   PA     19120     Primary   Single Family     240       235       90       8.99     11/1/2005   10/1/2025     890.09       890.09     3/1/2006     99000       98195.48     Cash Out Refinance     8.99  
  2414    
 
      CLEARWATER   FL     33755     Primary   Single Family     360       355       89.94       9.2     11/1/2005   10/1/1935     1583.81       1583.81     3/1/2006     193370       192794.78     Cash Out Refinance     9.2  
  2415    
 
      MIDLAND   VA     22728     Primary   Single Family     360       355       85.41       11.7     11/1/2005   10/1/1935     530.19       530.19     3/1/2006     52724       52641.75     Cash Out Refinance     11.7  
  2416    
 
      GRANADA HILLS   CA     91344     Primary   Single Family     360       355       67.8       6.1     11/1/2005   10/1/1935     2423.98       2423.98     3/1/2006     400000       398026.81     Cash Out Refinance     6.1  
  2417    
 
      CUCHARA   CO     81055     Primary   Single Family     360       355       68.96       6.85     11/1/2005   10/1/1935     678.26       678.26     3/1/2006     103510.14       103068.18     Rate/Term Refinance     6.85  
  2418    
 
      ABERDEEN   NJ     7735     Primary   Single Family     360       355       63.78       5.5     11/1/2005   10/1/1935     1129.91       1129.91     3/1/2006     199000       197899.44     Cash Out Refinance     5.5  
  2419    
 
      WHITE PLAINS   MD     20695     Primary   Single Family     360       355       81.44       10.85     11/1/2005   10/1/1935     574.02       574.02     3/1/2006     61000       60885.56     Cash Out Refinance     10.85  
  2420    
 
      PARRISH   FL     34219     Primary   PUD     360       355       71.08       6.59     11/1/2005   10/1/1935     1268.58       1268.57     3/1/2006     231000       231000     Cash Out Refinance     6.59  
  2421    
 
      NEW MILFORD   CT     6776     Primary   Single Family     360       355       70.18       6.25     11/1/2005   10/1/1935     1231.44       1231.44     3/1/2006     200000       199041.2     Cash Out Refinance     6.25  
  2422    
 
      PORT RICHEY   FL     34668     Primary   Single Family     360       355       56       7.95     11/1/2005   10/1/1935     511.2       511.2     3/1/2006     70000       69759.59     Cash Out Refinance     7.95  
  2423    
 
      VALENCIA   CA     91355     Primary   Single Family     360       355       81.18       10.55     11/1/2005   10/1/1935     826.64       826.64     3/1/2006     90000       89734.69     Cash Out Refinance     10.55  
  2424    
 
      DALLAS   TX     75240     Primary   Single Family     360       355       65       6.55     11/1/2005   10/1/1935     1912.12       1912.12     3/1/2006     300950       299588.04     Cash Out Refinance     6.55  
  2425    
 
      MOUNTAIN VIEW   CA     94040     Primary   Single Family     360       355       61.22       10.5     11/1/2005   10/1/1935     1829.48       1829.48     3/1/2006     200000       199595.58     Cash Out Refinance     10.5  
  2426    
 
      GRAY   GA     31032     Primary   Single Family     360       355       80       7     11/1/2005   10/1/1935     904.82       904.82     3/1/2006     136000       135436.02     Purchase     7  
  2427    
 
      CASTLE ROCK   CO     80104     Primary   PUD     360       355       90       5.6     11/1/2005   10/1/1935     1614.9       1614.9     3/1/2006     346050       346050     Purchase     5.6  
  2428    
 
      LINCOLN   CA     95648     Primary   PUD     360       355       80       4.9     11/1/2005   10/1/1935     2193.51       2193.51     3/1/2006     537186       537186     Purchase     4.9  
  2429    
 
      SUMMERVILLE   SC     29483     Primary   PUD     360       355       90       6.95     11/1/2005   10/1/1935     849.28       849.28     3/1/2006     128299       127637.14     Purchase     6.95  
  2430    
 
      LA CENTER   WA     98629     Primary   PUD     360       355       80       6.79     11/1/2005   10/1/1935     1170.84       1170.51     3/1/2006     206923       206864.13     Purchase     6.79  
  2431    
 
      WASHOUGAL   WA     98671     Primary   Single Family     360       355       80       6.4     11/1/2005   10/1/1935     1868.8       1868.79     3/1/2006     350400       350397.8     Purchase     6.4  
  2432    
 
      ALOHA   OR     97007     Primary   Single Family     360       355       69.7       12.2     11/1/2005   10/1/1935     334.1       334.1     3/1/2006     32000       31955.25     Cash Out Refinance     12.2  
  2433    
 
      WINFIELD   MO     63389     Primary   Single Family     360       355       84.88       12.05     11/1/2005   10/1/1935     309.74       309.74     3/1/2006     30000       29956.68     Cash Out Refinance     12.05  
  2434    
 
      PALM BAY   FL     32907     Primary   Single Family     360       355       90       8.15     11/1/2005   10/1/1935     1373.14       1373.14     3/1/2006     184500       183891.41     Cash Out Refinance     8.15  
  2435    
 
      ALTAMONTE SPRINGS   FL     32701     Primary   Single Family     360       355       85.46       10.15     11/1/2005   10/1/1935     291.49       291.49     3/1/2006     32800       32728.5     Cash Out Refinance     10.15  
  2436    
 
      MESA   AZ     85201     Primary   Single Family     180       175       49.77       11.9     11/1/2005   10/1/2020     298.44       298.44     3/1/2006     25000       24742.33     Cash Out Refinance     11.9  
  2437    
 
      GRAHAM   WA     98338     Primary   PUD     360       355       85.48       13.92     11/1/2005   10/1/1935     656.45       656.45     3/1/2006     55700       55647.14     Cash Out Refinance     13.92  
  2438    
 
      EAST TROY   WI     53120     Primary   Single Family     360       355       72.07       12.55     11/1/2005   10/1/1935     621.27       621.27     3/1/2006     58000       57925.01     Cash Out Refinance     12.55  
  2439    
 
      GREEN VALLEY   AZ     85614     Primary   Single Family     360       355       78.86       9.95     11/1/2005   10/1/1935     305.86       305.86     3/1/2006     35000       34920.44     Cash Out Refinance     9.95  
  2440    
 
      WILMINGTON   NC     28409     Primary   Single Family     240       235       67.54       11.5     11/1/2005   10/1/2025     266.61       266.61     3/1/2006     25000       24851.12     Cash Out Refinance     11.5  
  2441    
 
      MOUNT PLEASANT   SC     29466     Primary   PUD     360       355       60.61       10.1     11/1/2005   10/1/1935     530.99       530.99     3/1/2006     60000       59867.84     Cash Out Refinance     10.1  
  2442    
 
      SPARTA   TN     38583     Primary   Single Family     240       235       77.89       6.3     11/1/2005   10/1/2025     1543.39       1543.39     3/1/2006     210315       207074.46     Rate/Term Refinance     6.3  
  2443    
 
      BRISTOL   TN     37620     Primary   Single Family     360       355       90       8.45     11/1/2005   10/1/1935     482.19       482.19     3/1/2006     63000       62804.02     Cash Out Refinance     8.45  
  2444    
 
      SPARKS   NV     89436     Primary   Single Family     360       355       73.17       5.85     11/1/2005   10/1/1935     1462.5       1462.5     3/1/2006     300000       300000     Cash Out Refinance     5.85  
  2445    
 
      COMMERCE CITY   CO     80022     Primary   Single Family     360       355       85.85       6.05     11/1/2005   10/1/1935     869.37       869.37     3/1/2006     144228       143466     Cash Out Refinance     6.05  
  2446    
 
      DENVER   CO     80219     Primary   Single Family     360       355       79.57       5.99     11/1/2005   10/1/1935     895.97       895.97     3/1/2006     149600       148846.44     Cash Out Refinance     5.99  
  2447    
 
      OPA LOCKA   FL     33056     Primary   Single Family     360       355       44       7.45     11/1/2005   10/1/1935     535.77       535.77     3/1/2006     77000       76707.74     Rate/Term Refinance     7.45  
  2448    
 
      PHOENIX   AZ     85051     Primary   Single Family     360       355       88.13       5.99     11/1/2005   10/1/1935     717.84       717.84     3/1/2006     119858       119254.25     Rate/Term Refinance     5.99  

Page 61 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  2449    
 
      SEATTLE   WA     98199     Primary   Single Family     360       355       91.27       6.5     11/1/2005   10/1/1935     2768.5       2768.5     3/1/2006     511108       511108     Cash Out Refinance     6.5  
  2450    
 
      TUSTIN   CA     92780     Primary   Condominium     360       355       80       6.35     11/1/2005   10/1/1935     1926.17       1926.17     3/1/2006     364000       364000     Rate/Term Refinance     6.35  
  2451    
 
      BURLINGTON   MA     1803     Primary   Condominium     360       355       80       6.4     11/1/2005   10/1/1935     2090.67       2090.67     3/1/2006     392000       392000     Rate/Term Refinance     6.4  
  2452    
 
      TUNNELTON   WV     26444     Primary   Single Family     180       175       76.92       7.45     11/1/2005   10/1/2020     462.09       462.09     3/1/2006     50000       49232.24     Cash Out Refinance     7.45  
  2453    
 
      CANTON   OH     44708     Primary   Single Family     360       355       91.33       8.4     11/1/2005   10/1/1935     521.83       521.83     3/1/2006     68495       68280.2     Cash Out Refinance     8.4  
  2454    
 
      GLENDALE   AZ     85303     Primary   Single Family     360       355       69.6       5.4     11/1/2005   10/1/1935     687.88       687.88     3/1/2006     122500       121810.68     Cash Out Refinance     5.4  
  2455    
 
      MESA   AZ     85212     Primary   Single Family     360       355       80       8.4     11/1/2005   10/1/1935     365.69       365.69     3/1/2006     48000       47849.46     Cash Out Refinance     8.4  
  2456    
 
      DURANGO   CO     81303     Primary   Manufactured Housing     360       355       82.4       7.49     11/1/2005   10/1/1935     1381.42       1381.42     3/1/2006     197760       196812.91     Cash Out Refinance     7.49  
  2457    
 
      EMMETT   ID     83617     Primary   Single Family     360       355       80.49       6.25     11/1/2005   10/1/1935     495.6       495.6     3/1/2006     80490       80100.06     Cash Out Refinance     6.25  
  2458    
 
      OKLAHOMA CITY   OK     73119     Primary   Single Family     360       355       75.49       7.85     11/1/2005   10/1/1935     409.54       409.54     3/1/2006     56617.5       56419.09     Cash Out Refinance     7.85  
  2459    
 
      BALTIMORE   MD     21206     Primary   Single Family     360       355       67.5       7.3     11/1/2005   10/1/1935     925.53       925.53     3/1/2006     135000       134472.24     Cash Out Refinance     7.3  
  2460    
 
      ASHBURN   VA     20147     Primary   PUD     360       355       67.62       6.05     11/1/2005   10/1/1935     2863.67       2863.67     3/1/2006     568000       568000     Rate/Term Refinance     6.05  
  2461    
 
      VIRGINIA BEACH   VA     23462     Primary   Condominium     360       355       60.67       5.99     11/1/2005   10/1/1935     485.12       485.12     3/1/2006     81000       80591.98     Cash Out Refinance     5.99  
  2462    
 
      CEDAR RAPIDS   IA     52402     Primary   Single Family     360       355       90       9.3     11/1/2005   10/1/1935     1227.06       1227.06     3/1/2006     148500       148112.17     Rate/Term Refinance     9.3  
  2463    
 
      ELMA   WA     98541     Primary   Manufactured Housing     360       355       77.75       7.5     11/1/2005   10/1/1935     1043.86       1043.86     3/1/2006     149289.02       148719.45     Cash Out Refinance     7.5  
  2464    
 
      GRANTS PASS   OR     97527     Primary   Manufactured Housing     360       355       80       7.95     11/1/2005   10/1/1935     1548.2       1548.2     3/1/2006     212000       211145.57     Cash Out Refinance     7.95  
  2465    
 
      PLEASANT GROVE   UT     84062     Primary   Single Family     360       355       80       6.05     11/1/2005   10/1/1935     770.37       770.25     3/1/2006     152800       152754.2     Rate/Term Refinance     6.05  
  2466    
 
      LOOGOOTEE   IN     47553     Primary   Single Family     360       355       90       8.45     11/1/2005   10/1/1935     613.07       613.07     3/1/2006     80100       79851.43     Cash Out Refinance     8.45  
  2467    
 
      NINEVEH   IN     46164     Primary   Single Family     360       355       70       7.5     11/1/2005   10/1/1935     1150.21       1150.21     3/1/2006     164500       163881.89     Cash Out Refinance     7.5  
  2468    
 
      INDIANAPOLIS   IN     46222     Primary   Single Family     360       355       90       7.25     11/1/2005   10/1/1935     509.59       509.59     3/1/2006     74700       74405.07     Cash Out Refinance     7.25  
  2469    
 
      BLOOMINGTON   IN     47422     Primary   Single Family     180       175       76.48       7.25     11/1/2005   10/1/2020     1466.06       1466.06     3/1/2006     160600       158091.02     Rate/Term Refinance     7.25  
  2470    
 
      NOKESVILLE   VA     20181     Primary   Single Family     240       235       59.27       6.85     11/1/2005   10/1/2025     1298.92       1298.92     3/1/2006     169500       167824.19     Rate/Term Refinance     6.85  
  2471    
 
      EL PASO   TX     79902     Primary   Single Family     360       355       45.79       5.25     11/1/2005   10/1/1935     480.42       480.42     3/1/2006     87000       86496.65     Cash Out Refinance     5.25  
  2472    
 
      VIRGINIA BEACH   VA     23454     Primary   PUD     360       355       84.68       10.85     11/1/2005   10/1/1935     235.26       235.26     3/1/2006     25000       24953.08     Cash Out Refinance     10.85  
  2473    
 
      HAMPTON   VA     23666     Primary   Single Family     360       355       85.49       6.85     11/1/2005   10/1/1935     834.67       834.67     3/1/2006     127380.1       126836.22     Cash Out Refinance     6.85  
  2474    
 
      EAST SPARTA VILLAGE   OH     44626     Primary   Single Family     360       355       79.12       9.6     11/1/2005   10/1/1935     555.97       555.97     3/1/2006     65550       65385.47     Rate/Term Refinance     9.6  
  2475    
 
      NORWALK   OH     44857     Primary   Single Family     240       235       68.75       5.5     11/1/2005   10/1/2025     454.01       454.01     3/1/2006     66000       65170.99     Cash Out Refinance     5.5  
  2476    
 
      DEERFIELD   NH     3037     Primary   Single Family     180       175       74.21       7.35     11/1/2005   10/1/2020     1295.1       1295.1     3/1/2006     141000       138815.89     Cash Out Refinance     7.35  
  2477    
 
      HATFIELD   PA     19440     Primary   Single Family     120       115       71.99       9.2     11/1/2005   10/1/2015     766.57       766.57     3/1/2006     60000       58374.8     Cash Out Refinance     9.2  
  2478    
 
      BREA   CA     92821     Primary   Single Family     360       355       50.49       6.85     11/1/2005   10/1/1935     2107.46       2107.46     3/1/2006     321621.3       319042.42     Cash Out Refinance     6.85  
  2479    
 
      FRESNO   CA     93722     Primary   Single Family     360       355       85.48       11.85     11/1/2005   10/1/1935     709.93       709.93     3/1/2006     69800       69694.68     Rate/Term Refinance     11.85  
  2480    
 
      CEDAR PARK   TX     78613     Primary   Single Family     360       355       47.8       10.6     11/1/2005   10/1/1935     415.01       415.01     3/1/2006     45000       44910.89     Cash Out Refinance     10.6  
  2481    
 
      LITTLE EGG HARBOR   NJ     8087     Primary   Single Family     360       355       54.67       12.45     11/1/2005   10/1/1935     297.75       297.75     3/1/2006     28000       27962.98     Cash Out Refinance     12.45  
  2482    
 
      COLUMBUS   OH     43219     Primary   Single Family     240       235       65.49       7.99     11/1/2005   10/1/2025     465.28       465.28     3/1/2006     55666.5       55186.99     Cash Out Refinance     7.99  
  2483    
 
      TRACY   CA     95377     Primary   Single Family     360       355       90.49       6.25     11/1/2005   10/1/1935     3259.41       3259.41     3/1/2006     529366.5       526828.75     Rate/Term Refinance     6.25  
  2484    
 
      EAST LONGMEADOW   MA     1028     Primary   Single Family     360       355       74.41       6.85     11/1/2005   10/1/1935     1238.45       1238.45     3/1/2006     189000       188167.74     Cash Out Refinance     6.85  
  2485    
 
      STANWOOD   WA     98292     Primary   Single Family     360       355       70.25       6.25     11/1/2005   10/1/1935     1137.9       1137.9     3/1/2006     218477.5       218477.5     Cash Out Refinance     6.25  
  2486    
 
      SECANE   PA     19018     Primary   Single Family     360       355       63.15       9.5     11/1/2005   10/1/1935     428.84       428.84     3/1/2006     51000       50682.82     Cash Out Refinance     9.5  
  2487    
 
      KINGMAN   AZ     86409     Primary   Single Family     240       236       84.96       10.8     11/3/2005   10/3/2025     711.51       711.51     2/3/2006     69850       69392.47     Cash Out Refinance     10.8  
  2488    
 
      BROOKFIELD   WI     53045     Primary   Single Family     120       115       75.5       9.55     11/1/2005   10/1/2015     648.36       648.36     3/1/2006     50000       48695.27     Cash Out Refinance     9.55  

Page 62 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  2489    
 
      SANTA ROSA   CA     95403     Primary   Single Family     180       175       60.58       8.3     11/1/2005   10/1/2020     1235.78       1235.78     3/1/2006     127000       124865.09     Cash Out Refinance     8.3  
  2490    
 
      APOPKA   FL     32703     Primary   Single Family     360       355       40.36       10.05     11/1/2005   10/1/1935     220.32       220.32     3/1/2006     25000       24689.1     Cash Out Refinance     10.05  
  2491    
 
      LAKEWOOD   CA     90712     Primary   Single Family     360       355       80.45       9.15     11/1/2005   10/1/1935     558.58       558.58     3/1/2006     68500       68315.89     Cash Out Refinance     9.15  
  2492    
 
      BONITA SPRINGS   FL     34135     Primary   Single Family     360       355       70.37       6.85     11/1/2005   10/1/1935     1245       1245     3/1/2006     190000       189180.17     Cash Out Refinance     6.85  
  2493    
 
      CARSON CITY   NV     89701     Primary   Single Family     360       355       46.43       6.85     11/1/2005   10/1/1935     766.66       766.66     3/1/2006     117000       116500.39     Cash Out Refinance     6.85  
  2494    
 
      LAGRANGE   GA     30240     Primary   PUD     360       355       90.49       7.45     11/1/2005   10/1/1935     3148.12       3148.12     3/1/2006     452450       450733.01     Cash Out Refinance     7.45  
  2495    
 
      LAS CRUCES   NM     88005     Primary   PUD     360       355       42.36       6.45     11/1/2005   10/1/1935     691.67       691.67     3/1/2006     110000       109454.26     Cash Out Refinance     6.45  
  2496    
 
      APACHE JUNCTION   AZ     85220     Primary   PUD     360       355       85.49       10.55     11/1/2005   10/1/1935     465.95       465.95     3/1/2006     50730       50628.5     Cash Out Refinance     10.55  
  2497    
 
      KISSIMMEE   FL     34743     Primary   Single Family     360       355       46.3       7.85     11/1/2005   10/1/1935     361.67       361.67     3/1/2006     50000       49824.8     Cash Out Refinance     7.85  
  2498    
 
      WATERBURY   CT     6708     Primary   Single Family     360       355       85       6.9     11/1/2005   10/1/1935     867.71       867.71     3/1/2006     131750       131192.89     Cash Out Refinance     6.9  
  2499    
 
      LOS ANGELES   CA     90003     Primary   Two-Four Family     360       355       59.17       5.65     11/1/2005   10/1/1935     1402.69       1402.69     3/1/2006     243000       241553.68     Cash Out Refinance     5.65  
  2500    
 
      JACKSONVILLE   FL     32216     Primary   Single Family     360       355       77.2       8.65     11/1/2005   10/1/1935     944.84       944.84     3/1/2006     121200       120838.89     Cash Out Refinance     8.65  
  2501    
 
      ORLANDO   FL     32819     Primary   Single Family     360       355       66.15       6.99     11/1/2005   10/1/1935     1428.96       1428.96     3/1/2006     215000       214106.73     Cash Out Refinance     6.99  
  2502    
 
      MACON   GA     31217     Primary   Single Family     360       355       90       9.8     11/1/2005   10/1/1935     450.4       450.4     3/1/2006     52200       52077.5     Cash Out Refinance     9.8  
  2503    
 
      IMPERIAL   CA     92251     Primary   Single Family     360       355       80.49       6.4     11/1/2005   10/1/1935     1480.21       1480.21     3/1/2006     236640.6       235436.59     Cash Out Refinance     6.4  
  2504    
 
      LONG BEACH   CA     90805     Primary   Single Family     360       355       64.7       6.99     11/1/2005   10/1/1935     1569.47       1569.47     3/1/2006     236141.5       235159.86     Cash Out Refinance     6.99  
  2505    
 
      GILROY   CA     95020     Primary   Single Family     360       355       80.45       11.69     11/1/2005   10/1/1935     587.82       587.82     3/1/2006     58500       58408.58     Cash Out Refinance     11.69  
  2506    
 
      FRESNO   CA     93720     Primary   Single Family     360       355       70.98       11.83     11/1/2005   10/1/1935     304.67       304.67     3/1/2006     30000       29954.5     Cash Out Refinance     11.83  
  2507    
 
      NORTH READING   MA     1864     Primary   Single Family     360       355       90.42       10.85     11/1/2005   10/1/1935     884.55       884.55     2/15/2006     94000       93843.99     Rate/Term Refinance     10.85  
  2508    
 
      RIALTO   CA     92376     Primary   Single Family     360       355       68.64       6.3     11/1/2005   10/1/1935     1401.98       1401.98     3/1/2006     226500       225424.49     Cash Out Refinance     6.3  
  2509    
 
      LAWNDALE   CA     90260     Primary   Condominium     360       355       80       6.3     11/1/2005   10/1/1935     1856.92       1856.92     3/1/2006     300000       298575.52     Cash Out Refinance     6.3  
  2510    
 
      TULARE   CA     93274     Primary   Single Family     360       355       80       7.5     11/1/2005   10/1/1935     1566.25       1566.25     3/1/2006     224000       223158.32     Cash Out Refinance     7.5  
  2511    
 
      HUMBLE   TX     77339     Primary   PUD     240       235       66.67       6.7     11/1/2005   10/1/2025     616.06       616.06     3/1/2006     81340       80268.44     Rate/Term Refinance     6.7  
  2512    
 
      ST CLOUD   FL     34771     Primary   Single Family     360       355       90       8.1     11/1/2005   10/1/1935     2180.02       2180.02     3/1/2006     294300       293319.38     Cash Out Refinance     8.1  
  2513    
 
      LEBANON   NJ     8833     Primary   Single Family     360       355       19.84       9.85     11/1/2005   10/1/1935     1092.11       1092.11     3/1/2006     126000       125649.8     Cash Out Refinance     9.85  
  2514    
 
      MCKEESPORT   PA     15132     Primary   Single Family     360       355       68.84       7.5     11/1/2005   10/1/1935     351.36       351.36     3/1/2006     50250       50049.74     Cash Out Refinance     7.5  
  2515    
 
      PORT SAINT JOE   FL     32456     Primary   Single Family     360       355       80       7.95     11/1/2005   10/1/1935     1402.14       1402.14     3/1/2006     192000       191340.61     Cash Out Refinance     7.95  
  2516    
 
      CHANDLER   AZ     85226     Primary   Single Family     360       355       59.43       7.82     11/1/2005   10/1/1935     1500.21       1500.21     3/1/2006     208000       207266.79     Cash Out Refinance     7.82  
  2517    
 
      CHARLOTTE   NC     28210     Primary   Single Family     360       355       80       7.45     11/1/2005   10/1/1935     812.14       812.14     3/1/2006     116720       116277.02     Purchase     7.45  
  2518    
 
      CHESAPEAKE   VA     23323     Primary   Single Family     360       355       75       6.39     11/1/2005   10/1/1935     890.42       890.42     3/1/2006     142500       141834.92     Purchase     6.39  
  2519    
 
      BUFFALO   MN     55313     Primary   Condominium     360       355       80       7.45     11/1/2005   10/1/1935     1001.89       1001.89     3/1/2006     143992       143445.56     Purchase     7.45  
  2520    
 
      MCKINNEY   TX     75071     Primary   PUD     360       355       80       7.2     11/1/2005   10/1/1935     936.64       936.64     3/1/2006     137986       137435.82     Purchase     7.2  
  2521    
 
      RUTHER GLEN   VA     22546     Primary   PUD     360       355       80       7.24     11/1/2005   10/1/1935     1122.2       1122.2     3/1/2006     186000       186000     Purchase     7.24  
  2522    
 
      SACRAMENTO   CA     95823     Primary   Single Family     360       355       80       5.75     11/1/2005   10/1/1935     1194.08       1194.08     3/1/2006     249200       249200     Purchase     5.75  
  2523    
 
      MORGANTOWN   IN     46160     Primary   Single Family     240       236       71.28       10.4     11/3/2005   10/3/2025     267.76       267.76     2/3/2006     27000       26427.32     Cash Out Refinance     10.4  
  2524    
 
      SCOTTSDALE   AZ     85259     Primary   Single Family     360       356       52.4       10.75     11/15/2005   10/15/1935     331.39       331.39     2/15/2006     35500       35445.8     Cash Out Refinance     10.75  
  2525    
 
      PITTSBURGH   PA     15235     Primary   Single Family     360       356       69.88       5.99     11/15/2005   10/15/1935     343.18       343.18     2/15/2006     57300       57069.65     Cash Out Refinance     5.99  
  2526    
 
      CLAIRTON   PA     15025     Primary   Single Family     360       356       89.29       8.9     11/3/2005   10/3/1935     498.4       498.4     2/3/2006     62500       62359     Cash Out Refinance     8.9  
  2527    
 
      BAKERSFIELD   CA     93313     Primary   Single Family     360       355       90.23       6.2     11/1/2005   10/1/1935     2204.89       2204.89     3/1/2006     360000       358257.65     Cash Out Refinance     6.2  
  2528    
 
      HAMPTON   NH     3842     Primary   Single Family     360       356       87.5       6.6     11/15/2005   10/15/1935     1540       1540     2/15/2006     280000       280000     Cash Out Refinance     6.6  

Page 63 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  2529    
 
      KEYES   CA     95328     Primary   Single Family     360       355       41.5       5.5     11/1/2005   10/1/1935     596.18       596.18     3/1/2006     105000       104400.83     Cash Out Refinance     5.5  
  2530    
 
      FRANKLIN   IN     46131     Primary   Single Family     360       356       80       6.75     11/15/2005   10/15/1935     882.1       882.1     2/15/2006     136000       135527.63     Cash Out Refinance     6.75  
  2531    
 
      HENDERSONVILLE   TN     37075     Primary   Single Family     360       356       88.09       9.95     11/3/2005   10/3/1935     1023.88       1023.88     2/3/2006     117164       116951.79     Rate/Term Refinance     9.95  
  2532    
 
      DOWAGIAC   MI     49047     Primary   Single Family     360       356       77.29       6.95     11/3/2005   10/3/1935     434.9       434.9     2/3/2006     65700       65480.55     Cash Out Refinance     6.95  
  2533    
 
      BARNEGAT   NJ     8005     Primary   Single Family     360       356       23.88       8.25     11/15/2005   10/15/1935     559.7       559.7     2/15/2006     74500       74307.98     Cash Out Refinance     8.25  
  2534    
 
      HOLIDAY   FL     34691     Primary   Single Family     360       356       57.86       8.35     11/3/2005   10/3/1935     697.65       697.65     2/3/2006     92000       91767.66     Cash Out Refinance     8.35  
  2535    
 
      POST FALLS   ID     83854     Primary   Single Family     360       355       63.3       9.9     11/1/2005   10/1/1935     448.15       448.15     3/1/2006     51500       51372.3     Cash Out Refinance     9.9  
  2536    
 
      SOUTH AMBOY   NJ     8879     Primary   Single Family     180       176       81.81       11.6     11/3/2005   10/3/2020     293.64       293.64     2/3/2006     25000       24789.07     Cash Out Refinance     11.6  
  2537    
 
      LOUISVILLE   KY     40207     Primary   Single Family     360       356       80       6.5     11/15/2005   10/15/1935     809.05       809.05     2/15/2006     128000       127533.36     Cash Out Refinance     6.5  
  2538    
 
      CATHEDRAL CITY   CA     92234     Primary   Single Family     360       356       56.47       6.25     11/15/2005   10/15/1935     1477.73       1477.73     2/15/2006     240000       238820.69     Rate/Term Refinance     6.25  
  2539    
 
      ROUND ROCK   TX     78664     Primary   Single Family     360       356       80       13.1     11/3/2005   10/3/1935     279.29       279.29     2/3/2006     25070       25047.3     Cash Out Refinance     13.1  
  2540    
 
      LUMBERTON   NJ     8048     Primary   Single Family     360       355       68.77       6.25     11/1/2005   10/1/1935     2013.02       2013.02     3/1/2006     386500       386500     Cash Out Refinance     6.25  
  2541    
 
      JACKSON   NJ     8527     Primary   Single Family     360       356       70.49       13.2     11/3/2005   10/3/1935     1507.64       1507.64     2/3/2006     134388       134253.56     Cash Out Refinance     13.2  
  2542    
 
      PIPE CREEK   TX     78063     Primary   Single Family     360       356       80       7.35     12/1/2005   11/1/1935     683.47       683.47     3/1/2006     99200       98892.2     Cash Out Refinance     7.35  
  2543    
 
      NEW PROVIDENCE   NJ     7974     Primary   Single Family     360       355       25.71       7.4     11/1/2005   10/1/1935     934.71       934.71     3/1/2006     135000       134482.62     Cash Out Refinance     7.4  
  2544    
 
      LANCASTER   CA     93535     Primary   Single Family     360       355       75       6.375     11/1/2005   10/1/1935     1340.54       1340.54     3/1/2006     232500       231967.46     Cash Out Refinance     6.375  
  2545    
 
      WATERBURY   CT     6705     Primary   Single Family     360       355       80       7.4     11/1/2005   10/1/1935     802.61       802.61     3/1/2006     115920       115475.71     Purchase     7.4  
  2546    
 
      TERRE HAUTE   IN     47802     Primary   Single Family     360       355       85       8     11/1/2005   10/1/1935     785.87       785.87     3/1/2006     107100       106735.83     Purchase     8  
  2547    
 
      MAPLE GROVE   MN     55311     Primary   Condominium     360       355       80       6.65     11/1/2005   10/1/1935     994.49       994.49     3/1/2006     179456       179456     Purchase     6.65  
  2548    
 
      ORLANDO   FL     32837     Primary   Condominium     360       355       80       7.15     11/1/2005   10/1/1935     836.76       836.76     3/1/2006     140435       140435     Purchase     7.15  
  2549    
 
      WYLIE   TX     75098     Primary   PUD     360       355       90       6.55     11/1/2005   10/1/1935     916.13       916.13     3/1/2006     144190       143537.45     Purchase     6.55  
  2550    
 
      SPRING   TX     77379     Primary   PUD     360       355       90       6.65     11/1/2005   10/1/1935     730.88       730.88     3/1/2006     113849.1       113247.56     Purchase     6.65  
  2551    
 
      STUART   IA     50250     Primary   Single Family     360       355       90       9.88     11/1/2005   10/1/1935     625.48       625.48     3/1/2006     72000       71833.89     Purchase     9.88  
  2552    
 
      STAFFORD   VA     22556     Primary   PUD     360       355       80       7.3     11/1/2005   10/1/1935     2681.73       2681.73     3/1/2006     440832       440832     Purchase     7.3  
  2553    
 
      MORENO VALLEY   CA     92557     Primary   Single Family     360       355       80       6.25     11/1/2005   10/1/1935     1579.17       1579.17     3/1/2006     303200       303200     Purchase     6.25  
  2554    
 
      MIAMI   FL     33150     Primary   Single Family     360       355       80       6.6     11/1/2005   10/1/1935     766.4       766.4     3/1/2006     120000       119462.11     Purchase     6.6  
  2555    
 
      PEYTON   CO     80831     Primary   Single Family     360       356       84.38       6.24     11/15/2005   10/15/1935     776.62       776.62     2/15/2006     149350       149350     Cash Out Refinance     6.24  
  2556    
 
      WEST PALM BEACH   FL     33407     Primary   Single Family     360       356       77.25       6.9     11/15/2005   10/15/1935     763.16       763.16     2/15/2006     115875       115484.12     Cash Out Refinance     6.9  
  2557    
 
      STRASBURG   VA     22657     Primary   Condominium     360       356       68.75       6.25     11/3/2005   10/3/1935     677.29       677.29     2/3/2006     110000       109579.24     Cash Out Refinance     6.25  
  2558    
 
      PUYALLUP   WA     98374     Primary   PUD     360       355       85.69       6.125     11/1/2005   10/1/1935     3306.08       3306.08     3/1/2006     544110       541438.62     Cash Out Refinance     6.125  
  2559    
 
      OLALLA   WA     98359     Primary   Manufactured Housing     360       356       82.9       8.1     11/15/2005   10/15/1935     1203.67       1203.67     2/15/2006     162493.21       162061.5     Cash Out Refinance     8.1  
  2560    
 
      SUNDERLAND   VT     5250     Primary   Single Family     360       356       65.1       11.8     11/3/2005   10/3/1935     289.39       289.39     2/3/2006     28560       28422.31     Cash Out Refinance     11.8  
  2561    
 
      DUMFRIES   VA     22026     Primary   PUD     360       356       84.99       11.45     11/3/2005   10/3/1935     543.06       543.06     2/3/2006     55050       54974.86     Cash Out Refinance     11.45  
  2562    
 
      FORT WORTH   TX     76137     Primary   Single Family     120       116       67.95       9.8     11/3/2005   10/3/2015     445.56       445.56     2/3/2006     34000       33210.39     Cash Out Refinance     9.8  
  2563    
 
      KILLEEN   TX     76542     Primary   Single Family     360       356       66.05       10.65     11/3/2005   10/3/1935     259.28       259.28     2/3/2006     28000       27424.81     Cash Out Refinance     10.65  
  2564    
 
      GUSTINE   CA     95322     Primary   Single Family     360       356       80.15       6.25     11/15/2005   10/15/1935     1988.77       1988.77     2/15/2006     323000       321763.09     Cash Out Refinance     6.25  
  2565    
 
      MANCHESTER   NJ     8759     Primary   Single Family     360       356       80.99       11     11/3/2005   10/3/1935     333.32       333.32     2/3/2006     35000       34948.65     Cash Out Refinance     11  
  2566    
 
      TUCSON   AZ     85713     Primary   Single Family     360       356       80       9.3     11/3/2005   10/3/1935     236.5       236.5     2/3/2006     28621       28561.56     Cash Out Refinance     9.3  
  2567    
 
      HENDERSON   NV     89015     Primary   Condominium     360       355       87.49       6.3     11/1/2005   10/1/1935     936.97       936.97     3/1/2006     178470       178470     Cash Out Refinance     6.3  
  2568    
 
      NORTH FORT MYERS   FL     33917     Primary   Manufactured Housing     360       356       82.4       7.5     11/3/2005   10/3/1935     777.81       777.81     2/3/2006     111240       110906.64     Rate/Term Refinance     7.5  

Page 64 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  2569    
 
      OKLAHOMA CITY   OK     73114     Primary   Single Family     360       356       64.76       9.85     11/15/2005   10/15/1935     589.23       589.23     2/15/2006     68000       67873.43     Cash Out Refinance     9.85  
  2570    
 
      HOUSTON   TX     77017     Primary   Single Family     180       176       55       7.3     11/3/2005   10/3/2020     503.63       503.63     2/3/2006     55000       53452.62     Cash Out Refinance     7.3  
  2571    
 
      NEW CARROLLTON   MD     20784     Primary   Condominium     360       356       60       7.05     11/3/2005   10/3/1935     521.56       521.56     2/3/2006     78000       77744.52     Cash Out Refinance     7.05  
  2572    
 
      MESA   AZ     85201     Primary   Single Family     360       356       85.49       6.35     11/3/2005   10/3/1935     973.47       973.47     2/3/2006     156446       155619.89     Rate/Term Refinance     6.35  
  2573    
 
      MIAMI   FL     33177     Primary   Townhouse     360       356       87.1       5.99     11/3/2005   10/3/1935     1212.98       1212.97     2/3/2006     243000       243000     Cash Out Refinance     5.99  
  2574    
 
      WESTPOINT   UT     84015     Primary   Single Family     360       355       80       7.25     11/1/2005   10/1/1935     1184.17       1184.17     3/1/2006     196000       196000     Rate/Term Refinance     7.25  
  2575    
 
      MILTON   FL     32570     Primary   Single Family     360       355       82.4       6.3     11/1/2005   10/1/1935     734.45       734.45     3/1/2006     118656       118092.59     Purchase     6.3  
  2576    
 
      MARTINSBURG   WV     25401     Primary   PUD     360       355       92.7       6.99     11/1/2005   10/1/1935     1675.83       1675.83     3/1/2006     252144       251096.41     Purchase     6.99  
  2577    
 
      PRAIRIEVILLE   LA     70769     Primary   Single Family     360       355       80       7.15     11/1/2005   10/1/1935     832.11       832.11     3/1/2006     123200       122643.1     Purchase     7.15  
  2578    
 
      STUART   FL     34997     Second Home   Condominium     360       355       80       6.4     11/1/2005   10/1/1935     1318.9       1318.9     3/1/2006     210852       209869.8     Purchase     6.4  
  2579    
 
      AURORA   CO     80011     Primary   Single Family     360       355       90       5.6     11/1/2005   10/1/1935     933.97       933.89     3/1/2006     200137       200106.61     Purchase     5.6  
  2580    
 
      FORT WORTH   TX     76131     Primary   PUD     360       355       90       7.15     11/1/2005   10/1/1935     903.09       903.09     3/1/2006     133710       133171.62     Purchase     7.15  
  2581    
 
      EL DORADO HILLS   CA     95762     Primary   PUD     360       355       79.9       5.95     11/1/2005   10/1/1935     2981.7       2981.7     3/1/2006     500000       496865.49     Purchase     5.95  
  2582    
 
      CEDAR HILL   TX     75104     Primary   Single Family     360       355       90.9       6.99     11/1/2005   10/1/1935     794.24       794.24     3/1/2006     136350       136350     Purchase     6.99  
  2583    
 
      COLORADO SPRINGS   CO     80906     Primary   Single Family     360       355       80       5.7     11/1/2005   10/1/1935     577.22       577.22     3/1/2006     121520       121520     Purchase     5.7  
  2584    
 
      MIAMI   FL     33177     Primary   Single Family     360       355       80       7.1     11/1/2005   10/1/1935     1112.33       1112.33     3/1/2006     188000       188000     Purchase     7.1  
  2585    
 
      LITTLETON   CO     80126     Primary   Condominium     360       355       80       7     11/1/2005   10/1/1935     634.2       634.2     3/1/2006     108720       108720     Purchase     7  
  2586    
 
      PALM HARBOR   FL     34683     Primary   Single Family     360       355       80       7.5     11/1/2005   10/1/1935     559.38       559.38     3/1/2006     80000       79697.49     Purchase     7.5  
  2587    
 
      DECATUR   GA     30032     Primary   Single Family     360       355       89.86       7.99     11/1/2005   10/1/1935     974.25       974.25     3/1/2006     132900       132447.23     Purchase     7.99  
  2588    
 
      SALEM   OR     97301     Primary   Single Family     360       355       80       6.5     11/1/2005   10/1/1935     2427.15       2427.15     3/1/2006     384000       382245.35     Purchase     6.5  
  2589    
 
      FORT WORTH   TX     76112     Primary   Single Family     360       356       93.2       5.99     11/4/2005   10/4/1935     480.06       480.06     2/4/2006     80155       79832.79     Rate/Term Refinance     5.99  
  2590    
 
      MIAMI GARDENS   FL     33055     Primary   Single Family     360       356       63.97       11.1     11/4/2005   10/4/1935     556.74       556.74     2/4/2006     58000       57917.9     Cash Out Refinance     11.1  
  2591    
 
      PITTSBURGH   PA     15204     Primary   Single Family     360       356       69.15       6.9     11/15/2005   10/15/1935     428.1       428.1     2/15/2006     65000       64780.72     Cash Out Refinance     6.9  
  2592    
 
      SHARON   PA     16146     Primary   Single Family     360       356       70       6.7     11/4/2005   10/4/1935     1242.17       1242.17     2/4/2006     192500       191824.86     Cash Out Refinance     6.7  
  2593    
 
      LEBANON   NH     3766     Primary   Single Family     360       356       68.15       6.63     11/15/2005   10/15/1935     627.83       627.83     2/15/2006     98000       97651.6     Cash Out Refinance     6.63  
  2594    
 
      SAN FRANCISCO   CA     94112     Primary   Single Family     360       356       78.86       6.45     11/15/2005   10/15/1935     3198.13       3198.13     2/15/2006     595000       595000     Cash Out Refinance     6.45  
  2595    
 
      KALAMA   WA     98625     Primary   Manufactured Housing     180       176       82.4       7.25     11/15/2005   10/15/2020     1504.4       1504.4     2/15/2006     164800       162746.55     Cash Out Refinance     7.25  
  2596    
 
      EASTON   PA     18042     Primary   Single Family     360       356       62.5       6.99     11/15/2005   10/15/1935     332.32       332.32     2/15/2006     50000       47819.57     Cash Out Refinance     6.99  
  2597    
 
      NORTH BALDWIN   NY     11510     Primary   Single Family     360       356       90       7.75     11/15/2005   10/15/1935     2708.04       2708.04     2/15/2006     378000       376922.46     Cash Out Refinance     7.75  
  2598    
 
      PANHANDLE   TX     79068     Primary   Single Family     360       356       75.49       11.3     11/4/2005   10/4/1935     431.28       431.28     2/4/2006     44230.5       44170.54     Cash Out Refinance     11.3  
  2599    
 
      MADISON   CT     6443     Primary   Single Family     360       356       69.53       6.25     11/15/2005   10/15/1935     1446.94       1446.94     2/15/2006     235000       234101.09     Cash Out Refinance     6.25  
  2600    
 
      JACKSONVILLE   FL     32259     Primary   Single Family     360       356       81.49       9.45     11/4/2005   10/4/1935     627.91       627.91     2/4/2006     75000       74849.1     Cash Out Refinance     9.45  
  2601    
 
      ZEPHYRHILLS   FL     33540     Primary   Single Family     360       356       85.15       10.2     11/4/2005   10/4/1935     392.66       392.66     2/4/2006     44000       43924.4     Cash Out Refinance     10.2  
  2602    
 
      ESCONDIDO   CA     92029     Primary   Condominium     360       356       78.12       6.625     12/1/2005   11/1/1935     1600.62       1600.62     3/1/2006     249975       249085.47     Cash Out Refinance     6.625  
  2603    
 
      LEHIGH ACRES   FL     33971     Primary   Single Family     360       356       42.86       6.9     11/15/2005   10/15/1935     513.71       513.71     2/15/2006     78000       77646.97     Cash Out Refinance     6.9  
  2604    
 
      ROSEVILLE   CA     95747     Primary   Single Family     360       356       60       6.3     11/15/2005   10/15/1935     1671.23       1671.23     2/15/2006     270000       268955.73     Cash Out Refinance     6.3  
  2605    
 
      UNION CITY   TN     38261     Primary   Single Family     240       236       90.49       9.75     11/4/2005   10/4/2025     635.16       635.16     2/4/2006     66962.6       66589.16     Rate/Term Refinance     9.75  
  2606    
 
      ARLINGTON   VA     22204     Primary   Single Family     360       356       80       7.42     11/15/2005   10/15/1935     3061.99       3061.78     2/15/2006     495200       495166.36     Cash Out Refinance     7.42  
  2607    
 
      ANTIOCH   TN     37013     Primary   PUD     360       356       72.96       6.8     12/1/2005   11/1/1935     546.97       546.97     3/1/2006     83900       83611.41     Cash Out Refinance     6.8  
  2609    
 
      SOMERS POINT   NJ     8244     Primary   Single Family     360       355       67.14       6.7     11/1/2005   10/1/1935     1213.12       1213.12     3/1/2006     188000       187071.31     Cash Out Refinance     6.7  

Page 65 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  2610    
 
      CANYON LAKE   TX     78133     Primary   Single Family     360       356       56.93       6.65     11/4/2005   10/4/1935     500.73       500.73     2/4/2006     78000       77723.8     Cash Out Refinance     6.65  
  2611    
 
      JUPITER   FL     33458     Primary   Single Family     180       176       79.92       10.75     11/15/2005   10/15/2020     560.09       560.09     2/15/2006     60000       59908.42     Cash Out Refinance     10.75  
  2612    
 
      ROWLETT   TX     75089     Primary   Single Family     360       355       80       6.6     11/1/2005   10/1/1935     549.56       549.56     3/1/2006     99920       99920     Purchase     6.6  
  2613    
 
      LANCASTER   PA     17603     Primary   Single Family     360       355       80       6.6     11/1/2005   10/1/1935     784.28       784.28     3/1/2006     122800       122247.66     Purchase     6.6  
  2614    
 
      ENGLEWOOD   CO     80110     Primary   Single Family     360       355       80       6.5     11/1/2005   10/1/1935     834.08       834.08     3/1/2006     131960       131357.02     Purchase     6.5  
  2615    
 
      DALLAS   TX     75228     Primary   Single Family     360       355       80       8.1     11/1/2005   10/1/1935     462.59       462.59     3/1/2006     62448       62239.88     Purchase     8.1  
  2616    
 
      MECHANICSVILLE   VA     23116     Primary   Single Family     360       355       80       6.35     11/1/2005   10/1/1935     952.29       951.92     3/1/2006     179960       179890.93     Purchase     6.35  
  2617    
 
      SHINGLETOWN   CA     96088     Primary   Single Family     360       355       80       6.25     11/1/2005   10/1/1935     985.15       985.15     3/1/2006     160000       159200.92     Purchase     6.25  
  2618    
 
      ORLANDO   FL     32829     Primary   PUD     360       355       79.94       5.9     11/1/2005   10/1/1935     1684.9       1684.9     3/1/2006     342691       342691     Purchase     5.9  
  2619    
 
      SACRAMENTO   CA     95758     Primary   Single Family     360       355       80       6.05     11/1/2005   10/1/1935     2004.31       2004.31     3/1/2006     397550       397550     Purchase     6.05  
  2620    
 
      RENO   NV     89521     Primary   PUD     360       355       80       6.3     11/1/2005   10/1/1935     1877.8       1877.8     3/1/2006     357676       357607.11     Purchase     6.3  
  2621    
 
      LOUISVILLE   KY     40215     Investor   Single Family     360       355       80       7.35     11/1/2005   10/1/1935     440.95       440.95     3/1/2006     64000       63752.24     Cash Out Refinance     7.35  
  2622    
 
      RALEIGH   NC     27616     Primary   PUD     360       355       80       7.7     11/1/2005   10/1/1935     752.89       752.89     3/1/2006     105600       105218.69     Purchase     7.7  
  2623    
 
      UKIAH   CA     95482     Primary   Single Family     180       175       100       9.95     11/1/2005   10/1/2020     803.97       803.97     3/1/2006     92000       91743.29     Purchase     9.95  
  2624    
 
      COLORADO SPRINGS   CO     80918     Primary   Single Family     360       356       80       6.84     12/1/2005   11/1/1935     1208.4       1208.4     3/1/2006     212000       212000     Rate/Term Refinance     6.84  
  2625    
 
      CARNATION   WA     98014     Primary   Single Family     360       356       75.54       7.55     11/15/2005   10/15/1935     3422.04       3422.04     2/15/2006     543900       543900     Cash Out Refinance     7.55  
  2626    
 
      HASLET   NJ     7730     Primary   Single Family     360       355       80       6.75     11/1/2005   10/1/1935     1755       1755     3/1/2006     312000       312000     Purchase     6.75  
  2627    
 
      LEE’S SUMMIT   MO     64082     Primary   Single Family     120       116       80       8.99     11/5/2005   10/5/2015     431.65       431.65     2/5/2006     34089       33375.96     Cash Out Refinance     8.99  
  2628    
 
      ANTHEM   AZ     85086     Primary   PUD     360       356       80.49       11.7     11/15/2005   10/15/1935     506.57       506.57     2/15/2006     50375       50312.44     Cash Out Refinance     11.7  
  2629    
 
      TURTLE CREEK   PA     15145     Primary   Single Family     360       356       90       9     11/15/2005   10/15/1935     477.95       477.95     2/15/2006     59400       59268.53     Rate/Term Refinance     9  
  2630    
 
      ORANGE PARK   FL     32065     Primary   Single Family     360       356       80       6.75     11/5/2005   10/5/1935     1027.38       1027.38     2/5/2006     158400       157849.86     Rate/Term Refinance     6.75  
  2631    
 
      MEMPHIS   TN     38105     Primary   Single Family     180       176       66.67       8.95     11/5/2005   10/5/2020     505.65       505.65     2/5/2006     50000       49179.77     Cash Out Refinance     8.95  
  2632    
 
      HAMILTON   OH     45013     Primary   Single Family     360       356       80       7.99     11/15/2005   10/15/1935     709.61       709.61     2/15/2006     96800       96534.8     Cash Out Refinance     7.99  
  2633    
 
      FREDERICKSBURG   PA     17026     Primary   Single Family     360       356       59.41       9.3     11/5/2005   10/5/1935     396.63       396.63     2/5/2006     48000       47900.33     Cash Out Refinance     9.3  
  2634    
 
      STAFFORD   VA     22554     Primary   Townhouse     360       356       53.3       6.45     11/5/2005   10/5/1935     710.53       710.53     2/5/2006     113000       112584.04     Cash Out Refinance     6.45  
  2635    
 
      WEST VALLEY CITY   UT     84120     Primary   Single Family     360       356       80       5.4     11/15/2005   10/15/1935     795.13       795.13     2/15/2006     141600       140964.01     Rate/Term Refinance     5.4  
  2636    
 
      WEST VALLEY CITY   UT     84120     Primary   Single Family     360       356       100       10.3     11/5/2005   10/5/1935     318.54       318.54     2/5/2006     35400       35340.43     Cash Out Refinance     10.3  
  2637    
 
      CORAL SPRINGS   FL     33071     Primary   Single Family     360       356       79.99       9.9     11/5/2005   10/5/1935     469.91       469.91     2/5/2006     54000       53902.6     Rate/Term Refinance     9.9  
  2638    
 
      MIRAMAR   FL     33027     Primary   Single Family     360       356       76.89       8.65     11/5/2005   10/5/1935     475.54       475.54     2/5/2006     61000       60855.12     Cash Out Refinance     8.65  
  2639    
 
      WILLINGBORO   NJ     8046     Primary   Single Family     360       356       81.2       10.9     11/5/2005   10/5/1935     236.2       236.2     2/5/2006     25000       24960.6     Cash Out Refinance     10.9  
  2640    
 
      GLENDORA   CA     91740     Primary   Single Family     360       356       77.58       6.25     11/15/2005   10/15/1935     2684.53       2684.53     2/15/2006     436000       434214.96     Cash Out Refinance     6.25  
  2641    
 
      GILBERT   AZ     85234     Primary   Single Family     360       356       70       5.15     11/5/2005   10/5/1935     932.62       932.62     2/5/2006     170800       169882.14     Cash Out Refinance     5.15  
  2642    
 
      EAST STROUDSBURG   PA     18301     Primary   Single Family     360       356       90       10     11/5/2005   10/5/1935     443.88       443.88     2/5/2006     50580       50489.36     Rate/Term Refinance     10  
  2643    
 
      CLEARWATER   FL     33760     Primary   Single Family     180       176       75.49       9.85     11/5/2005   10/5/2020     878.57       878.57     2/5/2006     82460       81643.16     Cash Out Refinance     9.85  
  2644    
 
      ORLANDO   FL     32818     Primary   PUD     360       356       70       7.8     11/5/2005   10/5/1935     293.47       293.47     2/5/2006     40766       40650.92     Cash Out Refinance     7.8  
  2645    
 
      BONAIRE   GA     31005     Primary   Single Family     360       356       88       7.1     11/5/2005   10/5/1935     591.39       591.39     2/5/2006     88000       87698.13     Cash Out Refinance     7.1  
  2646    
 
      JOHNSTOWN   CO     80534     Primary   PUD     360       356       84.52       12.55     11/5/2005   10/5/1935     267.79       267.79     2/5/2006     25000       24974.28     Cash Out Refinance     12.55  
  2647    
 
      BUCKEYE   AZ     85326     Primary   PUD     360       356       89.6       6.99     11/15/2005   10/15/1935     1030.18       1030.18     2/15/2006     155000       154486.32     Cash Out Refinance     6.99  
  2648    
 
      DELHI   CA     95315     Primary   Single Family     360       356       66.78       6.25     12/1/2005   11/1/1935     1200.65       1200.65     3/1/2006     195000       194254.09     Cash Out Refinance     6.25  
  2649    
 
      PLUMAS LAKE   CA     95961     Primary   Single Family     360       356       80       6.25     12/1/2005   11/1/1935     1520.83       1520.83     3/1/2006     292000       292000     Rate/Term Refinance     6.25  

Page 66 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  2650    
 
      PLUMAS LAKE   CA     95961     Primary   Single Family     180       176       100       9.33     12/1/2005   11/1/2020     604.79       604.79     3/1/2006     73000       72849.4     Cash Out Refinance     9.33  
  2651    
 
      FRESNO   CA     93702     Primary   Single Family     360       356       63       5.93     12/1/2005   11/1/1935     529.25       529.25     3/1/2006     107100       107100     Cash Out Refinance     5.93  
  2652    
 
      RENTON   WA     98059     Primary   Single Family     360       356       80       6.25     11/5/2005   10/5/1935     1104.17       1104.17     2/5/2006     212000       212000     Cash Out Refinance     6.25  
  2653    
 
      LAKELANE   FL     33809     Primary   Single Family     360       356       68.92       6.95     12/1/2005   11/1/1935     675.19       675.19     3/1/2006     102000       101659.29     Cash Out Refinance     6.95  
  2654    
 
      KANSAS CITY   MO     64132     Primary   Single Family     360       355       74.36       7.6     11/1/2005   10/1/1935     530.26       530.26     3/1/2006     75100       74823.38     Cash Out Refinance     7.6  
  2655    
 
      NEWMANSTOWN   PA     17073     Primary   Single Family     360       355       90       9.23     11/1/2005   10/1/1935     1662.98       1662.98     3/1/2006     202500       201964.65     Cash Out Refinance     9.23  
  2656    
 
      ENOLA   PA     17025     Primary   Single Family     360       356       74.36       10.3     12/1/2005   11/1/1935     1181.01       1181.01     3/1/2006     131250       131029.39     Cash Out Refinance     10.3  
  2658    
 
      LAUDERHILL   FL     33313     Primary   Single Family     360       356       78.6       6.75     12/1/2005   11/1/1935     1096.13       1096.13     3/1/2006     169000       168413.06     Cash Out Refinance     6.75  
  2659    
 
      BALTIMORE   MD     21207     Primary   Single Family     360       356       87.93       9.25     12/1/2005   11/1/1935     1222.5       1222.5     3/1/2006     148600       148288.25     Cash Out Refinance     9.25  
  2660    
 
      VILLAGE OF VERNON   MI     48476     Primary   Single Family     360       355       85       9.2     11/1/2005   10/1/1935     856.33       856.33     3/1/2006     104495.22       104271.87     Cash Out Refinance     9.2  
  2661    
 
      KISSIMEE   FL     34746     Primary   Single Family     360       355       30.36       7.43     11/1/2005   10/1/1935     555.54       555.54     3/1/2006     79939.79       79696.05     Cash Out Refinance     7.43  
  2662    
 
      HUMBLE   TX     77396     Primary   Single Family     360       356       60.6       8.75     11/6/2005   10/6/1935     436.23       436.23     2/6/2006     55450       55320.97     Cash Out Refinance     8.75  
  2663    
 
      NORTHPORT   FL     34286     Primary   Single Family     240       236       74.52       8.75     11/15/2005   10/15/2025     397.67       397.67     2/15/2006     45000       44711.69     Cash Out Refinance     8.75  
  2664    
 
      CORNELIUS   NC     28031     Primary   Condominium     360       356       43.27       10.55     11/6/2005   10/6/1935     257.18       257.18     2/6/2006     28000       27955.36     Cash Out Refinance     10.55  
  2665    
 
      CORNING   CA     96021     Primary   Single Family     360       356       57.14       6.2     12/1/2005   11/1/1935     692.87       692.87     2/15/2006     113128       112801.18     Cash Out Refinance     6.2  
  2666    
 
      EAST LANSING   MI     48823     Primary   Single Family     360       356       83.57       8.9     12/1/2005   11/1/1935     1419.44       1419.44     3/1/2006     178000       177588.88     Cash Out Refinance     8.9  
  2667    
 
      RIVERSIDE   CA     92501     Primary   Single Family     360       356       79.12       6     12/1/2005   11/1/1935     2205.87       2205.87     3/1/2006     367920       366436.6     Purchase     6  
  2668    
 
      LYNN HAVEN   FL     32444     Primary   Single Family     360       356       100       10.2     11/4/2005   10/4/1935     326.62       326.62     2/4/2006     36600       36515.13     Purchase     10.2  
  2669    
 
      SALEM   IN     47167     Primary   Single Family     360       356       100       12.9     11/3/2005   10/3/1935     190.03       190.03     2/3/2006     17300       17262.97     Purchase     12.9  
  2670    
 
      HIALEAH   FL     33015     Primary   PUD     240       236       54.29       7.9     11/7/2005   10/7/2025     581.16       581.16     2/7/2006     70000       69456.78     Cash Out Refinance     7.9  
  2671    
 
      LA VALLE   WI     53941     Primary   Single Family     360       356       55.71       6.35     11/15/2005   10/15/1935     622.24       622.24     2/15/2006     100000       99624.74     Cash Out Refinance     6.35  
  2672    
 
      SAN BERNANDINO   CA     92404     Primary   Single Family     360       356       86.79       6.3     12/1/2005   11/1/1935     1504.11       1504.11     3/1/2006     243000       242079.34     Cash Out Refinance     6.3  
  2673    
 
      KATY   TX     77494     Primary   PUD     360       356       83.02       8.6     11/7/2005   10/7/1935     221.17       221.17     2/7/2006     28500       28431.59     Rate/Term Refinance     8.6  
  2674    
 
      ELWOOD   IN     46036     Primary   Single Family     360       356       90.98       8.45     11/15/2005   10/15/1935     710.23       710.23     2/15/2006     92795       92564.55     Cash Out Refinance     8.45  
  2675    
 
      RIALTO   CA     92376     Primary   Single Family     360       356       86.16       7.45     11/15/2005   10/15/1935     2188.17       2188.17     2/15/2006     314484       313532.19     Cash Out Refinance     7.45  
  2676    
 
      MIDDLE ISLAND   NY     11953     Primary   Single Family     360       356       70.18       11.65     11/7/2005   10/7/1935     250.44       250.44     2/7/2006     25000       24968.62     Cash Out Refinance     11.65  
  2677    
 
      HELENDALE   CA     92342     Primary   Single Family     360       356       80.49       11.84     11/7/2005   10/7/1935     321.41       321.41     2/7/2006     31625       31586.93     Cash Out Refinance     11.84  
  2678    
 
      HOUSTON   TX     77096     Primary   Single Family     360       356       80       7.4     11/15/2005   10/15/1935     1024.73       1024.73     2/15/2006     148000       147546.5     Cash Out Refinance     7.4  
  2679    
 
      TEMECULA   CA     92592     Primary   PUD     360       356       75.83       11.55     11/15/2005   10/15/1935     497.06       497.06     2/15/2006     50000       46953.48     Cash Out Refinance     11.55  
  2680    
 
      PERRIS   CA     92571     Primary   Single Family     360       356       45.14       5.65     11/7/2005   10/7/1935     669.6       669.6     2/7/2006     116000       114298.51     Cash Out Refinance     5.65  
  2681    
 
      TOMS RIVER   NJ     8757     Primary   Single Family     360       356       61.83       9.9     11/7/2005   10/7/1935     304.57       304.57     2/7/2006     35000       34935.94     Cash Out Refinance     9.9  
  2682    
 
      NORMAN   OK     73071     Primary   Single Family     360       356       84.3       7.19     11/15/2005   10/15/1935     709.99       709.99     2/15/2006     104700       104366.36     Rate/Term Refinance     7.19  
  2683    
 
      LORTON   VA     22079     Primary   Single Family     360       356       84.59       10.1     11/7/2005   10/7/1935     265.5       265.5     2/7/2006     30000       29947.34     Cash Out Refinance     10.1  
  2684    
 
      MEDFORD   NY     11763     Primary   Single Family     360       356       85.49       12.72     11/7/2005   10/7/1935     334.53       334.53     2/7/2006     30850       30797.58     Cash Out Refinance     12.72  
  2685    
 
      YUBA CITY   CA     95993     Primary   Single Family     360       356       85.49       11.45     11/7/2005   10/7/1935     381.77       381.77     2/7/2006     38700       38649.24     Cash Out Refinance     11.45  
  2686    
 
      ALPINE   CA     91901     Primary   Single Family     360       356       67.91       11.69     11/7/2005   10/7/1935     823.95       823.95     2/7/2006     82000       81897.98     Cash Out Refinance     11.69  
  2687    
 
      GARDEN GROVE   CA     92840     Primary   Single Family     360       356       55.93       11     11/5/2005   10/5/1935     380.93       380.93     2/5/2006     40000       39942.16     Cash Out Refinance     11  
  2688    
 
      GLOVERSVILLE   NY     12078     Primary   Single Family     360       356       84.21       10.1     11/15/2005   10/15/1935     707.99       707.99     2/15/2006     80000.5       79860.14     Cash Out Refinance     10.1  
  2689    
 
      WEED   CA     96094     Primary   Single Family     360       356       87.24       7.85     12/1/2005   11/1/1935     915.02       915.02     3/1/2006     126500       126144.28     Cash Out Refinance     7.85  
  2690    
 
      NEWARK   OH     43055     Primary   Single Family     240       236       88.27       9.99     12/1/2005   11/1/2025     293.03       293.03     3/1/2006     30385       30220.38     Rate/Term Refinance     9.99  

Page 67 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  2691    
 
      BALTIMORE   MD     21207     Primary   Townhouse     360       356       60.69       9.6     11/4/2005   10/4/1935     679.47       679.47     2/4/2006     80110.26       79954.04     Purchase     9.6  
  2692    
 
      ALBERQUERQUE   NM     87107     Primary   Single Family     360       356       80       6.35     11/15/2005   10/15/1935     1368.92       1368.92     2/15/2006     220000       219174.46     Purchase     6.35  
  2693    
 
      TAMPA   FL     33610     Primary   Single Family     360       356       100       10.75     11/4/2005   10/4/1935     270.71       270.71     2/4/2006     29000       28955.74     Purchase     10.75  
  2694    
 
      ALBERQUERQUE   NM     87107     Primary   Single Family     180       176       100       10.3     11/4/2005   10/4/2020     494.91       494.91     2/4/2006     55000       54907.51     Purchase     10.3  
  2695    
 
      GLENDALE   AZ     85303     Primary   PUD     360       356       75.44       8.85     11/8/2005   10/8/1935     305.64       305.64     2/8/2006     38500       38414.82     Cash Out Refinance     8.85  
  2696    
 
      MIAMI   FL     33166     Primary   Condominium     360       356       82.4       6.5     11/8/2005   10/8/1935     937.49       937.49     2/8/2006     148320       147779.26     Cash Out Refinance     6.5  
  2697    
 
      RANCHO CUCAMONGA   CA     91730     Primary   Single Family     360       356       80       5.99     12/1/2005   11/1/1935     2275.85       2275.85     3/1/2006     380000       378472.54     Cash Out Refinance     5.99  
  2698    
 
      COOPER CITY   FL     33328     Primary   Single Family     360       356       54.1       6.25     11/11/2005   10/11/1935     1232.52       1232.52     2/11/2006     200175       199408.64     Cash Out Refinance     6.25  
  2699    
 
      GERING   NE     69341     Primary   Single Family     360       356       71.7       6.25     11/15/2005   10/15/1935     467.95       467.95     2/15/2006     76000       75486.45     Cash Out Refinance     6.25  
  2700    
 
      VIRGINIA BEACH   VA     23454     Primary   Single Family     360       356       62.82       12.75     11/11/2005   10/11/1935     465.91       465.91     2/11/2006     42874       42831.84     Cash Out Refinance     12.75  
  2701    
 
      BRUCEVILLE   TX     76630     Primary   Single Family     360       356       80       7.8     11/15/2005   10/15/1935     619.09       619.09     2/15/2006     86000       85757.29     Cash Out Refinance     7.8  
  2702    
 
      APPLE VALLEY   CA     92308     Primary   Single Family     360       356       61.96       10.7     11/11/2005   10/11/1935     251.03       251.03     2/11/2006     27000       26958.33     Cash Out Refinance     10.7  
  2703    
 
      BOULDER CITY   NV     89005     Primary   Single Family     360       356       75.49       7.6     11/15/2005   10/15/1935     1865.56       1865.56     2/15/2006     264215       263438.87     Cash Out Refinance     7.6  
  2704    
 
      ONTARIO   CA     91764     Primary   Single Family     360       356       71.14       5.75     12/1/2005   11/1/1935     1355.08       1355.08     3/1/2006     282800       282800     Cash Out Refinance     5.75  
  2705    
 
      OCALA   FL     34479     Primary   Single Family     360       356       75.75       8.7     11/11/2005   10/11/1935     830.52       830.52     2/11/2006     106050       105800.68     Cash Out Refinance     8.7  
  2706    
 
      OXNARD   CA     93036     Primary   Single Family     360       356       60.48       6.25     11/15/2005   10/15/1935     1968.75       1968.75     2/15/2006     378000       378000     Cash Out Refinance     6.25  
  2707    
 
      VENTURA   CA     93004     Primary   Single Family     360       356       63.95       11.05     11/15/2005   10/15/1935     253.37       253.37     2/15/2006     26500       26462.08     Cash Out Refinance     11.05  
  2708    
 
      OXNARD   CA     93030     Primary   Single Family     360       356       79.47       11.69     11/11/2005   10/11/1935     416       416     2/11/2006     41400       41348.48     Cash Out Refinance     11.69  
  2709    
 
      ALEXANDER   AR     72002     Primary   Single Family     360       356       63.16       6.99     11/10/2005   10/10/1935     398.78       398.78     2/10/2006     60000       59798.48     Cash Out Refinance     6.99  
  2710    
 
      LOUISVILLE   KY     40215     Primary   Single Family     360       356       90       6.55     12/1/2005   11/1/1935     481.43       480.83     3/1/2006     88200       88090.91     Cash Out Refinance     6.55  
  2711    
 
      NORTH LAS VEGAS   NV     89032     Primary   Single Family     360       356       86.85       7.25     12/1/2005   11/1/1935     1416.77       1416.77     3/1/2006     234500       234500     Cash Out Refinance     7.25  
  2712    
 
      GERALD   MO     63037     Primary   Single Family     360       356       85       9.75     11/11/2005   10/11/1935     657.25       657.25     2/11/2006     76500       76355.5     Cash Out Refinance     9.75  
  2713    
 
      EL PASO   TX     79938     Primary   Single Family     360       356       80       6.7     11/5/2005   10/5/1935     712.13       712.13     2/5/2006     110360       109972.96     Purchase     6.7  
  2714    
 
      CORONA   CA     92882     Primary   PUD     360       356       93.19       6.35     12/1/2005   11/1/1935     2317.18       2317.18     3/1/2006     437893       437890.28     Purchase     6.35  
  2715    
 
      BONNERS FERRY   ID     83805     Primary   Single Family     360       356       80       6.75     11/15/2005   10/15/1935     710.87       710.87     2/15/2006     109600       109161.23     Purchase     6.75  
  2716    
 
      PORT ORCHARD   WA     98367     Primary   PUD     360       356       80       6.3     11/15/2005   10/15/1935     726.18       726.18     2/15/2006     138320       138320     Purchase     6.3  
  2717    
 
      MIRA LOMA   CA     91752     Primary   Single Family     360       356       61.27       7.95     12/1/2005   11/1/1935     438.17       438.17     3/1/2006     60000       59686.32     Cash Out Refinance     7.95  
  2718    
 
      MIAMI   FL     33193     Primary   PUD     360       356       80       6.35     11/5/2005   10/5/1935     1592.93       1592.93     2/5/2006     256000       255039.36     Purchase     6.35  
  2719    
 
      MIAMI   FL     33193     Primary   PUD     360       356       95       8.55     11/5/2005   10/5/1935     370.79       370.79     2/5/2006     48000       47883.6     Purchase     8.55  
  2720    
 
      LAS VEGAS   NV     89147     Primary   Single Family     360       356       50       6.6     11/11/2005   10/11/1935     702.53       702.53     2/11/2006     110000       109606.64     Cash Out Refinance     6.6  
  2721    
 
      ORLANDO   FL     32826     Primary   Single Family     360       356       80.49       7.7     11/15/2005   10/15/1935     2324.14       2324.14     2/15/2006     325984.5       325045.88     Rate/Term Refinance     7.7  
  2722    
 
      YUMA   AZ     85364     Primary   Single Family     360       356       85.46       9.7     11/11/2005   10/11/1935     463.68       463.68     2/11/2006     54200       53994.49     Cash Out Refinance     9.7  
  2723    
 
      COLORADO SPRINGS   CO     80907     Primary   Single Family     360       356       85.85       5.99     11/15/2005   10/15/1935     711.37       711.37     2/15/2006     142511       142475.43     Cash Out Refinance     5.99  
  2724    
 
      HIALEAH   FL     33015     Primary   Single Family     360       356       88.55       6.29     11/15/2005   10/15/1935     1697.3       1697.3     2/15/2006     274500       273457.99     Cash Out Refinance     6.29  
  2725    
 
      FORT MOHAVE   AZ     86426     Primary   Manufactured Housing     360       356       82.4       7.75     11/11/2005   10/11/1935     1210.17       1210.17     2/11/2006     168920       168438.45     Cash Out Refinance     7.75  
  2726    
 
      ASTON   PA     19014     Primary   Condominium     360       356       85.14       13.6     11/11/2005   10/11/1935     288.33       288.33     2/11/2006     25000       24906.67     Cash Out Refinance     13.6  
  2727    
 
      SACRAMENTO   CA     95841     Primary   Single Family     360       356       60.06       5.75     12/1/2005   11/1/1935     1244.18       1244.18     3/1/2006     213200       212303.2     Rate/Term Refinance     5.75  
  2728    
 
      CONCORD   CA     94521     Primary   PUD     360       356       75       6.25     12/1/2005   11/1/1935     4848.78       4848.78     3/1/2006     787500       784487.7     Cash Out Refinance     6.25  
  2729    
 
      TACOMA   WA     98418     Primary   Single Family     360       356       80       6.25     11/15/2005   10/15/1935     930.97       930.97     2/15/2006     151200       150621.62     Rate/Term Refinance     6.25  
  2730    
 
      BUTTE   MT     59701     Primary   Single Family     360       356       87.82       7.6     11/15/2005   10/15/1935     483.67       483.67     2/15/2006     68500       68298.75     Rate/Term Refinance     7.6  

Page 68 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  2731    
 
      LEWES   DE     19958     Primary   Single Family     360       356       51.3       5.65     11/11/2005   10/11/1935     912.04       912.04     2/11/2006     158000       157021.41     Rate/Term Refinance     5.65  
  2732    
 
      GRANTS   NM     87020     Primary   Single Family     288       284       84.65       7.1     11/11/2005   10/11/2029     612.94       612.94     2/11/2006     84650       84189.32     Rate/Term Refinance     7.1  
  2733    
 
      SAN JOSE   CA     95135     Primary   Single Family     360       356       77.66       10.85     11/15/2005   10/15/1935     470.51       470.51     2/15/2006     50000       49925.29     Cash Out Refinance     10.85  
  2734    
 
      FRANKSTON   TX     75763     Primary   PUD     360       356       80       8.95     11/11/2005   10/11/1935     865.11       865.11     2/11/2006     108000       107758.89     Cash Out Refinance     8.95  
  2735    
 
      EULESS   TX     76039     Primary   Single Family     360       356       75.49       8.99     11/11/2005   10/11/1935     619.01       619.01     2/11/2006     76999.8       76829.28     Cash Out Refinance     8.99  
  2736    
 
      CHAMBERSBURG   PA     17201     Primary   Single Family     120       116       52.31       6.85     11/11/2005   10/11/2015     392.15       392.15     2/11/2006     34000       33200.92     Cash Out Refinance     6.85  
  2737    
 
      ORLANDO   FL     32807     Primary   Single Family     360       356       41.57       6.85     11/11/2005   10/11/1935     531.18       531.18     2/11/2006     81063.5       80787.22     Cash Out Refinance     6.85  
  2739    
 
      TAMPA   FL     33610     Primary   Single Family     360       356       92.62       6.8     11/15/2005   10/15/1935     851.39       851.39     2/15/2006     130596       130146.81     Cash Out Refinance     6.8  
  2740    
 
      NYACK   NY     10960     Primary   Single Family     360       356       56.59       10.8     11/11/2005   10/11/1935     937.25       937.25     2/11/2006     100000       99721.77     Cash Out Refinance     10.8  
  2741    
 
      NEVADA CITY   CA     95959     Primary   Single Family     360       356       29.64       9.15     11/11/2005   10/11/1935     373.48       373.48     2/11/2006     45800       45701.87     Cash Out Refinance     9.15  
  2742    
 
      NEW CASTLE   VA     24127     Primary   Single Family     360       356       83.52       9.85     11/11/2005   10/11/1935     259.96       259.96     2/11/2006     30000       29765.18     Cash Out Refinance     9.85  
  2743    
 
      CROWLEY   TX     76036     Primary   Single Family     180       176       80       9.75     11/11/2005   10/11/2020     508.76       508.76     2/11/2006     48025       47544.72     Cash Out Refinance     9.75  
  2744    
 
      LAKEWOOD   CO     80226     Primary   PUD     360       356       100       7.99     12/1/2005   11/1/1935     1398.25       1398.03     3/1/2006     210000       209967.42     Cash Out Refinance     7.99  
  2745    
 
      BROOKFIELD   WI     53045     Primary   Single Family     180       176       80.41       11.75     12/1/2005   11/1/2020     414.45       414.45     3/1/2006     35000       34517.74     Cash Out Refinance     11.75  
  2746    
 
      STONE MOUNTAIN   GA     30083     Primary   Single Family     360       356       84.71       9.85     12/1/2005   11/1/1935     1247.78       1247.78     3/1/2006     144000       143734.41     Cash Out Refinance     9.85  
  2747    
 
      PHILADELPHIA   PA     19149     Primary   Single Family     240       236       100       10.25     12/1/2005   11/1/2025     274.87       274.87     3/1/2006     28000       27855.34     Cash Out Refinance     10.25  
  2748    
 
      IRVINE   CA     92604     Primary   Condominium     360       356       65       6.75     12/1/2005   11/1/1935     2107.94       2107.94     3/1/2006     325000       323871.27     Cash Out Refinance     6.75  
  2749    
 
      ALBUQUERQUE   NM     87114     Primary   PUD     360       356       80       6.2     11/15/2005   10/15/1935     1499.7       1499.7     2/15/2006     244860       243914.35     Purchase     6.2  
  2750    
 
      BAKERSFIELD   CA     93311     Primary   Single Family     360       356       100       10.5     12/1/2005   11/1/1935     422.61       422.61     3/1/2006     46200       46125.59     Purchase     10.5  
  2751    
 
      BAKERSFIELD   CA     93311     Primary   Single Family     360       356       100       9.49     12/1/2005   11/1/1935     655.07       655.07     3/1/2006     77972       77816.4     Purchase     9.49  
  2752    
 
      PHOENIX   AZ     85050     Primary   Single Family     360       356       72.29       9.95     11/15/2005   10/15/1935     305.86       305.86     2/15/2006     35000       34921.07     Cash Out Refinance     9.95  
  2753    
 
      CLARIDGE   PA     15623     Primary   Single Family     360       356       71.43       8.1     11/15/2005   10/15/1935     370.38       370.38     2/15/2006     50000.01       49853.17     Cash Out Refinance     8.1  
  2754    
 
      KNOXVILLE   TN     37922     Primary   Single Family     360       356       85       6.6     11/12/2005   10/12/1935     841.44       841.44     2/12/2006     131750       131278.88     Cash Out Refinance     6.6  
  2755    
 
      HEMET   CA     92543     Primary   Single Family     360       356       53.35       5.99     12/1/2005   11/1/1935     1048.09       1048.09     3/1/2006     175000       174296.55     Cash Out Refinance     5.99  
  2756    
 
      YREKA   CA     96097     Primary   Single Family     360       356       73.33       5.99     12/1/2005   11/1/1935     790.56       790.56     3/1/2006     132000       131469.4     Cash Out Refinance     5.99  
  2757    
 
      WINCHESTER   VA     22603     Primary   Single Family     360       356       57.86       6.25     11/15/2005   10/15/1935     1505.21       1505.21     2/15/2006     289000       289000     Cash Out Refinance     6.25  
  2758    
 
      GILBERT   AZ     85297     Primary   PUD     360       356       87.04       6.7     11/12/2005   10/12/1935     2499.21       2499.21     2/12/2006     387306       385947.68     Cash Out Refinance     6.7  
  2759    
 
      HAMBURG   NY     14075     Primary   Single Family     360       356       87       12.83     11/12/2005   10/12/1935     347.41       347.41     2/12/2006     31787       31756.3     Cash Out Refinance     12.83  
  2760    
 
      LANSING   MI     48906     Primary   Single Family     360       356       64.1       8.31     11/15/2005   10/15/1935     377.75       377.75     2/15/2006     50000       49860.6     Cash Out Refinance     8.31  
  2761    
 
      INDIANAPOLIS   IN     46220     Primary   Single Family     360       356       92.53       7.49     11/15/2005   10/15/1935     2779.34       2779.34     2/15/2006     397884       396689.34     Rate/Term Refinance     7.49  
  2762    
 
      ATLANTA   TX     75551     Primary   Single Family     360       356       80       9.95     11/12/2005   10/12/1935     454.42       454.42     3/1/2006     52000       51905.83     Cash Out Refinance     9.95  
  2763    
 
      BARTOW   FL     33830     Primary   Single Family     360       356       77.93       9.9     11/12/2005   10/12/1935     542.55       542.55     2/12/2006     62347.33       62233.19     Cash Out Refinance     9.9  
  2764    
 
      FORT WORTH   TX     76109     Primary   Single Family     360       356       80       11.85     11/12/2005   10/12/1935     482.07       482.07     2/12/2006     47397       47340.08     Cash Out Refinance     11.85  
  2765    
 
      SAN MARCOS   TX     78666     Primary   Single Family     360       356       80       10.6     11/12/2005   10/12/1935     936.98       936.98     2/12/2006     101600       101439.85     Cash Out Refinance     10.6  
  2766    
 
      OAKLAND   NJ     7436     Primary   Single Family     360       356       75.49       6.25     11/15/2005   10/15/1935     1859.22       1859.22     2/15/2006     301960       300804.98     Cash Out Refinance     6.25  
  2767    
 
      BUNKER HILL   WV     25413     Primary   Single Family     360       356       77.81       5.8     12/1/2005   11/1/1935     1666.38       1666.38     3/1/2006     284000       282816.61     Cash Out Refinance     5.8  
  2768    
 
      ROSELLE PARK   NJ     7204     Primary   Single Family     360       356       84.86       11.15     11/12/2005   10/12/1935     346.93       346.93     2/12/2006     36000       35946.41     Cash Out Refinance     11.15  
  2769    
 
      MELBOURNE   FL     32940     Primary   PUD     360       356       70.59       11.9     11/12/2005   10/12/1935     816.74       816.74     2/12/2006     80000       79904.97     Cash Out Refinance     11.9  
  2770    
 
      BOISE   ID     83705     Primary   Single Family     360       356       72.4       10.79     11/15/2005   10/15/1935     234.13       234.13     2/15/2006     25000       24812.01     Cash Out Refinance     10.79  
  2771    
 
      DES MOINES   IA     50321     Primary   Single Family     120       116       83.18       11.85     11/15/2005   10/15/2015     713.03       713.03     2/15/2006     50000       48814.22     Cash Out Refinance     11.85  

Page 69 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  2772    
 
      TRINITY   FL     34655     Primary   Single Family     360       356       50.57       6.3     11/12/2005   10/12/1935     1101.78       1101.78     2/12/2006     178000       177325.59     Cash Out Refinance     6.3  
  2773    
 
      MORENO VALLEY   CA     92551     Primary   Single Family     360       356       90.49       7.2     11/15/2005   10/15/1935     2217.4       2217.4     2/15/2006     326668.9       325601.6     Cash Out Refinance     7.2  
  2774    
 
      ANDERSON   CA     96007     Primary   Single Family     360       356       60.09       6.25     11/15/2005   10/15/1935     682.29       681.57     2/15/2006     131000       130862.14     Cash Out Refinance     6.25  
  2775    
 
      DONORA   PA     15033     Primary   Single Family     360       356       83.33       7.7     11/12/2005   10/12/1935     356.49       356.49     2/12/2006     50000       49855.98     Cash Out Refinance     7.7  
  2776    
 
      DIAMOND BAR   CA     91765     Primary   Condominium     360       356       90       6.8     12/1/2005   11/1/1935     1275       1275     3/1/2006     225000       225000     Cash Out Refinance     6.8  
  2777    
 
      PASADENA   MD     21122     Primary   Single Family     360       356       88.14       10.6     11/12/2005   10/12/1935     501.69       501.69     2/12/2006     54400       54314.25     Cash Out Refinance     10.6  
  2778    
 
      LITCHFIELD PARK   AZ     85340     Primary   PUD     360       356       49.36       8.8     11/12/2005   10/12/1935     395.14       395.14     2/12/2006     50000       49864.95     Cash Out Refinance     8.8  
  2779    
 
      STAFFORD   VA     22556     Primary   Single Family     360       356       85       7.1     12/1/2005   11/1/1935     1810.5       1810.5     3/1/2006     306000       306000     Rate/Term Refinance     7.1  
  2781    
 
      GROVE CITY   OH     43123     Primary   Single Family     360       356       80       7.95     11/15/2005   10/15/1935     1203.51       1203.51     2/15/2006     164800       164306.58     Rate/Term Refinance     7.95  
  2782    
 
      CHICKASHA   OK     73018     Primary   Single Family     360       356       90       8.65     11/12/2005   10/12/1935     736.69       736.69     2/12/2006     94500       94275.46     Cash Out Refinance     8.65  
  2783    
 
      FORT WALTON BEACH   FL     32548     Primary   Single Family     360       356       90       8.25     12/1/2005   11/1/1935     1284.67       1284.67     3/1/2006     171000       170559.31     Cash Out Refinance     8.25  
  2784    
 
      COCONUT CREEK   FL     33066     Primary   Single Family     360       356       69.44       6.99     12/1/2005   11/1/1935     830.79       830.79     3/1/2006     125000       124585.75     Cash Out Refinance     6.99  
  2785    
 
      LA GRANGE   KY     40031     Primary   Single Family     360       356       80       8.4     11/6/2005   10/6/1935     1170.18       1170.18     2/6/2006     153409.38       153216.08     Purchase     8.4  
  2786    
 
      LA PORTE   IN     46350     Primary   Single Family     360       356       80       6.4     11/15/2005   10/15/1935     940.77       940.77     2/15/2006     150400       149840.99     Purchase     6.4  
  2787    
 
      MOUNT STERLING   KY     40353     Primary   Single Family     360       356       100       11     11/7/2005   10/7/1935     328.56       328.56     2/7/2006     34500       34450.08     Purchase     11  
  2788    
 
      FLATWOODS   KY     41139     Primary   Single Family     360       356       100       10.25     11/7/2005   10/7/1935     134.43       134.43     2/7/2006     15001       14974.92     Purchase     10.25  
  2789    
 
      PUEBLO   CO     81008     Primary   Single Family     360       356       80       6.15     11/7/2005   10/7/1935     365.54       365.54     2/7/2006     60000       59766.04     Purchase     6.15  
  2790    
 
      SACRAMENTO   CA     95825     Primary   Single Family     180       176       100       9.65     12/1/2005   11/1/2020     672.94       672.94     3/1/2006     79000       78847.58     Purchase     9.65  
  2791    
 
      LONG BEACH   CA     90806     Primary   Condominium     360       356       100       9.45     12/1/2005   11/1/1935     535.82       535.82     3/1/2006     64000       63871.21     Purchase     9.45  
  2792    
 
      WINTER SPRINGS   FL     32708     Primary   Single Family     360       356       80.39       7.95     11/13/2005   10/13/1935     423.57       423.57     2/13/2006     58000       57840.97     Cash Out Refinance     7.95  
  2793    
 
      SUN CITY   AZ     85373     Primary   Single Family     360       356       80       6.4     11/15/2005   10/15/1935     1376.12       1376.12     2/15/2006     220000       219182.33     Rate/Term Refinance     6.4  
  2794    
 
      PITTSBURGH   PA     15228     Primary   Single Family     360       356       67.33       6.2     11/15/2005   10/15/1935     804.18       804.18     2/15/2006     131300       130792.89     Cash Out Refinance     6.2  
  2795    
 
      COLORADO SPRINGS   CO     80911     Primary   Single Family     360       356       90       6.95     12/1/2005   11/1/1935     917.46       917.46     3/1/2006     138600       138137.06     Rate/Term Refinance     6.95  
  2796    
 
      RIVERSIDE   CA     92503     Primary   Single Family     360       356       64.45       7.49     12/1/2005   11/1/1935     611.22       611.22     3/1/2006     87500       87237.26     Cash Out Refinance     7.49  
  2797    
 
      SOMERVILLE   ME     4348     Primary   Single Family     360       356       66.23       7.75     11/13/2005   10/13/1935     716.42       716.42     2/13/2006     100000       99714.9     Cash Out Refinance     7.75  
  2798    
 
      PLANTATION   FL     33317     Primary   Single Family     360       356       58       5.6     12/1/2005   11/1/1935     832.42       832.42     3/1/2006     145000       144070.35     Cash Out Refinance     5.6  
  2799    
 
      HYDE PARK   MA     2136     Primary   Single Family     360       356       70.85       12.8     11/13/2005   10/13/1935     403.52       403.52     2/13/2006     37000       36964.02     Cash Out Refinance     12.8  
  2800    
 
      MESQUITE   TX     75149     Primary   Single Family     360       356       90.49       7.99     11/15/2005   10/15/1935     812.61       812.61     2/15/2006     110850.25       110549.13     Rate/Term Refinance     7.99  
  2801    
 
      LAFAYETTE   LA     70501     Primary   Single Family     360       356       78.94       6.99     11/13/2005   10/13/1935     493.16       493.16     2/13/2006     74200       73951.11     Rate/Term Refinance     6.99  
  2802    
 
      RICHMOND   VA     23236     Primary   Single Family     360       356       90       8.99     11/15/2005   10/15/1935     1461.5       1461.5     2/15/2006     181800       181388.51     Cash Out Refinance     8.99  
  2803    
 
      POWHATAN   VA     23139     Primary   Single Family     360       356       69.7       5.99     11/13/2005   10/13/1935     918.37       918.37     2/13/2006     153340       152723.61     Cash Out Refinance     5.99  
  2804    
 
      LESLIE   MI     49251     Primary   Single Family     360       356       90       8.4     11/15/2005   10/15/1935     1577.01       1577.01     2/15/2006     207000       206482.55     Cash Out Refinance     8.4  
  2805    
 
      CANNELBURG   IN     47519     Primary   Single Family     360       356       90       8.45     11/13/2005   10/13/1935     998.82       998.82     2/13/2006     130500       130173.5     Cash Out Refinance     8.45  
  2806    
 
      GREENSBURG   PA     15601     Primary   Single Family     360       356       63.16       6.85     11/13/2005   10/13/1935     393.16       393.16     2/13/2006     60000       59787.05     Cash Out Refinance     6.85  
  2807    
 
      FELTON   PA     17322     Primary   Single Family     360       356       86.6       6.75     12/1/2005   11/1/1935     1488.47       1488.47     3/1/2006     229490       228692.51     Cash Out Refinance     6.75  
  2808    
 
      DESOTO   TX     75115     Primary   Single Family     120       116       79.78       11.1     11/13/2005   10/13/2015     345.8       345.8     2/13/2006     25000       24356.32     Cash Out Refinance     11.1  
  2809    
 
      VESTAL   NY     13850     Primary   Single Family     240       236       79.52       11.97     11/13/2005   10/13/2025     450.59       450.59     2/13/2006     41000       40831.81     Cash Out Refinance     11.97  
  2810    
 
      MCALLEN   TX     78503     Primary   Single Family     360       356       73.57       10.43     11/15/2005   10/15/1935     478.41       478.41     2/15/2006     52600       52513.97     Cash Out Refinance     10.43  
  2811    
 
      PALM HARBOR   FL     34683     Primary   PUD     180       176       45.98       8.8     11/13/2005   10/13/2020     300.73       300.73     2/13/2006     30000       29371.29     Cash Out Refinance     8.8  
  2812    
 
      MILTON   FL     32570     Primary   Single Family     360       356       90.49       7.3     11/15/2005   10/15/1935     918.16       918.16     2/15/2006     133925.2       133507.62     Rate/Term Refinance     7.3  

Page 70 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  2813    
 
      DAVIE   FL     33325     Primary   Single Family     360       356       72.92       9     11/13/2005   10/13/1935     563.24       563.24     2/13/2006     70000       69833.07     Cash Out Refinance     9  
  2814    
 
      LONG BEACH   CA     90807     Primary   Single Family     360       356       82.16       9.99     11/15/2005   10/15/1935     473.49       473.49     2/15/2006     54000       53883.04     Cash Out Refinance     9.99  
  2815    
 
      PHILADELPHIA   PA     19138     Primary   Townhouse     360       356       90       8.15     11/15/2005   10/15/1935     488.98       488.98     2/15/2006     65700       65527.18     Cash Out Refinance     8.15  
  2816    
 
      CLARKSBURG   WV     26301     Primary   Single Family     360       356       72.46       8.05     11/15/2005   10/15/1935     368.63       368.63     2/15/2006     50000       49861.65     Cash Out Refinance     8.05  
  2817    
 
      MODESTO   CA     95354     Primary   Single Family     360       356       85       8.1     12/1/2005   11/1/1935     324.82       324.82     3/1/2006     43850       43631.93     Cash Out Refinance     8.1  
  2818    
 
      PRESCOTT   AZ     86305     Primary   Single Family     360       356       85.19       9.05     11/13/2005   10/13/1935     493.02       493.02     2/13/2006     61000       60866.58     Cash Out Refinance     9.05  
  2819    
 
      THOMPSON   CT     6277     Primary   Single Family     180       176       45       6.5     11/13/2005   10/13/2020     784       784     2/13/2006     90000       88804.33     Cash Out Refinance     6.5  
  2820    
 
      MIAMI   FL     33183     Primary   Single Family     360       356       78.7       5.85     11/15/2005   10/15/1935     1996.42       1996.42     2/15/2006     338410       337013.14     Cash Out Refinance     5.85  
  2821    
 
      HENDERSON   NV     89015     Primary   Single Family     180       176       100       11.45     12/1/2005   11/1/2020     473.51       473.51     3/1/2006     48000       47937.71     Cash Out Refinance     11.45  
  2822    
 
      DOWNEY   CA     90240     Primary   Condominium     360       356       85.49       11.3     11/15/2005   10/15/1935     849.58       849.58     2/15/2006     87131       87012.95     Cash Out Refinance     11.3  
  2823    
 
      AUSTIN   TX     78749     Primary   Single Family     360       356       66.67       6.8     12/1/2005   11/1/1935     547.62       547.62     3/1/2006     84000       83683.54     Cash Out Refinance     6.8  
  2824    
 
      MONTGOMERY   MN     56069     Primary   Single Family     360       356       68.75       8.75     11/13/2005   10/13/1935     865.37       865.37     2/13/2006     110000       109744.07     Cash Out Refinance     8.75  
  2825    
 
      CROWN POINT   NY     12928     Primary   Single Family     360       356       79.63       9.75     12/1/2005   11/1/1935     1094.56       1094.56     3/1/2006     127400       127095.16     Cash Out Refinance     9.75  
  2826    
 
      LODI TOWNSHIP   MI     48176     Primary   Single Family     360       356       80       8.3     12/1/2005   11/1/1935     1569.96       1569.96     3/1/2006     208000       207469.35     Purchase     8.3  
  2827    
 
      BAKERSFIELD   CA     93306     Primary   Single Family     360       356       80       5.79     12/1/2005   11/1/1935     718.93       718.93     3/1/2006     149000       149000     Purchase     5.79  
  2828    
 
      PHOENIX   AZ     85051     Primary   Single Family     360       356       75.49       6.45     11/15/2005   10/15/1935     702.51       702.51     2/15/2006     111725.2       111313.94     Cash Out Refinance     6.45  
  2829    
 
      COLORADO SPRINGS   CO     80906     Primary   Single Family     360       356       80       5.85     11/15/2005   10/15/1935     838.5       838.5     2/15/2006     172000       172000     Cash Out Refinance     5.85  
  2830    
 
      LOS ANGELES   CA     91340     Primary   Single Family     360       356       80       5.45     12/1/2005   11/1/1935     2100.07       2100.07     3/1/2006     462400       462400     Rate/Term Refinance     5.45  
  2831    
 
      UNION CITY   CA     94587     Primary   Condominium     360       356       100       9.65     12/1/2005   11/1/1935     730.87       730.87     3/1/2006     85800       85634.44     Purchase     9.65  
  2832    
 
      WHITTIER   CA     90604     Primary   Single Family     360       356       85.49       11.1     11/14/2005   10/14/1935     661.17       661.17     2/14/2006     68879.1       68781.6     Cash Out Refinance     11.1  
  2833    
 
      LANCASTER   CA     93535     Primary   Single Family     360       356       85.49       6.5     11/15/2005   10/15/1935     1504.98       1504.98     2/15/2006     277842.5       277842.48     Cash Out Refinance     6.5  
  2834    
 
      SAINT PETERSBURG   FL     33712     Primary   Single Family     360       356       90.49       7.99     11/15/2005   10/15/1935     1054.74       1054.74     2/15/2006     143879.1       143415.06     Cash Out Refinance     7.99  
  2835    
 
      MECHANICSVILLE   MD     20659     Primary   Single Family     360       356       64.87       10.75     11/15/2005   10/15/1935     466.75       466.75     2/15/2006     50000       49847.63     Cash Out Refinance     10.75  
  2836    
 
      KEOKUK   IA     52632     Primary   Manufactured Housing     360       356       69.44       8.35     11/14/2005   10/14/1935     379.16       379.16     2/14/2006     50000       49873.72     Cash Out Refinance     8.35  
  2837    
 
      CLEVELAND   TN     37312     Primary   Single Family     360       356       80       7.3     12/1/2005   11/1/1935     696.54       696.54     3/1/2006     101600       101218.21     Cash Out Refinance     7.3  
  2838    
 
      ALLEN PARK   MI     48101     Primary   Single Family     360       356       89.87       10.35     12/1/2005   11/1/1935     1283.04       1283.04     3/1/2006     142000       141763.81     Cash Out Refinance     10.35  
  2839    
 
      WEST PALM BEACH   FL     33404     Primary   Single Family     360       356       79.84       7.7     12/1/2005   11/1/1935     650.65       649.86     3/1/2006     101400       101277.41     Cash Out Refinance     7.7  
  2840    
 
      CERRITOS   CA     90703     Primary   Single Family     360       356       79.37       6.49     12/1/2005   11/1/1935     2704.17       2704.17     3/1/2006     500000       500000     Cash Out Refinance     6.49  
  2841    
 
      CARSON   CA     90745     Primary   Condominium     360       356       85.49       6.4     11/15/2005   10/15/1935     1203.18       1203.18     2/15/2006     192352.5       191526.92     Cash Out Refinance     6.4  
  2842    
 
      CONCORD   CA     94518     Primary   Single Family     360       356       83.56       6.15     12/1/2005   11/1/1935     2890.5       2890.5     3/1/2006     564000       564000     Cash Out Refinance     6.15  
  2843    
 
      EDMONDS   WA     98026     Primary   Condominium     360       356       80       6.9     11/15/2005   10/15/1935     678.5       678.5     2/15/2006     118000       118000     Purchase     6.9  
  2844    
 
      NAVARRE   FL     32566     Primary   Single Family     120       116       85.49       10.25     11/14/2005   10/14/2015     485.38       485.38     2/14/2006     36347.2       35638.53     Cash Out Refinance     10.25  
  2845    
 
      GILBERT   AZ     85233     Primary   PUD     360       356       72.71       12.2     11/14/2005   10/14/1935     534.55       534.55     2/14/2006     51200       51143.07     Cash Out Refinance     12.2  
  2846    
 
      HIGHLAND VILLAGE   TX     75077     Primary   Single Family     180       176       59.77       6.85     11/14/2005   10/14/2020     1157.61       1157.61     2/14/2006     130000       128323.61     Cash Out Refinance     6.85  
  2847    
 
      GILMAN   WI     54433     Primary   Single Family     360       356       77.52       10.79     11/15/2005   10/15/1935     468.25       468.25     2/15/2006     50000       49924.33     Cash Out Refinance     10.79  
  2848    
 
      MOYOCK   NC     27958     Primary   Single Family     360       356       66.53       11.5     11/14/2005   10/14/1935     396.12       396.12     2/14/2006     40000       39948.11     Cash Out Refinance     11.5  
  2849    
 
      AKRON   OH     44313     Primary   Single Family     240       236       88.05       6.99     11/14/2005   10/14/2025     1043.71       1043.71     2/14/2006     134723.69       133275.9     Rate/Term Refinance     6.99  
  2850    
 
      COLORADO SPRINGS   CO     80907     Primary   Single Family     360       356       86.21       6.75     12/1/2005   11/1/1935     703.13       703.13     3/1/2006     125000       125000     Cash Out Refinance     6.75  
  2851    
 
      FORT LAUDERDALE   FL     33317     Primary   Single Family     360       356       56.25       8.1     11/15/2005   10/15/1935     1000.01       1000.01     2/15/2006     135000       134641.35     Cash Out Refinance     8.1  
  2852    
 
      BRISTOW   VA     20136     Primary   PUD     360       356       64.48       9.5     11/14/2005   10/14/1935     780.32       780.32     2/14/2006     92800       92615.21     Rate/Term Refinance     9.5  

Page 71 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  2853    
 
      AUSTIN   TX     78723     Primary   Single Family     360       356       30       8.6     11/14/2005   10/14/1935     465.61       465.61     2/14/2006     60000       59856.02     Cash Out Refinance     8.6  
  2854    
 
      RICHMOND   VA     23224     Primary   Single Family     360       356       85       5.89     11/15/2005   10/15/1935     750.4       750.4     2/15/2006     126650       126131.16     Cash Out Refinance     5.89  
  2855    
 
      COLONIAL HEIGHTS   VA     23834     Primary   Single Family     360       356       90.91       6.49     11/14/2005   10/14/1935     1021.74       1021.74     2/14/2006     161818       161226.93     Cash Out Refinance     6.49  
  2856    
 
      FORT WAYNE   IN     46835     Primary   Single Family     360       356       90.95       8.2     11/15/2005   10/15/1935     680.09       680.09     2/15/2006     90950       90713.19     Cash Out Refinance     8.2  
  2857    
 
      WEST HAVEN   CT     6516     Primary   Single Family     360       356       65.49       9.4     11/15/2005   10/15/1935     1337.47       1337.47     2/15/2006     160450.5       160124.25     Cash Out Refinance     9.4  
  2858    
 
      EAST STROUDSBURG   PA     18301     Primary   Single Family     360       356       65.11       5.65     11/14/2005   10/14/1935     507.4       507.4     2/14/2006     87900       87456.72     Cash Out Refinance     5.65  
  2859    
 
      GLEN BURNIE   MD     21061     Primary   Single Family     360       356       78.53       10.3     11/14/2005   10/14/1935     359.93       359.93     2/14/2006     40000       39932.75     Cash Out Refinance     10.3  
  2860    
 
      SHREVEPORT   LA     71106     Primary   Single Family     183       179       66.67       10     11/14/2005   1/14/2021     533.51       533.51     2/14/2006     50000       49526.75     Cash Out Refinance     10  
  2861    
 
      VOORHEES   NJ     8043     Primary   Single Family     180       176       64.96       9.4     11/14/2005   10/14/2020     622.92       622.92     2/14/2006     60000       59381.09     Cash Out Refinance     9.4  
  2862    
 
      AUSTIN   TX     78737     Primary   Single Family     360       356       21.01       5.53     11/14/2005   10/14/1935     284.84       284.84     2/14/2006     50000       49780.8     Cash Out Refinance     5.53  
  2863    
 
      JAMESBURG   NJ     8831     Primary   Single Family     360       356       80.4       10.25     11/14/2005   10/14/1935     448.06       448.06     2/14/2006     50000       49915     Cash Out Refinance     10.25  
  2864    
 
      LAREDO   TX     78043     Primary   Single Family     360       356       73.46       8.55     11/14/2005   10/14/1935     437.52       437.52     3/1/2006     56638.6       56501.26     Cash Out Refinance     8.55  
  2865    
 
      BAILEY   CO     80421     Primary   Single Family     360       356       80       6.425     12/1/2005   11/1/1935     1329.55       1329.55     3/1/2006     212000       211215.87     Rate/Term Refinance     6.425  
  2866    
 
      FARMERSVILLE   CA     93223     Primary   Single Family     360       356       60.23       7.99     11/15/2005   10/15/1935     772.66       772.66     2/15/2006     105400       105113.67     Cash Out Refinance     7.99  
  2867    
 
      MILLINGTON   MI     48746     Primary   Single Family     360       356       62.55       6.99     11/14/2005   10/14/1935     432.35       432.35     2/14/2006     65050       64834.4     Cash Out Refinance     6.99  
  2868    
 
      SAN MARCOS   CA     92069     Primary   Single Family     360       356       80       7.05     12/1/2005   11/1/1935     2326.5       2326.5     3/1/2006     396000       396000     Rate/Term Refinance     7.05  
  2869    
 
      RANCHO SANTA MARGARITA   CA     92688     Primary   Condominium     360       356       63.4       11.74     11/15/2005   10/15/1935     504.33       504.33     2/15/2006     50000       49938.46     Cash Out Refinance     11.74  
  2870    
 
      NEW WAVERLY   TX     77358     Investor   Single Family     360       356       80       9.8     11/15/2005   10/15/1935     552.22       552.22     2/15/2006     64000       63880.34     Cash Out Refinance     9.8  
  2871    
 
      MIDWEST CITY   OK     73130     Primary   Single Family     360       356       90.49       7.6     11/15/2005   10/15/1935     948.81       948.81     2/15/2006     134377.65       133982.92     Cash Out Refinance     7.6  
  2872    
 
      LINDSAY   CA     93247     Primary   Single Family     360       356       74       5.85     11/14/2005   10/14/1935     624.28       624.28     2/14/2006     105820       105382.23     Cash Out Refinance     5.85  
  2873    
 
      TACOMA   WA     98407     Primary   Single Family     360       356       90       7.51     12/1/2005   11/1/1935     1952.72       1952.72     3/1/2006     279000       278165.62     Cash Out Refinance     7.51  
  2874    
 
      WHITTIER   CA     90601     Primary   Single Family     360       356       68.83       6.45     11/15/2005   10/15/1935     1424.38       1420.05     2/15/2006     265000       264195.64     Cash Out Refinance     6.45  
  2875    
 
      LAKE WORTH   FL     33467     Primary   Condominium     360       356       90       8.5     11/15/2005   10/15/1935     553.62       553.62     2/15/2006     72000       71823.66     Cash Out Refinance     8.5  
  2876    
 
      CLOVER   SC     29710     Primary   Single Family     360       356       95       8.65     12/1/2005   11/1/1935     1110.89       1110.89     3/1/2006     142500       142158.57     Cash Out Refinance     8.65  
  2877    
 
      SAN DIEGO   CA     92154     Primary   Single Family     360       356       48.67       5.75     11/14/2005   10/14/1935     1317.71       1317.71     2/14/2006     275000       275000     Cash Out Refinance     5.75  
  2878    
 
      FONTANA   CA     92336     Primary   Single Family     360       356       73.86       6.85     12/1/2005   11/1/1935     2056.75       2056.75     3/1/2006     313884       312814.9     Cash Out Refinance     6.85  
  2879    
 
      FRASER   MI     48026     Primary   Single Family     360       356       85       9.2     12/1/2005   11/1/1935     1113.92       1113.92     3/1/2006     136000       135711.7     Cash Out Refinance     9.2  
  2880    
 
      PETERSBURG   MI     49270     Primary   Single Family     240       236       100       9.75     12/1/2005   11/1/2025     335.78       335.78     3/1/2006     35400       35205.02     Purchase     9.75  
  2881    
 
      MIAMI   FL     33175     Primary   Single Family     360       356       75       6.9     11/11/2005   10/11/1935     1407.76       1407.76     2/11/2006     213750       213029.01     Purchase     6.9  
  2882    
 
      HIGHLAND   CA     92404     Primary   Single Family     360       356       79.96       5.8     12/1/2005   11/1/1935     1243.71       1243.71     3/1/2006     257320       257320     Purchase     5.8  
  2883    
 
      OTHELLO   WA     99344     Primary   Single Family     360       356       80       6.15     11/15/2005   10/15/1935     550.75       550.75     2/15/2006     90400       90045.53     Purchase     6.15  
  2884    
 
      ALBUQUERQUE   NM     87112     Primary   Single Family     180       176       100       9.8     11/11/2005   10/11/2020     189.83       189.83     2/11/2006     22000       21887.93     Purchase     9.8  
  2885    
 
      CRESCENT CITY   FL     32112     Primary   Single Family     180       176       62.5       8.7     11/15/2005   10/15/2020     498.25       498.25     2/15/2006     50000       49451.07     Cash Out Refinance     8.7  
  2886    
 
      GERMANTON   NC     27019     Primary   Single Family     360       356       32.99       9.75     11/15/2005   10/15/1935     558.46       558.46     2/15/2006     65000       64877.18     Cash Out Refinance     9.75  
  2887    
 
      TAVARES   FL     32778     Primary   Single Family     360       356       80.49       11.4     11/15/2005   10/15/1935     608.28       608.28     2/15/2006     61900       61817.92     Cash Out Refinance     11.4  
  2888    
 
      OKLAHOMA CITY   OK     73120     Primary   Single Family     180       176       75       8.6     11/15/2005   10/15/2020     913.84       913.84     2/15/2006     92250       91228.22     Cash Out Refinance     8.6  
  2889    
 
      MIDWEST CITY   OK     73110     Primary   Single Family     360       356       74.53       9     11/15/2005   10/15/1935     569.68       569.68     2/15/2006     70800       70639.81     Cash Out Refinance     9  
  2890    
 
      ALISO VIEJO   CA     92656     Primary   PUD     360       356       75.48       11.35     11/15/2005   10/15/1935     837.91       837.91     2/15/2006     85600       85485.28     Cash Out Refinance     11.35  
  2891    
 
      MIAMI   FL     33169     Primary   Single Family     360       356       63.7       5.85     11/15/2005   10/15/1935     1522.05       1522.05     2/15/2006     258000       256935.05     Cash Out Refinance     5.85  
  2892    
 
      ARLINGTON   TX     76006     Primary   Single Family     120       116       76.5       10.95     11/15/2005   10/15/2015     354.67       354.67     2/15/2006     25800       25316.46     Cash Out Refinance     10.95  

Page 72 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  2893    
 
      JAMISON   PA     18929     Primary   Single Family     360       356       37.44       10.05     11/15/2005   10/15/1935     713.83       713.83     2/15/2006     81000       80856.4     Cash Out Refinance     10.05  
  2894    
 
      LAGRANGE   GA     30240     Primary   Single Family     360       356       84.41       12.4     11/15/2005   10/15/1935     264.88       264.88     2/15/2006     25000       24973.41     Cash Out Refinance     12.4  
  2895    
 
      KISSIMMEE   FL     34743     Primary   PUD     360       356       53       6.99     12/1/2005   11/1/1935     1021.54       1021.54     3/1/2006     153700       153190.62     Cash Out Refinance     6.99  
  2896    
 
      SAINT LOUIS   MO     63123     Primary   Single Family     360       356       90.49       10.4     11/15/2005   10/15/1935     820.99       820.99     2/15/2006     90490       90341.11     Cash Out Refinance     10.4  
  2897    
 
      STAMFORD   CT     6902     Primary   Condominium     360       356       75.49       8.75     11/15/2005   10/15/1935     1455.01       1455.01     2/15/2006     184950.5       184520.17     Cash Out Refinance     8.75  
  2898    
 
      COEUR D’ALENE   ID     83814     Primary   Single Family     360       356       47.92       6.9     11/15/2005   10/15/1935     530.18       530.18     2/15/2006     80500       80228.46     Rate/Term Refinance     6.9  
  2899    
 
      CAMPBELL HALL   NY     10916     Primary   Single Family     360       356       90       9     11/15/2005   10/15/1935     3476.25       3476.25     2/15/2006     463500       463500     Cash Out Refinance     9  
  2900    
 
      SPRINGDALE   MD     20774     Primary   PUD     360       356       82.93       10.65     11/15/2005   10/15/1935     777.82       777.82     2/15/2006     84000       83868.98     Cash Out Refinance     10.65  
  2901    
 
      HESPERIA   MI     49421     Primary   Single Family     360       356       65.68       5.4     11/15/2005   10/15/1935     461.02       461.02     2/15/2006     82100       81657.03     Rate/Term Refinance     5.4  
  2902    
 
      KINGMAN   AZ     86401     Primary   Single Family     360       356       85.49       6.9     11/15/2005   10/15/1935     788.26       788.26     2/15/2006     119686       119282.27     Cash Out Refinance     6.9  
  2903    
 
      ATWATER   CA     95301     Primary   Single Family     360       356       70.49       7.25     11/15/2005   10/15/1935     1476.26       1476.26     2/15/2006     216404.3       215699     Cash Out Refinance     7.25  
  2904    
 
      OAKWOOD   TX     75855     Primary   Single Family     360       356       84.03       8.05     11/15/2005   10/15/1935     1053.17       1053.17     2/15/2006     142850       142465.96     Rate/Term Refinance     8.05  
  2905    
 
      LAPORTE   TX     77571     Primary   Single Family     360       356       80       7.75     11/15/2005   10/15/1935     621.85       621.85     2/15/2006     86800       86552.55     Cash Out Refinance     7.75  
  2906    
 
      CORPUS CHRISTI   TX     78418     Primary   Single Family     360       356       79.52       7.95     11/15/2005   10/15/1935     481.99       481.99     2/15/2006     66000       65819.25     Cash Out Refinance     7.95  
  2907    
 
      TAUNTON   MA     2780     Primary   Single Family     360       356       80.47       6.55     11/15/2005   10/15/1935     1717.89       1717.89     2/15/2006     270379.2       269402.02     Cash Out Refinance     6.55  
  2908    
 
      PATTERSON   CA     95363     Primary   Single Family     360       356       80       6.45     11/15/2005   10/15/1935     2494       2494     2/15/2006     464000       464000     Rate/Term Refinance     6.45  
  2909    
 
      HARLEYSVILLE   PA     19438     Primary   Townhouse     360       356       75.81       5.65     11/15/2005   10/15/1935     940.9       940.9     2/15/2006     163000       162301.32     Cash Out Refinance     5.65  
  2910    
 
      CONCORD   CA     94520     Primary   PUD     360       356       80.43       10.2     11/15/2005   10/15/1935     356.96       356.96     2/15/2006     40000       39860.78     Cash Out Refinance     10.2  
  2911    
 
      LEVELLAND   TX     79336     Primary   Single Family     360       356       75.49       7.15     11/15/2005   10/15/1935     3288.63       3288.63     2/15/2006     486910.5       485134.14     Cash Out Refinance     7.15  
  2912    
 
      DINUBA   CA     93618     Primary   Single Family     360       356       68.44       5.65     11/15/2005   10/15/1935     888.95       888.95     2/15/2006     154000       153279.62     Cash Out Refinance     5.65  
  2914    
 
      DUNCANNON   PA     17020     Primary   Single Family     360       356       85       13.25     11/15/2005   10/15/1935     396.39       396.39     2/15/2006     35210       35175.05     Cash Out Refinance     13.25  
  2915    
 
      KISSIMMEE   FL     34759     Primary   PUD     240       236       78.32       9.15     11/15/2005   10/15/2025     659.32       659.32     2/15/2006     72500       72069.07     Cash Out Refinance     9.15  
  2917    
 
      IMMOKALEE   FL     34142     Primary   PUD     360       356       76.2       13.05     11/15/2005   10/15/1935     277.53       277.53     2/15/2006     25000       24977.01     Cash Out Refinance     13.05  
  2918    
 
      LAND O LAKES   FL     34639     Primary   PUD     360       356       80.49       11.05     11/15/2005   10/15/1935     355.19       355.19     2/15/2006     37148.7       37048.71     Cash Out Refinance     11.05  
  2919    
 
      JACKSON   NJ     8527     Primary   Condominium     360       356       80       12.35     11/15/2005   10/15/1935     944.64       944.64     2/15/2006     89485.2       89388.97     Cash Out Refinance     12.35  
  2920    
 
      SARASOTA   FL     34241     Primary   Single Family     360       356       75.49       6.6     11/15/2005   10/15/1935     1336.93       1336.93     2/15/2006     243077.8       243077.8     Cash Out Refinance     6.6  
  2921    
 
      BEDFORD   IN     47421     Primary   Single Family     360       356       58.77       12.5     11/15/2005   10/15/1935     346.86       346.86     2/15/2006     32500       32303.43     Cash Out Refinance     12.5  
  2922    
 
      MONMOUTH BEACH   NJ     7750     Primary   Single Family     360       356       85.49       10.9     11/15/2005   10/15/1935     822.31       822.31     2/15/2006     87037.5       86797.59     Cash Out Refinance     10.9  
  2923    
 
      EL CENTRO   CA     92243     Primary   Single Family     360       356       79.84       6.25     11/15/2005   10/15/1935     1317.49       1317.49     2/15/2006     213976       213157.51     Rate/Term Refinance     6.25  
  2924    
 
      MORENO VALLEY   CA     92557     Primary   Single Family     360       356       71.54       8.85     11/15/2005   10/15/1935     396.93       396.93     2/15/2006     50000       49886.02     Cash Out Refinance     8.85  
  2925    
 
      RIVERSIDE   CA     92503     Primary   Single Family     360       356       40.89       11.45     11/15/2005   10/15/1935     394.6       394.6     2/15/2006     40000       39947.8     Cash Out Refinance     11.45  
  2926    
 
      LAKE RONKONKOMA   NY     11779     Primary   Single Family     360       356       17.21       9.35     11/15/2005   10/15/1935     485.52       485.52     2/15/2006     58500       58379.77     Cash Out Refinance     9.35  
  2927    
 
      WEST HOLLYWOOD   CA     90046     Primary   Condominium     360       356       85.43       11.1     11/15/2005   10/15/1935     470.35       470.35     2/15/2006     49000       48930.64     Cash Out Refinance     11.1  
  2928    
 
      IRVING   TX     75063     Primary   Single Family     240       236       63.33       8.8     11/15/2005   10/15/2025     478.93       478.93     2/15/2006     54000       53664.61     Cash Out Refinance     8.8  
  2929    
 
      GRAHAM   WA     98338     Primary   Manufactured Housing     360       356       80.49       10.93     11/15/2005   10/15/1935     1303.49       1303.49     2/15/2006     137637.9       136721.93     Cash Out Refinance     10.93  
  2930    
 
      LOS ANGELES   CA     90046     Primary   Single Family     360       356       60.49       10.95     11/15/2005   10/15/1935     1024.15       1024.15     2/15/2006     107970       107796.74     Cash Out Refinance     10.95  
  2931    
 
      ELLENDALE   MN     56026     Primary   Single Family     360       356       90       9.6     11/15/2005   10/15/1935     1400.74       1400.74     2/15/2006     165150       164828     Cash Out Refinance     9.6  
  2932    
 
      BELLEVUE   NE     68005     Primary   Single Family     360       356       80.49       9.8     11/15/2005   10/15/1935     777.85       777.85     2/15/2006     90150       89984.96     Cash Out Refinance     9.8  
  2933    
 
      CAMDEN   NJ     8103     Primary   Single Family     360       356       73.82       10.05     11/15/2005   10/15/1935     579       579     2/15/2006     65700       65583.51     Cash Out Refinance     10.05  
  2934    
 
      TUALATIN   OR     97062     Primary   Single Family     360       356       84.35       11.8     11/15/2005   10/15/1935     719.41       719.41     2/15/2006     71000       70913.77     Cash Out Refinance     11.8  

Page 73 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  2935    
 
      DENVER   CO     80220     Primary   Single Family     360       356       80       6.2     12/1/2005   11/1/1935     764.67       764.67     3/1/2006     148000       148000     Rate/Term Refinance     6.2  
  2936    
 
      LITTLETON   CO     80126     Primary   PUD     360       356       80       5.99     12/1/2005   11/1/1935     1351.14       1351.14     3/1/2006     225600       224693.16     Cash Out Refinance     5.99  
  2937    
 
      MIAMI   FL     33175     Primary   Single Family     360       356       80       6.7     12/1/2005   11/1/1935     1675       1675     3/1/2006     300000       300000     Rate/Term Refinance     6.7  
  2938    
 
      WINCHESTER   VA     22601     Primary   Single Family     360       356       67.67       6.7     12/1/2005   11/1/1935     871.13       871.13     3/1/2006     135000       134526.53     Cash Out Refinance     6.7  
  2939    
 
      WITTMANN   AZ     85361     Primary   Manufactured Housing     360       356       82.4       6.99     12/1/2005   11/1/1935     1204.85       1204.85     3/1/2006     181280       180679.21     Rate/Term Refinance     6.99  
  2940    
 
      INDIANAPOLIS   IN     46221     Primary   Single Family     360       356       80       5.99     12/1/2005   11/1/1935     527.04       527.04     3/1/2006     88000       87610.6     Cash Out Refinance     5.99  
  2941    
 
      CROTHERSVILLE   IN     47229     Primary   Single Family     360       356       90       8.9     12/1/2005   11/1/1935     1098.08       1098.08     3/1/2006     137700       137389.43     Cash Out Refinance     8.9  
  2942    
 
      DOVER   FL     33527     Primary   Manufactured Housing     180       176       76.48       7.7     12/1/2005   11/1/2020     983.31       983.31     3/1/2006     104784       103528.19     Cash Out Refinance     7.7  
  2943    
 
      RICHMOND   VA     23237     Primary   Single Family     360       356       90       7.15     12/1/2005   11/1/1935     723.37       723.37     3/1/2006     107100       106756.02     Cash Out Refinance     7.15  
  2944    
 
      WALLER   TX     77484     Primary   Single Family     360       356       53.33       7     12/1/2005   11/1/1935     532.25       532.25     3/1/2006     80000       79735.36     Cash Out Refinance     7  
  2945    
 
      GRANITE FALLS   WA     98252     Primary   Single Family     360       356       90.49       6.23     12/1/2005   11/1/1935     1973.13       1973.13     3/1/2006     380058       379856.66     Rate/Term Refinance     6.23  
  2946    
 
      YUMA   AZ     85365     Primary   Single Family     360       356       81.63       6.71     12/1/2005   11/1/1935     1291.89       1291.89     3/1/2006     200000       199299.93     Cash Out Refinance     6.71  
  2947    
 
      CORNING   CA     96021     Primary   Manufactured Housing     360       356       35.02       8.35     12/1/2005   11/1/1935     618.78       618.78     3/1/2006     81600       81393.95     Cash Out Refinance     8.35  
  2948    
 
      DELTONA   FL     32725     Primary   Single Family     360       356       73.17       6.4     12/1/2005   11/1/1935     750.61       750.61     3/1/2006     120000       119554.01     Cash Out Refinance     6.4  
  2949    
 
      BAKERSFIELD   CA     93307     Primary   Single Family     240       236       80       7.44     12/1/2005   11/1/2025     1140.8       1140.8     3/1/2006     184000       184000     Cash Out Refinance     7.44  
  2950    
 
      TAMARAC   FL     33319     Primary   Single Family     360       356       66.67       7.74     12/1/2005   11/1/1935     572.58       572.58     3/1/2006     80000       79771.49     Cash Out Refinance     7.74  
  2951    
 
      SOUTHGATE   MI     48195     Primary   Single Family     240       236       100       10.25     12/1/2005   11/1/2025     229.71       229.71     3/1/2006     23400       23267.39     Cash Out Refinance     10.25  
  2952    
 
      MANASSAS   VA     20112     Investor   Single Family     360       356       51.28       11.65     11/12/2005   10/12/1935     2003.51       2003.51     2/12/2006     200000       199644.84     Cash Out Refinance     11.65  
  2953    
 
      CORONA   CA     92880     Primary   Single Family     360       356       100       10.1     12/1/2005   11/1/1935     1132.77       1132.77     3/1/2006     128000       127775.44     Purchase     10.1  
  2954    
 
      ANTIOCH   CA     94509     Primary   Single Family     180       176       100       9.65     12/1/2005   11/1/2020     613.32       613.32     3/1/2006     72000       71859.68     Purchase     9.65  
  2955    
 
      SAN ANTONIO   TX     78261     Primary   PUD     360       356       100       10.25     12/1/2005   11/1/1935     271.2       271.2     3/1/2006     30264       30212.58     Purchase     10.25  
  2956    
 
      RINCON   GA     31326     Primary   Manufactured Housing     360       356       75       11.4     12/1/2005   11/1/1935     847.56       847.56     3/1/2006     86250       86135.65     Cash Out Refinance     11.4  
  2957    
 
      BRIGHTON   MI     48114     Primary   Single Family     360       356       90.49       12.5     11/17/2005   10/17/1935     354.23       354.23     2/17/2006     33190       33155.46     Cash Out Refinance     12.5  
  2958    
 
      PHOENIX   AZ     85053     Primary   Single Family     360       356       54.44       6.25     12/1/2005   11/1/1935     603.41       603.41     3/1/2006     98000       97625.12     Cash Out Refinance     6.25  
  2959    
 
      WEST PALM BEACH   FL     33411     Primary   Single Family     360       356       79.73       6.35     12/1/2005   11/1/1935     1835.6       1835.6     3/1/2006     295000       293893.02     Cash Out Refinance     6.35  
  2960    
 
      RANCHO CUCAMONGA   CA     91730     Primary   Condominium     360       356       100       10.35     12/1/2005   11/1/1935     558.4       558.4     3/1/2006     61800       61697.12     Purchase     10.35  
  2961    
 
      BAKERSFIELD   CA     93304     Primary   Single Family     360       356       80       6.25     12/1/2005   11/1/1935     1428.47       1428.47     3/1/2006     232000       231112.02     Cash Out Refinance     6.25  
  2962    
 
      HAMDEN   CT     6514     Primary   Single Family     360       356       62.54       6.5     12/1/2005   11/1/1935     1245.18       1245.18     3/1/2006     197000       196281.8     Cash Out Refinance     6.5  
  2963    
 
      PHARR   TX     78577     Primary   Single Family     360       356       82.4       5.99     12/1/2005   11/1/1935     646.49       646.49     3/1/2006     107944       106855.07     Rate/Term Refinance     5.99  
  2964    
 
      MORENO VALLEY   CA     92551     Primary   PUD     360       356       80       5.6     12/1/2005   11/1/1935     1437.33       1437.24     3/1/2006     308000       307978.83     Rate/Term Refinance     5.6  
  2965    
 
      SMITHLAND   KY     42081     Primary   Single Family     360       356       70.65       6.55     12/1/2005   11/1/1935     363.59       363.59     3/1/2006     57225       57018.36     Cash Out Refinance     6.55  
  2966    
 
      SPICER   MN     56288     Primary   Single Family     360       356       75       6.05     12/1/2005   11/1/1935     1103.07       1103.07     3/1/2006     183000       182271.82     Cash Out Refinance     6.05  
  2967    
 
      HOUSTON   TX     77022     Primary   Single Family     120       116       60       8.1     12/1/2005   11/1/2015     687.28       687.28     3/1/2006     56400       55053.29     Cash Out Refinance     8.1  
  2968    
 
      HOUSTON   TX     77066     Primary   Single Family     240       236       43.1       8.9     12/1/2005   11/1/2025     446.66       446.66     3/1/2006     50000       49243.33     Cash Out Refinance     8.9  
  2969    
 
      VISALIA   CA     93292     Primary   Single Family     360       356       84.2       10.7     12/1/2005   11/1/1935     379.8       379.8     3/1/2006     40850       40786.96     Cash Out Refinance     10.7  
  2970    
 
      HULL   MA     2045     Primary   Single Family     360       356       54.45       5.4     12/1/2005   11/1/1935     1167.99       1167.99     3/1/2006     208000       207047.52     Cash Out Refinance     5.4  
  2971    
 
      LANHAM   MD     20706     Primary   Single Family     360       356       65.48       9.7     12/1/2005   11/1/1935     326.66       326.66     3/1/2006     38184       37933.52     Cash Out Refinance     9.7  
  2972    
 
      RICHMOND   VA     23236     Primary   Single Family     360       356       76.89       11.3     12/1/2005   11/1/1935     518.74       518.74     3/1/2006     53200       53127.9     Cash Out Refinance     11.3  
  2973    
 
      PAHRUMP   NV     89060     Primary   Manufactured Housing     360       356       80.49       9.5     12/1/2005   11/1/1935     1285.93       1285.93     3/1/2006     152931       152626.5     Cash Out Refinance     9.5  
  2974    
 
      PORTOLA   CA     96122     Primary   Single Family     360       356       65.26       5.65     12/1/2005   11/1/1935     715.78       715.78     3/1/2006     124000       122806.06     Cash Out Refinance     5.65  

Page 74 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  2975    
 
      SAN DIEGO   CA     92139     Primary   Single Family     360       356       90.63       6.35     12/1/2005   11/1/1935     2253.99       2253.99     3/1/2006     425950       425950     Cash Out Refinance     6.35  
  2976    
 
      MUSELLA   GA     31066     Primary   Single Family     360       356       44.88       8.25     12/1/2005   11/1/1935     717.46       717.46     3/1/2006     95500       95169.63     Cash Out Refinance     8.25  
  2977    
 
      TIVOLI   NY     12583     Primary   Single Family     360       356       70.45       11.95     11/17/2005   10/17/1935     912.56       912.56     2/17/2006     89050       88945.36     Cash Out Refinance     11.95  
  2978    
 
      BAKERSFIELD   CA     93307     Primary   Single Family     360       356       60       6.75     12/1/2005   11/1/1935     1089.65       1089.65     3/1/2006     168000       167416.51     Cash Out Refinance     6.75  
  2979    
 
      ARAGON   GA     30104     Primary   Single Family     360       356       90.49       9.3     12/1/2005   11/1/1935     665.48       665.48     3/1/2006     80536.1       80368.88     Cash Out Refinance     9.3  
  2980    
 
      STERLING   VA     20165     Primary   Townhouse     360       356       75.47       6.65     12/1/2005   11/1/1935     2107.58       2107.58     3/1/2006     328300       327137.38     Cash Out Refinance     6.65  
  2981    
 
      MODESTO   CA     95355     Primary   Single Family     360       356       62.35       7.45     12/1/2005   11/1/1935     1475.09       1475.09     3/1/2006     212000       211358.37     Cash Out Refinance     7.45  
  2982    
 
      PHELAN   CA     92372     Primary   Single Family     360       356       30.09       11.75     11/18/2005   10/18/1935     272.55       272.55     2/18/2006     27000       26966.82     Cash Out Refinance     11.75  
  2983    
 
      HANOVER   IN     47243     Primary   Single Family     360       356       80       7.99     12/1/2005   11/1/1935     498.49       498.49     3/1/2006     68000       67815.28     Rate/Term Refinance     7.99  
  2984    
 
      DUNNELLON   FL     34433     Primary   Single Family     180       176       61.9       6.95     12/1/2005   11/1/2020     1164.85       1164.85     3/1/2006     130000       128337.9     Cash Out Refinance     6.95  
  2985    
 
      SAN ANTONIO   TX     78247     Primary   Single Family     360       356       90       9.75     12/1/2005   11/1/1935     1275.85       1275.85     3/1/2006     148500       148218.94     Rate/Term Refinance     9.75  
  2986    
 
      VENTURA   CA     93004     Primary   Single Family     240       236       75.48       7.99     11/18/2005   10/18/2025     835.82       835.82     2/18/2006     100000       99313.23     Cash Out Refinance     7.99  
  2987    
 
      HIDDEN VALLEY LAKE   CA     95467     Primary   Single Family     360       356       80       6.85     12/1/2005   11/1/1935     1803.83       1803.83     3/1/2006     316000       315909.81     Purchase     6.85  
  2988    
 
      TACOMA   WA     98498     Primary   Single Family     360       356       80       6.75     11/15/2005   10/15/1935     852.75       852.75     2/15/2006     151600       151600     Purchase     6.75  
  2989    
 
      MIRAMAR   FL     33023     Primary   Single Family     240       236       68.3       9.65     12/1/2005   11/1/2025     423.88       423.88     3/1/2006     45000       44748.86     Cash Out Refinance     9.65  
  2990    
 
      LOUISVILLE   KY     40272     Primary   Single Family     360       356       80       7.75     12/1/2005   11/1/1935     550.2       550.2     3/1/2006     76800       76564.14     Cash Out Refinance     7.75  
  2991    
 
      LOUISVILLE   KY     40272     Primary   Single Family     180       176       100       12.75     12/1/2005   11/1/2020     208.65       208.65     3/1/2006     19200       19181.1     Cash Out Refinance     12.75  
  2992    
 
      KNOXVILLE   TN     37938     Primary   Single Family     360       356       64.87       7.6     11/15/2005   10/15/1935     1207.39       1207.39     2/15/2006     171000       170497.69     Purchase     7.6  
  2993    
 
      DENTON   TX     76210     Primary   PUD     360       356       80       6.6     12/1/2005   11/1/1935     622.65       622.65     3/1/2006     97493       97144.39     Purchase     6.6  
  2994    
 
      BURLESON   TX     76028     Primary   Single Family     360       356       80       7.5     12/1/2005   11/1/1935     624.29       624.29     3/1/2006     89284       88812.68     Purchase     7.5  
  2995    
 
      MESQUITE   TX     75181     Primary   PUD     360       356       80       6.75     12/1/2005   11/1/1935     682.64       682.64     3/1/2006     105248       104882.09     Purchase     6.75  
  2996    
 
      FRESNO   CA     93727     Primary   Single Family     360       356       80       6.2     12/1/2005   11/1/1935     1508.01       1508.01     3/1/2006     246218       245267.13     Purchase     6.2  
  2997    
 
      WYLIE   TX     75098     Primary   PUD     360       356       80       7.65     12/1/2005   11/1/1935     926.05       926.05     3/1/2006     130518       130138.39     Purchase     7.65  
  2998    
 
      HIGHLANDS RANCH   CO     80130     Primary   Condominium     360       356       63.46       13.15     11/18/2005   10/18/1935     447.18       447.18     2/18/2006     40000       39964.03     Cash Out Refinance     13.15  
  2999    
 
      GLENDALE   AZ     85308     Primary   PUD     360       356       69.08       9.15     11/18/2005   10/18/1935     407.72       407.72     2/18/2006     50000       49892.9     Cash Out Refinance     9.15  
  3000    
 
      SALEM   OR     97301     Primary   Single Family     360       356       85.49       10.85     12/1/2005   11/1/1935     235.26       235.26     3/1/2006     25000       24962.62     Cash Out Refinance     10.85  
  3001    
 
      PITTSBURGH   PA     15211     Primary   Townhouse     180       176       86.95       6.4     12/1/2005   11/1/2020     579.54       579.54     3/1/2006     66950       66052.97     Cash Out Refinance     6.4  
  3002    
 
      DEARBORN   MI     48126     Primary   Single Family     360       356       82.4       6.49     12/1/2005   11/1/1935     624.34       624.34     3/1/2006     98880       98518.82     Cash Out Refinance     6.49  
  3003    
 
      NORTH LAUDERDALE   FL     33068     Primary   Single Family     360       356       65.65       6.15     12/1/2005   11/1/1935     874.79       874.79     3/1/2006     170690       170690     Cash Out Refinance     6.15  
  3004    
 
      ANAHEIM   CA     92804     Primary   Single Family     360       356       80       6.5     12/1/2005   11/1/1935     2708.33       2708.33     3/1/2006     500000       499950     Cash Out Refinance     6.5  
  3005    
 
      SHELTON   CT     6484     Primary   Single Family     360       356       79.1       8.6     12/1/2005   11/1/1935     1552.03       1552.03     3/1/2006     200000       199423.45     Cash Out Refinance     8.6  
  3006    
 
      STEPHENSON   VA     22656     Primary   Single Family     360       356       85       6.38     12/1/2005   11/1/1935     1172.56       1172.56     3/1/2006     187850       187149.14     Cash Out Refinance     6.38  
  3007    
 
      CISCO   TX     76437     Primary   Single Family     360       356       74.47       9.85     12/1/2005   11/1/1935     606.56       606.56     3/1/2006     70000       69870.07     Cash Out Refinance     9.85  
  3008    
 
      LONGWOOD   FL     32750     Primary   Single Family     360       356       79.87       12.15     12/1/2005   11/1/1935     572.1       572.1     3/1/2006     55000       54938.18     Cash Out Refinance     12.15  
  3009    
 
      PHOENIX   AZ     85043     Primary   PUD     360       356       80       6.75     11/13/2005   10/13/1935     1165.5       1165.5     2/13/2006     207200       207200     Purchase     6.75  
  3010    
 
      TALLAHASSEE   FL     32309     Primary   PUD     360       356       90       6.7     12/1/2005   11/1/1935     1130.63       1127.72     3/1/2006     202500       201979.61     Cash Out Refinance     6.7  
  3011    
 
      MONTESANO   WA     98563     Primary   Single Family     360       356       80       6.75     12/1/2005   11/1/1935     744.6       744.6     3/1/2006     114800       114401.27     Rate/Term Refinance     6.75  
  3012    
 
      VANCOUVER   WA     98682     Primary   PUD     360       356       92       6.15     12/1/2005   11/1/1935     966.58       966.58     3/1/2006     188600       188600     Cash Out Refinance     6.15  
  3013    
 
      STAFFORD SPRINGS   CT     6076     Primary   Single Family     360       356       59.66       10.9     12/1/2005   11/1/1935     992.02       992.02     3/1/2006     105000       104844.83     Rate/Term Refinance     10.9  
  3014    
 
      DANVILLE   WV     25053     Primary   Single Family     360       356       84.75       9.7     12/1/2005   11/1/1935     427.75       427.75     3/1/2006     50000       49889.15     Cash Out Refinance     9.7  

Page 75 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  3015    
 
      SAN ANTONIO   TX     78249     Primary   PUD     240       236       77.92       11.6     12/1/2005   11/1/2025     332.74       332.74     3/1/2006     31000       30865.78     Cash Out Refinance     11.6  
  3016    
 
      SPRING   TX     77379     Primary   PUD     240       236       76.58       9.55     12/1/2005   11/1/2025     233.85       233.85     3/1/2006     25000       24833.86     Cash Out Refinance     9.55  
  3017    
 
      HOUSTON   TX     77067     Primary   Single Family     360       356       64.59       9.24     12/1/2005   11/1/1935     674.83       674.83     3/1/2006     82100       81927.38     Cash Out Refinance     9.24  
  3018    
 
      HAYWARD   CA     94541     Primary   Single Family     120       116       77.74       9.3     12/1/2005   11/1/2015     799.35       799.35     3/1/2006     62300       61019.11     Cash Out Refinance     9.3  
  3019    
 
      ROYAL PALM BEACH   FL     33411     Primary   Single Family     360       356       54.4       6.9     12/1/2005   11/1/1935     899.32       899.32     3/1/2006     136550       136089.42     Cash Out Refinance     6.9  
  3020    
 
      LOWELL   IN     46356     Primary   Single Family     360       356       80.24       10.45     12/1/2005   11/1/1935     446.4       446.4     3/1/2006     49000       48920.2     Cash Out Refinance     10.45  
  3021    
 
      MIAMI   FL     33190     Primary   PUD     360       356       81.82       6.95     12/1/2005   11/1/1935     1386.46       1386.46     3/1/2006     209450.5       208717.27     Cash Out Refinance     6.95  
  3022    
 
      BAKERSFIELD   CA     93313     Primary   Single Family     360       356       80       5.8     12/1/2005   11/1/1935     1527.33       1526.71     3/1/2006     316000       315870.19     Purchase     5.8  
  3023    
 
      MIAMI   FL     33165     Primary   Single Family     360       356       85       6.99     12/1/2005   11/1/1935     1609.16       1609.16     3/1/2006     276250       276250     Cash Out Refinance     6.99  
  3024    
 
      FAIRLAND   OK     74343     Primary   Single Family     360       356       85.49       7.65     12/1/2005   11/1/1935     415.5       415.5     3/1/2006     58560.65       58390.32     Cash Out Refinance     7.65  
  3025    
 
      FRANKLIN   VA     23851     Primary   Single Family     360       356       49.08       11.5     12/1/2005   11/1/1935     396.12       396.12     3/1/2006     40000       39948.11     Cash Out Refinance     11.5  
  3026    
 
      DOWNEY   CA     90240     Primary   Single Family     360       356       80       6.25     12/1/2005   11/1/1935     2213.54       2213.54     3/1/2006     425000       425000     Cash Out Refinance     6.25  
  3027    
 
      EL DORADO   CA     95623     Primary   Single Family     360       356       85.16       10.55     12/1/2005   11/1/1935     1584.38       1584.38     3/1/2006     172500       172225.13     Cash Out Refinance     10.55  
  3028    
 
      NORTH MIAMI   FL     33179     Primary   Condominium     360       356       72.1       6.85     12/1/2005   11/1/1935     921.27       921.27     3/1/2006     140595       140116.09     Cash Out Refinance     6.85  
  3029    
 
      NORTH HOLLYWOOD   CA     91606     Primary   Single Family     360       356       80.5       6.95     12/1/2005   11/1/1935     2820.54       2820.54     3/1/2006     487000       487000     Cash Out Refinance     6.95  
  3030    
 
      YUMA   AZ     85365     Primary   Single Family     360       356       91.25       7.15     12/1/2005   11/1/1935     869.92       869.92     3/1/2006     146000       146000     Cash Out Refinance     7.15  
  3031    
 
      BAKERSFIELD   CA     93309     Primary   Condominium     240       236       65       6.75     12/1/2005   11/1/2025     963.77       963.77     3/1/2006     126750       125733.35     Cash Out Refinance     6.75  
  3032    
 
      CLERMONT   FL     34711     Primary   Single Family     360       356       86.67       9.25     12/1/2005   11/1/1935     1925.06       1925.06     3/1/2006     234000       233509.11     Cash Out Refinance     9.25  
  3033    
 
      THORNTON   CO     80602     Primary   Single Family     360       356       80       6.65     12/1/2005   11/1/1935     1089.27       1089.27     3/1/2006     196560       196560     Purchase     6.65  
  3034    
 
      FOWLERVILLE   MI     48836     Primary   Single Family     360       356       100       10.99     12/1/2005   11/1/1935     317.34       317.34     3/1/2006     33349       33300.66     Purchase     10.99  
  3035    
 
      FLORISSANT   MO     63034     Primary   Single Family     360       356       90       9.05     12/1/2005   11/1/1935     1418.43       1418.43     3/1/2006     175500       175116.22     Cash Out Refinance     9.05  
  3036    
 
      TRENTON   IL     62293     Primary   Single Family     360       356       95       8.8     12/1/2005   11/1/1935     754.51       754.51     3/1/2006     95475       95255.16     Cash Out Refinance     8.8  
  3037    
 
      ROCHESTER   WA     98579     Primary   Single Family     360       356       90       7.63     12/1/2005   11/1/1935     1810       1810     3/1/2006     255600       254853.67     Cash Out Refinance     7.63  
  3038    
 
      RAPID CITY   SD     57701     Primary   Single Family     240       236       100       9.5     12/1/2005   11/1/2025     184.57       184.57     3/1/2006     19800       19687.39     Purchase     9.5  
  3039    
 
      FAIRBORN   OH     45324     Primary   Single Family     360       356       90       9.55     11/15/2005   10/15/1935     422.6       422.6     2/15/2006     50040       49941.37     Purchase     9.55  
  3040    
 
      MANASSAS   VA     20109     Primary   Townhouse     360       356       80       7.3     11/15/2005   10/15/1935     1946.67       1946.67     2/15/2006     320000       320000     Purchase     7.3  
  3041    
 
      MANASSAS   VA     20109     Primary   Townhouse     360       356       100       10     11/14/2005   10/14/1935     702.06       702.06     2/14/2006     80000       79856.64     Purchase     10  
  3042    
 
      HOUSTON   TX     77055     Investor   Single Family     360       356       65       10.9     11/15/2005   10/15/1935     1074.69       1074.69     2/15/2006     113750       113581.88     Cash Out Refinance     10.9  
  3043    
 
      JACKSONVILLE   FL     32277     Primary   Single Family     360       356       100       7.99     11/15/2005   10/15/1935     1796.02       1796.02     2/15/2006     245000       244334.47     Purchase     7.99  
  3044    
 
      LANCASTER   TX     75134     Primary   PUD     360       356       90       8.15     12/1/2005   11/1/1935     977.65       977.65     3/1/2006     131360       131014.51     Purchase     8.15  
  3045    
 
      LANCASTER   TX     75134     Primary   PUD     360       356       100       10.45     12/1/2005   11/1/1935     132.97       132.97     3/1/2006     14595       14571.21     Purchase     10.45  
  3046    
 
      CASTLE ROCK   CO     80104     Primary   Single Family     360       356       80       5.65     12/1/2005   11/1/1935     1363.53       1363.21     3/1/2006     289600       289531.82     Purchase     5.65  
  3047    
 
      DENTON   TX     76210     Primary   PUD     360       356       80       5.9     12/1/2005   11/1/1935     804.27       804.27     3/1/2006     135595       135041.83     Purchase     5.9  
  3048    
 
      DENTON   TX     76208     Primary   PUD     360       356       98.68       9.25     12/1/2005   11/1/1935     121.66       121.66     3/1/2006     14788       14756.96     Purchase     9.25  
  3049    
 
      CANAL WINCHETER   OH     43110     Primary   Single Family     360       356       95       11.15     12/1/2005   11/1/1935     63.95       63.95     3/1/2006     6635.65       6626.34     Purchase     11.15  
  3050    
 
      FRESNO   CA     93727     Primary   Single Family     360       356       80       7.2     12/1/2005   11/1/1935     1578.12       1578.12     3/1/2006     263020       263020     Purchase     7.2  
  3051    
 
      LAS VEGAS   NV     89085     Primary   PUD     180       176       100       9.45     12/1/2005   11/1/2020     578.1       578.1     3/1/2006     69050       68911.05     Purchase     9.45  
  3052    
 
      WHITMAN   MA     2382     Primary   Single Family     360       356       80       6.55     12/1/2005   11/1/1935     1441       1441     3/1/2006     264000       264000     Purchase     6.55  
  3053    
 
      HAGERSTOWN   MD     21742     Primary   Single Family     360       356       80       7.25     12/1/2005   11/1/1935     894.17       894.16     3/1/2006     148000       147997.86     Rate/Term Refinance     7.25  
  3054    
 
      MIAMI   FL     33176     Primary   PUD     360       356       80       6.8     12/1/2005   11/1/1935     1904       1904     3/1/2006     336000       336000     Purchase     6.8  

Page 76 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  3055    
 
      SPANISH FORK   UT     84660     Primary   Single Family     360       356       80       6.6     12/1/2005   11/1/1935     485.36       485.34     3/1/2006     88248       88243.67     Purchase     6.6  
  3056    
 
      EL CAJON   CA     92019     Primary   PUD     360       356       80       6.25     12/1/2005   11/1/1935     2104.17       2102.52     3/1/2006     404000       403579.33     Purchase     6.25  
  3057    
 
      VERO BEACH   FL     32966     Primary   PUD     360       356       100       9.8     11/14/2005   10/14/1935     482.05       482.05     2/14/2006     55868       55763.55     Purchase     9.8  
  3058    
 
      MIAMI   FL     33176     Primary   PUD     360       356       100       9.4     12/1/2005   11/1/1935     700.2       700.2     3/1/2006     84000       83829.21     Purchase     9.4  
  3059    
 
      HUMBLE   TX     77346     Primary   PUD     360       356       80       6.4     11/14/2005   10/14/1935     600.49       600.49     2/14/2006     96000       95643.2     Purchase     6.4  
  3060    
 
      LAKEWOOD   WA     98498     Primary   Single Family     360       356       100       11.65     12/1/2005   11/1/1935     507.89       507.89     3/1/2006     50700       50596.35     Purchase     11.65  
  3061    
 
      HANFORD   CA     93230     Primary   Single Family     360       356       100       9.99     12/1/2005   11/1/1935     486.79       486.79     3/1/2006     55516       55416.29     Purchase     9.99  
  3062    
 
      DUNNELLON   FL     34431     Primary   Single Family     180       176       77.08       10.05     12/1/2005   11/1/2020     269.42       269.42     3/1/2006     25000       24755.62     Cash Out Refinance     10.05  
  3063    
 
      BOCA RATON   FL     33496     Primary   PUD     360       356       41.61       10.75     12/1/2005   11/1/1935     770.13       770.13     3/1/2006     82500       82373.17     Cash Out Refinance     10.75  
  3064    
 
      LYNDORA   PA     16045     Primary   Single Family     360       356       51.64       6.45     12/1/2005   11/1/1935     396.14       396.14     3/1/2006     63000       62752.52     Cash Out Refinance     6.45  
  3065    
 
      MOYOCK   NC     27958     Primary   Single Family     360       356       51.52       11     12/1/2005   11/1/1935     409.5       409.5     3/1/2006     43000       42937.82     Cash Out Refinance     11  
  3066    
 
      MIAMISBURG   OH     45342     Primary   Condominium     360       356       77.25       7.6     12/1/2005   11/1/1935     654.54       654.54     3/1/2006     92700       92427.66     Rate/Term Refinance     7.6  
  3067    
 
      GRAND JUNCTION   CO     81504     Primary   Single Family     360       356       80       6.99     12/1/2005   11/1/1935     768.9       768.9     3/1/2006     132000       132000     Rate/Term Refinance     6.99  
  3068    
 
      HIALEAH   FL     33016     Primary   Condominium     360       356       85       6.5     12/1/2005   11/1/1935     713.65       713.65     3/1/2006     131750       131650     Cash Out Refinance     6.5  
  3069    
 
      GILBERT   AZ     85233     Primary   PUD     360       356       70.7       6.15     12/1/2005   11/1/1935     1025.42       1023.87     3/1/2006     200081       199679.45     Cash Out Refinance     6.15  
  3070    
 
      ENTERPRISE   FL     32725     Primary   Single Family     360       356       85       8.7     12/1/2005   11/1/1935     325.4       325.4     3/1/2006     41550       41452.3     Cash Out Refinance     8.7  
  3071    
 
      TAMPA   FL     33614     Primary   Single Family     360       356       85.34       10.25     11/19/2005   10/19/1935     420.28       420.28     2/19/2006     46900       46810.29     Cash Out Refinance     10.25  
  3072    
 
      FORT WASHINGTON   MD     20744     Primary   Single Family     360       356       80.8       7.5     12/1/2005   11/1/1935     2175.12       2175.12     3/1/2006     311080       310147.84     Cash Out Refinance     7.5  
  3073    
 
      MECHANICSVILLE   VA     23116     Primary   Single Family     360       356       72.75       5.99     12/1/2005   11/1/1935     1107.98       1107.98     3/1/2006     185000       183225.04     Cash Out Refinance     5.99  
  3074    
 
      MODESTO   CA     95351     Primary   Single Family     360       356       80       5.85     12/1/2005   11/1/1935     1092       1092     3/1/2006     224000       224000     Cash Out Refinance     5.85  
  3075    
 
      HERRIMAN   UT     84065     Primary   Single Family     360       356       80       6.6     12/1/2005   11/1/1935     965.66       965.66     3/1/2006     151200       150659.32     Rate/Term Refinance     6.6  
  3076    
 
      TOPEKA   IN     46571     Primary   Single Family     360       356       62.22       10.5     12/1/2005   11/1/1935     512.26       512.26     3/1/2006     56000       55909.79     Cash Out Refinance     10.5  
  3077    
 
      POINT PLEASANT BOROUGH   NJ     8742     Primary   Single Family     360       356       85.49       11.2     12/1/2005   11/1/1935     1222.93       1222.93     3/1/2006     126404.8       126229.77     Cash Out Refinance     11.2  
  3078    
 
      BAKERSFIELD   CA     93306     Primary   Single Family     360       356       56       6.99     12/1/2005   11/1/1935     744.39       744.39     3/1/2006     112000       111590.95     Cash Out Refinance     6.99  
  3079    
 
      TUCKERTON   NJ     8087     Primary   Single Family     360       356       80.34       13.2     12/1/2005   11/1/1935     413.97       413.97     3/1/2006     36900       36867.16     Cash Out Refinance     13.2  
  3080    
 
      CHULA VISTA   CA     91910     Primary   Single Family     360       356       85.49       11.3     12/1/2005   11/1/1935     287.65       287.65     3/1/2006     29500       29460.01     Cash Out Refinance     11.3  
  3081    
 
      NORTH HAVEN   CT     6473     Primary   Single Family     300       296       70.46       9.45     11/19/2005   10/19/1930     348.09       348.09     2/19/2006     40000       39747.82     Cash Out Refinance     9.45  
  3082    
 
      RAYMOND   NH     3077     Primary   Single Family     360       356       53.82       5.9     12/1/2005   11/1/1935     877.85       877.85     3/1/2006     148000       147394.84     Cash Out Refinance     5.9  
  3083    
 
      TETONIA   ID     83452     Primary   Single Family     180       176       57.75       9.99     12/1/2005   11/1/2020     429.6       429.6     3/1/2006     40000       39608.75     Cash Out Refinance     9.99  
  3084    
 
      REIDSVILLE   NC     27320     Primary   Manufactured Housing     360       356       82.67       7.85     12/1/2005   11/1/1935     762.4       762.4     3/1/2006     105400       105102.86     Rate/Term Refinance     7.85  
  3085    
 
      ANTIOCH   CA     94509     Primary   Single Family     360       356       84.23       11.15     11/19/2005   10/19/1935     298.74       298.74     2/19/2006     31000       30956.6     Cash Out Refinance     11.15  
  3086    
 
      NORFOLK   VA     23504     Primary   Single Family     360       356       60       9.55     12/1/2005   11/1/1935     1064.08       1064.08     3/1/2006     126000       125751.73     Cash Out Refinance     9.55  
  3087    
 
      NEW BRITAIN   CT     6053     Primary   Single Family     360       356       80       6.85     12/1/2005   11/1/1935     765.35       765.35     3/1/2006     116800       116402.13     Rate/Term Refinance     6.85  
  3088    
 
      EL MIRAGE   AZ     85335     Primary   Single Family     360       356       46.97       11.9     11/19/2005   10/19/1935     464.2       464.2     2/19/2006     45468       45413.97     Cash Out Refinance     11.9  
  3089    
 
      AVONDALE   AZ     85323     Primary   PUD     360       356       85.49       12.15     12/1/2005   11/1/1935     294.58       294.58     3/1/2006     28320       28277.05     Cash Out Refinance     12.15  
  3090    
 
      COLUMBUS   OH     43235     Primary   Single Family     360       356       90       11.06     12/1/2005   11/1/1935     1377.88       1377.88     3/1/2006     144000       143794.46     Rate/Term Refinance     11.06  
  3091    
 
      ARVADA   CO     80002     Primary   Single Family     360       356       80       7.15     12/1/2005   11/1/1935     1039.13       1039.13     3/1/2006     174400       174400     Rate/Term Refinance     7.15  
  3092    
 
      MARSHFIELD   MA     2050     Primary   Single Family     360       356       79       6.95     12/1/2005   11/1/1935     3431.56       3431.56     3/1/2006     592500       592500     Rate/Term Refinance     6.95  
  3093    
 
      DENVER   CO     80209     Primary   Single Family     360       356       68.83       9.64     12/1/2005   11/1/1935     340.44       340.44     3/1/2006     40000       39760.51     Cash Out Refinance     9.64  
  3094    
 
      CHICO   CA     95926     Primary   Condominium     360       356       60.89       11.5     12/1/2005   11/1/1935     495.15       495.15     3/1/2006     50000       49915.47     Cash Out Refinance     11.5  

Page 77 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  3095    
 
      STEPHENS CITY   VA     22655     Primary   Single Family     360       356       69.11       5.15     12/1/2005   11/1/1935     1146.66       1146.66     3/1/2006     210000       208905.12     Purchase     5.15  
  3096    
 
      VICTORVILLE   CA     92392     Primary   Single Family     360       356       80       6.39     12/1/2005   11/1/1935     1384.5       1384.5     3/1/2006     260000       260000     Purchase     6.39  
  3097    
 
      GRAND PRAIRIE   TX     75052     Primary   PUD     360       356       90       8.2     12/1/2005   11/1/1935     862.72       862.72     3/1/2006     115374       115073.61     Purchase     8.2  
  3098    
 
      TULSA   OK     74134     Primary   Single Family     240       236       99.98       12     12/1/2005   11/1/2025     481.17       481.17     3/1/2006     43700       43520.65     Cash Out Refinance     12  
  3099    
 
      STONE MOUNTAIN   GA     30083     Primary   Single Family     360       356       85       8.3     12/1/2005   11/1/1935     878.95       878.95     3/1/2006     116450       116152.93     Cash Out Refinance     8.3  
  3100    
 
      PORTLAND   OR     97266     Primary   Single Family     360       356       77.75       8.4     12/1/2005   11/1/1935     609.47       609.47     3/1/2006     80000       79799.55     Cash Out Refinance     8.4  
  3101    
 
      FORTY FORT   PA     18704     Primary   Single Family     360       356       48.8       9.2     12/1/2005   11/1/1935     663.43       663.43     3/1/2006     81000       80828.32     Cash Out Refinance     9.2  
  3102    
 
      JOHNSON   VT     5656     Primary   Single Family     360       356       89.78       8.7     12/1/2005   11/1/1935     1038.2       1038.2     3/1/2006     143200       143200     Cash Out Refinance     8.7  
  3103    
 
      IMLAY CITY   MI     48444     Primary   Single Family     360       356       90       9.3     12/1/2005   11/1/1935     3011.87       3011.87     3/1/2006     364500       363743.29     Cash Out Refinance     9.3  
  3104    
 
      GOODRICH   MI     48438     Primary   Single Family     240       236       99.51       9.49     12/1/2005   11/1/2025     372.6       372.6     3/1/2006     40000       39772.25     Cash Out Refinance     9.49  
  3105    
 
      HAYWARD   CA     94542     Primary   Single Family     360       356       48.67       8.85     11/19/2005   10/19/1935     865.31       865.31     2/19/2006     109000       108751.54     Cash Out Refinance     8.85  
  3106    
 
      FORT WORTH   TX     76126     Primary   Single Family     360       356       67.53       6.05     12/1/2005   11/1/1935     1567.2       1567.2     3/1/2006     260000       258966.75     Cash Out Refinance     6.05  
  3107    
 
      LAKE FOREST   CA     92630     Primary   PUD     180       176       78.78       8.15     12/1/2005   11/1/2020     1833.09       1833.09     3/1/2006     246300       245652.23     Cash Out Refinance     8.15  
  3108    
 
      FONTANA   CA     92336     Primary   Single Family     360       356       63.76       6.3     12/1/2005   11/1/1935     1191.75       1191.75     3/1/2006     227000       227000     Cash Out Refinance     6.3  
  3109    
 
      FORT WAYNE   IN     46835     Primary   PUD     360       356       80       6.3     12/1/2005   11/1/1935     792.29       792.29     3/1/2006     128000       127515.04     Cash Out Refinance     6.3  
  3110    
 
      TOMS RIVER   NJ     8753     Primary   Single Family     360       356       83.32       10.8     12/1/2005   11/1/1935     328.04       328.04     3/1/2006     35000       34947.12     Cash Out Refinance     10.8  
  3111    
 
      RIALTO   CA     92377     Primary   Single Family     360       356       88.74       7.95     12/1/2005   11/1/1935     365.15       365.15     3/1/2006     50000       49862.19     Cash Out Refinance     7.95  
  3112    
 
      LOS ANGELES   CA     90003     Primary   Single Family     360       356       50.62       7.35     12/1/2005   11/1/1935     1255.63       1255.63     3/1/2006     205000       205000     Cash Out Refinance     7.35  
  3113    
 
      DE SOTO   MO     63020     Primary   Single Family     360       356       85       9.55     12/1/2005   11/1/1935     646.05       646.05     3/1/2006     76500       76349.27     Cash Out Refinance     9.55  
  3114    
 
      CHESWICK   PA     15024     Primary   Single Family     360       356       90       9.6     12/1/2005   11/1/1935     1221.35       1221.35     3/1/2006     144000       143718.56     Cash Out Refinance     9.6  
  3115    
 
      LAKE HAVASU CITY   AZ     86404     Primary   Single Family     360       356       65       6.875     12/1/2005   11/1/1935     1110.21       1110.21     3/1/2006     169000       168427.18     Cash Out Refinance     6.875  
  3116    
 
      DENTON   TX     76210     Primary   PUD     360       356       80       7.15     12/1/2005   11/1/1935     716.49       716.49     3/1/2006     106082       105741.29     Purchase     7.15  
  3117    
 
      KYLE   TX     78640     Primary   Single Family     360       356       90       8.35     12/1/2005   11/1/1935     904.63       904.63     3/1/2006     119295       118990.85     Purchase     8.35  
  3118    
 
      LEHIGH ACRES   FL     33971     Primary   Single Family     360       356       80       6     12/1/2005   11/1/1935     990       990     3/1/2006     198000       198000     Purchase     6  
  3119    
 
      NEW PORT RICHEY   FL     34654     Primary   PUD     360       356       74.07       6.4     12/1/2005   11/1/1935     1876.52       1876.52     3/1/2006     300000       298885.04     Cash Out Refinance     6.4  
  3120    
 
      EDINBURGBURG   VA     22824     Primary   Single Family     360       356       80       7.05     12/1/2005   11/1/1935     1443.78       1443.78     3/1/2006     215920       215212.55     Purchase     7.05  
  3121    
 
      DAVENPORT   FL     33837     Primary   PUD     360       356       80       6.93     12/1/2005   11/1/1935     1141.14       1141.14     3/1/2006     197600       197600     Purchase     6.93  
  3122    
 
      DICKINSON   TX     77539     Primary   Single Family     360       356       93       6.58     12/1/2005   11/1/1935     788.33       788.33     3/1/2006     123690       123199.03     Purchase     6.58  
  3123    
 
      RIVERSIDE   CA     92509     Primary   Single Family     360       356       80       5.4     12/1/2005   11/1/1935     1062       1062     3/1/2006     236000       236000     Purchase     5.4  
  3124    
 
      PHOENIX   AZ     85044     Primary   PUD     360       356       85.49       10.4     12/1/2005   11/1/1935     399.02       399.02     2/15/2006     43980       43923.98     Cash Out Refinance     10.4  
  3125    
 
      TUCSON   AZ     85710     Primary   Single Family     360       356       77.53       11.15     12/1/2005   11/1/1935     481.84       481.84     3/1/2006     50000       49914.16     Cash Out Refinance     11.15  
  3126    
 
      CLARSKVILLE   TN     37040     Primary   Single Family     360       356       77.14       8.05     12/1/2005   11/1/1935     398.12       398.12     3/1/2006     54000       53855.07     Cash Out Refinance     8.05  
  3127    
 
      CINCINNATI   OH     45237     Primary   Single Family     360       356       85.59       6.88     12/1/2005   11/1/1935     624.4       624.4     3/1/2006     95000       94678.32     Cash Out Refinance     6.88  
  3128    
 
      PORT SAINT LUCIE   FL     34984     Primary   Single Family     360       356       82.4       6.9     12/1/2005   11/1/1935     1383.86       1383.86     3/1/2006     210120       209405.07     Cash Out Refinance     6.9  
  3129    
 
      RANCHO CUCAMONGA   CA     91701     Primary   Single Family     360       356       83.72       5.69     12/1/2005   11/1/1935     1695.15       1695.15     3/1/2006     357500       357500     Cash Out Refinance     5.69  
  3130    
 
      GLENDALE   AZ     85310     Primary   PUD     360       356       72.86       9.2     12/1/2005   11/1/1935     204.77       204.77     3/1/2006     25000       24726.77     Cash Out Refinance     9.2  
  3131    
 
      DELTONA   FL     32738     Primary   Single Family     240       236       79.35       8.35     12/1/2005   11/1/2025     575.1       575.1     3/1/2006     67000       66557.15     Cash Out Refinance     8.35  
  3132    
 
      EDWARDSBURG   MI     49112     Primary   Single Family     360       356       80       9.85     12/1/2005   11/1/1935     1823.14       1823.14     3/1/2006     210400       210010.73     Cash Out Refinance     9.85  
  3133    
 
      VANCOUVER   WA     98684     Primary   Single Family     360       356       78.85       6.8     12/1/2005   11/1/1935     1166.95       1166.95     3/1/2006     179000       178384.32     Cash Out Refinance     6.8  
  3134    
 
      PUYALLUP   WA     98375     Primary   PUD     360       356       84.33       6.5     12/1/2005   11/1/1935     1599.11       1599.11     3/1/2006     252995       252072.66     Cash Out Refinance     6.5  

Page 78 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  3135    
 
      SAINT CLAIR TWP   MI     48079     Primary   Single Family     360       356       80.49       12.05     12/1/2005   11/1/1935     583.86       583.86     3/1/2006     56550       56485.02     Cash Out Refinance     12.05  
  3136    
 
      OVALO   TX     79541     Primary   Single Family     360       356       80       10.81     12/1/2005   11/1/1935     664.11       664.11     3/1/2006     70800       70693.28     Cash Out Refinance     10.81  
  3137    
 
      SWARTHMORE   PA     19081     Primary   Single Family     360       356       80.49       9.7     12/1/2005   11/1/1935     556.07       556.07     3/1/2006     65000       64875.91     Cash Out Refinance     9.7  
  3138    
 
      COLUMBIA   MD     21046     Primary   Single Family     360       356       43.35       9     12/1/2005   11/1/1935     683.93       683.93     3/1/2006     85000       84812.18     Cash Out Refinance     9  
  3139    
 
      GARLAND   TX     75041     Primary   Single Family     360       356       89.44       6.95     12/1/2005   11/1/1935     1036.14       1036.14     3/1/2006     156528.45       155961.64     Rate/Term Refinance     6.95  
  3140    
 
      APPLE VALLEY   CA     92307     Primary   Single Family     360       356       66.98       5.5     12/1/2005   11/1/1935     1198.04       1198.04     3/1/2006     211000       210069.79     Cash Out Refinance     5.5  
  3141    
 
      ORANGE PARK   FL     32003     Primary   Single Family     180       176       78.32       8.6     12/1/2005   11/1/2020     3328.45       3328.45     3/1/2006     336000       332278.43     Cash Out Refinance     8.6  
  3142    
 
      CHICOPEE   MA     1013     Primary   Single Family     360       356       46.61       10.76     12/1/2005   11/1/1935     513.83       513.83     3/1/2006     55000       54916.23     Cash Out Refinance     10.76  
  3143    
 
      LOS ANGELES   CA     91406     Primary   Single Family     360       356       82.17       11.2     12/1/2005   11/1/1935     275.73       275.73     3/1/2006     28500       28460.54     Cash Out Refinance     11.2  
  3144    
 
      PORT WENTWORTH   GA     31407     Primary   Single Family     360       356       80       6.6     12/1/2005   11/1/1935     577.35       577.35     3/1/2006     90400       90071.92     Rate/Term Refinance     6.6  
  3145    
 
      KANSAS CITY   MO     64115     Primary   PUD     360       356       80       7.3     12/1/2005   11/1/1935     1162.73       1162.73     3/1/2006     169600       169071.21     Rate/Term Refinance     7.3  
  3146    
 
      SPRING HILL   FL     34609     Primary   PUD     360       356       100       8.5     12/1/2005   11/1/1935     442.9       442.9     3/1/2006     57600       57458.9     Cash Out Refinance     8.5  
  3147    
 
      RANCHO CUCAMONGA   CA     91730     Primary   Single Family     360       356       80       5.875     12/1/2005   11/1/1935     1549.43       1549.43     3/1/2006     316480       316480     Purchase     5.875  
  3148    
 
      MADERA   CA     93637     Primary   Single Family     360       356       43.64       5.99     12/1/2005   11/1/1935     862.43       862.43     3/1/2006     144000       143421.16     Rate/Term Refinance     5.99  
  3149    
 
      SUGAR LAND   TX     77478     Primary   Single Family     360       356       80       5.4     12/1/2005   11/1/1935     1188       1188     3/1/2006     264000       264000     Cash Out Refinance     5.4  
  3150    
 
      TUCSON   AZ     85743     Primary   Single Family     360       356       90       8.5     12/1/2005   11/1/1935     2422.08       2422.08     3/1/2006     315000       314228.54     Cash Out Refinance     8.5  
  3151    
 
      DEARBORN HEIGHTS   MI     48127     Primary   Single Family     360       356       80       7.75     12/1/2005   11/1/1935     917.01       917.01     3/1/2006     128000       127635.11     Cash Out Refinance     7.75  
  3152    
 
      OAK LAWN   IL     60453     Primary   Single Family     240       236       38.46       10.25     12/1/2005   11/1/2025     490.83       490.83     3/1/2006     50000       49732.32     Cash Out Refinance     10.25  
  3153    
 
      ORLANDO   FL     32803     Primary   Single Family     360       356       76.74       6.3     12/1/2005   11/1/1935     1651.91       1651.91     3/1/2006     314650       314650     Purchase     6.3  
  3154    
 
      ALPHARETTA   GA     30022     Primary   Single Family     360       356       100       10.25     12/1/2005   11/1/1935     355.63       355.63     3/1/2006     39686       39618.55     Purchase     10.25  
  3155    
 
      BAKERSFIELD   CA     93312     Primary   Single Family     360       356       80       6.5     12/1/2005   11/1/1935     1162.19       1162.19     3/1/2006     214559       214559     Purchase     6.5  
  3156    
 
      RANCHO CUCAMONGA   CA     91701     Primary   Single Family     360       356       100       9.35     12/1/2005   11/1/1935     763.38       763.38     3/1/2006     91980       91791     Purchase     9.35  
  3157    
 
      CLINTON   MD     20735     Primary   PUD     360       356       80       7.25     12/1/2005   11/1/1935     1595       1595     3/1/2006     264000       264000     Purchase     7.25  
  3158    
 
      LAKEWOOD   WA     98499     Primary   Single Family     360       356       91.8       6.45     12/1/2005   11/1/1935     1036.17       1036.17     3/1/2006     192776       192776     Purchase     6.45  
  3159    
 
      RENTON   WA     98056     Primary   Single Family     360       356       80       6.6     12/1/2005   11/1/1935     1243       1243     3/1/2006     226000       226000     Purchase     6.6  
  3160    
 
      STAFFORD   VA     22405     Primary   Single Family     180       176       100       10.75     12/1/2005   11/1/2020     324.86       324.86     3/1/2006     34800       34746.84     Purchase     10.75  
  3161    
 
      ALTADENA   CA     91001     Primary   Single Family     360       356       100       9.6     12/1/2005   11/1/1935     948.25       948.25     3/1/2006     111800       111582     Purchase     9.6  
  3162    
 
      ORLANDO   FL     32825     Primary   Single Family     360       356       83.26       11.7     12/1/2005   11/1/1935     301.68       301.68     3/1/2006     30000       29960.78     Cash Out Refinance     11.7  
  3163    
 
      PHOENIX   AZ     85028     Primary   PUD     360       356       67.21       9.8     12/1/2005   11/1/1935     435.73       435.73     3/1/2006     50500       50405.6     Cash Out Refinance     9.8  
  3164    
 
      CADIZ   KY     42211     Primary   Single Family     240       236       80       7.99     12/1/2005   11/1/2025     902.69       902.69     3/1/2006     108000       107110.33     Cash Out Refinance     7.99  
  3165    
 
      PALM SPRINGS   FL     33461     Primary   Single Family     360       356       66.56       5.99     12/1/2005   11/1/1935     1215.79       1215.79     3/1/2006     203000       202163.19     Rate/Term Refinance     5.99  
  3166    
 
      IRMO   SC     29063     Primary   Single Family     360       356       85       8     12/1/2005   11/1/1935     1683.99       1683.99     3/1/2006     229500       228877.85     Cash Out Refinance     8  
  3167    
 
      PARADISE VALLEY   AZ     85253     Primary   PUD     360       356       70.02       8.4     12/1/2005   11/1/1935     1604.66       1604.66     3/1/2006     210630       210103.51     Cash Out Refinance     8.4  
  3168    
 
      QUEEN CREEK   AZ     85242     Primary   PUD     360       356       65.78       6.25     12/1/2005   11/1/1935     1113.46       1113.46     3/1/2006     213785       213785     Cash Out Refinance     6.25  
  3169    
 
      FRESNO   CA     93722     Primary   Single Family     360       356       66.67       7.1     12/1/2005   11/1/1935     1129.02       1129.02     3/1/2006     168000       167294.72     Cash Out Refinance     7.1  
  3170    
 
      SPANAWAY   WA     98387     Primary   Single Family     360       356       80       6.8     12/1/2005   11/1/1935     2159.18       2159.18     3/1/2006     331200       330060.84     Cash Out Refinance     6.8  
  3171    
 
      CAMANO ISLAND   WA     98282     Primary   Single Family     360       356       92.25       6.3     12/1/2005   11/1/1935     1065.49       1065.49     3/1/2006     202950       202950     Cash Out Refinance     6.3  
  3172    
 
      HARTFORD   CT     6114     Primary   Two-Four Family     360       356       60.24       6.05     12/1/2005   11/1/1935     974.92       974.92     3/1/2006     161740       161097.24     Rate/Term Refinance     6.05  
  3173    
 
      GARDEN GROVE   CA     92840     Primary   Single Family     360       356       52.17       11.55     12/1/2005   11/1/1935     1192.93       1192.93     3/1/2006     120000       119846.07     Cash Out Refinance     11.55  
  3174    
 
      DEVINE   TX     78016     Primary   Single Family     180       176       74.63       9.155     12/1/2005   11/1/2020     511.76       511.76     3/1/2006     50000       49472.79     Cash Out Refinance     9.155  

Page 79 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  3175    
 
      BOLING   TX     77420     Primary   Single Family     360       356       80       11.05     12/1/2005   11/1/1935     611.91       611.91     3/1/2006     64000       63908.44     Cash Out Refinance     11.05  
  3176    
 
      PEORIA   AZ     85345     Primary   Single Family     360       356       61.96       8.3     12/1/2005   11/1/1935     377.4       377.4     3/1/2006     50000       49781.23     Cash Out Refinance     8.3  
  3177    
 
      LOS ANGELES   CA     90043     Primary   Single Family     360       356       85.49       9.45     12/1/2005   11/1/1935     534.31       534.31     3/1/2006     63820       63675.64     Cash Out Refinance     9.45  
  3178    
 
      FALMOUTH   MA     2536     Primary   Single Family     360       356       85.49       12.83     12/1/2005   11/1/1935     372.98       372.98     3/1/2006     34126.4       34093.43     Cash Out Refinance     12.83  
  3179    
 
      BATTLE GROUND   WA     98604     Primary   Single Family     360       356       90.41       12.75     12/1/2005   11/1/1935     271.68       271.68     3/1/2006     25000       24975.4     Cash Out Refinance     12.75  
  3180    
 
      BELFORD   NJ     7718     Primary   Single Family     360       356       54.76       10.75     12/1/2005   11/1/1935     233.38       233.38     3/1/2006     25000       24961.8     Cash Out Refinance     10.75  
  3181    
 
      FREDERICKSBURG   VA     22405     Primary   Single Family     360       356       70.48       9.7     12/1/2005   11/1/1935     267.34       267.34     3/1/2006     31250       31180.9     Cash Out Refinance     9.7  
  3182    
 
      SYLMAR   CA     91342     Primary   Condominium     360       356       66.87       11.75     12/1/2005   11/1/1935     858       858     3/1/2006     85000       84895.65     Cash Out Refinance     11.75  
  3183    
 
      REDLANDS   CA     92374     Primary   Single Family     360       356       84.49       11.85     12/1/2005   11/1/1935     305.13       305.13     3/1/2006     30000       29963.94     Cash Out Refinance     11.85  
  3184    
 
      PASO ROBLES   CA     93446     Primary   Single Family     360       356       51       6.35     12/1/2005   11/1/1935     2698.75       2698.75     3/1/2006     510000       510000     Cash Out Refinance     6.35  
  3185    
 
      PHOENIX   AZ     85035     Primary   Single Family     360       356       67.23       6.7     12/1/2005   11/1/1935     767.89       767.89     3/1/2006     119000       118579.05     Cash Out Refinance     6.7  
  3186    
 
      FRESNO   CA     93720     Primary   Single Family     360       356       75.7       6.5     12/1/2005   11/1/1935     2890.6       2890.6     3/1/2006     533650       533650     Rate/Term Refinance     6.5  
  3187    
 
      MIAMI   FL     33179     Primary   Condominium     360       356       90       6.49     12/1/2005   11/1/1935     1022.18       1022.17     3/1/2006     189000       189000     Cash Out Refinance     6.49  
  3188    
 
      SARASOTA   FL     34234     Primary   Single Family     360       356       66.95       6.2     12/1/2005   11/1/1935     811.9       811.9     3/1/2006     132561       132049.05     Cash Out Refinance     6.2  
  3189    
 
      EL PASO   TX     79915     Primary   Single Family     360       356       80       7.65     12/1/2005   11/1/1935     360.44       360.44     3/1/2006     50800       50594.94     Cash Out Refinance     7.65  
  3190    
 
      MIAMI   FL     33174     Primary   Condominium     360       356       90       5.4     12/1/2005   11/1/1935     1194.75       1193.48     3/1/2006     265500       265158.61     Cash Out Refinance     5.4  
  3191    
 
      PEMBROKE PINES   FL     33024     Primary   Single Family     360       356       76.43       5.99     12/1/2005   11/1/1935     1222.23       1222.23     3/1/2006     204075       203254.55     Cash Out Refinance     5.99  
  3192    
 
      CATAWISSA   MO     63015     Primary   Single Family     360       356       90       9.25     12/1/2005   11/1/1935     695.99       695.99     3/1/2006     84600       84422.5     Cash Out Refinance     9.25  
  3193    
 
      TOWNSHIP OF GLOUCTER   NJ     8012     Primary   Single Family     360       356       81.76       8.7     12/1/2005   11/1/1935     2368.98       2368.98     3/1/2006     302500       301788.9     Cash Out Refinance     8.7  
  3194    
 
      LINCOLN PARK   MI     48146     Primary   Single Family     240       236       99.99       10.25     12/1/2005   11/1/2025     242.96       242.96     3/1/2006     24750       24622.16     Purchase     10.25  
  3195    
 
      REMINDERVILLE   OH     44202     Primary   Single Family     360       356       80       6.09     12/1/2005   11/1/1935     1111.03       1111.03     3/1/2006     218921.6       218921.6     Purchase     6.09  
  3196    
 
      OXON HILL   MD     20745     Primary   Townhouse     360       356       80       6.55     12/1/2005   11/1/1935     1183.37       1183.37     3/1/2006     216800       216800     Purchase     6.55  
  3197    
 
      CLEVELAND   OH     44128     Primary   Single Family     360       356       100       11.3     12/1/2005   11/1/1935     83.37       83.37     3/1/2006     8550       8526.62     Purchase     11.3  
  3198    
 
      KNOXVILLE   TN     37914     Primary   Single Family     180       176       100       10.75     12/1/2005   11/1/2020     106.5       106.5     3/1/2006     9500       9413.25     Purchase     10.75  
  3199    
 
      CANAL WINCHESTER   OH     43110     Primary   Single Family     360       356       100       10.99     12/1/2005   11/1/1935     256.32       256.32     3/1/2006     26936       26880.84     Purchase     10.99  
  3200    
 
      MCKINNEY   TX     75071     Primary   PUD     360       356       80       6.1     12/1/2005   11/1/1935     697.54       697.54     3/1/2006     115105       114641.97     Purchase     6.1  
  3201    
 
      CANAL WINCHESTER   OH     43110     Primary   Single Family     360       356       100       10.75     12/1/2005   11/1/1935     123.91       123.91     3/1/2006     13273       13249.38     Purchase     10.75  
  3202    
 
      GOLDEN   CO     80401     Primary   Single Family     360       356       80       6.65     12/1/2005   11/1/1935     953.17       953.17     3/1/2006     172000       172000     Purchase     6.65  
  3203    
 
      MIAMI   FL     33134     Primary   Single Family     360       356       82.4       5.75     12/1/2005   11/1/1935     1923.46       1923.46     3/1/2006     329600       328213.56     Purchase     5.75  
  3204    
 
      EUSTIS   FL     32726     Primary   Single Family     360       356       80       6.4     12/1/2005   11/1/1935     1075.37       1075.37     3/1/2006     171920       171281.06     Purchase     6.4  
  3205    
 
      SAYVILLE   NY     11782     Primary   Single Family     360       356       100       9.5     12/1/2005   11/1/1935     773.59       773.59     3/1/2006     92000       91816.81     Purchase     9.5  
  3206    
 
      EL CENTRO   CA     92243     Primary   Single Family     360       356       80       6.15     12/1/2005   11/1/1935     1134.87       1134.87     3/1/2006     221438       221438     Purchase     6.15  
  3207    
 
      MIAMI   FL     33134     Primary   Condominium     360       356       80       6.99     12/1/2005   11/1/1935     1803.42       1803.42     3/1/2006     309600       309600     Purchase     6.99  
  3208    
 
      VISTA   CA     92083     Primary   PUD     360       356       80       6.6     12/1/2005   11/1/1935     2754.4       2754.4     3/1/2006     500800       500800     Purchase     6.6  
  3209    
 
      MARGATE   FL     33063     Primary   Single Family     360       356       85.45       10.5     12/1/2005   11/1/1935     512.26       512.26     3/1/2006     56000       55909.79     Cash Out Refinance     10.5  
  3210    
 
      PALM BAY   FL     32909     Primary   Single Family     360       356       82.63       6.95     12/1/2005   11/1/1935     1039.26       1039.26     3/1/2006     157000       156352.18     Cash Out Refinance     6.95  
  3211    
 
      ETOWAH   TN     37331     Primary   Single Family     360       356       74.49       6.99     12/1/2005   11/1/1935     371.32       371.32     3/1/2006     55867.5       55682.32     Cash Out Refinance     6.99  
  3212    
 
      REMBERT   SC     29128     Primary   Single Family     360       356       84.75       10.6     12/1/2005   11/1/1935     461.12       461.12     3/1/2006     50000       49921.15     Cash Out Refinance     10.6  
  3213    
 
      WESTMINISTER   CO     80021     Primary   Single Family     360       356       95.49       6.75     12/1/2005   11/1/1935     1548.37       1548.37     3/1/2006     238725       237895.87     Rate/Term Refinance     6.75  
  3214    
 
      NORTH CHARLESTON   SC     29405     Primary   Single Family     360       356       75       7.35     12/1/2005   11/1/1935     403.05       403.05     3/1/2006     58500       58319.4     Cash Out Refinance     7.35  

Page 80 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  3215    
 
      MIAMI   FL     33161     Primary   Single Family     360       356       43.47       6.4     12/1/2005   11/1/1935     957.03       957.03     3/1/2006     153000       152431.35     Cash Out Refinance     6.4  
  3216    
 
      SANTA ANA   CA     92706     Primary   Single Family     360       356       71.19       5.65     12/1/2005   11/1/1935     1977.5       1976.56     3/1/2006     420000       419598.06     Cash Out Refinance     5.65  
  3217    
 
      FONTANA   CA     92336     Primary   Single Family     360       356       81.21       6.95     12/1/2005   11/1/1935     1599.22       1599.22     3/1/2006     276125       276125     Cash Out Refinance     6.95  
  3218    
 
      MIMS   FL     32754     Primary   Single Family     240       236       75.68       9.2     12/1/2005   11/1/2025     365.06       365.06     3/1/2006     40000       39763.73     Cash Out Refinance     9.2  
  3219    
 
      OCOEE   FL     34761     Primary   Single Family     360       356       79.48       7.2     12/1/2005   11/1/1935     2217.8       2217.8     3/1/2006     326729       325690     Cash Out Refinance     7.2  
  3220    
 
      GLEN BURNIE   MD     21060     Primary   Single Family     360       356       87.81       5.88     12/1/2005   11/1/1935     1376.82       1376.82     3/1/2006     280984       280984     Cash Out Refinance     5.88  
  3221    
 
      SPANAWAY   WA     98387     Primary   Single Family     360       356       88.05       5.99     12/1/2005   11/1/1935     817.49       817.49     3/1/2006     163770       163770     Cash Out Refinance     5.99  
  3222    
 
      LAKE OSWEGO   OR     97035     Primary   Condominium     360       356       80       7.15     12/1/2005   11/1/1935     540.33       540.33     3/1/2006     80000       79743.07     Purchase     7.15  
  3223    
 
      TACOMA   WA     98408     Primary   Single Family     360       356       88.05       7.95     12/1/2005   11/1/1935     1350.41       1350.41     3/1/2006     184914.87       184408.46     Rate/Term Refinance     7.95  
  3224    
 
      LEBANON JUNCTION   KY     40150     Primary   Single Family     360       356       92.7       7.7     12/1/2005   11/1/1935     416.38       416.38     3/1/2006     58401       58232.84     Cash Out Refinance     7.7  
  3225    
 
      SOLSBERRY   IN     47459     Primary   Single Family     360       356       88.04       7.6     12/1/2005   11/1/1935     870.28       870.28     3/1/2006     123256       122893.94     Cash Out Refinance     7.6  
  3226    
 
      PHOENIX   AZ     85027     Primary   Single Family     360       356       90.49       7.45     12/1/2005   11/1/1935     1762.95       1762.95     3/1/2006     253372       252605.17     Rate/Term Refinance     7.45  
  3227    
 
      ADELANTO   CA     92301     Primary   Single Family     360       356       80.49       11.65     12/1/2005   11/1/1935     497.19       497.19     3/1/2006     49632       49569.71     Cash Out Refinance     11.65  
  3228    
 
      CHICO   TX     76431     Primary   Single Family     360       356       55.99       9.5     12/1/2005   11/1/1935     951.01       951.01     3/1/2006     113100       112874.8     Cash Out Refinance     9.5  
  3229    
 
      COLUMBUS   OH     43211     Primary   Single Family     60       56       73.65       10.65     12/1/2005   11/1/2010     539.21       539.21     3/1/2006     25000       23712.88     Cash Out Refinance     10.65  
  3230    
 
      INVERNESS   FL     34450     Primary   Single Family     360       356       70.49       7.75     12/1/2005   11/1/1935     494.9       494.9     3/1/2006     69080.2       68883.27     Cash Out Refinance     7.75  
  3231    
 
      FREDERICK   MD     21701     Primary   PUD     360       356       85       11.75     12/1/2005   11/1/1935     369.55       369.55     3/1/2006     36610       36441.74     Cash Out Refinance     11.75  
  3232    
 
      ORANGE   CA     92869     Primary   Single Family     360       356       80.49       6.35     12/1/2005   11/1/1935     3007.04       3007.04     3/1/2006     568260       568260     Cash Out Refinance     6.35  
  3233    
 
      BLOOMINGTON   IN     47403     Primary   Single Family     360       356       85.49       11.35     12/1/2005   11/1/1935     580.42       580.42     3/1/2006     59295.2       59151.98     Cash Out Refinance     11.35  
  3234    
 
      DALLAS   TX     75287     Primary   PUD     360       356       80       7.45     12/1/2005   11/1/1935     1452.82       1452.82     3/1/2006     208800       208168.07     Cash Out Refinance     7.45  
  3235    
 
      AUSTIN   TX     78721     Primary   Single Family     360       356       70       6.85     12/1/2005   11/1/1935     605.46       605.46     3/1/2006     92400       92085.28     Cash Out Refinance     6.85  
  3236    
 
      CHULA VISTA   CA     91911     Primary   Single Family     360       356       74.26       5.99     12/1/2005   11/1/1935     2131.44       2131.44     3/1/2006     427000       427000     Cash Out Refinance     5.99  
  3237    
 
      SANTA ROSA   CA     95409     Primary   Single Family     360       356       72.58       9.55     12/1/2005   11/1/1935     253.36       253.36     3/1/2006     30000       29925.98     Cash Out Refinance     9.55  
  3238    
 
      LYNWOOD   CA     90221     Primary   Single Family     360       356       60.26       6.3     12/1/2005   11/1/1935     955.5       955.5     3/1/2006     182000       181952.22     Cash Out Refinance     6.3  
  3239    
 
      SAN JOSE   CA     95124     Primary   Single Family     360       356       59.31       6.25     12/1/2005   11/1/1935     2647.59       2647.59     3/1/2006     430000       428355.17     Cash Out Refinance     6.25  
  3240    
 
      MENIFEE   CA     92584     Primary   PUD     360       356       80       6.65     12/1/2005   11/1/1935     1527.53       1527.53     3/1/2006     275644       275644     Purchase     6.65  
  3241    
 
      DES MOINES   IA     50317     Primary   Single Family     360       356       90       8.35     12/1/2005   11/1/1935     545.99       545.99     3/1/2006     72000       71819.13     Cash Out Refinance     8.35  
  3242    
 
      HUDSON   NY     12534     Primary   Single Family     120       116       24.44       9.65     12/1/2005   11/1/2015     716.22       716.22     3/1/2006     55000       53891     Cash Out Refinance     9.65  
  3243    
 
      PLACERVILLE   CA     95667     Primary   Single Family     360       356       72.09       9.7     12/1/2005   11/1/1935     256.65       256.65     3/1/2006     30000       29942.71     Cash Out Refinance     9.7  
  3244    
 
      SOUTH GATE   CA     90280     Primary   Single Family     360       356       58.54       5.74     12/1/2005   11/1/1935     1277.28       1277.28     3/1/2006     240000       239479.16     Cash Out Refinance     5.74  
  3245    
 
      WASKOM   TX     75692     Primary   Single Family     360       356       92.7       8.85     12/1/2005   11/1/1935     574.01       574.01     3/1/2006     72306       72141.18     Purchase     8.85  
  3246    
 
      FULLERTON   CA     92832     Primary   Single Family     360       356       80       5.99     12/1/2005   11/1/1935     2156.4       2156.4     3/1/2006     432000       432000     Purchase     5.99  
  3247    
 
      BLAINE   MN     55449     Primary   Condominium     360       356       80       7.2     12/1/2005   11/1/1935     1055.52       1055.52     3/1/2006     175920       175920     Purchase     7.2  
  3248    
 
      FRISCO   TX     75035     Primary   PUD     360       356       100       9.5     12/1/2005   11/1/1935     248.88       248.88     3/1/2006     29598       29539.06     Purchase     9.5  
  3249    
 
      WINSTON SALEM   NC     27127     Second Home   PUD     360       356       100       11.25     12/1/2005   11/1/1935     298.65       298.65     3/1/2006     30748       30705.87     Purchase     11.25  
  3250    
 
      BENNINGTON   VT     5201     Primary   Single Family     360       356       80       7.7     12/1/2005   11/1/1935     427.78       427.78     3/1/2006     60000       59827.23     Purchase     7.7  
  3251    
 
      KINGSTON   ID     83839     Primary   Single Family     360       356       80       6.4     12/1/2005   11/1/1935     576       576     3/1/2006     108000       107990.83     Purchase     6.4  
  3252    
 
      CEDAR CITY   UT     84720     Primary   Single Family     360       356       80       6.75     12/1/2005   11/1/1935     850.5       850.5     3/1/2006     151200       151165.98     Purchase     6.75  
  3253    
 
      VISALIA   CA     93291     Primary   Single Family     360       356       80       5.99     12/1/2005   11/1/1935     1350.17       1350.17     3/1/2006     270485       270485     Purchase     5.99  
  3254    
 
      VISALIA   CA     93291     Primary   Single Family     360       356       100       10.49     12/1/2005   11/1/1935     618.06       618.06     3/1/2006     67621       67511.82     Purchase     10.49  

Page 81 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  3255    
 
      DUBLIN   CA     94568     Primary   Condominium     360       356       80       5.99     12/1/2005   11/1/1935     2033.75       2033.75     3/1/2006     407429       407429     Purchase     5.99  
  3256    
 
      O FALLON   MO     63366     Primary   Single Family     360       356       80       6.25     12/1/2005   11/1/1935     937.5       937.26     3/1/2006     180000       179953.12     Rate/Term Refinance     6.25  
  3257    
 
      ORLANDO   FL     32811     Primary   Single Family     360       356       80.49       13     12/1/2005   11/1/1935     318.37       318.37     3/1/2006     28780.3       28753.54     Cash Out Refinance     13  
  3258    
 
      SEDAN   KS     67361     Primary   Single Family     120       116       82       9.95     12/1/2005   11/1/2015     763.45       763.45     3/1/2006     57892       56267.2     Cash Out Refinance     9.95  
  3259    
 
      PHOENIX   AZ     85043     Primary   PUD     360       356       68.83       11.35     12/1/2005   11/1/1935     359.74       359.74     3/1/2006     36750       36700.72     Cash Out Refinance     11.35  
  3260    
 
      MAYSVILLE   NC     28555     Primary   Single Family     360       356       82.55       9.75     12/1/2005   11/1/1935     787.25       787.25     3/1/2006     91630       91456.88     Rate/Term Refinance     9.75  
  3261    
 
      EVINGTON   VA     24550     Primary   Single Family     360       356       85.49       9.8     12/1/2005   11/1/1935     951.55       951.55     3/1/2006     110282.1       110075.94     Cash Out Refinance     9.8  
  3262    
 
      SAN DIEGO   CA     92109     Primary   Condominium     360       356       85       5.6     12/1/2005   11/1/1935     1547       1547     3/1/2006     331500       331500     Cash Out Refinance     5.6  
  3263    
 
      BLUEMONT   VA     20135     Primary   Single Family     360       356       66.83       6.05     12/1/2005   11/1/1935     584.09       584.09     3/1/2006     96900       96514.9     Cash Out Refinance     6.05  
  3264    
 
      MAGNETIC SPRINGS   OH     43036     Primary   Single Family     360       356       91.8       8.79     12/1/2005   11/1/1935     1087.23       1087.23     3/1/2006     137700       137382.22     Cash Out Refinance     8.79  
  3265    
 
      ROSEDALE   LA     70772     Primary   Single Family     360       356       80.96       8.6     12/1/2005   11/1/1935     2073.36       2073.36     3/1/2006     267181       266539.9     Cash Out Refinance     8.6  
  3266    
 
      PHOENIX   AZ     85027     Primary   Single Family     360       356       56.42       5.65     12/1/2005   11/1/1935     750.41       750.41     3/1/2006     130000       129442.77     Cash Out Refinance     5.65  
  3267    
 
      SANTA CLARITA   CA     91354     Primary   Condominium     360       356       80       5.99     12/1/2005   11/1/1935     2196.33       2196.33     3/1/2006     440000       440000     Rate/Term Refinance     5.99  
  3268    
 
      FOLEY   MN     56329     Primary   Single Family     360       356       60       6.75     12/1/2005   11/1/1935     1124.67       1124.67     3/1/2006     173400       172797.77     Cash Out Refinance     6.75  
  3269    
 
      NORTHAMPTON   PA     18067     Primary   Townhouse     360       356       90.49       9.8     12/1/2005   11/1/1935     663.66       663.66     3/1/2006     76916.5       76772.72     Rate/Term Refinance     9.8  
  3270    
 
      MANTECA   CA     95336     Primary   Single Family     360       356       78.02       10.5     12/1/2005   11/1/1935     320.16       320.16     3/1/2006     35000       34943.63     Cash Out Refinance     10.5  
  3271    
 
      DESTIN   FL     32541     Primary   Single Family     360       356       67.78       8.3     12/1/2005   11/1/1935     1209.91       1209.91     3/1/2006     160298.5       159889.57     Cash Out Refinance     8.3  
  3272    
 
      MIAMI   FL     33175     Primary   Condominium     240       236       64.99       9.75     12/1/2005   11/1/2025     237.13       237.13     3/1/2006     25000       24862.32     Cash Out Refinance     9.75  
  3273    
 
      BELLINGHAM   MA     2019     Primary   Single Family     360       356       43.15       10.75     12/1/2005   11/1/1935     466.75       466.75     3/1/2006     50000       49923.66     Cash Out Refinance     10.75  
  3274    
 
      RINGOLD   LA     71068     Primary   Single Family     360       356       100       7.99     12/1/2005   11/1/1935     689.09       689.09     3/1/2006     94000       93744.17     Cash Out Refinance     7.99  
  3275    
 
      CORPUS CHRISTI   TX     78413     Primary   Single Family     360       356       72.54       9.8     12/1/2005   11/1/1935     215.71       215.71     3/1/2006     25000       24953.26     Cash Out Refinance     9.8  
  3276    
 
      NORTH HOLLYWOOD   CA     91605     Primary   Single Family     360       356       14.72       9.7     12/1/2005   11/1/1935     623.4       623.4     3/1/2006     72870       72730.84     Cash Out Refinance     9.7  
  3277    
 
      ESCALON   CA     95320     Primary   Single Family     360       356       34.87       11.7     12/1/2005   11/1/1935     1367.59       1367.59     3/1/2006     136000       135831.18     Rate/Term Refinance     11.7  
  3278    
 
      NORTH HILLS   CA     91343     Primary   Condominium     360       356       79.25       5.7     12/1/2005   11/1/1935     1197       1196.72     3/1/2006     252000       251940.15     Cash Out Refinance     5.7  
  3279    
 
      REDLANDS   CA     92374     Primary   Single Family     360       356       85.49       6.25     12/1/2005   11/1/1935     2210.79       2210.79     3/1/2006     359058       357684.53     Cash Out Refinance     6.25  
  3280    
 
      BALTIMORE   MD     21229     Primary   Single Family     360       356       90       12.3     12/1/2005   11/1/1935     513.84       513.84     3/1/2006     48855       48801.89     Cash Out Refinance     12.3  
  3281    
 
      CITRUS HEIGHTS   CA     95621     Primary   Single Family     360       356       80       5.87     12/1/2005   11/1/1935     1319.18       1319.18     3/1/2006     269680       269680     Purchase     5.87  
  3282    
 
      ORTING   WA     98360     Primary   PUD     360       356       80       6.45     12/1/2005   11/1/1935     924.5       924.5     3/1/2006     172000       172000     Rate/Term Refinance     6.45  
  3283    
 
      BROOKSVILLE   FL     34601     Primary   Single Family     360       356       72       8.77     12/1/2005   11/1/1935     851.18       851.18     3/1/2006     108000       107749.02     Cash Out Refinance     8.77  
  3284    
 
      GAINESVILLE   FL     32606     Primary   Single Family     360       356       89.26       7.15     12/1/2005   11/1/1935     2079.46       2079.45     3/1/2006     349000       348999     Cash Out Refinance     7.15  
  3285    
 
      MOOSIC   PA     18507     Primary   Single Family     120       116       80       13.691     11/24/2005   10/24/2015     472.36       472.36     2/24/2006     30790       30297.37     Cash Out Refinance     13.691  
  3286    
 
      BRANDON   FL     33511     Primary   PUD     360       356       57.65       7     12/1/2005   11/1/1935     652       652     3/1/2006     98000       97675.85     Cash Out Refinance     7  
  3287    
 
      WILLINGBORO   NJ     8046     Primary   Single Family     360       356       95       7.4     12/1/2005   11/1/1935     1318.13       1317.98     3/1/2006     213750       213726.94     Cash Out Refinance     7.4  
  3288    
 
      ORLANDO   FL     32812     Primary   Single Family     360       356       100       9.85     12/1/2005   11/1/1935     223.56       223.56     3/1/2006     25800       25752.27     Cash Out Refinance     9.85  
  3289    
 
      HERINGTON   KS     67449     Primary   Single Family     360       356       85       9.45     11/25/2005   10/25/1935     619.12       619.12     2/25/2006     73950       73801.2     Cash Out Refinance     9.45  
  3290    
 
      VIRGINIA BEACH   VA     23453     Primary   Single Family     240       236       100       9.75     12/1/2005   11/1/2025     240.93       240.93     3/1/2006     25400       25260.09     Cash Out Refinance     9.75  
  3291    
 
      SELLERSVILLE   PA     18960     Primary   Single Family     360       356       68.89       8.65     11/25/2005   10/25/1935     966.67       966.67     2/25/2006     124000       123593.44     Cash Out Refinance     8.65  
  3292    
 
      CRUMPLER   NC     28617     Investor   Single Family     360       356       45.45       11.7     12/1/2005   11/1/1935     502.79       502.79     3/1/2006     50000       49928.61     Cash Out Refinance     11.7  
  3293    
 
      SPRINGFIELD   TN     37172     Primary   Single Family     360       356       80       6.75     12/1/2005   11/1/1935     646.01       646.01     3/1/2006     99600       99221.75     Purchase     6.75  
  3294    
 
      KELLER   TX     76248     Primary   PUD     360       356       80       6.45     12/1/2005   11/1/1935     825.6       825.6     3/1/2006     153600       153600     Purchase     6.45  

Page 82 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  3295    
 
      MISHAWAKA   IN     46544     Primary   Single Family     360       356       85       9.6     12/1/2005   11/1/1935     431.85       431.85     3/1/2006     50915       50815.7     Purchase     9.6  
  3296    
 
      WINCHESTER   TN     37398     Primary   Single Family     360       356       90       6.25     12/1/2005   11/1/1935     410.07       410.07     3/1/2006     66600       66324.41     Purchase     6.25  
  3297    
 
      CANAL WINCHESTER   OH     43110     Primary   Single Family     360       356       90       6.4     12/1/2005   11/1/1935     637.85       637.85     3/1/2006     119597       119443     Purchase     6.4  
  3298    
 
      FREDERICK   CO     80504     Primary   PUD     360       356       80       6.56     12/1/2005   11/1/1935     1116.78       1116.78     3/1/2006     204289       204289     Purchase     6.56  
  3299    
 
      CANAL WINCHESTER   OH     43110     Primary   Single Family     360       356       100       9.99     12/1/2005   11/1/1935     116.53       116.53     3/1/2006     13289       13265.1     Purchase     9.99  
  3300    
 
      ANTIOCH   TN     37013     Primary   PUD     360       356       90       6.85     12/1/2005   11/1/1935     623.58       623.58     3/1/2006     109240       109240     Purchase     6.85  
  3301    
 
      MURRIETA   CA     92563     Primary   Single Family     360       356       80       6.54     12/1/2005   11/1/1935     2199.54       2199.54     3/1/2006     403585       403585     Purchase     6.54  
  3302    
 
      ELK GROVE   CA     95624     Primary   Single Family     360       356       80       6.54     12/1/2005   11/1/1935     2339.09       2339.09     3/1/2006     429191       429191     Purchase     6.54  
  3303    
 
      VISALIA   CA     93291     Primary   Single Family     360       356       80       5.99     12/1/2005   11/1/1935     1128.99       1128.99     3/1/2006     188507       187691.94     Purchase     5.99  
  3304    
 
      HOUSTON   TX     77075     Primary   PUD     360       356       90       6.85     12/1/2005   11/1/1935     722.43       722.43     3/1/2006     110251       109624.62     Purchase     6.85  
  3305    
 
      ARLINGTON   TX     76002     Primary   Single Family     360       356       80       7.45     12/1/2005   11/1/1935     810.81       810.81     3/1/2006     130600       130600     Purchase     7.45  
  3306    
 
      ORANGE PARK   FL     32065     Primary   PUD     360       356       80       6.65     12/1/2005   11/1/1935     861.14       861.14     3/1/2006     134140       133664.95     Purchase     6.65  
  3307    
 
      GRAND JUNCTION   CO     81504     Primary   PUD     360       356       60       6.92     12/1/2005   11/1/1935     585.63       585.63     3/1/2006     88740       88437.36     Purchase     6.92  
  3308    
 
      SAN GABRIEL   CA     91775     Primary   Single Family     360       356       75       6.375     12/1/2005   11/1/1935     1796.95       1793.7     3/1/2006     338250       337431.31     Purchase     6.375  
  3309    
 
      CEDAR PARK   TX     78613     Primary   Single Family     360       356       80       6.35     12/1/2005   11/1/1935     721.96       721.96     3/1/2006     125600       125369.78     Purchase     6.35  
  3310    
 
      FENTON   MO     63025     Primary   PUD     360       356       95.02       9.25     12/1/2005   11/1/1935     641.58       641.58     3/1/2006     77986       77789.38     Purchase     9.25  
  3311    
 
      MURRIETA   CA     92563     Primary   Single Family     360       356       80       6.65     12/1/2005   11/1/1935     1998.19       1998.19     3/1/2006     360575       360575     Purchase     6.65  
  3312    
 
      GARLAND   TX     75043     Primary   Single Family     360       356       80       6.2     12/1/2005   11/1/1935     455.68       455.68     3/1/2006     74400       74112.66     Purchase     6.2  
  3313    
 
      SHELTON   WA     98584     Primary   PUD     360       356       80       6.9     12/1/2005   11/1/1935     897       897     3/1/2006     156000       156000     Purchase     6.9  
  3314    
 
      RIO VISTA   CA     94571     Primary   Single Family     360       356       80       5.99     12/1/2005   11/1/1935     2132.12       2132.12     3/1/2006     356000       354568.98     Purchase     5.99  
  3315    
 
      PEORIA   AZ     85345     Primary   Single Family     360       356       36.36       9.4     12/1/2005   11/1/1935     500.15       500.15     3/1/2006     60000       59299.05     Cash Out Refinance     9.4  
  3316    
 
      YUMA   AZ     85364     Primary   Single Family     360       356       64.88       10.75     12/1/2005   11/1/1935     466.75       466.75     3/1/2006     50000       49899.9     Cash Out Refinance     10.75  
  3317    
 
      MCKEES ROCKS   PA     15136     Primary   Single Family     360       356       100       10.7     12/1/2005   11/1/1935     167.36       167.36     3/1/2006     18000       17951.65     Cash Out Refinance     10.7  
  3318    
 
      CHAPEL HILL   TN     37034     Primary   Single Family     360       356       93.19       7.45     12/1/2005   11/1/1935     1238.46       1238.46     3/1/2006     177992       177453.3     Rate/Term Refinance     7.45  
  3319    
 
      AUROA   CO     80010     Primary   Single Family     360       356       80       6.99     12/1/2005   11/1/1935     731.62       731.62     3/1/2006     125600       125599.34     Cash Out Refinance     6.99  
  3320    
 
      LITTLETON   CO     80128     Primary   Single Family     360       356       80       6.75     12/1/2005   11/1/1935     1080       1080     3/1/2006     192000       191999.48     Cash Out Refinance     6.75  
  3321    
 
      JOHNSTOWN   CO     80534     Primary   PUD     360       356       80       5.75     12/1/2005   11/1/1935     808.83       808.83     3/1/2006     168800       168800     Cash Out Refinance     5.75  
  3322    
 
      RIALTO   CA     92376     Primary   Single Family     360       356       54.53       5.5     12/1/2005   11/1/1935     990.8       990.8     3/1/2006     174500       173728.04     Cash Out Refinance     5.5  
  3323    
 
      OCEANSIDE   CA     92056     Primary   Single Family     360       356       77.7       6.39     12/1/2005   11/1/1935     1799.85       1799.85     3/1/2006     338000       338000     Rate/Term Refinance     6.39  
  3324    
 
      ONTARIO   CA     91761     Primary   PUD     360       356       80       5.99     12/1/2005   11/1/1935     1517.47       1517.47     3/1/2006     304000       304000     Rate/Term Refinance     5.99  
  3325    
 
      ONTARIO   CA     91761     Primary   PUD     360       356       96.58       8.9     12/1/2005   11/1/1935     502.39       502.39     3/1/2006     63000       62857.87     Cash Out Refinance     8.9  
  3326    
 
      ONTARIO   CA     91761     Primary   PUD     360       356       82.61       6.55     12/1/2005   11/1/1935     1810.78       1810.78     3/1/2006     285000       283970.98     Cash Out Refinance     6.55  
  3327    
 
      QUEEN CREEK   AZ     85242     Primary   PUD     360       356       92.3       6.49     12/1/2005   11/1/1935     1158.12       1158.12     3/1/2006     214136       214136     Rate/Term Refinance     6.49  
  3328    
 
      DES MOINES   IA     50317     Primary   Single Family     360       356       85       8.53     12/1/2005   11/1/1935     602.96       602.96     3/1/2006     78200       78009.63     Cash Out Refinance     8.53  
  3329    
 
      CORPUS CHRISTI   TX     78417     Primary   Single Family     360       356       75.31       8.7     12/1/2005   11/1/1935     477.72       477.72     3/1/2006     61000       60856.56     Rate/Term Refinance     8.7  
  3330    
 
      CORSICANA   TX     75110     Primary   Single Family     360       356       92.7       8.1     12/1/2005   11/1/1935     977.29       977.29     3/1/2006     139050       138891.48     Rate/Term Refinance     8.1  
  3331    
 
      SUWANEE   GA     30024     Primary   PUD     360       356       86.77       11.7     12/1/2005   11/1/1935     251.4       251.4     3/1/2006     25000       24905.52     Cash Out Refinance     11.7  
  3332    
 
      LONDON   KY     40744     Primary   Single Family     180       176       79.68       6.99     12/1/2005   11/1/2020     894.68       894.68     3/1/2006     99600       98330.93     Cash Out Refinance     6.99  
  3333    
 
      PORT ORCHARD   WA     98367     Primary   Single Family     360       356       84.36       6.2     12/1/2005   11/1/1935     710.42       710.42     3/1/2006     137500       137068.88     Cash Out Refinance     6.2  
  3334    
 
      LA CONNER   WA     98257     Primary   PUD     360       356       71.4       6.3     12/1/2005   11/1/1935     1082.77       1082.77     3/1/2006     174930       174266.69     Cash Out Refinance     6.3  

Page 83 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  3335    
 
      HUDSON   OH     44236     Primary   Single Family     360       356       80       5.55     12/1/2005   11/1/1935     936.33       936.33     3/1/2006     164000       163228.72     Rate/Term Refinance     5.55  
  3336    
 
      SAN ANTONIO   TX     78244     Primary   Single Family     360       356       80       10.6     12/1/2005   11/1/1935     634.5       634.5     3/1/2006     68800       68691.52     Cash Out Refinance     10.6  
  3337    
 
      PRESCOTT VALLEY   AZ     86314     Primary   Single Family     360       356       53.98       5.65     12/1/2005   11/1/1935     498.51       498.51     3/1/2006     86360       85989.8     Rate/Term Refinance     5.65  
  3338    
 
      TYLER   TX     75703     Primary   Single Family     360       356       72.64       10.4     12/1/2005   11/1/1935     272.19       272.19     3/1/2006     30000       29950.6     Cash Out Refinance     10.4  
  3339    
 
      LYTLE   TX     78052     Primary   Single Family     360       356       80       10.15     12/1/2005   11/1/1935     279.08       279.08     3/1/2006     31403.5       31348.98     Cash Out Refinance     10.15  
  3340    
 
      CONVERSE   LA     71419     Primary   Single Family     360       356       90       10     12/1/2005   11/1/1935     513.38       513.38     3/1/2006     58500       58395.18     Cash Out Refinance     10  
  3341    
 
      SOUTH BERWICK   ME     3908     Primary   Single Family     84       80       78.01       9.85     12/1/2005   11/1/2012     783.23       783.23     3/1/2006     47400       45803.86     Rate/Term Refinance     9.85  
  3342    
 
      ARROYO GRANDE   CA     93420     Primary   Single Family     360       356       36.12       10.15     12/1/2005   11/1/1935     222.17       222.17     3/1/2006     25000       24956.66     Cash Out Refinance     10.15  
  3343    
 
      JEFFERSON   OH     44047     Primary   Single Family     360       356       85.49       11.23     12/1/2005   11/1/1935     787.59       787.59     3/1/2006     81215.5       81103.74     Cash Out Refinance     11.23  
  3344    
 
      SAUGERTIES   NY     12477     Primary   Two-Four Family     360       356       22.4       11.9     12/1/2005   11/1/1935     571.72       571.72     3/1/2006     56000       55933.47     Cash Out Refinance     11.9  
  3345    
 
      MIAMI   FL     33157     Primary   Single Family     360       356       57.24       8.2     12/1/2005   11/1/1935     411.27       411.27     3/1/2006     55000       54727.31     Cash Out Refinance     8.2  
  3347    
 
      ONTARIO   CA     91764     Primary   Condominium     360       356       64.81       6.8     12/1/2005   11/1/1935     991.67       991.67     3/1/2006     175000       175000     Cash Out Refinance     6.8  
  3348    
 
      FRESNO   CA     93710     Primary   Single Family     360       356       49.38       7.9     12/1/2005   11/1/1935     872.17       872.17     3/1/2006     120000       119668.06     Cash Out Refinance     7.9  
  3349    
 
      WESLEY CHAPEL   FL     33543     Primary   PUD     360       356       80       6.95     12/1/2005   11/1/1935     1244.47       1244.47     3/1/2006     188000       187372.02     Cash Out Refinance     6.95  
  3350    
 
      NAPA   CA     94558     Primary   Condominium     360       356       80       5.85     12/1/2005   11/1/1935     1552.2       1552.2     3/1/2006     318400       318400     Purchase     5.85  
  3351    
 
      STAMFORD   CT     6902     Primary   Two-Four Family     360       356       69.23       6.05     12/1/2005   11/1/1935     2712.47       2712.47     3/1/2006     450000       448211.64     Cash Out Refinance     6.05  
  3352    
 
      PHELAN   CA     92371     Primary   Manufactured Housing     360       356       75.61       7.1     12/1/2005   11/1/1935     1194.15       1194.15     3/1/2006     177691.77       177114.97     Cash Out Refinance     7.1  
  3353    
 
      ESCONDIDO   CA     92026     Primary   Single Family     360       356       80       5.99     12/1/2005   11/1/1935     1637.27       1637.27     3/1/2006     328000       328000     Purchase     5.99  
  3354    
 
      ORLANDO   FL     32822     Primary   PUD     360       356       57.18       8.2     12/1/2005   11/1/1935     373.88       373.88     3/1/2006     50000       49869.82     Cash Out Refinance     8.2  
  3355    
 
      LULING   LA     70070     Primary   Single Family     360       356       100       8.4     12/1/2005   11/1/1935     1523.68       1523.68     3/1/2006     200000       199500.05     Cash Out Refinance     8.4  
  3356    
 
      PLAINVILLE   CT     6062     Primary   Single Family     240       236       68.4       11.05     12/1/2005   11/1/2025     362.46       362.46     3/1/2006     35000       34837.09     Cash Out Refinance     11.05  
  3357    
 
      YONKERS   NY     10705     Primary   Single Family     360       356       75.49       6.95     12/1/2005   11/1/1935     1998.82       1998.82     3/1/2006     301960       300543.74     Cash Out Refinance     6.95  
  3358    
 
      CINCINNATI   OH     45211     Primary   Single Family     360       356       82       6.45     12/1/2005   11/1/1935     1134.33       1134.33     3/1/2006     180400       179732.3     Cash Out Refinance     6.45  
  3359    
 
      RIVERSIDE   CA     92501     Primary   Single Family     360       356       76.74       5.99     12/1/2005   11/1/1935     1631.54       1631.54     3/1/2006     272418       271322.95     Cash Out Refinance     5.99  
  3360    
 
      SAN DIEGO   CA     92107     Primary   Condominium     360       356       45.45       8.2     12/1/2005   11/1/1935     934.7       934.7     3/1/2006     125000       124674.55     Cash Out Refinance     8.2  
  3361    
 
      BOTHELL   WA     98012     Primary   Single Family     360       356       80       6.25     12/1/2005   11/1/1935     1145.63       1145.62     3/1/2006     219960       219960     Purchase     6.25  
  3362    
 
      CAPE CORAL   FL     33914     Primary   Single Family     360       356       63.99       8.75     12/1/2005   11/1/1935     393.36       393.36     3/1/2006     50000       49883.62     Cash Out Refinance     8.75  
  3363    
 
      MERCED   CA     95340     Primary   Single Family     360       356       69.05       8.05     12/1/2005   11/1/1935     1824.71       1824.71     3/1/2006     247500       246758.94     Cash Out Refinance     8.05  
  3364    
 
      SIMI VALLEY   CA     93063     Primary   Single Family     360       356       80       6.4     12/1/2005   11/1/1935     2875.73       2875.73     3/1/2006     539200       539200     Rate/Term Refinance     6.4  
  3365    
 
      SIMI VALLEY   CA     93063     Primary   Single Family     180       176       95.13       9     12/1/2005   11/1/2020     820.72       820.72     3/1/2006     102000       101732.94     Cash Out Refinance     9  
  3366    
 
      MIAMI   FL     33182     Primary   PUD     360       356       69.96       5.4     12/1/2005   11/1/1935     1041.08       1041.08     3/1/2006     185400       184329.18     Cash Out Refinance     5.4  
  3367    
 
      WASHINGTON   NJ     7882     Primary   Single Family     360       356       68.29       11.45     11/28/2005   10/28/1935     1381.94       1381.94     2/28/2006     140000       139812.91     Cash Out Refinance     11.45  
  3368    
 
      MIDWEST CITY   OK     73110     Primary   Single Family     360       356       90       6.925     12/1/2005   11/1/1935     463.52       463.52     3/1/2006     70200       69964.35     Cash Out Refinance     6.925  
  3369    
 
      FORT LAUDERDALE   FL     33322     Primary   Single Family     360       356       84.94       6.6     12/1/2005   11/1/1935     2079       2079     3/1/2006     378000       378000     Cash Out Refinance     6.6  
  3370    
 
      LEHIGH ACRES   FL     33936     Primary   Single Family     360       356       84.56       8.4     12/1/2005   11/1/1935     449.49       449.49     3/1/2006     59000       58852.5     Cash Out Refinance     8.4  
  3371    
 
      BAKERSFIELD   CA     93307     Primary   Single Family     360       356       40       6.5     12/1/2005   11/1/1935     1264.14       1264.14     3/1/2006     200000       199171.21     Cash Out Refinance     6.5  
  3372    
 
      WILDOMAR   CA     92595     Primary   Single Family     360       356       80       6.125     12/1/2005   11/1/1935     1817.08       1817.08     3/1/2006     356000       355999.86     Cash Out Refinance     6.125  
  3373    
 
      DALLAS   TX     75219     Primary   Condominium     360       356       80       6.15     12/1/2005   11/1/1935     901.66       901.66     3/1/2006     148000       147422.95     Purchase     6.15  
  3374    
 
      CRYSTAL LAKE   IL     60014     Primary   Single Family     360       356       74.11       8.35     12/1/2005   11/1/1935     2160.56       2160.56     3/1/2006     310500       310500     Cash Out Refinance     8.35  
  3375    
 
      EASTPOINTE   MI     48021     Primary   Single Family     240       236       99.57       9.99     12/1/2005   11/1/2025     222.77       222.77     3/1/2006     23100       22975.52     Purchase     9.99  

Page 84 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  3376    
 
      LINCOLN PARK   MI     48146     Primary   Single Family     240       236       100       9.99     12/1/2005   11/1/2025     318.24       318.24     3/1/2006     33000       32823.76     Cash Out Refinance     9.99  
  3377    
 
      BRANSON   MO     65616     Primary   Single Family     360       356       85.43       11.1     12/1/2005   11/1/1935     479.95       479.95     3/1/2006     50000       49929.23     Cash Out Refinance     11.1  
  3378    
 
      FRISCO   TX     75035     Primary   Single Family     120       116       65.46       8.4     12/1/2005   11/1/2015     739.48       739.48     3/1/2006     59900       58605.77     Cash Out Refinance     8.4  
  3379    
 
      NORTH JUDSON   IN     46366     Primary   Single Family     360       356       92.7       7.05     12/1/2005   11/1/1935     864.69       864.69     3/1/2006     129316       128849.52     Cash Out Refinance     7.05  
  3380    
 
      WYOMING   RI     2898     Primary   Single Family     360       356       76.02       12.95     12/1/2005   11/1/1935     518.08       518.08     3/1/2006     47000       46955.8     Cash Out Refinance     12.95  
  3381    
 
      MIMS   FL     32754     Primary   Single Family     360       356       80.18       11.5     12/1/2005   11/1/1935     669.44       669.44     3/1/2006     67600       67396.46     Cash Out Refinance     11.5  
  3382    
 
      FARMERSVILLE   CA     93223     Primary   Single Family     360       357       56.59       5.55     12/15/2005   11/15/1935     588.06       588.06     2/15/2006     103000       102663.4     Cash Out Refinance     5.55  
  3383    
 
      RICHMOND   VA     23228     Primary   Single Family     360       356       61.35       9     12/1/2005   11/1/1935     201.16       201.16     3/1/2006     25000       24944.74     Cash Out Refinance     9  
  3384    
 
      LAKE ELSINORE   CA     92532     Primary   Single Family     360       356       83.58       6.889     12/1/2005   11/1/1935     2578.83       2578.83     3/1/2006     392000       390674.95     Purchase     6.889  
  3385    
 
      SHELTON   WA     98584     Primary   Single Family     360       356       41.08       7.2     12/1/2005   11/1/1935     515.88       515.88     3/1/2006     76000       75758.32     Cash Out Refinance     7.2  
  3386    
 
      NAVARRE   FL     32566     Primary   Single Family     360       356       71.64       6.75     12/1/2005   11/1/1935     1188.61       1188.61     3/1/2006     197000       196675.34     Cash Out Refinance     6.75  
  3387    
 
      MABLETON   GA     30126     Primary   Condominium     360       356       80       7.05     12/1/2005   11/1/1935     759.74       759.74     3/1/2006     129318       129318     Purchase     7.05  
  3388    
 
      THORNTON   CO     80602     Primary   PUD     360       356       80       6.8     12/1/2005   11/1/1935     1216.07       1216.07     3/1/2006     214600       214600     Purchase     6.8  
  3389    
 
      BRIGHTON   CO     80601     Primary   PUD     360       356       90       5.7     12/1/2005   11/1/1935     880.39       880.39     3/1/2006     185346       185345.9     Purchase     5.7  
  3390    
 
      THORNTON   CO     80602     Primary   PUD     360       356       100       9.65     12/1/2005   11/1/1935     457.01       457.01     3/1/2006     53650       53546.46     Purchase     9.65  
  3391    
 
      RIO RANCHO   NM     87144     Primary   Single Family     360       356       100       10.75     12/1/2005   11/1/1935     165.79       165.79     3/1/2006     17760       17732.88     Purchase     10.75  
  3392    
 
      QUEEN CREEK   AZ     85243     Primary   PUD     360       356       100       9.5     12/1/2005   11/1/1935     336.99       336.99     3/1/2006     40077       39979.96     Purchase     9.5  
  3393    
 
      PEORIA   AZ     85345     Primary   PUD     360       356       100       9.5     12/1/2005   11/1/1935     157.61       157.61     3/1/2006     18743       18705.65     Purchase     9.5  
  3394    
 
      RENTON   WA     98058     Primary   Single Family     360       356       88.05       5.6     12/1/2005   11/1/1935     1047.85       1047.85     3/1/2006     224539.48       224539.48     Purchase     5.6  
  3395    
 
      CARSON CITY   NV     89701     Primary   Single Family     360       356       100       10.99     12/1/2005   11/1/1935     732.71       732.71     3/1/2006     77000       76888.41     Purchase     10.99  
  3396    
 
      WATERBURY   CT     6705     Primary   Single Family     360       356       80       6.5     12/1/2005   11/1/1935     588.9       588.9     3/1/2006     108720       108720     Purchase     6.5  
  3397    
 
      TEMECULA   CA     92591     Primary   Single Family     360       356       80       7.3     12/1/2005   11/1/1935     2920       2920     3/1/2006     480000       480000     Purchase     7.3  
  3398    
 
      LAS VEGAS   NV     89129     Primary   PUD     360       356       80       6.3     12/1/2005   11/1/1935     1485.54       1485.54     3/1/2006     240000       239090.72     Purchase     6.3  
  3399    
 
      NAPA   CA     94558     Primary   Single Family     180       176       83.8       9.9     12/1/2005   11/1/2020     1087.74       1087.74     3/1/2006     125000       124771.22     Purchase     9.9  
  3400    
 
      HOLLYWOOD   FL     33023     Primary   Single Family     360       356       100       9.8     12/1/2005   11/1/1935     396.91       396.91     3/1/2006     46000       45913.98     Cash Out Refinance     9.8  
  3401    
 
      DAYTON   WA     99328     Primary   Single Family     360       356       80       7.35     12/1/2005   11/1/1935     422.18       422.18     3/1/2006     61276       61026.53     Purchase     7.35  
  3402    
 
      SAN DIEGO   CA     92126     Primary   Condominium     180       176       100       9.65     12/1/2005   11/1/2020     400.36       400.36     3/1/2006     47000       46909.31     Purchase     9.65  
  3403    
 
      ST LOUIS   MO     63115     Primary   Single Family     360       356       85       7.25     12/1/2005   11/1/1935     460.99       460.99     3/1/2006     67575       67360.61     Cash Out Refinance     7.25  
  3404    
 
      PHOENIX   AZ     85032     Primary   Single Family     360       356       85.49       10.65     12/1/2005   11/1/1935     756.52       756.52     3/1/2006     81700       81572.59     Cash Out Refinance     10.65  
  3406    
 
      PERRIS   CA     92570     Primary   Single Family     360       356       43.39       5.99     12/1/2005   11/1/1935     1748.82       1748.82     3/1/2006     292000       290193.18     Cash Out Refinance     5.99  
  3407    
 
      MILWAUKEE   WI     53218     Primary   Single Family     360       356       89.36       8.69     12/1/2005   11/1/1935     790.09       790.09     3/1/2006     100980       100722.09     Cash Out Refinance     8.69  
  3408    
 
      NORTH LAS VEGAS   NV     89030     Primary   Single Family     360       356       57.14       8.45     12/1/2005   11/1/1935     612.3       612.3     3/1/2006     80000       79802.05     Cash Out Refinance     8.45  
  3,409    
 
      FRESNO   CA     93702     Primary   Single Family     360       356       56.61       6.80     12/1/2005   11/1/1935     697.56       697.56     3/1/2006     107,000.00       106,631.98     Cash Out Refinance     6.800  
  3410    
 
      PLAINFIELD   CT     6354     Primary   Single Family     360       356       74.87       6.500     12/1/2005   11/1/1935     1,419.63       1,419.63     3/1/2006     224,600.00       223,781.19     Rate/Term Refinance     6.500  
  3411    
 
      PAINTED POST   NY     14870     Primary   Single Family     360       356       70.49       7.05     12/1/2005   11/1/1935     527.91       527.91     3/1/2006     78948.8       78690.19     Rate/Term Refinance     7.05  
  3412    
 
      N KINGSTOWN   RI     2852     Primary   Single Family     360       356       83.49       7.5     12/1/2005   11/1/1935     2510.19       2510.19     3/1/2006     359000       357924.2     Cash Out Refinance     7.5  
  3413    
 
      GROVE CITY   OH     43123     Primary   Single Family     240       236       85.1       11.6     12/1/2005   11/1/2025     295.17       295.17     3/1/2006     27500       27380.93     Cash Out Refinance     11.6  
  3414    
 
      COVENTRY   RI     2816     Primary   Single Family     360       357       84.02       10.55     12/7/2005   11/7/1935     505.17       505.17     2/7/2006     55000       54934.54     Cash Out Refinance     10.55  
  3415    
 
      REYNOLDSBURG   OH     43068     Primary   Single Family     360       356       55.37       11.85     12/1/2005   11/1/1935     406.84       406.84     3/1/2006     40000       39947.93     Cash Out Refinance     11.85  
  3416    
 
      MILTON   FL     32571     Primary   Single Family     360       356       80.49       7.95     12/1/2005   11/1/1935     1410.73       1410.73     3/1/2006     193176       192645.79     Cash Out Refinance     7.95  

Page 85 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  3417    
 
      MARINA   CA     93933     Primary   Single Family     360       356       50.49       6.45     12/1/2005   11/1/1935     2285.81       2285.81     3/1/2006     363528       362185.83     Cash Out Refinance     6.45  
  3418    
 
      PLEASANT PRAIRIE   WI     53158     Primary   Single Family     240       236       80.32       11     12/1/2005   11/1/2025     496.49       496.49     3/1/2006     48100       47874.63     Cash Out Refinance     11  
  3419    
 
      CLEVELAND   MO     64734     Primary   Single Family     360       356       100       10.85     12/1/2005   11/1/1935     227.73       227.73     3/1/2006     24200       24163.84     Cash Out Refinance     10.85  
  3420    
 
      LAUGHLIN   NV     89029     Primary   Manufactured Housing     360       356       75.86       7.99     12/1/2005   11/1/1935     806.38       806.38     3/1/2006     110000       109681.69     Cash Out Refinance     7.99  
  3421    
 
      MENDOTA   CA     93640     Primary   Single Family     360       356       80       6.85     12/1/2005   11/1/1935     776.33       776.33     3/1/2006     136000       136000     Rate/Term Refinance     6.85  
  3422    
 
      MESA   AZ     85210     Primary   Single Family     360       356       80       7.81     12/1/2005   11/1/1935     1431.83       1431.78     3/1/2006     220000       219991.87     Cash Out Refinance     7.81  
  3423    
 
      SALT LAKE CITY   UT     84116     Primary   Single Family     360       356       85       6.15     12/1/2005   11/1/1935     813.02       813.02     3/1/2006     133450       132903.01     Cash Out Refinance     6.15  
  3424    
 
      LAS VEGAS   NV     89135     Primary   PUD     360       356       80       6.55     12/1/2005   11/1/1935     2465.2       2465.2     3/1/2006     388000       386599.11     Rate/Term Refinance     6.55  
  3425    
 
      MODESTO   CA     95358     Primary   Single Family     360       356       48.49       5.6     12/1/2005   11/1/1935     1016.12       1016.12     3/1/2006     177000       176234.18     Cash Out Refinance     5.6  
  3426    
 
      SAN DIEGO   CA     92126     Primary   Single Family     360       356       80       6.25     12/1/2005   11/1/1935     3374.14       3374.14     3/1/2006     548000       545903.81     Rate/Term Refinance     6.25  
  3427    
 
      HAVERHILL   MA     1830     Primary   Single Family     360       356       85       6.45     12/1/2005   11/1/1935     1753.05       1753.05     3/1/2006     278800       277773.76     Cash Out Refinance     6.45  
  3428    
 
      CRISFIELD   MD     21817     Primary   Single Family     360       356       88       7.99     12/1/2005   11/1/1935     806.37       806.37     3/1/2006     110000       109701.22     Cash Out Refinance     7.99  
  3429    
 
      CASEVILLE TOWNSHIP   MI     48725     Primary   Single Family     240       236       99.97       10.5     12/1/2005   11/1/2025     195.44       195.44     3/1/2006     19575       19477.09     Purchase     10.5  
  3430    
 
      CRIDERSVILLE   OH     45806     Primary   Single Family     360       356       88.64       8.5     12/1/2005   11/1/1935     599.76       599.76     3/1/2006     78000       77808.95     Purchase     8.5  
  3431    
 
      NORTH LAS VEGAS   NV     89081     Primary   PUD     360       356       90       6.4     12/1/2005   11/1/1935     2251.2       2251.2     3/1/2006     422100       422099.45     Purchase     6.4  
  3432    
 
      NORTH LAS VEGAS   NV     89086     Primary   PUD     360       356       80       7.05     12/1/2005   11/1/1935     2389.8       2389.8     3/1/2006     406774       406774     Purchase     7.05  
  3433    
 
      NORTH LAS VEGAS   NV     89081     Primary   PUD     360       356       100       9.5     12/1/2005   11/1/1935     394.37       394.37     3/1/2006     46900       46805.94     Purchase     9.5  
  3434    
 
      HUTCHINSON   KS     67502     Primary   Single Family     360       356       80       8.65     12/1/2005   11/1/1935     698.5       698.5     3/1/2006     89600       89387.19     Purchase     8.65  
  3435    
 
      MADISON   TN     37115     Primary   Single Family     360       356       80       7.85     12/1/2005   11/1/1935     648.41       648.41     3/1/2006     99120       99120     Purchase     7.85  
  3436    
 
      SURPRISE   AZ     85379     Primary   PUD     360       356       80       7.26     12/1/2005   11/1/1935     1369.7       1369.7     3/1/2006     226396       226396     Purchase     7.26  
  3437    
 
      LEHI   UT     84043     Primary   Single Family     360       356       80       7.35     12/1/2005   11/1/1935     808.5       808.5     3/1/2006     132000       132000     Purchase     7.35  
  3438    
 
      RALEIGH   NC     27610     Primary   Single Family     360       356       80       7.95     12/1/2005   11/1/1935     758.91       758.91     3/1/2006     103920       103635.42     Purchase     7.95  
  3439    
 
      FORT WORTH   TX     76137     Primary   Single Family     360       356       100       10.99     12/1/2005   11/1/1935     222.39       222.39     3/1/2006     23370       23336.1     Purchase     10.99  
  3440    
 
      JACKSON   MI     49203     Primary   Single Family     360       356       71.43       9.25     12/1/2005   11/1/1935     411.34       411.34     3/1/2006     50000       49895.11     Cash Out Refinance     9.25  
  3441    
 
      RENO   NV     89511     Primary   Single Family     360       356       90       6.8     12/1/2005   11/1/1935     2942.7       2942.7     3/1/2006     519300       519300     Purchase     6.8  
  3442    
 
      GRIFFIN   GA     30223     Primary   Single Family     360       356       85.49       11.65     12/1/2005   11/1/1935     890.66       890.66     2/5/2006     88909.6       88826.31     Rate/Term Refinance     11.65  
  3443    
 
      EAGAN   MN     55122     Primary   Townhouse     360       356       79.33       9.75     12/1/2005   11/1/1935     257.75       257.75     3/1/2006     30000       29943.32     Cash Out Refinance     9.75  
  3444    
 
      OVIEDO   FL     32765     Primary   Single Family     360       356       73.21       10.75     12/1/2005   11/1/1935     980.16       980.16     3/1/2006     105000       104839.71     Cash Out Refinance     10.75  
  3445    
 
      TEMPE   AZ     85284     Primary   PUD     360       356       56.56       10.85     12/1/2005   11/1/1935     752.81       752.81     3/1/2006     80000       79842.16     Cash Out Refinance     10.85  
  3446    
 
      VISALIA   CA     93291     Primary   Single Family     360       356       45.68       10.9     12/1/2005   11/1/1935     283.44       283.44     3/1/2006     30000       29955.64     Cash Out Refinance     10.9  
  3447    
 
      MABANK   TX     75156     Primary   Single Family     360       356       80       10.56     12/1/2005   11/1/1935     1139.85       1139.85     3/1/2006     124000       123757.85     Cash Out Refinance     10.56  
  3448    
 
      CINCINNATI   OH     45229     Primary   Single Family     360       356       87.55       5.95     12/1/2005   11/1/1935     313.26       313.26     3/1/2006     52530       52303.59     Cash Out Refinance     5.95  
  3449    
 
      GREELEY   CO     80631     Primary   Single Family     360       356       80       6.25     12/1/2005   11/1/1935     645.83       645.62     3/1/2006     124000       123918.84     Cash Out Refinance     6.25  
  3450    
 
      TWENTYNINE PALMS   CA     92277     Primary   Single Family     360       356       90.9       7.6     12/1/2005   11/1/1935     860.05       860.05     3/1/2006     121806       121448.17     Cash Out Refinance     7.6  
  3451    
 
      MONTCLAIR   CA     91763     Primary   Single Family     360       356       85.49       6.4     12/1/2005   11/1/1935     2101.32       2101.32     3/1/2006     363330       362670.51     Cash Out Refinance     6.4  
  3452    
 
      EAST HAVEN   CT     6512     Primary   Single Family     360       356       70       7.8     12/1/2005   11/1/1935     1421.03       1421.03     3/1/2006     197400       196842.87     Cash Out Refinance     7.8  
  3453    
 
      LURAY   VA     22835     Primary   Single Family     360       356       93.2       6.8     12/1/2005   11/1/1935     941.82       941.82     3/1/2006     144466       143969.07     Cash Out Refinance     6.8  
  3454    
 
      PHOENIX   AZ     85035     Primary   Single Family     360       356       87.58       6.65     12/1/2005   11/1/1935     837.77       837.77     3/1/2006     130500       130037.84     Cash Out Refinance     6.65  
  3455    
 
      PLEASANT HILL   IA     50327     Primary   Single Family     360       356       95       7.45     12/1/2005   11/1/1935     2148.27       2148.27     3/1/2006     308750       307809.88     Cash Out Refinance     7.45  
  3456    
 
      RENTON   WA     98056     Primary   Single Family     360       356       80       6.3     12/1/2005   11/1/1935     1092       1092     3/1/2006     208000       208000     Purchase     6.3  

Page 86 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  3457    
 
      AMESBURY   MA     1913     Primary   Single Family     120       116       85.49       11.3     12/1/2005   11/1/2015     469.24       469.24     3/1/2006     33648       33029.79     Cash Out Refinance     11.3  
  3458    
 
      CHARLES TOWN   WV     25414     Primary   Single Family     360       356       90       9     12/1/2005   11/1/1935     1151.42       1151.42     3/1/2006     143100       142783.78     Cash Out Refinance     9  
  3459    
 
      FALLS CHURCH   VA     22042     Primary   Single Family     360       356       34.07       8.2     12/1/2005   11/1/1935     1159.02       1159.02     3/1/2006     155000       154596.48     Cash Out Refinance     8.2  
  3460    
 
      DES MOINES   WA     98198     Primary   Single Family     360       356       81.04       6.4     12/1/2005   11/1/1935     1988.13       1988.13     3/1/2006     372775       372775     Cash Out Refinance     6.4  
  3461    
 
      SUNMAN   IN     47041     Primary   Single Family     360       356       92.7       6.85     12/1/2005   11/1/1935     662.1       662.1     3/1/2006     101043       100656.13     Rate/Term Refinance     6.85  
  3462    
 
      POLAND   IN     47868     Primary   Single Family     360       356       80.59       6.45     12/1/2005   11/1/1935     851.35       851.35     3/1/2006     135395       134896.59     Cash Out Refinance     6.45  
  3463    
 
      STRATHMORE   CA     93247     Primary   Single Family     360       356       65.04       5.8     12/1/2005   11/1/1935     1959.76       1959.76     3/1/2006     334000       332608.24     Cash Out Refinance     5.8  
  3464    
 
      GLENDALE   AZ     85308     Primary   Single Family     360       356       50       7.15     12/1/2005   11/1/1935     1350.82       1350.82     3/1/2006     200000       199357.67     Cash Out Refinance     7.15  
  3465    
 
      FREEHOLD BORO   NJ     7728     Primary   Single Family     360       356       80       7.25     12/1/2005   11/1/1935     1500.79       1500.79     3/1/2006     220000       219307.27     Rate/Term Refinance     7.25  
  3466    
 
      POTSDAM   NY     13676     Primary   Single Family     360       356       75       10.5     12/1/2005   11/1/1935     946.76       946.76     3/1/2006     103500       103335.61     Cash Out Refinance     10.5  
  3467    
 
      PEARSALL   TX     78061     Primary   Single Family     180       176       68.64       8.99     12/1/2005   11/1/2020     765.33       765.33     3/1/2006     75500       74692.14     Cash Out Refinance     8.99  
  3468    
 
      CLUTE   TX     77531     Primary   Single Family     360       356       80       8.95     12/1/2005   11/1/1935     1022.12       1022.12     3/1/2006     127600       127315.09     Cash Out Refinance     8.95  
  3469    
 
      COPPEROPOLIS   CA     95228     Primary   Single Family     360       356       48.08       6.99     11/15/2005   10/15/1935     996.95       996.95     2/15/2006     150000       149503.27     Cash Out Refinance     6.99  
  3470    
 
      PLYMOUTH MEETING   PA     19462     Primary   Single Family     360       356       70.49       10.2     12/1/2005   11/1/1935     1069.38       1069.38     3/1/2006     119833       119627.21     Cash Out Refinance     10.2  
  3471    
 
      MODESTO   CA     95354     Primary   Single Family     360       356       75.49       9.55     12/1/2005   11/1/1935     505.65       505.65     3/1/2006     59875       59757.02     Cash Out Refinance     9.55  
  3472    
 
      SAN JACINTO   CA     92583     Primary   Single Family     360       356       100       11.45     12/1/2005   11/1/1935     826.18       826.18     3/1/2006     83750       83640.18     Cash Out Refinance     11.45  
  3473    
 
      BAKERSFIELD   CA     93312     Primary   Single Family     360       356       100       11.95     12/1/2005   11/1/1935     758.33       758.33     3/1/2006     74000       73913.06     Cash Out Refinance     11.95  
  3474    
 
      EAST WINDSOR   NJ     8520     Primary   Single Family     360       356       85.46       11.95     12/1/2005   11/1/1935     307.43       307.43     3/1/2006     30000       29964.76     Cash Out Refinance     11.95  
  3475    
 
      HYATTSVILLE   MD     20781     Primary   Single Family     360       356       55.13       5.75     12/1/2005   11/1/1935     1019.8       1019.8     3/1/2006     174750       174014.91     Cash Out Refinance     5.75  
  3476    
 
      GLEN BURNIE   MD     21060     Primary   Single Family     360       356       70.49       8.45     12/1/2005   11/1/1935     1273.25       1273.25     3/1/2006     166356.4       165943.27     Cash Out Refinance     8.45  
  3477    
 
      MESA   AZ     85210     Primary   Single Family     360       356       56.98       10.75     12/1/2005   11/1/1935     583.43       583.43     3/1/2006     62500       62404.6     Cash Out Refinance     10.75  
  3478    
 
      VICTORVILLE   CA     92392     Primary   Single Family     360       356       90.49       6.99     12/1/2005   11/1/1935     1634.02       1633.55     3/1/2006     280519       280437.3     Cash Out Refinance     6.99  
  3479    
 
      MARTINSBURG   WV     25401     Primary   Townhouse     360       356       59.28       11.87     12/1/2005   11/1/1935     736.72       736.72     3/1/2006     72325       72238.45     Rate/Term Refinance     11.87  
  3480    
 
      EFFORT   PA     18330     Primary   Single Family     360       356       85.49       8.45     12/1/2005   11/1/1935     1635.8       1635.8     3/1/2006     213725       213196.17     Cash Out Refinance     8.45  
  3481    
 
      FAIRFIELD   CA     94534     Primary   Single Family     360       356       44.5       5.15     12/1/2005   11/1/1935     1870.96       1870.96     3/1/2006     342650       341037.98     Cash Out Refinance     5.15  
  3482    
 
      PAWTUCKET   RI     2860     Primary   Single Family     360       356       81.17       10.9     12/1/2005   11/1/1935     689.69       689.69     3/1/2006     73000       72892.12     Cash Out Refinance     10.9  
  3483    
 
      SOUTH GATE   CA     90280     Primary   Single Family     360       356       66.21       5.95     12/1/2005   11/1/1935     1628.85       1628.85     3/1/2006     297923.45       297312.34     Cash Out Refinance     5.95  
  3484    
 
      SAN JACINTO   CA     92583     Primary   Single Family     360       356       87.09       6.15     12/1/2005   11/1/1935     1330.07       1330.07     3/1/2006     259525.8       259525.8     Rate/Term Refinance     6.15  
  3485    
 
      SIMI VALLEY   CA     93063     Primary   Condominium     360       356       53.52       6.25     12/1/2005   11/1/1935     1403.84       1403.84     3/1/2006     228000       227127.85     Cash Out Refinance     6.25  
  3486    
 
      NAPLES   FL     34120     Primary   Single Family     360       356       65.89       6.9     12/1/2005   11/1/1935     1209.94       1209.94     3/1/2006     197000       196497.44     Cash Out Refinance     6.9  
  3487    
 
      LA MIRADA   CA     90638     Primary   PUD     360       356       83.04       10.7     12/1/2005   11/1/1935     464.87       464.87     3/1/2006     50000       49899.69     Cash Out Refinance     10.7  
  3488    
 
      EAU CLAIRE   WI     54703     Primary   Single Family     360       356       95       9.95     12/1/2005   11/1/1935     1178.87       1178.87     3/1/2006     134900       134655.7     Rate/Term Refinance     9.95  
  3489    
 
      GRENADA   CA     96038     Primary   Single Family     360       356       80.49       11.7     12/1/2005   11/1/1935     371.67       371.67     3/1/2006     36960       36914.1     Cash Out Refinance     11.7  
  3490    
 
      FAIRFAX   VA     22032     Primary   Single Family     360       356       80.32       10     12/1/2005   11/1/1935     558.14       558.14     3/1/2006     63600       63486.03     Cash Out Refinance     10  
  3491    
 
      TUCSON   AZ     85705     Primary   Single Family     360       356       80.49       10.1     12/1/2005   11/1/1935     1139.71       1139.71     3/1/2006     128784       128558.07     Cash Out Refinance     10.1  
  3492    
 
      HEMET   CA     92544     Primary   Single Family     360       356       80.49       6.99     12/1/2005   11/1/1935     1644.85       1644.85     3/1/2006     282378.24       282323.24     Cash Out Refinance     6.99  
  3493    
 
      CLINTON   WA     98236     Primary   PUD     360       357       80.49       10.65     12/15/2005   11/15/1935     1267.04       1267.04     2/15/2006     136833       136673.65     Rate/Term Refinance     10.65  
  3494    
 
      LOUISVILLE   KY     40291     Primary   Single Family     360       356       90       9.65     12/1/2005   11/1/1935     1011.96       1011.96     3/1/2006     118800       118570.81     Cash Out Refinance     9.65  
  3495    
 
      PHILADELPHIA   PA     19145     Primary   Single Family     240       237       52.18       10.5     12/2/2005   11/2/2025     349.43       349.43     2/2/2006     35000       34869.31     Cash Out Refinance     10.5  
  3496    
 
      NEWPORT   MI     48166     Primary   Single Family     360       356       76.88       9.75     12/1/2005   11/1/1935     491.44       491.44     3/1/2006     57200       57091.93     Cash Out Refinance     9.75  

Page 87 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  3497    
 
      LEADVILLE   CO     80461     Primary   Single Family     360       356       80       7     12/1/2005   11/1/1935     1410.44       1410.44     3/1/2006     212000       211298.24     Cash Out Refinance     7  
  3498    
 
      VALPORASO   FL     32580     Investor   Single Family     240       236       60.49       9.75     12/1/2005   11/1/2025     702.86       702.86     3/1/2006     74100.25       73692.13     Rate/Term Refinance     9.75  
  3499    
 
      THE WOODLANDS   TX     77380     Primary   PUD     360       356       80       6.25     12/1/2005   11/1/1935     541.84       541.84     3/1/2006     88000       87663.35     Purchase     6.25  
  3500    
 
      LANCASTER   TX     75134     Primary   PUD     360       356       90       6.8     12/1/2005   11/1/1935     861.7       861.7     3/1/2006     152064       152064     Purchase     6.8  
  3501    
 
      BURLESON   TX     76028     Primary   Single Family     360       356       100       9.2     12/1/2005   11/1/1935     84.79       84.79     3/1/2006     10351       10329.02     Purchase     9.2  
  3502    
 
      SANTA FE   NM     87507     Primary   Single Family     360       356       80       6.15     12/1/2005   11/1/1935     1100.32       1100.32     3/1/2006     214696       214696     Purchase     6.15  
  3503    
 
      LAS VEGAS   NV     89081     Primary   PUD     360       356       80       6.45     12/1/2005   11/1/1935     1583.98       1583.98     3/1/2006     294694       294694     Purchase     6.45  
  3504    
 
      HARKER HEIGHTS   TX     76548     Primary   Single Family     360       356       90       7.1     12/1/2005   11/1/1935     1131.03       1131.03     3/1/2006     168300       167697.61     Purchase     7.1  
  3505    
 
      RALEIGH   NC     27617     Primary   PUD     360       356       99.98       9.9     12/1/2005   11/1/1935     597.83       597.83     3/1/2006     68700       68568.15     Purchase     9.9  
  3506    
 
      LOS GATOS   CA     95032     Primary   Condominium     360       356       80       6.65     12/1/2005   11/1/1935     1879.73       1879.73     3/1/2006     339200       339200     Purchase     6.65  
  3507    
 
      PERRIS   CA     92571     Primary   Single Family     360       356       80       6.65     12/1/2005   11/1/1935     1484.72       1484.72     3/1/2006     267920       267920     Purchase     6.65  
  3508    
 
      PERRIS   CA     92571     Primary   Single Family     180       176       100       9.99     12/1/2005   11/1/2020     587.31       587.31     3/1/2006     66980       66859.7     Purchase     9.99  
  3509    
 
      GLENDALE   AZ     85308     Primary   Single Family     360       356       80       7.56     12/1/2005   11/1/1935     1764       1764     3/1/2006     280000       280000     Purchase     7.56  
  3510    
 
      SANTA MARIA   CA     93455     Second Home   Condominium     360       356       85.11       6.95     12/1/2005   11/1/1935     1532.41       1532.41     3/1/2006     231500       230726.75     Rate/Term Refinance     6.95  
  3511    
 
      PLANO   TX     75023     Primary   Single Family     240       236       81.6       6.55     12/1/2005   11/1/2025     855.11       855.11     3/1/2006     114240       112816.67     Rate/Term Refinance     6.55  
  3512    
 
      DALLAS   TX     75248     Primary   PUD     360       356       50.97       6.2     12/1/2005   11/1/1935     1123.89       1123.89     3/1/2006     183500       182791.3     Cash Out Refinance     6.2  
  3513    
 
      DECATUR   GA     30034     Primary   Single Family     360       356       75.49       8.5     12/1/2005   11/1/1935     1091.26       1091.26     3/1/2006     141921.2       141573.6     Cash Out Refinance     8.5  
  3514    
 
      HICKORY   NC     28601     Primary   Single Family     360       356       90.01       13.75     12/1/2005   11/1/1935     291.28       291.28     3/1/2006     25000       24980.38     Cash Out Refinance     13.75  
  3515    
 
      GRANITE FALLS   NC     28630     Primary   Single Family     360       356       58.82       8.8     12/1/2005   11/1/1935     395.14       395.14     3/1/2006     50000       49884.86     Cash Out Refinance     8.8  
  3516    
 
      WESTMINSTER   CO     80234     Primary   PUD     360       356       95.48       10.75     12/1/2005   11/1/1935     667.91       667.91     3/1/2006     71550       71380.94     Cash Out Refinance     10.75  
  3517    
 
      OKLAHOMA CITY   OK     73109     Primary   Single Family     360       356       69.33       9.25     12/1/2005   11/1/1935     427.8       427.8     3/1/2006     52000       51869.23     Cash Out Refinance     9.25  
  3518    
 
      OKLAHOMA CITY   OK     73105     Primary   Single Family     360       356       68.67       7.85     12/1/2005   11/1/1935     372.52       372.52     3/1/2006     51500       51256.1     Cash Out Refinance     7.85  
  3519    
 
      CHANDLER   AZ     85225     Primary   Single Family     360       356       100       12.35     12/1/2005   11/1/1935     485.6       485.6     3/1/2006     46000       45950.51     Cash Out Refinance     12.35  
  3520    
 
      BROWNSVILLE   OR     97327     Primary   Manufactured Housing     360       356       68.62       9.85     12/1/2005   11/1/1935     1013.82       1013.82     3/1/2006     117000       116783.57     Rate/Term Refinance     9.85  
  3521    
 
      MORENO VALLEY   CA     92555     Primary   Single Family     360       356       95.3       10.95     12/1/2005   11/1/1935     1138.26       1138.26     3/1/2006     120000       119824.58     Cash Out Refinance     10.95  
  3522    
 
      RALEIGH   NC     27601     Primary   Single Family     360       356       64.1       10.6     12/1/2005   11/1/1935     461.12       461.12     3/1/2006     50000       49921.15     Cash Out Refinance     10.6  
  3523    
 
      PRESTONSBURG   KY     41653     Primary   Single Family     360       356       90.49       10.7     12/1/2005   11/1/1935     647.81       647.81     3/1/2006     69677.3       69569.78     Cash Out Refinance     10.7  
  3524    
 
      BLAKESLEE   PA     18610     Primary   PUD     360       356       80       8.6     12/1/2005   11/1/1935     738.77       738.77     3/1/2006     95200       94971.54     Cash Out Refinance     8.6  
  3525    
 
      LOYSVILLE   PA     17047     Primary   Single Family     360       356       60.95       6.4     12/1/2005   11/1/1935     400.33       400.33     3/1/2006     64000       63738.97     Cash Out Refinance     6.4  
  3526    
 
      LEBANON   OH     45036     Primary   PUD     360       356       90       8.6     12/1/2005   11/1/1935     1431.75       1431.75     3/1/2006     184500       184056.61     Cash Out Refinance     8.6  
  3527    
 
      FOSTORIA   OH     44830     Primary   Single Family     360       356       85.85       7.35     12/1/2005   11/1/1935     387.42       387.42     3/1/2006     56231       56057     Cash Out Refinance     7.35  
  3528    
 
      HAMILTON   OH     45013     Primary   Single Family     360       356       71.6       8.49     12/1/2005   11/1/1935     445.56       445.56     3/1/2006     58000       57857.66     Cash Out Refinance     8.49  
  3529    
 
      DENVER   CO     80238     Primary   PUD     360       356       93.2       6.7     12/1/2005   11/1/1935     1443.43       1443.43     3/1/2006     223691       222906.51     Rate/Term Refinance     6.7  
  3530    
 
      DENVER   CO     80231     Primary   Condominium     360       356       100       10.4     12/1/2005   11/1/1935     317.55       317.55     3/1/2006     35000       34942.39     Cash Out Refinance     10.4  
  3531    
 
      CLEARWATER   FL     33764     Primary   Single Family     360       356       76.44       6.55     12/1/2005   11/1/1935     1522.88       1522.75     3/1/2006     279000       278976.99     Cash Out Refinance     6.55  
  3532    
 
      WHEAT RIDGE   CO     80033     Primary   Single Family     360       356       90       6.5     12/1/2005   11/1/1935     1649.7       1649.7     3/1/2006     261000       260048.51     Rate/Term Refinance     6.5  
  3533    
 
      COLORADO SPRINGS   CO     80918     Primary   Single Family     360       356       74.88       6.7     12/1/2005   11/1/1935     848.67       848.67     3/1/2006     152000       152000     Cash Out Refinance     6.7  
  3534    
 
      DENVER   CO     80219     Primary   Single Family     360       356       92.7       7.99     12/1/2005   11/1/1935     1359.11       1359.11     3/1/2006     185400       184896.37     Rate/Term Refinance     7.99  
  3535    
 
      LOVELAND   CO     80538     Primary   Single Family     360       356       80       6.8     12/1/2005   11/1/1935     964.85       964.85     3/1/2006     148000       147490.02     Cash Out Refinance     6.8  
  3536    
 
      LAKEWOOD   CO     80226     Primary   Single Family     360       356       80       6.5     12/1/2005   11/1/1935     1264.14       1264.14     3/1/2006     200000       199270.87     Rate/Term Refinance     6.5  

Page 88 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  3537    
 
      RIVERSIDE   CA     92504     Primary   Single Family     360       356       78.35       6.29     12/1/2005   11/1/1935     2040.46       2040.46     3/1/2006     330000       328747.35     Cash Out Refinance     6.29  
  3538    
 
      CALIFORNIA CITY   CA     93505     Primary   Single Family     360       356       86.8       6.49     12/1/2005   11/1/1935     1370.17       1370.17     3/1/2006     217000       216138.11     Cash Out Refinance     6.49  
  3539    
 
      CORONA   CA     92882     Primary   Single Family     360       356       80       6.95     12/1/2005   11/1/1935     2217       2217     3/1/2006     382792       382792     Purchase     6.95  
  3540    
 
      ARLINGTON   WA     98223     Primary   Single Family     360       356       80.49       6.75     12/1/2005   11/1/1935     2309.06       2309.06     3/1/2006     410499       410499     Rate/Term Refinance     6.75  
  3541    
 
      NORTH LAS VEGAS   NV     89031     Primary   Single Family     360       356       87.99       6.9     12/1/2005   11/1/1935     1431.75       1431.75     3/1/2006     249000       249000     Cash Out Refinance     6.9  
  3542    
 
      HAMDEN   CT     6514     Primary   Single Family     360       356       89.02       6.8     12/1/2005   11/1/1935     1727.61       1727.61     3/1/2006     265000       264088.52     Cash Out Refinance     6.8  
  3543    
 
      COLUMBUS   OH     43229     Primary   Single Family     360       356       92.7       6.89     12/1/2005   11/1/1935     805.08       805.08     3/1/2006     122364       121950.42     Rate/Term Refinance     6.89  
  3544    
 
      BUCKEYE   AZ     85326     Primary   Single Family     360       356       75.14       10.5     12/1/2005   11/1/1935     731.8       731.8     3/1/2006     80000       79871.12     Cash Out Refinance     10.5  
  3545    
 
      WOODWARD   IA     50276     Primary   Single Family     360       356       90.42       8.99     12/1/2005   11/1/1935     1032.22       1032.22     3/1/2006     128400       128115.66     Rate/Term Refinance     8.99  
  3546    
 
      GEORGEOWN   TX     78628     Primary   PUD     240       236       80       6.25     12/1/2005   11/1/2025     1608.05       1608.05     3/1/2006     220000       218136.64     Cash Out Refinance     6.25  
  3547    
 
      PAULDEN   AZ     86334     Primary   Manufactured Housing     360       356       82.4       7.25     12/1/2005   11/1/1935     1180.44       1180.44     3/1/2006     173040       172495.07     Cash Out Refinance     7.25  
  3548    
 
      SIMONTON   TX     77476     Primary   PUD     360       356       80       8     12/1/2005   11/1/1935     1397.09       1397.09     3/1/2006     190400       189883.83     Cash Out Refinance     8  
  3549    
 
      PENSACOLA   FL     32503     Primary   Single Family     360       356       65       8.3     12/1/2005   11/1/1935     436.65       436.65     3/1/2006     57850       57702.4     Cash Out Refinance     8.3  
  3550    
 
      PENSACOLA   FL     32503     Primary   Single Family     360       356       90       7.15     12/1/2005   11/1/1935     2309.9       2309.9     3/1/2006     342000       340901.64     Cash Out Refinance     7.15  
  3551    
 
      DUMFRIES   VA     22025     Primary   Townhouse     360       356       85.28       6.45     12/1/2005   11/1/1935     1650.13       1650.13     3/1/2006     307000       307000     Rate/Term Refinance     6.45  
  3552    
 
      RICHMOND   VT     5477     Primary   Single Family     360       356       75.49       14.2     12/1/2005   11/1/1935     590.16       590.16     3/1/2006     49150       49115.18     Cash Out Refinance     14.2  
  3553    
 
      NAVARRE   FL     32566     Primary   Single Family     360       356       88.77       7.4     12/1/2005   11/1/1935     1149.36       1149.36     3/1/2006     166000       165492.56     Cash Out Refinance     7.4  
  3554    
 
      WALDORF   MD     20601     Primary   PUD     360       356       100       12.82     12/1/2005   11/1/1935     611.61       611.61     3/1/2006     56000       55945.76     Cash Out Refinance     12.82  
  3555    
 
      AUSTIN   TX     78733     Primary   Condominium     360       356       80       10.55     12/1/2005   11/1/1935     1205.05       1205.05     3/1/2006     131200       130990.93     Cash Out Refinance     10.55  
  3556    
 
      SPRINGFIELD   OH     45503     Primary   Single Family     360       356       100       14.25     12/1/2005   11/1/1935     180.71       180.71     3/1/2006     15000       14989.47     Cash Out Refinance     14.25  
  3557    
 
      POCATELLO   ID     83201     Primary   Single Family     360       356       58       6.65     12/1/2005   11/1/1935     409.58       409.58     3/1/2006     63800       63550.57     Cash Out Refinance     6.65  
  3558    
 
      GLEN BURNIE   MD     21060     Primary   Single Family     120       116       57.81       11.15     12/1/2005   11/1/2015     623.71       623.71     3/1/2006     45000       44166.13     Cash Out Refinance     11.15  
  3559    
 
      BALTIMORE   MD     21215     Primary   Single Family     360       356       61.9       6.65     12/1/2005   11/1/1935     834.56       834.56     3/1/2006     130000       129539.62     Cash Out Refinance     6.65  
  3560    
 
      MIDLOTHIAN   VA     23112     Primary   Single Family     360       356       90.91       6.75     12/1/2005   11/1/1935     2132.92       2132.92     3/1/2006     379185       379185     Cash Out Refinance     6.75  
  3561    
 
      LOWGAP   NC     27024     Primary   Single Family     360       356       85       9.05     12/1/2005   11/1/1935     693.86       693.86     3/1/2006     85850       85662.25     Rate/Term Refinance     9.05  
  3562    
 
      SALINAS   CA     93901     Primary   Single Family     360       356       85.49       6     12/1/2005   11/1/1935     2496.31       2496.31     3/1/2006     499261.6       499261.6     Cash Out Refinance     6  
  3563    
 
      PERRIS   CA     92571     Primary   Single Family     360       356       83.71       6.5     12/1/2005   11/1/1935     1587.08       1586.8     3/1/2006     293000       292947.82     Cash Out Refinance     6.5  
  3564    
 
      SIOUX CITY   IA     51108     Primary   Single Family     360       356       90       9.45     12/1/2005   11/1/1935     655.54       655.54     3/1/2006     78300       78107.15     Rate/Term Refinance     9.45  
  3565    
 
      HUBER HEIGHTS   OH     45424     Primary   Single Family     360       356       80       6.99     12/1/2005   11/1/1935     521.08       521.08     3/1/2006     78400       78140.14     Cash Out Refinance     6.99  
  3566    
 
      WARRENTON   OR     97146     Primary   Manufactured Housing     240       236       82.9       7.65     12/1/2005   11/1/2025     911.92       911.92     3/1/2006     111920       111079.84     Cash Out Refinance     7.65  
  3567    
 
      TACOMA   WA     98445     Primary   Single Family     360       356       82.9       6     12/1/2005   11/1/1935     994.11       994.11     3/1/2006     165809       165143.78     Cash Out Refinance     6  
  3568    
 
      CANBY   OR     97013     Primary   Manufactured Housing     360       356       82.9       7.9     12/1/2005   11/1/1935     1132.81       1132.81     3/1/2006     155861       155429.87     Rate/Term Refinance     7.9  
  3569    
 
      MYRTLE CREEK   OR     97457     Primary   Single Family     360       356       84.66       7.25     12/1/2005   11/1/1935     1461.23       1461.23     3/1/2006     214200       213504.12     Cash Out Refinance     7.25  
  3570    
 
      GRAHAM   WA     98338     Primary   Manufactured Housing     360       356       82.4       6.65     12/1/2005   11/1/1935     1137.31       1137.31     3/1/2006     177160       176532.61     Cash Out Refinance     6.65  
  3571    
 
      PAYSON   UT     84651     Primary   Single Family     360       356       92.7       6.78     12/1/2005   11/1/1935     778       778     3/1/2006     119583       119170.09     Cash Out Refinance     6.78  
  3572    
 
      ST. PAUL   MN     55119     Primary   Single Family     360       356       90       9.51     12/1/2005   11/1/1935     1628.47       1628.47     3/1/2006     193500       193115.53     Cash Out Refinance     9.51  
  3573    
 
      COVINGTON   IN     47932     Primary   Single Family     360       356       85.75       7.55     12/1/2005   11/1/1935     795.36       795.36     3/1/2006     113195       112859.16     Rate/Term Refinance     7.55  
  3574    
 
      MT. VERNON   IN     47620     Primary   Single Family     360       356       80       6.25     12/1/2005   11/1/1935     1108.3       1108.3     3/1/2006     180000       179311.46     Cash Out Refinance     6.25  
  3575    
 
      MAITLAND   FL     32751     Primary   Single Family     360       356       78       7.55     12/1/2005   11/1/1935     981.03       981.03     3/1/2006     139620       139205.76     Cash Out Refinance     7.55  
  3576    
 
      LAS VEGAS   NV     89147     Primary   PUD     360       356       75.49       8     12/1/2005   11/1/1935     2187.98       2187.98     3/1/2006     298185.5       297377.16     Cash Out Refinance     8  

Page 89 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  3577    
 
      BAKERSFIELD   CA     93306     Primary   Single Family     360       356       85.49       6.95     12/1/2005   11/1/1935     1233.67       1233.67     3/1/2006     186368.2       185745.69     Rate/Term Refinance     6.95  
  3578    
 
      GREENWOOD   SC     29646     Primary   Single Family     360       356       85       12.22     12/1/2005   11/1/1935     577.69       577.69     3/1/2006     55250       55188.83     Rate/Term Refinance     12.22  
  3579    
 
      DECATUR   TX     76234     Primary   Single Family     180       176       56.48       8.9     12/1/2005   11/1/2020     558.11       558.11     3/1/2006     55350       54753.01     Cash Out Refinance     8.9  
  3580    
 
      MOORPARK   CA     93021     Primary   Single Family     360       356       85.49       9.85     12/1/2005   11/1/1935     750.95       750.95     3/1/2006     86663.1       86502.78     Cash Out Refinance     9.85  
  3581    
 
      CORONA   CA     92882     Primary   Single Family     360       356       56.67       5.65     12/1/2005   11/1/1935     2011.67       2011.67     3/1/2006     348500       347006.53     Cash Out Refinance     5.65  
  3582    
 
      WINDHAM   NH     3087     Primary   Single Family     360       356       80.48       10.6     12/1/2005   11/1/1935     862.28       862.28     3/1/2006     93500       93352.62     Cash Out Refinance     10.6  
  3583    
 
      HOUSTON   TX     77020     Primary   Single Family     360       356       80       10.9     12/1/2005   11/1/1935     544.2       544.2     3/1/2006     57600       57514.85     Cash Out Refinance     10.9  
  3584    
 
      MADERA   CA     93638     Primary   Single Family     360       356       83.48       6.99     12/1/2005   11/1/1935     1276.1       1276.1     3/1/2006     192000       191363.27     Cash Out Refinance     6.99  
  3585    
 
      FRESNO   CA     93722     Primary   Single Family     360       356       85.49       8.75     12/1/2005   11/1/1935     2353.93       2353.93     3/1/2006     299215       298518.82     Rate/Term Refinance     8.75  
  3586    
 
      FRESNO   CA     93720     Primary   Single Family     360       356       85.49       7.9     12/1/2005   11/1/1935     4069.82       4069.82     3/1/2006     559959.5       558410.61     Cash Out Refinance     7.9  
  3587    
 
      LAFAYETTE   CA     94549     Primary   Single Family     360       356       70.42       10.15     12/1/2005   11/1/1935     2177.26       2177.26     3/1/2006     245000       244574.77     Cash Out Refinance     10.15  
  3588    
 
      BEAUMONT   CA     92223     Primary   Single Family     360       356       50       8.99     12/1/2005   11/1/1935     803.91       803.91     3/1/2006     100000       99778.56     Cash Out Refinance     8.99  
  3589    
 
      FORT WORTH   TX     76119     Primary   Single Family     240       236       56.82       11.39     12/1/2005   11/1/2025     529.44       529.44     3/1/2006     50000       49777.43     Cash Out Refinance     11.39  
  3590    
 
      CROCKETT   TX     75835     Primary   Single Family     360       356       39.74       8.6     12/1/2005   11/1/1935     593.65       593.65     3/1/2006     76500       76316.44     Cash Out Refinance     8.6  
  3591    
 
      SAN ANTONIO   TX     78264     Primary   Single Family     360       356       70       11.3     12/1/2005   11/1/1935     853.18       853.18     3/1/2006     87500       87374.09     Cash Out Refinance     11.3  
  3592    
 
      HOUSTON   TX     77037     Primary   Single Family     120       116       69.21       10.75     12/1/2005   11/1/2015     790.77       790.77     3/1/2006     58000       56900.59     Cash Out Refinance     10.75  
  3593    
 
      HARLINGEN   TX     78552     Primary   Single Family     360       356       75.49       10.81     12/1/2005   11/1/1935     1982.66       1982.66     3/1/2006     211372       211053.53     Cash Out Refinance     10.81  
  3594    
 
      MCDADE   TX     78650     Primary   Single Family     360       356       62.01       8.99     12/1/2005   11/1/1935     842.5       842.5     3/1/2006     104800       104567.92     Cash Out Refinance     8.99  
  3595    
 
      SPRING   TX     77373     Primary   PUD     360       356       68.49       10.15     12/1/2005   11/1/1935     666.51       666.51     3/1/2006     75000       74869.81     Cash Out Refinance     10.15  
  3596    
 
      FORT WORTH   TX     76106     Primary   Single Family     360       356       60.98       7.25     12/1/2005   11/1/1935     341.09       341.09     3/1/2006     50000       49508.06     Cash Out Refinance     7.25  
  3597    
 
      CHELMSFORD   MA     1824     Primary   Single Family     360       356       80.42       12.99     12/1/2005   11/1/1935     580.35       580.35     3/1/2006     52500       52205.23     Cash Out Refinance     12.99  
  3598    
 
      CHERRY HILL   NJ     8002     Primary   Single Family     360       356       62.18       11.7     12/1/2005   11/1/1935     603.35       603.35     3/1/2006     60000       59925.52     Cash Out Refinance     11.7  
  3599    
 
      SAN ANTONIO   TX     78251     Primary   PUD     360       356       80       11.18     12/1/2005   11/1/1935     927.32       927.32     3/1/2006     96000       95866.38     Cash Out Refinance     11.18  
  3600    
 
      MODESTO   CA     95350     Primary   Single Family     360       356       77.5       7.75     12/1/2005   11/1/1935     1776.71       1776.71     3/1/2006     248000       247293.03     Cash Out Refinance     7.75  
  3601    
 
      CRANFORD   NJ     7016     Primary   Single Family     360       356       54.98       5.55     12/1/2005   11/1/1935     1324.56       1324.56     3/1/2006     232000       230986.76     Cash Out Refinance     5.55  
  3602    
 
      BALTIMORE   MD     21239     Primary   Single Family     360       356       63.46       11.6     12/1/2005   11/1/1935     319.34       319.34     3/1/2006     32000       31832.75     Cash Out Refinance     11.6  
  3603    
 
      AMARILLO   TX     79108     Primary   Single Family     360       356       80       9.6     12/1/2005   11/1/1935     868.52       868.52     3/1/2006     102400       102200.35     Cash Out Refinance     9.6  
  3604    
 
      PEARLAND   TX     77584     Primary   PUD     360       356       74.17       8.99     12/1/2005   11/1/1935     661.62       661.62     3/1/2006     82300       82117.74     Cash Out Refinance     8.99  
  3605    
 
      AUSTIN   TX     78702     Primary   Single Family     360       356       80       9.15     12/1/2005   11/1/1935     704.54       704.54     3/1/2006     86400       86214.7     Cash Out Refinance     9.15  
  3606    
 
      RENO   NV     89503     Primary   Single Family     360       356       61.31       8.2     12/1/2005   11/1/1935     497.26       497.26     3/1/2006     66500       66326.86     Cash Out Refinance     8.2  
  3607    
 
      TYNGSBORO   MA     1879     Primary   Single Family     180       176       56.04       10.4     12/1/2005   11/1/2020     399.02       399.02     3/1/2006     36300       35957.91     Cash Out Refinance     10.4  
  3608    
 
      BRADFORD   TN     38316     Primary   Single Family     360       356       90       7.85     12/1/2005   11/1/1935     423.16       423.16     3/1/2006     58500       58336.52     Cash Out Refinance     7.85  
  3609    
 
      PONTOTOC   OK     74820     Primary   Single Family     360       356       80.49       8.25     12/1/2005   11/1/1935     574.46       574.46     3/1/2006     76465.5       76268.45     Cash Out Refinance     8.25  
  3610    
 
      ROSEDALE   NY     11422     Primary   Single Family     360       356       85.47       13.1     12/1/2005   11/1/1935     465.11       465.11     3/1/2006     41750       41712.03     Cash Out Refinance     13.1  
  3611    
 
      HIALEAH   FL     33010     Primary   Condominium     180       176       79.99       8.6     12/1/2005   11/1/2020     372.47       372.47     3/1/2006     37600       37183.55     Cash Out Refinance     8.6  
  3612    
 
      GILBERT   AZ     85296     Primary   PUD     360       356       85.49       11.55     12/1/2005   11/1/1935     341.65       341.65     3/1/2006     34366.63       34305.43     Cash Out Refinance     11.55  
  3613    
 
      PEORIA   AZ     85383     Primary   Single Family     360       356       90.49       7.55     12/1/2005   11/1/1935     2149.08       2149.08     3/1/2006     305856.2       304948.04     Cash Out Refinance     7.55  
  3614    
 
      HUDSON   FL     34669     Primary   Single Family     360       356       87.89       7.05     12/1/2005   11/1/1935     1242.9       1242.9     3/1/2006     185878       185169.2     Cash Out Refinance     7.05  
  3615    
 
      DEVINE   TX     78016     Primary   Single Family     240       236       45.97       9.85     12/1/2005   11/1/2025     477.56       477.56     3/1/2006     50000       49728.11     Cash Out Refinance     9.85  
  3616    
 
      ARIZONA CITY   AZ     85223     Primary   Manufactured Housing     360       356       80.44       8.9     12/1/2005   11/1/1935     657.49       657.49     3/1/2006     82450       82208.21     Cash Out Refinance     8.9  

Page 90 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  3617    
 
      BLYTHE   CA     92225     Primary   Single Family     360       356       87.19       6.45     12/1/2005   11/1/1935     843.6       843.51     3/1/2006     156948       156931.41     Rate/Term Refinance     6.45  
  3618    
 
      ALEXANDRIA   VA     22315     Primary   Condominium     360       356       82.22       7.8     12/1/2005   11/1/1935     1598.12       1598.12     3/1/2006     222000       221373.45     Cash Out Refinance     7.8  
  3619    
 
      NAPLES   FL     34109     Primary   Condominium     360       356       72.74       10.3     12/1/2005   11/1/1935     305.94       305.94     3/1/2006     34000       33943.76     Cash Out Refinance     10.3  
  3620    
 
      TUCSON   AZ     85706     Primary   Single Family     360       356       100       10.99     12/1/2005   11/1/1935     509       509     3/1/2006     53490.45       53412.92     Cash Out Refinance     10.99  
  3621    
 
      HOMOSASSA   FL     34446     Primary   PUD     360       356       87.87       11.3     12/1/2005   11/1/1935     243.77       243.77     3/1/2006     25000       24966.12     Cash Out Refinance     11.3  
  3622    
 
      BILLINGS   MT     59102     Primary   Single Family     360       356       84       8.7     12/1/2005   11/1/1935     1151.21       1151.21     3/1/2006     147000       146595.75     Cash Out Refinance     8.7  
  3623    
 
      DALTON   GA     30720     Primary   Single Family     180       176       63.22       10     12/1/2005   11/1/2020     1644.15       1644.15     3/1/2006     153000       151504.83     Cash Out Refinance     10  
  3624    
 
      ALLENTOWN   PA     18102     Primary   Single Family     360       356       70.49       8.99     12/1/2005   11/1/1935     736.68       736.68     3/1/2006     91637       91433.14     Cash Out Refinance     8.99  
  3625    
 
      SANTA ANA   CA     92701     Primary   Condominium     360       356       80       6.55     12/1/2005   11/1/1935     917       917     3/1/2006     168000       168000     Cash Out Refinance     6.55  
  3626    
 
      SANTA MARIA   CA     93454     Primary   Single Family     360       356       80       5.95     12/1/2005   11/1/1935     1979.37       1979.37     3/1/2006     399200       399200     Purchase     5.95  
  3627    
 
      JACKSONVILLE   FL     32210     Primary   Single Family     360       356       80       6.5     12/1/2005   11/1/1935     611.85       611.85     3/1/2006     96800       96447.08     Rate/Term Refinance     6.5  
  3628    
 
      VERNON   NJ     7462     Primary   Condominium     360       356       80.49       7.99     12/1/2005   11/1/1935     1032.59       1032.59     3/1/2006     140857.5       140474.87     Cash Out Refinance     7.99  
  3629    
 
      GREENPORT   NY     11944     Primary   Single Family     360       356       79.85       10.99     12/1/2005   11/1/1935     770.77       770.77     3/1/2006     81000       80764.62     Rate/Term Refinance     10.99  
  3630    
 
      STOCKTON   CA     95215     Primary   Single Family     360       356       74       7.8     12/1/2005   11/1/1935     2663.53       2663.53     3/1/2006     370000       368955.77     Cash Out Refinance     7.8  
  3631    
 
      DOWNEY   CA     90242     Primary   Single Family     360       356       79.49       9.95     12/1/2005   11/1/1935     594.24       594.24     3/1/2006     68000       67876.85     Cash Out Refinance     9.95  
  3632    
 
      NEWFIELD   NJ     8344     Primary   Single Family     360       356       70.49       11.95     12/1/2005   11/1/1935     2817.2       2817.2     3/1/2006     274911       274588.04     Rate/Term Refinance     11.95  
  3633    
 
      HAINESPORT   NJ     8036     Primary   Single Family     360       356       75.49       6.5     12/1/2005   11/1/1935     1144.93       1144.93     3/1/2006     211372       211372     Cash Out Refinance     6.5  
  3634    
 
      BRONX   NY     10469     Primary   Single Family     240       236       84.84       8.99     12/1/2005   11/1/2025     1417.86       1417.86     3/1/2006     157700       156736.33     Cash Out Refinance     8.99  
  3635    
 
      COMPTON   CA     90222     Primary   Single Family     360       356       91.8       5.55     12/1/2005   11/1/1935     1422.33       1422.33     3/1/2006     307530       307530     Cash Out Refinance     5.55  
  3636    
 
      JETERSVILLE   VA     23083     Primary   Single Family     360       356       85.17       10.1     12/1/2005   11/1/1935     309.74       309.74     3/1/2006     35000       34938.61     Cash Out Refinance     10.1  
  3637    
 
      STOCKTON   CA     95206     Primary   Single Family     360       356       80       6.99     12/1/2005   11/1/1935     1957.2       1957.2     3/1/2006     336000       336000     Rate/Term Refinance     6.99  
  3638    
 
      ARCADIA   CA     91006     Primary   Single Family     360       356       64.19       10.85     12/1/2005   11/1/1935     470.51       470.51     3/1/2006     50000       49923.79     Cash Out Refinance     10.85  
  3639    
 
      MIAMI   FL     33169     Primary   Single Family     360       356       75.49       6.99     12/1/2005   11/1/1935     919.03       919.02     2/15/2006     157774.1       157770.9     Cash Out Refinance     6.99  
  3640    
 
      BASSETT   VA     24055     Primary   Single Family     360       356       85.49       10.15     12/1/2005   11/1/1935     660.97       660.97     3/1/2006     74376.3       74247.2     Rate/Term Refinance     10.15  
  3641    
 
      ELIZABETH   CO     80107     Primary   Single Family     360       356       79.82       6.5     12/1/2005   11/1/1935     2875.91       2875.91     3/1/2006     455000       453341.28     Rate/Term Refinance     6.5  
  3642    
 
      RICHFIELD   UT     84701     Primary   Single Family     360       356       90.49       7.25     12/1/2005   11/1/1935     557.43       557.43     3/1/2006     81712.47       81455.15     Cash Out Refinance     7.25  
  3643    
 
      LAKEPORT   CA     95453     Primary   Single Family     360       356       80       5.75     12/1/2005   11/1/1935     1533.33       1533.33     3/1/2006     320000       320000     Cash Out Refinance     5.75  
  3644    
 
      LEHIGH ACRES   FL     33936     Primary   Single Family     360       356       78.22       6.95     12/1/2005   11/1/1935     1019.33       1019.33     3/1/2006     176000       176000     Cash Out Refinance     6.95  
  3645    
 
      BOTHELL   WA     98012     Primary   Single Family     360       356       95       9.5     12/1/2005   11/1/1935     389.74       389.74     3/1/2006     46350       46257.71     Cash Out Refinance     9.5  
  3646    
 
      ORLANDO   FL     32824     Primary   Single Family     360       356       64.54       6.45     12/1/2005   11/1/1935     831.89       831.89     3/1/2006     132300       131812.97     Cash Out Refinance     6.45  
  3647    
 
      FALMOUTH   KY     41040     Primary   Single Family     240       236       100       12.55     12/1/2005   11/1/2025     175.51       175.51     3/1/2006     15400       15341.28     Purchase     12.55  
  3648    
 
      PANAMA CITY   FL     32404     Primary   Single Family     360       356       78.18       7.99     12/1/2005   11/1/1935     945.66       945.66     3/1/2006     129000       128649.58     Cash Out Refinance     7.99  
  3649    
 
      AUSTIN   TX     78753     Primary   Condominium     360       356       80       6.25     12/1/2005   11/1/1935     492.58       492.58     3/1/2006     80000       79693.96     Purchase     6.25  
  3650    
 
      AURORA   CO     80015     Primary   Single Family     360       356       80       6.3     12/1/2005   11/1/1935     840       840     3/1/2006     160000       160000     Purchase     6.3  
  3651    
 
      SAN JOSE   CA     95116     Primary   Condominium     360       356       80       6.05     12/1/2005   11/1/1935     1472.17       1472.17     3/1/2006     292000       292000     Purchase     6.05  
  3652    
 
      ARLINGTON   TX     76002     Primary   PUD     360       356       80       6.85     12/1/2005   11/1/1935     767.97       767.97     3/1/2006     117200       116800.78     Purchase     6.85  
  3653    
 
      LOUISVILLE   KY     40299     Primary   Single Family     360       356       80       6.99     12/1/2005   11/1/1935     929.96       929.96     3/1/2006     139920       139456.27     Purchase     6.99  
  3654    
 
      ST LOUIS   MO     63136     Primary   Single Family     360       356       90       6.85     12/1/2005   11/1/1935     418.72       418.72     3/1/2006     63900       63682.3     Purchase     6.85  
  3655    
 
      ST LOUIS   MO     63136     Primary   Single Family     360       356       100       12.25     12/1/2005   11/1/1935     74.41       74.41     3/1/2006     7100       7092.16     Purchase     12.25  
  3656    
 
      FORT WORTH   TX     76247     Primary   PUD     360       356       80       6.35     12/1/2005   11/1/1935     533.77       533.77     3/1/2006     85782       85460.1     Purchase     6.35  

Page 91 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  3657    
 
      AURORA   CO     80018     Primary   PUD     360       356       80       6.85     12/1/2005   11/1/1935     1347.17       1346.99     3/1/2006     236000       235886.52     Purchase     6.85  
  3658    
 
      FORT WORTH   TX     76131     Primary   PUD     360       356       90       5.8     12/1/2005   11/1/1935     659.69       659.69     3/1/2006     112429       111960.48     Purchase     5.8  
  3659    
 
      AURORA   CO     80018     Primary   PUD     360       356       100       9.5     12/1/2005   11/1/1935     496.11       496.11     3/1/2006     59000       58866.36     Purchase     9.5  
  3660    
 
      LAKE ELSINORE   CA     92532     Primary   PUD     360       356       90       6.6     12/1/2005   11/1/1935     2064.1       2064.05     3/1/2006     375291       375281.5     Purchase     6.6  
  3661    
 
      BAKERSFIELD   CA     93312     Primary   Single Family     360       356       90       5.3     12/1/2005   11/1/1935     1405.52       1405.52     3/1/2006     318232       318232     Purchase     5.3  
  3662    
 
      ROSENBERG   TX     77471     Primary   PUD     360       356       80       6.7     12/1/2005   11/1/1935     756.14       756.14     3/1/2006     117179       116768.01     Purchase     6.7  
  3663    
 
      DURHAM   NC     27703     Primary   PUD     360       356       80       7.4     12/1/2005   11/1/1935     815.23       815.23     3/1/2006     132200       132200     Purchase     7.4  
  3664    
 
      CIBOLO   TX     78108     Primary   PUD     360       356       80       7.15     12/1/2005   11/1/1935     813.9       813.9     3/1/2006     120504       120116.97     Purchase     7.15  
  3665    
 
      POOLER   GA     31402     Primary   PUD     360       356       80       6.65     12/1/2005   11/1/1935     997.01       997.01     3/1/2006     179912       179912     Purchase     6.65  
  3666    
 
      AVONDALE   AZ     85323     Primary   Single Family     360       356       80       6.4     12/1/2005   11/1/1935     884.22       884.22     3/1/2006     141360       140834.62     Purchase     6.4  
  3667    
 
      BEAVERTON   OR     97007     Primary   Condominium     360       356       27.03       6.2     12/1/2005   11/1/1935     306.24       306.24     3/1/2006     50000       49787.53     Purchase     6.2  
  3668    
 
      KENT   WA     98031     Primary   Single Family     360       356       80       6.95     12/1/2005   11/1/1935     1508.79       1508.79     3/1/2006     244218.4       243837.68     Purchase     6.95  
  3669    
 
      POULSBO   WA     98370     Primary   Single Family     360       356       80       6.4     12/1/2005   11/1/1935     1493.33       1493.33     3/1/2006     280000       280000     Purchase     6.4  
  3670    
 
      SMYRNA   TN     37167     Primary   PUD     360       356       100       9     12/1/2005   11/1/1935     143.03       143.03     3/1/2006     17776       17736.72     Purchase     9  
  3671    
 
      ROMULUS   MI     48174     Primary   PUD     360       356       100       9.99     12/1/2005   11/1/1935     159.66       159.66     3/1/2006     18208       18175.28     Purchase     9.99  
  3672    
 
      FORT WORTH   TX     76247     Primary   PUD     360       356       100       8.2     12/1/2005   11/1/1935     160.36       160.36     3/1/2006     21445       21389.16     Purchase     8.2  
  3673    
 
      RIO RANCHO   NM     87124     Primary   PUD     360       356       100       10.25     12/1/2005   11/1/1935     340.68       340.68     3/1/2006     38018       37953.41     Purchase     10.25  
  3674    
 
      MOSES LAKE   WA     98837     Primary   Single Family     360       356       80       5.6     12/1/2005   11/1/1935     448       448     3/1/2006     96000       96000     Purchase     5.6  
  3675    
 
      VACAVILLE   CA     95687     Investor   Single Family     360       356       14.08       9.8     12/1/2005   11/1/1935     431.42       431.42     3/1/2006     50000       49905.93     Cash Out Refinance     9.8  
  3676    
 
      PORTLAND   TN     37148     Primary   Single Family     360       356       92.7       6.6     12/1/2005   11/1/1935     662.81       662.81     3/1/2006     120510       120475.11     Cash Out Refinance     6.6  
  3677    
 
      LINCOLN   RI     2865     Primary   Single Family     360       357       54.55       5.9     12/15/2005   11/15/1935     1067.65       1067.65     2/15/2006     180000       179449.35     Cash Out Refinance     5.9  
  3678    
 
      PLYMOUTH   MA     2360     Primary   Single Family     360       356       79.93       8.2     12/1/2005   11/1/1935     448.66       448.66     3/1/2006     60000       59843.77     Cash Out Refinance     8.2  
  3679    
 
      SPRING   TX     77373     Primary   PUD     360       356       80       8.3     12/1/2005   11/1/1935     670.25       670.25     3/1/2006     88800       88543.71     Cash Out Refinance     8.3  
  3680    
 
      GARFIELD HEIGHTS   OH     44125     Primary   Single Family     360       357       86.7       6.15     12/15/2005   11/15/1935     728.92       728.92     2/15/2006     119646       119297.02     Cash Out Refinance     6.15  
  3681    
 
      BERKLEY   CA     94705     Primary   Single Family     360       356       85       6.75     12/1/2005   11/1/1935     3466.41       3466.41     3/1/2006     616250       616250     Cash Out Refinance     6.75  
  3682    
 
      MYRTLE CREEK   OR     97457     Primary   Single Family     360       356       100       11.15     12/1/2005   11/1/1935     180.98       180.98     3/1/2006     18780       18753.72     Purchase     11.15  
  3683    
 
      TOMS RIVER   NJ     8753     Primary   Single Family     360       357       65.69       7.25     12/15/2005   11/15/1935     1299.55       1299.55     2/15/2006     190500       190051.47     Cash Out Refinance     7.25  
  3684    
 
      WOODLAKE   CA     93286     Primary   Single Family     360       356       70.42       11.75     12/1/2005   11/1/1935     444.15       444.15     3/1/2006     44000       43945.94     Cash Out Refinance     11.75  
  3685    
 
      MIAMI   FL     33176     Primary   Single Family     360       357       70.49       7.25     12/15/2005   11/15/1935     3606.5       3606.5     2/15/2006     528675       527430.25     Cash Out Refinance     7.25  
  3686    
 
      DETROIT   MI     48205     Primary   Single Family     360       357       75       9.99     12/14/2005   11/14/1935     683.93       683.93     2/14/2006     78000       77895.39     Cash Out Refinance     9.99  
  3688    
 
      TEXARKANA   AR     71854     Primary   Single Family     120       117       90.49       8.99     12/4/2005   11/4/2015     378.12       378.12     2/4/2006     29861.7       29395     Cash Out Refinance     8.99  
  3689    
 
      CERRITOS   CA     90703     Primary   Single Family     360       356       68.71       6.2     12/1/2005   11/1/1935     3159.63       3159.63     3/1/2006     560000       558926.52     Cash Out Refinance     6.2  
  3690    
 
      OAK RIDGE   NJ     7438     Primary   Single Family     360       357       53.41       8.99     12/15/2005   11/15/1935     1889.18       1889.18     2/15/2006     235000       234611.19     Cash Out Refinance     8.99  
  3691    
 
      OCALA   FL     34473     Primary   Single Family     360       356       80       6.5     12/1/2005   11/1/1935     600.47       600.47     3/1/2006     95000       94653.65     Purchase     6.5  
  3692    
 
      LA MESA   CA     91941     Primary   Single Family     360       356       68.23       8.05     12/1/2005   11/1/1935     966.32       966.32     3/1/2006     131070       130718.25     Cash Out Refinance     8.05  
  3693    
 
      SATELLITE BEACH   FL     32937     Primary   Single Family     360       356       90       10.1     12/1/2005   11/1/1935     671.43       671.43     3/1/2006     75870       75621.17     Cash Out Refinance     10.1  
  3694    
 
      BRANFORD   CT     6405     Primary   Single Family     360       356       88.44       6.5     12/1/2005   11/1/1935     2068.38       2068.38     3/1/2006     327240       326047.04     Cash Out Refinance     6.5  
  3695    
 
      GREEN COVE   FL     32043     Primary   Single Family     360       356       80       6.15     12/1/2005   11/1/1935     1271       1271     3/1/2006     248000       248000     Rate/Term Refinance     6.15  
  3696    
 
      MARRERO   LA     70072     Primary   Single Family     360       356       85.49       9.5     12/1/2005   11/1/1935     984.82       984.82     3/1/2006     117121.3       116888.1     Cash Out Refinance     9.5  
  3697    
 
      NEW WINDSOR   NY     12553     Primary   Single Family     360       356       70       6.65     12/1/2005   11/1/1935     1541.36       1541.36     3/1/2006     240100       239249.74     Cash Out Refinance     6.65  

Page 92 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  3698    
 
      EASTHAM   MA     2642     Primary   Single Family     360       356       34.77       6.65     12/1/2005   11/1/1935     930.85       930.85     3/1/2006     145000       144486.52     Cash Out Refinance     6.65  
  3699    
 
      WALTHAM   MA     2451     Primary   Single Family     360       356       55.56       8.1     12/1/2005   11/1/1935     1666.69       1666.69     3/1/2006     225000       224402.22     Purchase     8.1  
  3700    
 
      COOPER CANYON   TX     75077     Primary   PUD     360       356       80       6.35     12/1/2005   11/1/1935     4097.21       4097.21     3/1/2006     712800       711488.4     Purchase     6.35  
  3701    
 
      JOHNSON CITY   TN     37604     Primary   Single Family     360       356       87       9.9     12/1/2005   11/1/1935     589.84       589.84     3/1/2006     67782       67658.76     Purchase     9.9  
  3702    
 
      LIBERTYVILLE   IA     52567     Primary   Single Family     360       356       100       10.75     12/1/2005   11/1/1935     72.82       72.82     3/1/2006     7800       7788.06     Purchase     10.75  
  3703    
 
      GULFPORT   MS     39503     Primary   Single Family     360       356       100       10.25     12/1/2005   11/1/1935     96.34       96.34     3/1/2006     10750       10716.86     Purchase     10.25  
  3704    
 
      ORLANDO   FL     32832     Primary   PUD     360       356       100       9.55     12/1/2005   11/1/1935     498.26       498.26     3/1/2006     59000       58883.74     Purchase     9.55  
  3705    
 
      FORT WORTH   TX     76131     Primary   PUD     360       356       90       6.7     12/1/2005   11/1/1935     863.82       863.82     3/1/2006     133867       133345.03     Purchase     6.7  
  3706    
 
      CASTLE ROCK   CO     80104     Primary   PUD     360       356       80       6.25     12/1/2005   11/1/1935     1662.5       1662.5     3/1/2006     319200       319200     Purchase     6.25  
  3707    
 
      WOODSTOCK   IL     60098     Primary   PUD     360       356       90       8.95     12/1/2005   11/1/1935     1228.27       1228.27     3/1/2006     153336       152993.63     Purchase     8.95  
  3708    
 
      MESQUITE   TX     75181     Primary   PUD     360       356       72.84       6.99     12/1/2005   11/1/1935     748.66       748.66     3/1/2006     112642       112268.67     Purchase     6.99  
  3709    
 
      LITTLE ELM   TX     75068     Primary   PUD     360       356       90       6.25     12/1/2005   11/1/1935     662.81       662.81     3/1/2006     107647       107235.2     Purchase     6.25  
  3710    
 
      BELLEVILLE   IL     62220     Primary   PUD     180       176       100       11.9     12/1/2005   11/1/2020     352.12       352.12     3/1/2006     34490       34449.02     Purchase     11.9  
  3711    
 
      WOODSTOCK   IL     60098     Primary   PUD     360       356       100       11.95     12/1/2005   11/1/1935     174.59       174.59     3/1/2006     17037       17016.28     Purchase     11.95  
  3712    
 
      LAKE ELSINORE   CA     92532     Primary   Single Family     360       356       80       6.7     12/1/2005   11/1/1935     1938.49       1938.49     3/1/2006     347192       347192     Purchase     6.7  
  3713    
 
      FONTANA   CA     92336     Primary   Single Family     360       356       90       6.09     12/1/2005   11/1/1935     2073.6       2073.07     3/1/2006     408591       408482.34     Purchase     6.09  
  3714    
 
      EL DORADO HILLS   CA     95762     Primary   PUD     360       356       80       6.8     12/1/2005   11/1/1935     2530.28       2530.28     3/1/2006     446520       446520     Purchase     6.8  
  3715    
 
      LINCOLN   CA     95648     Primary   PUD     360       356       80       5.35     12/1/2005   11/1/1935     1721.6       1721.6     3/1/2006     386154       386154     Purchase     5.35  
  3716    
 
      HOUSTON   TX     77075     Primary   PUD     360       356       90       6.3     12/1/2005   11/1/1935     948.93       948.93     3/1/2006     153307       152726.18     Purchase     6.3  
  3717    
 
      HOUSTON   TX     77084     Primary   PUD     360       356       80       6.75     12/1/2005   11/1/1935     845.29       845.29     3/1/2006     130325       129872.35     Purchase     6.75  
  3718    
 
      SAN ANTONIO   TX     78261     Primary   PUD     360       356       80       7.25     12/1/2005   11/1/1935     705.01       705.01     3/1/2006     116691       116691     Purchase     7.25  
  3719    
 
      RICHMOND   TX     77449     Primary   PUD     360       356       100       9.99     12/1/2005   11/1/1935     223.66       223.66     3/1/2006     25507       25461.18     Purchase     9.99  
  3720    
 
      DALLAS   TX     75253     Primary   Single Family     360       356       80       6.35     12/1/2005   11/1/1935     668.44       668.44     3/1/2006     107424       107020.86     Purchase     6.35  
  3721    
 
      AURORA   CO     80013     Primary   PUD     360       356       80       6.2     12/1/2005   11/1/1935     1396.37       1396.37     3/1/2006     227990       227109.53     Purchase     6.2  
  3722    
 
      YUMA   AZ     85364     Primary   Single Family     360       356       80       6.35     12/1/2005   11/1/1935     656.17       656.17     3/1/2006     124000       124000     Purchase     6.35  
  3723    
 
      JACKSONVILLE   FL     32226     Primary   PUD     360       356       80       7.19     12/1/2005   11/1/1935     1097.19       1097.19     3/1/2006     183120       183120     Purchase     7.19  
  3724    
 
      SALEM   OR     97301     Primary   Single Family     360       356       66.67       5.99     12/1/2005   11/1/1935     479.13       479.13     3/1/2006     80000       79678.41     Purchase     5.99  
  3725    
 
      BURLINGTON   NC     27215     Primary   Single Family     360       356       80       7.25     12/1/2005   11/1/1935     516.64       516.64     3/1/2006     75734       75495.52     Purchase     7.25  
  3726    
 
      FUQUAY VARINA   NC     27526     Primary   Single Family     360       356       80       6.2     12/1/2005   11/1/1935     487.73       487.73     3/1/2006     94400       94400     Purchase     6.2  
  3727    
 
      ALLEN   TX     75002     Primary   Single Family     360       356       100       9.99     12/1/2005   11/1/1935     219.21       219.21     3/1/2006     25000       24955.11     Purchase     9.99  
  3728    
 
      BURLINGTON   NC     27215     Primary   Single Family     360       356       100       9.95     12/1/2005   11/1/1935     165.47       165.47     3/1/2006     18934       18899.66     Purchase     9.95  
  3729    
 
      NORTH LAS VEGAS   NV     89081     Primary   PUD     360       356       100       10.95     12/1/2005   11/1/1935     587.24       587.24     3/1/2006     61909       61793.07     Purchase     10.95  
  3730    
 
      LINCOLN   CA     95648     Primary   PUD     360       356       100       9.99     12/1/2005   11/1/1935     846.49       846.49     3/1/2006     96539       96365.64     Purchase     9.99  
  3731    
 
      AURORA   CO     80013     Primary   PUD     360       356       100       9.4     12/1/2005   11/1/1935     475.11       475.11     3/1/2006     56997       56881.12     Purchase     9.4  
  3732    
 
      YUMA   AZ     85364     Primary   Single Family     360       356       100       8.9     12/1/2005   11/1/1935     247.21       247.21     3/1/2006     31000       30930.06     Purchase     8.9  
  3733    
 
      KILLEEN   TX     76549     Primary   Single Family     360       356       90       7.5     12/1/2005   11/1/1935     992.88       992.88     3/1/2006     141998       141572.47     Purchase     7.5  
  3734    
 
      WEYMOUTH   MA     2190     Primary   Single Family     360       356       80       7.75     12/1/2005   11/1/1935     3100       3100     3/1/2006     480000       480000     Purchase     7.75  
  3735    
 
      ELGIN   TX     78621     Primary   PUD     360       356       80       6.5     12/1/2005   11/1/1935     515.57       515.57     3/1/2006     81567.68       81270.29     Purchase     6.5  
  3736    
 
      LAKEWOOD   CO     80232     Primary   Single Family     360       357       87.14       11.6     12/2/2005   11/2/1935     249.49       249.49     2/2/2006     25000       24976.3     Cash Out Refinance     11.6  
  3737    
 
      PAINTSVILLE   KY     41240     Primary   Single Family     360       357       62       9.65     12/2/2005   11/2/1935     792.2       792.2     2/2/2006     93000       92865.96     Cash Out Refinance     9.65  

Page 93 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  3738    
 
      LOS ANGELES   CA     90066     Primary   Condominium     360       357       70.2       9.35     1/1/2006   12/1/1935     456.47       456.47     3/1/2006     55000       54915.55     Cash Out Refinance     9.35  
  3739    
 
      WINTER HAVEN   FL     33880     Primary   Single Family     360       357       84.2       8.85     12/2/2005   11/2/1935     319.53       319.53     2/2/2006     40250       40000.97     Cash Out Refinance     8.85  
  3740    
 
      KISSIMMEE   FL     34759     Primary   Single Family     360       357       39.3       6.9     12/15/2005   11/15/1935     587.48       587.48     2/15/2006     89200       88959.75     Cash Out Refinance     6.9  
  3741    
 
      FREELAND   WA     98249     Primary   Single Family     360       356       80       6.55     12/1/2005   11/1/1935     1375.5       1375.5     3/1/2006     252000       252000     Purchase     6.55  
  3742    
 
      MONTGOMERY   IN     47558     Primary   Single Family     360       357       72.73       8.63     12/15/2005   11/15/1935     933.78       933.78     2/15/2006     120000       119786.13     Cash Out Refinance     8.63  
  3743    
 
      BETHEL   ME     4217     Primary   Single Family     360       357       62.35       5.4     12/2/2005   11/2/1935     800       800     2/2/2006     142467       141385.45     Cash Out Refinance     5.4  
  3744    
 
      BELLINGHAM   MA     2019     Primary   Single Family     360       357       62.48       11.3     12/2/2005   11/2/1935     292.52       292.52     2/2/2006     30000       29969.68     Cash Out Refinance     11.3  
  3745    
 
      DECATUR   GA     30032     Primary   Single Family     360       357       78.34       6.89     12/2/2005   11/2/1935     809.26       809.26     2/2/2006     123000       122689.12     Cash Out Refinance     6.89  
  3746    
 
      ALHAMBRA   CA     91801     Primary   Single Family     360       356       56.67       6.95     12/1/2005   11/1/1935     1575.33       1575.33     3/1/2006     272000       272000     Cash Out Refinance     6.95  
  3747    
 
      TOLEDO   OH     43611     Primary   Single Family     360       357       58.44       11     12/2/2005   11/2/1935     380.93       380.93     2/2/2006     40000       39956.82     Cash Out Refinance     11  
  3748    
 
      LIMERICK   PA     19468     Primary   Single Family     360       357       85.41       12.75     12/2/2005   11/2/1935     380.35       380.35     2/2/2006     35000       34949.05     Cash Out Refinance     12.75  
  3749    
 
      TEMECULA   CA     92592     Primary   PUD     360       357       82.93       6.99     1/1/2006   12/1/1935     2367.75       2367.75     3/1/2006     381460       381020.21     Cash Out Refinance     6.99  
  3750    
 
      LOS ANGELES   CA     90047     Primary   Single Family     360       357       54.19       9.3     12/2/2005   11/2/1935     495.79       495.79     2/2/2006     60000       59827.53     Cash Out Refinance     9.3  
  3751    
 
      SUMMERVILLE   SC     29485     Primary   Single Family     360       356       70.49       10.55     12/1/2005   11/1/1935     640.97       640.97     3/1/2006     69785.1       69609.2     Cash Out Refinance     10.55  
  3752    
 
      MUIR   MI     48860     Primary   Single Family     360       357       99.99       13.61     12/2/2005   11/2/1935     405.37       405.37     2/2/2006     35125       35103.43     Cash Out Refinance     13.61  
  3753    
 
      MESA   AZ     85205     Primary   Single Family     360       357       85.41       10.95     12/2/2005   11/2/1935     659.59       659.59     2/2/2006     69536       69460.1     Cash Out Refinance     10.95  
  3754    
 
      ARMONA   CA     93202     Primary   Single Family     360       357       85.49       7.99     12/15/2005   11/15/1935     1096.73       1096.73     2/15/2006     149607.5       149303.71     Cash Out Refinance     7.99  
  3755    
 
      RIFLE   CO     81650     Primary   Single Family     360       357       72.73       7.8     12/15/2005   11/15/1935     1439.75       1439.75     2/15/2006     200000       199578.03     Cash Out Refinance     7.8  
  3756    
 
      ARCADE   NY     14009     Primary   Single Family     360       356       85       10.45     12/1/2005   11/1/1935     735.64       735.64     3/1/2006     80717.56       80618.83     Cash Out Refinance     10.45  
  3757    
 
      SHAWNEE   KS     66216     Primary   Single Family     360       357       76.62       10.45     12/3/2005   11/3/1935     227.76       227.76     2/3/2006     25000       24969.58     Cash Out Refinance     10.45  
  3758    
 
      CHANNELVIEW   TX     77530     Primary   PUD     240       237       58.82       9.5     12/3/2005   11/3/2025     466.07       466.07     2/3/2006     50000       49787.62     Cash Out Refinance     9.5  
  3759    
 
      JACKSONVILLE   FL     32223     Primary   Single Family     360       357       90       8.8     12/3/2005   11/3/1935     1351.37       1351.37     2/3/2006     171000       170705.75     Cash Out Refinance     8.8  
  3760    
 
      MESQUITE   TX     75149     Primary   Single Family     360       356       80       7.15     12/1/2005   11/1/1935     605.17       605.17     3/1/2006     89600       89312.22     Purchase     7.15  
  3761    
 
      LITTLETON   CO     80129     Primary   PUD     360       356       80       6.85     12/1/2005   11/1/1935     1187.33       1186.99     3/1/2006     208000       207940.63     Purchase     6.85  
  3762    
 
      JACKSONVILLE   FL     32222     Primary   Single Family     360       356       80       7.1     12/1/2005   11/1/1935     645.16       645.16     3/1/2006     96000       95688.6     Purchase     7.1  
  3763    
 
      STONE MOUNTAIN   GA     30083     Primary   Single Family     360       356       80       6     12/1/2005   11/1/1935     623.06       623.06     3/1/2006     103920       103503.04     Purchase     6  
  3764    
 
      ROCKY MOUNT   NC     27803     Primary   Single Family     360       356       100       10.26     12/1/2005   11/1/1935     103.05       103.05     3/1/2006     11490       11470.52     Purchase     10.26  
  3765    
 
      WINDHAM   OH     44288     Primary   Single Family     360       356       100       12.05     12/1/2005   11/1/1935     98.09       98.09     3/1/2006     9500       9489.06     Purchase     12.05  
  3766    
 
      EL PASO   TX     79938     Primary   Single Family     360       356       100       10.45     12/1/2005   11/1/1935     354.02       354.02     3/1/2006     38860       38796.69     Purchase     10.45  
  3767    
 
      HAZELWOOD   MO     63042     Investor   PUD     360       356       90       9.95     12/1/2005   11/1/1935     112.59       112.59     3/1/2006     12883       12859.64     Purchase     9.95  
  3768    
 
      MURRIETA   CA     92563     Primary   PUD     360       356       85       6.3     12/1/2005   11/1/1935     1796.39       1796.39     3/1/2006     342169       342169     Purchase     6.3  
  3769    
 
      BAKERSFIELD   CA     93311     Primary   Single Family     360       356       90       6.15     12/1/2005   11/1/1935     1472.98       1472.98     3/1/2006     287411       287411     Purchase     6.15  
  3770    
 
      CAMAS   WA     98607     Primary   PUD     360       356       80       7.15     12/1/2005   11/1/1935     1919.94       1919.94     3/1/2006     322227       322227     Purchase     7.15  
  3771    
 
      RICHMOND   TX     77469     Primary   PUD     360       356       80       6.6     12/1/2005   11/1/1935     795.77       795.77     3/1/2006     124600       124154.46     Purchase     6.6  
  3772    
 
      SAN ANTONIO   TX     78253     Primary   PUD     360       356       100       10.5     12/1/2005   11/1/1935     104.78       104.78     3/1/2006     11454       11334.65     Purchase     10.5  
  3773    
 
      RICHMOND   TX     77469     Primary   PUD     360       356       100       9.15     12/1/2005   11/1/1935     254.01       254.01     3/1/2006     31150       31083.28     Purchase     9.15  
  3774    
 
      SHAFTSBURY   VT     5262     Primary   Single Family     360       356       70       8.75     12/1/2005   11/1/1935     900.38       900.38     3/1/2006     114450       114183.71     Purchase     8.75  
  3775    
 
      GILBERT   AZ     85296     Primary   PUD     360       356       85       7.29     12/1/2005   11/1/1935     2776.9       2776.9     3/1/2006     405450       404183.35     Cash Out Refinance     7.29  
  3776    
 
      SOUTH ST PAUL   MN     55075     Primary   Single Family     360       356       80       7.54     12/1/2005   11/1/1935     1306.43       1306.42     3/1/2006     207920       207915.13     Purchase     7.54  
  3777    
 
      LAKE ELSINORE   CA     92532     Primary   PUD     180       176       100       9.99     12/1/2005   11/1/2020     757.57       757.57     3/1/2006     86398       86242.84     Purchase     9.99  

Page 94 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  3778    
 
      LAKE ELSINORE   CA     92532     Primary   PUD     360       356       80       6.7     12/1/2005   11/1/1935     1951.89       1951.89     3/1/2006     349592       349592     Purchase     6.7  
  3779    
 
      AUSTIN   TX     78725     Primary   PUD     360       356       80       6.75     12/1/2005   11/1/1935     592.85       592.85     3/1/2006     91404       91086.52     Purchase     6.75  
  3780    
 
      WAYNESBORO   PA     17268     Primary   Single Family     360       356       80       7.25     12/1/2005   11/1/1935     942.5       942.5     3/1/2006     156000       156000     Purchase     7.25  
  3781    
 
      CATHARPIN   VA     20143     Primary   Single Family     360       356       80       6.9     12/1/2005   11/1/1935     2525.4       2525.4     3/1/2006     439200       439200     Purchase     6.9  
  3782    
 
      CHARLOTTE   NC     28215     Primary   Single Family     360       356       80       8.9     12/1/2005   11/1/1935     698.56       698.56     3/1/2006     87600       87402.37     Purchase     8.9  
  3783    
 
      SAN ANTONIO   TX     78250     Primary   Single Family     360       357       80       7.85     12/15/2005   11/15/1935     584.46       584.46     2/15/2006     80800       80631.22     Cash Out Refinance     7.85  
  3784    
 
      FAYETTEVILLE   NC     28306     Primary   Single Family     360       357       85.49       12.55     12/4/2005   11/4/1935     277.13       277.13     2/4/2006     25871.9       25852.04     Cash Out Refinance     12.55  
  3785    
 
      CENTERBURG   OH     43011     Primary   Single Family     360       357       82.4       6     12/15/2005   11/15/1935     790.45       790.45     2/15/2006     131840       131444.17     Rate/Term Refinance     6  
  3786    
 
      MARGATE   FL     33063     Primary   Condominium     360       357       75       7.2     12/15/2005   11/15/1935     661.82       661.82     2/15/2006     97500       97262.58     Cash Out Refinance     7.2  
  3787    
 
      DALTON   GA     30721     Primary   Single Family     360       357       91.06       9.25     12/15/2005   11/15/1935     704.21       704.21     2/15/2006     85599       85464.82     Cash Out Refinance     9.25  
  3788    
 
      ESCONDIDO   CA     92029     Primary   Single Family     360       357       85.08       9.85     12/4/2005   11/4/1935     606.56       606.56     2/4/2006     70000       69903.28     Cash Out Refinance     9.85  
  3789    
 
      BRADENTON   FL     34202     Primary   PUD     360       357       85.22       10.8     12/15/2005   11/15/1935     468.63       468.63     2/15/2006     50000       49943.6     Cash Out Refinance     10.8  
  3790    
 
      AUSTIN   TX     78725     Primary   PUD     360       356       80       6.4     12/1/2005   11/1/1935     457.98       457.98     3/1/2006     73216       72943.86     Purchase     6.4  
  3791    
 
      LEHIGH ACRES   FL     33971     Primary   Single Family     360       357       84.47       10.15     12/4/2005   11/4/1935     302.15       302.15     2/4/2006     34000       33955.93     Cash Out Refinance     10.15  
  3792    
 
      READING   PA     19604     Primary   Single Family     360       357       75.49       8.5     12/15/2005   11/15/1935     684.94       684.94     2/15/2006     89078.2       88915.14     Cash Out Refinance     8.5  
  3793    
 
      PATERSON   CA     95363     Primary   Single Family     360       357       56.18       8.85     12/4/2005   11/4/1935     531.89       531.89     2/4/2006     67000       66410.61     Cash Out Refinance     8.85  
  3794    
 
      QUEEN CREEK   AZ     85243     Primary   Single Family     360       356       90       6.4     12/1/2005   11/1/1935     1632       1632     3/1/2006     306000       306000     Purchase     6.4  
  3795    
 
      AHEVILLE   NC     28803     Primary   Single Family     360       356       90       8.85     12/1/2005   11/1/1935     1143.15       1143.15     3/1/2006     144000       143671.79     Cash Out Refinance     8.85  
  3796    
 
      TOMS RIVER   NJ     8757     Primary   PUD     360       356       72.97       7.4     12/1/2005   11/1/1935     934.71       934.71     3/1/2006     135000       134587.37     Cash Out Refinance     7.4  
  3797    
 
      NORTH LAS VEGAS   NV     89031     Primary   Single Family     360       357       71.67       7.1     12/4/2005   11/4/1935     1272.08       1271.71     2/4/2006     215000       214936.4     Cash Out Refinance     7.1  
  3798    
 
      COLUMBIA   SC     29203     Primary   Single Family     360       357       85       9.55     12/15/2005   11/15/1935     753.73       753.73     2/15/2006     89250       89118.63     Purchase     9.55  
  3799    
 
      SEYMOUR   CT     6483     Primary   Single Family     360       357       80       6.45     12/15/2005   11/15/1935     1612.5       1612.5     2/15/2006     300000       300000     Purchase     6.45  
  3800    
 
      RICHMOND   VA     23231     Primary   Single Family     360       357       90       8.5     12/15/2005   11/15/1935     955       955     2/15/2006     124200       123972.65     Purchase     8.5  
  3801    
 
      SEYMOUR   CT     6483     Primary   Single Family     240       236       90       8     12/1/2005   11/1/2025     313.67       313.67     3/1/2006     37500       37242.77     Purchase     8  
  3802    
 
      FORT COLLINS   CO     80524     Primary   PUD     360       357       90       6.1     1/1/2006   12/1/1935     1124.78       1124.78     3/1/2006     221269       221269     Purchase     6.1  
  3803    
 
      SUMMERVILLE   SC     29483     Primary   PUD     360       356       80       6.9     12/1/2005   11/1/1935     1073.58       1073.58     3/1/2006     163009       162459.17     Purchase     6.9  
  3804    
 
      FONTANA   CA     92335     Primary   Single Family     360       356       80       6.65     12/1/2005   11/1/1935     1997.8       1997.8     3/1/2006     311200       310097.95     Purchase     6.65  
  3805    
 
      ZEPHYRHILLS   FL     33540     Primary   Single Family     360       356       80       7.75     12/1/2005   11/1/1935     865.43       865.43     3/1/2006     120800       120455.63     Purchase     7.75  
  3806    
 
      LANCASTER   CA     93536     Primary   Single Family     360       356       80       6.9     12/1/2005   11/1/1935     1587.92       1587.92     3/1/2006     276160       276160     Purchase     6.9  
  3807    
 
      KYLE   TX     78640     Primary   PUD     360       356       100       10.2     12/1/2005   11/1/1935     227.53       227.53     3/1/2006     25496       25452.19     Purchase     10.2  
  3808    
 
      JUPITER   FL     33458     Primary   PUD     360       356       100       9.6     12/1/2005   11/1/1935     368.95       368.95     3/1/2006     43500       43415.18     Purchase     9.6  
  3809    
 
      PALM BEACH GARDENS   FL     33410     Primary   Single Family     360       357       83       7.35     1/1/2006   12/1/1935     1474.29       1474.29     3/1/2006     240700       240700     Purchase     7.35  
  3810    
 
      RIO GRANDE CITY   TX     78582     Primary   Single Family     360       357       88       9.29     12/15/2005   11/15/1935     577.58       577.58     2/15/2006     69960       69851.4     Purchase     9.29  
  3811    
 
      LAKE ELSINORE   CA     92532     Primary   PUD     360       357       90       6.9     1/1/2006   12/1/1935     2209.67       2209.67     3/1/2006     384291       384291     Purchase     6.9  
  3812    
 
      MODESTO   CA     95355     Primary   Single Family     180       177       100       9.9     1/1/2006   12/1/2020     783.18       783.18     3/1/2006     90000       89876.95     Purchase     9.9  
  3813    
 
      HAMPTON   VA     23666     Primary   Condominium     360       357       74.66       6.45     12/15/2005   11/15/1935     581.63       581.63     2/15/2006     92500       92245.31     Cash Out Refinance     6.45  
  3814    
 
      CASA GRANDE   AZ     85222     Primary   Townhouse     360       357       81.44       9.55     12/15/2005   11/15/1935     495.73       495.73     2/15/2006     58700       58609.32     Rate/Term Refinance     9.55  
  3815    
 
      GREENSBORO   NC     27401     Primary   Single Family     360       357       90.49       11.18     12/15/2005   11/15/1935     742.98       742.98     2/15/2006     76916.5       76836.64     Rate/Term Refinance     11.18  
  3816    
 
      LEBANON   TN     37090     Primary   Single Family     360       357       75.26       6.95     12/7/2005   11/7/1935     597.84       597.84     2/7/2006     90315       90089.4     Cash Out Refinance     6.95  
  3817    
 
      RENO   NV     89511     Primary   Single Family     360       357       42.18       5.8     12/15/2005   11/15/1935     1121.33       1121.33     2/15/2006     232000       231999.88     Cash Out Refinance     5.8  

Page 95 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  3818    
 
      GLENDALE   AZ     85302     Primary   Single Family     360       357       85       6.35     1/1/2006   12/1/1935     1015.49       1015.49     3/1/2006     163200       162741.92     Cash Out Refinance     6.35  
  3819    
 
      GUTHRIE   OK     73044     Primary   Manufactured Housing     360       357       82.4       7.45     12/7/2005   11/7/1935     349.74       349.74     2/7/2006     50264       50150.25     Rate/Term Refinance     7.45  
  3820    
 
      CHESAPEAKE   VA     23322     Primary   Condominium     360       357       77.17       10.9     12/7/2005   11/7/1935     377.91       377.91     2/7/2006     40000       39955.87     Cash Out Refinance     10.9  
  3821    
 
      TOLEDO   OH     43612     Primary   Single Family     360       357       85       7.4     12/15/2005   11/15/1935     529.68       529.68     2/15/2006     76500       76318.85     Cash Out Refinance     7.4  
  3822    
 
      OWOSSO   MI     48867     Primary   Single Family     360       357       90       9.3     12/15/2005   11/15/1935     929.59       929.59     2/15/2006     112500       112324.61     Cash Out Refinance     9.3  
  3823    
 
      PERU   IN     46970     Primary   Single Family     360       357       85       8.3     12/7/2005   11/7/1935     391.36       391.36     2/7/2006     51850       51751.12     Cash Out Refinance     8.3  
  3824    
 
      RICHMOND   VT     5477     Primary   PUD     360       357       81.57       7.75     12/15/2005   11/15/1935     1484.41       1484.41     2/15/2006     207200       206758.43     Cash Out Refinance     7.75  
  3825    
 
      SACRAMENTO   CA     95828     Primary   Single Family     360       356       79.81       11.2     12/1/2005   11/1/1935     241.87       241.87     3/1/2006     25000       24965.37     Cash Out Refinance     11.2  
  3826    
 
      COLUMBUS   OH     43228     Primary   Single Family     360       357       44.72       6.45     1/1/2006   12/1/1935     497.7       497.7     3/1/2006     79152.6       78882.61     Cash Out Refinance     6.45  
  3827    
 
      FORT MILL   SC     29708     Primary   Single Family     360       357       75.22       12.5     12/15/2005   11/15/1935     576.32       576.32     2/15/2006     54000       53957.41     Cash Out Refinance     12.5  
  3828    
 
      SAN JUAN CAPISTRANO   CA     92675     Primary   Single Family     360       357       90.49       6.99     12/15/2005   11/15/1935     3743.87       3743.87     2/15/2006     563300.25       561904.21     Cash Out Refinance     6.99  
  3829    
 
      TAMPA   FL     33616     Primary   Single Family     360       357       80       6.09     12/15/2005   11/15/1935     1273.66       1273.66     2/15/2006     210400       209779.04     Rate/Term Refinance     6.09  
  3830    
 
      LOS ANGELES   CA     90008     Primary   Single Family     360       357       56.73       9.7     12/5/2005   11/5/1935     299.42       299.42     2/5/2006     35000       34950.09     Cash Out Refinance     9.7  
  3831    
 
      CLERMONT   FL     34711     Primary   PUD     360       357       97.38       10.6     12/7/2005   11/7/1935     922.23       922.23     2/7/2006     100000       99826.24     Cash Out Refinance     10.6  
  3832    
 
      ESPANOLA   NM     87532     Primary   Manufactured Housing     360       357       82.5       9.35     12/15/2005   11/15/1935     924.37       924.37     2/15/2006     111378       111207.03     Rate/Term Refinance     9.35  
  3833    
 
      LA PLATA   MD     20646     Primary   Single Family     360       357       85       8.35     1/1/2006   12/1/1935     2565.36       2565.36     3/1/2006     338300       337480.67     Cash Out Refinance     8.35  
  3834    
 
      FLORISSANT   MO     63034     Primary   Single Family     360       357       90       8.7     12/7/2005   11/7/1935     1585.84       1585.84     2/7/2006     202500       202144.29     Cash Out Refinance     8.7  
  3835    
 
      PORTERSVILLE   PA     16051     Primary   Single Family     360       357       70       9.15     12/15/2005   11/15/1935     830.52       830.52     2/15/2006     101850       101687.03     Cash Out Refinance     9.15  
  3836    
 
      TEHACHAPI   CA     93561     Primary   Single Family     360       357       77.36       7     1/1/2006   12/1/1935     1218.44       1218.44     3/1/2006     208875       208875     Cash Out Refinance     7  
  3837    
 
      SPRINGFIELD   KY     40069     Primary   Single Family     360       357       80       6.9     12/15/2005   11/15/1935     542.69       542.69     2/15/2006     82400       82192.14     Purchase     6.9  
  3838    
 
      HIALEAH   FL     33012     Primary   Condominium     360       357       80       6.35     12/15/2005   11/15/1935     698.08       698.08     2/15/2006     131920       131920     Purchase     6.35  
  3839    
 
      PUTNAM STATION   NY     12861     Primary   Single Family     360       357       74       9.55     1/1/2006   12/1/1935     640.56       640.56     3/1/2006     75850       75638.08     Purchase     9.55  
  3840    
 
      OMAHA   NE     68105     Primary   Single Family     360       357       100       9.4     12/2/2005   11/2/1935     183.22       183.22     2/2/2006     21980       21946.61     Purchase     9.4  
  3841    
 
      CASTAIC   CA     91384     Primary   Single Family     360       357       63.97       8.55     12/15/2005   11/15/1935     772.46       772.46     2/15/2006     100000       99818.83     Cash Out Refinance     8.55  
  3842    
 
      ARVADA   CO     80003     Primary   Single Family     360       357       85.49       11.45     12/7/2005   11/7/1935     342.71       342.71     2/7/2006     34740       34696.24     Cash Out Refinance     11.45  
  3843    
 
      PHOENIX   AZ     85008     Primary   Single Family     360       357       90       8.1     12/15/2005   11/15/1935     1966.69       1966.69     2/15/2006     265500       264972.77     Cash Out Refinance     8.1  
  3844    
 
      COLORADO SPRINGS   CO     80916     Primary   Single Family     360       357       88       8.2     12/15/2005   11/15/1935     822.53       822.53     2/15/2006     110000       109785.95     Rate/Term Refinance     8.2  
  3845    
 
      MIAMI-DADE   FL     33170     Primary   Single Family     240       237       76.5       5.99     12/7/2005   11/7/2025     876.21       876.21     2/7/2006     122400       121600.34     Cash Out Refinance     5.99  
  3846    
 
      MISSION   TX     78574     Primary   Single Family     360       357       65.38       6.2     12/7/2005   11/7/1935     520.6       520.6     2/7/2006     85000       82738.91     Rate/Term Refinance     6.2  
  3847    
 
      PALESTINE   TX     75803     Primary   Single Family     360       357       77       7.55     12/15/2005   11/15/1935     530.22       530.22     2/15/2006     75460       75292.6     Cash Out Refinance     7.55  
  3848    
 
      PITTSBURG   CA     94565     Primary   Single Family     360       357       80       6.65     1/1/2006   12/1/1935     2535.87       2535.15     3/1/2006     457600       457406.53     Cash Out Refinance     6.65  
  3849    
 
      TACOMA   WA     98409     Primary   Single Family     360       357       84.99       9.7     12/15/2005   11/15/1935     286.59       286.59     2/15/2006     33500       33452.22     Cash Out Refinance     9.7  
  3850    
 
      DALLAS   TX     75228     Primary   Single Family     360       357       80       9.3     12/15/2005   11/15/1935     859.36       859.36     2/15/2006     104000       103841.67     Cash Out Refinance     9.3  
  3851    
 
      PALMYRA   NJ     8065     Primary   Single Family     360       357       37.78       7.49     12/15/2005   11/15/1935     712.51       712.51     2/15/2006     102000       101771.37     Cash Out Refinance     7.49  
  3852    
 
      LEHIGH ACRES   FL     33936     Primary   Single Family     360       357       63.08       8.2     12/7/2005   11/7/1935     411.27       411.27     2/7/2006     55000       54892.96     Cash Out Refinance     8.2  
  3853    
 
      VIRGINIA BEACH   VA     23454     Primary   Single Family     240       237       49.8       10.55     12/7/2005   11/7/2025     500.88       500.88     2/7/2006     50000       49814.48     Cash Out Refinance     10.55  
  3854    
 
      TARPON SPRINGS   FL     34689     Primary   Single Family     180       177       85.49       10.25     12/7/2005   11/7/2020     466.12       466.12     2/7/2006     42764.92       42391.47     Cash Out Refinance     10.25  
  3855    
 
      ACCOKEEK   MD     20607     Primary   PUD     360       357       70.82       10.75     12/7/2005   11/7/1935     933.49       933.49     2/7/2006     100000       99886.02     Cash Out Refinance     10.75  
  3856    
 
      BEAUMONT   CA     92223     Primary   Single Family     360       357       79.99       8.3     1/1/2006   12/1/1935     271.73       271.73     3/1/2006     36000       35931.34     Cash Out Refinance     8.3  
  3857    
 
      SAINT PETERSBURG   FL     33705     Primary   Single Family     360       357       91.8       7.75     12/15/2005   11/15/1935     756.32       756.32     2/15/2006     105570       105345.02     Cash Out Refinance     7.75  

Page 96 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  3858    
 
      MEMPHIS   TN     38104     Primary   Single Family     360       357       90       7.5     12/15/2005   11/15/1935     723.69       723.69     2/15/2006     103500       103268.11     Cash Out Refinance     7.5  
  3859    
 
      WEST PALM BEACH   FL     33404     Primary   Single Family     360       357       86.03       6.7     12/7/2005   11/7/1935     882.64       882.64     2/7/2006     136784       136425.22     Cash Out Refinance     6.7  
  3860    
 
      ORLANDO   FL     32837     Primary   Single Family     360       357       82.46       10.55     12/7/2005   11/7/1935     229.62       229.62     2/7/2006     25000       24959.87     Cash Out Refinance     10.55  
  3861    
 
      TRACY   CA     95377     Primary   Single Family     360       357       58.94       8     1/1/2006   12/1/1935     2016.4       2016.4     3/1/2006     290000       289749.13     Cash Out Refinance     8  
  3862    
 
      HAMDEN   CT     6514     Primary   Single Family     360       357       80       6.05     12/15/2005   11/15/1935     1142.85       1142.85     2/15/2006     189600       189020.94     Purchase     6.05  
  3863    
 
      BRISTOW   VA     20136     Primary   PUD     360       357       81       7.5     1/1/2006   12/1/1935     3800.52       3800.52     3/1/2006     608083       608083     Purchase     7.5  
  3864    
 
      TRACY   CA     95377     Primary   Single Family     360       357       90       7.45     1/1/2006   12/1/1935     2849.63       2849.62     3/1/2006     459000       458999.97     Purchase     7.45  
  3865    
 
      INDIANAPOLIS   IN     46259     Primary   Single Family     360       357       80       7.55     12/15/2005   11/15/1935     534.01       534.01     2/15/2006     76000       75831.42     Rate/Term Refinance     7.55  
  3866    
 
      WOODLAND PARK   CO     80863     Primary   Single Family     360       357       75.9       11.05     12/8/2005   11/8/1935     334.64       334.64     2/8/2006     35000       34962.61     Cash Out Refinance     11.05  
  3867    
 
      ORLANDO   FL     32817     Primary   Single Family     240       237       72       9.05     12/8/2005   11/8/2025     568.86       568.86     2/8/2006     63000       62716.68     Cash Out Refinance     9.05  
  3868    
 
      DONALSONVILLE   GA     39845     Primary   Single Family     360       357       85       8.64     12/15/2005   11/15/1935     1224.76       1224.76     2/15/2006     157250       156968.44     Cash Out Refinance     8.64  
  3869    
 
      CAPE CORAL   FL     33914     Primary   Single Family     360       357       78.82       5.6     12/15/2005   11/15/1935     1348.46       1348.46     2/15/2006     234890       234129.54     Cash Out Refinance     5.6  
  3870    
 
      SAN DIEGO   CA     92117     Primary   Single Family     360       357       41.41       9.6     1/1/2006   12/1/1935     424.08       424.08     3/1/2006     50000       49851.26     Cash Out Refinance     9.6  
  3871    
 
      PHOENIX   AZ     85043     Primary   PUD     360       357       84.92       9.35     12/8/2005   11/8/1935     463.11       463.11     2/8/2006     55800       55712.54     Cash Out Refinance     9.35  
  3872    
 
      NORTH LAS VEGAS   NV     89031     Primary   PUD     360       357       90.5       5.85     12/15/2005   11/15/1935     1758.71       1758.71     2/15/2006     325810       325296.34     Cash Out Refinance     5.85  
  3873    
 
      NORTHVILLE   MI     48167     Primary   Single Family     360       357       85.48       12.75     12/8/2005   11/8/1935     467.28       467.28     2/8/2006     43000       42968.45     Cash Out Refinance     12.75  
  3874    
 
      PASADENA   MD     21122     Primary   Single Family     360       357       76.92       6.2     12/8/2005   11/8/1935     1410.55       1410.55     2/8/2006     250000       249641.51     Cash Out Refinance     6.2  
  3875    
 
      VINELAND   NJ     8360     Primary   Single Family     240       237       77.16       9.8     12/8/2005   11/8/2025     256.99       256.99     2/8/2006     27000       26876.59     Cash Out Refinance     9.8  
  3876    
 
      SALEM   OR     97301     Primary   Single Family     360       357       80       6.99     12/15/2005   11/15/1935     914.54       914.54     2/15/2006     137600       137258.96     Cash Out Refinance     6.99  
  3877    
 
      LA CENTER   WA     98629     Primary   Manufactured Housing     360       357       77.25       6.85     12/15/2005   11/15/1935     1331.28       1331.28     2/15/2006     203167       202649.45     Cash Out Refinance     6.85  
  3878    
 
      PORTLAND   OR     97211     Primary   Single Family     240       237       74.58       9.2     12/15/2005   11/15/2025     547.58       547.58     2/15/2006     60000       59735.24     Cash Out Refinance     9.2  
  3879    
 
      NEW CASTLE   IN     47362     Primary   Single Family     360       357       85       8.75     12/8/2005   11/8/1935     468.09       468.09     2/8/2006     59500       59396.53     Cash Out Refinance     8.75  
  3880    
 
      EL CENTRO   CA     92243     Primary   Single Family     360       357       84.86       10.35     12/8/2005   11/8/1935     496.95       496.95     2/8/2006     55000       54931.69     Cash Out Refinance     10.35  
  3881    
 
      UPPER MARLBORO   MD     20774     Primary   Single Family     360       357       70.49       10.75     12/8/2005   11/8/1935     1137.83       1137.83     2/8/2006     121890       121750.89     Cash Out Refinance     10.75  
  3882    
 
      ROWLETT   TX     75089     Primary   Single Family     360       357       80       6.5     12/15/2005   11/15/1935     854.56       854.56     2/15/2006     135200       134831.33     Cash Out Refinance     6.5  
  3883    
 
      WHITTIER   CA     90606     Primary   Single Family     360       357       49       11.45     12/8/2005   11/8/1935     443.92       443.92     2/8/2006     45000       44955.95     Cash Out Refinance     11.45  
  3884    
 
      SAINT PETERSBURG   FL     33707     Primary   Single Family     360       357       85.42       10.1     12/8/2005   11/8/1935     221.25       221.25     2/8/2006     25000       24965.71     Cash Out Refinance     10.1  
  3885    
 
      KISSIMMEE   FL     34744     Primary   Manufactured Housing     360       357       82.4       5.8     12/15/2005   11/15/1935     1411.78       1411.78     2/15/2006     240608       239857.87     Rate/Term Refinance     5.8  
  3886    
 
      CLEARWATER   FL     33756     Primary   Single Family     360       357       54.35       7.7     12/8/2005   11/8/1935     891.21       891.21     2/8/2006     125000       124730.9     Cash Out Refinance     7.7  
  3887    
 
      NEW ROCHELLE   NY     10801     Primary   Single Family     360       357       60.96       12.9     12/8/2005   11/8/1935     933.64       933.64     2/8/2006     85000       84939.69     Cash Out Refinance     12.9  
  3888    
 
      PHOENIX   AZ     85029     Primary   Single Family     360       357       76.84       11.15     12/8/2005   11/8/1935     491.48       491.48     2/8/2006     51000       50946.7     Cash Out Refinance     11.15  
  3889    
 
      HAMDEN   CT     6514     Primary   Single Family     360       357       85.49       9.65     12/15/2005   11/15/1935     1201.57       1201.57     2/15/2006     141058.5       140855.2     Cash Out Refinance     9.65  
  3890    
 
      JUPITER   FL     33478     Primary   Single Family     360       357       74.05       7.7     1/1/2006   12/1/1935     2145.73       2145.73     3/1/2006     334400       334400     Cash Out Refinance     7.7  
  3891    
 
      STOCKTON   CA     95204     Primary   Single Family     360       357       90.49       7.2     12/15/2005   11/15/1935     2266.53       2266.53     2/15/2006     333908.1       332477.87     Cash Out Refinance     7.2  
  3892    
 
      DECATUR   GA     30034     Primary   Single Family     360       357       95       9.75     1/1/2006   12/1/1935     3120.8       3120.8     3/1/2006     376200       376005.91     Cash Out Refinance     9.75  
  3893    
 
      CHESAPEAKE   VA     23323     Primary   Single Family     360       357       80       6.5     12/8/2005   11/8/1935     758.48       758.48     2/8/2006     120000       119672.79     Cash Out Refinance     6.5  
  3894    
 
      POMPANO BEACH   FL     33090     Primary   Single Family     360       357       90       8.43     1/1/2006   12/1/1935     1815.16       1815.16     3/1/2006     237600       237108.14     Cash Out Refinance     8.43  
  3895    
 
      RUSKIN   FL     33570     Primary   Single Family     360       357       80       7.44     12/15/2005   11/15/1935     843.2       843.2     2/15/2006     136000       136000     Purchase     7.44  
  3896    
 
      FREDERICK   CO     80504     Primary   Single Family     360       357       80       5.74     1/1/2006   12/1/1935     799.18       799.18     3/1/2006     167076       167075.79     Purchase     5.74  
  3897    
 
      FORT WORTH   TX     76123     Primary   PUD     360       357       80       6.8     1/1/2006   12/1/1935     632.21       632.21     3/1/2006     96975       96725.55     Purchase     6.8  

Page 97 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  3898    
 
      WILLIAMSBURG   VA     23185     Primary   PUD     360       357       80       6.7     1/1/2006   12/1/1935     1415.93       1415.93     3/1/2006     253600       253600     Purchase     6.7  
  3899    
 
      ROMULUS   MI     48174     Primary   Condominium     360       357       90       7.15     1/1/2006   12/1/1935     695.92       695.92     3/1/2006     116797       116797     Purchase     7.15  
  3900    
 
      FORT WORTH   TX     76247     Primary   PUD     360       357       90       6.7     1/1/2006   12/1/1935     779.62       779.62     3/1/2006     120819       120502.1     Purchase     6.7  
  3901    
 
      FORT WORTH   TX     76123     Primary   PUD     360       357       100       9.5     1/1/2006   12/1/1935     203.86       203.86     3/1/2006     24244       24207.94     Purchase     9.5  
  3902    
 
      MESQUITE   TX     75181     Primary   PUD     360       357       100       9.5     1/1/2006   12/1/1935     114.09       114.09     3/1/2006     13568       13546.48     Purchase     9.5  
  3903    
 
      PORT ST. LUCIE   FL     34953     Primary   Single Family     360       357       80       6.9     12/15/2005   11/15/1935     1145.4       1145.4     2/15/2006     199200       199200     Purchase     6.9  
  3904    
 
      TRENTON   NJ     8610     Primary   Single Family     360       357       80       6.5     1/1/2006   12/1/1935     854.56       854.56     3/1/2006     135200       134831.33     Purchase     6.5  
  3905    
 
      PORT ST. LUCIE   FL     34953     Primary   Single Family     360       357       100       9.85     12/7/2005   11/7/1935     431.53       431.53     2/7/2006     49800       49731.17     Purchase     9.85  
  3906    
 
      FRISCO   TX     75034     Primary   PUD     360       357       100       10.25     12/4/2005   11/4/1935     725.67       725.67     2/4/2006     80980       80877.22     Purchase     10.25  
  3907    
 
      OCALA   FL     34471     Primary   Single Family     360       357       77.69       10.3     12/9/2005   11/9/1935     314.94       314.94     2/9/2006     35000       34956.06     Cash Out Refinance     10.3  
  3908    
 
      WINTER HAVEN   FL     33884     Primary   PUD     180       177       85.34       9.3     12/9/2005   11/9/2020     516.1       516.1     2/9/2006     50000       49611.2     Cash Out Refinance     9.3  
  3909    
 
      MARANA   AZ     85653     Primary   Manufactured Housing     300       297       75.49       8.85     12/9/2005   11/9/1930     1051.3       1051.3     2/9/2006     126823.2       126385.56     Rate/Term Refinance     8.85  
  3910    
 
      FLORENCE   KY     41042     Primary   Single Family     360       357       87.55       7.75     12/15/2005   11/15/1935     784.03       784.03     2/15/2006     109437.5       109204.25     Cash Out Refinance     7.75  
  3911    
 
      ARVADA   CO     80003     Primary   Single Family     360       357       80       7     1/1/2006   12/1/1935     1166.67       1166.67     3/1/2006     200000       200000     Rate/Term Refinance     7  
  3912    
 
      PHOENIX   AZ     85018     Primary   Condominium     360       357       80       6.89     1/1/2006   12/1/1935     757.9       757.9     3/1/2006     132000       132000     Cash Out Refinance     6.89  
  3913    
 
      RIVERBANK   CA     95367     Primary   Single Family     360       357       84.62       6.39     1/1/2006   12/1/1935     1588.51       1588.51     3/1/2006     275000       274625.6     Cash Out Refinance     6.39  
  3914    
 
      SANTA MARIA   CA     93458     Primary   Single Family     360       357       75.61       5.75     1/1/2006   12/1/1935     2007.57       2007.57     3/1/2006     344012       342929.29     Cash Out Refinance     5.75  
  3915    
 
      MARYSVILLE   OH     43040     Primary   Single Family     360       357       91.8       6.75     12/9/2005   11/9/1935     1756.41       1756.41     2/9/2006     270800       270096.58     Rate/Term Refinance     6.75  
  3916    
 
      LAREDO   TX     78043     Primary   Single Family     360       357       82.4       7.4     12/15/2005   11/15/1935     437.59       437.59     2/15/2006     63200       63055.54     Rate/Term Refinance     7.4  
  3917    
 
      LEBANON   OH     45036     Primary   Single Family     360       357       90       8.5     12/15/2005   11/15/1935     968.84       968.84     2/15/2006     126000       125709.52     Cash Out Refinance     8.5  
  3918    
 
      TUALATIN   OR     97062     Primary   Single Family     360       357       75.19       6.375     12/15/2005   11/15/1935     3119.35       3119.35     2/15/2006     500000       498603.31     Cash Out Refinance     6.375  
  3919    
 
      ALEXANDRIA   VA     22304     Primary   Condominium     360       357       83.8       12.5     12/9/2005   11/9/1935     266.82       266.82     2/9/2006     25000       24980.59     Cash Out Refinance     12.5  
  3920    
 
      BRYAN   TX     77803     Primary   Single Family     360       357       70.42       8.55     12/9/2005   11/9/1935     386.23       386.23     2/9/2006     50000       49901.17     Cash Out Refinance     8.55  
  3921    
 
      DANIELSON   CT     6239     Primary   Single Family     360       357       67.04       6.45     12/15/2005   11/15/1935     754.55       754.55     2/15/2006     120000       119368.5     Cash Out Refinance     6.45  
  3922    
 
      EDISON   NJ     8837     Primary   Single Family     360       357       85.33       10.675     12/9/2005   11/9/1935     252.84       252.84     2/9/2006     27250       27218.44     Cash Out Refinance     10.675  
  3923    
 
      TRACY   CA     95376     Primary   Single Family     360       357       85.44       10.8     12/9/2005   11/9/1935     328.04       328.04     2/9/2006     35000       34960.52     Cash Out Refinance     10.8  
  3924    
 
      ELK GROVE   CA     95758     Primary   PUD     360       357       55.66       8.8     12/9/2005   11/9/1935     513.68       513.68     2/9/2006     65000       64888.15     Cash Out Refinance     8.8  
  3925    
 
      ALTADENA   CA     91001     Primary   Single Family     360       357       84.75       6.26     12/15/2005   11/15/1935     3081.84       3081.84     2/15/2006     500000       498572.05     Cash Out Refinance     6.26  
  3926    
 
      MIDDLE TOWNSHIP   NJ     8210     Primary   Single Family     180       177       85.49       10.55     12/15/2005   11/15/2020     427.89       427.89     2/15/2006     38600       38320.49     Cash Out Refinance     10.55  
  3927    
 
      CARLSBAD   NM     88220     Primary   Single Family     360       357       61.1       10.1     12/9/2005   11/9/1935     221.25       221.25     2/9/2006     25000       24967.23     Cash Out Refinance     10.1  
  3928    
 
      NAPLES   FL     34119     Primary   Single Family     360       357       65       8.75     12/15/2005   11/15/1935     2556.78       2556.78     2/15/2006     325000       324434.93     Cash Out Refinance     8.75  
  3929    
 
      ST. PETERSBURG   FL     33713     Primary   Single Family     360       357       85.49       10.25     12/15/2005   11/15/1935     762       762     2/15/2006     85034       84926.08     Cash Out Refinance     10.25  
  3930    
 
      FORT WASHINGTON   MD     20744     Primary   Single Family     360       357       65.54       11.9     12/15/2005   11/15/1935     1020.93       1020.93     2/15/2006     100000       99911.34     Cash Out Refinance     11.9  
  3931    
 
      OLD BRIDGE   NJ     8857     Primary   Single Family     360       357       79.3       13.75     12/9/2005   11/9/1935     407.79       407.79     2/9/2006     35000       34979.52     Cash Out Refinance     13.75  
  3932    
 
      APPLE VALLEY   CA     92307     Primary   Single Family     360       357       85.28       11.95     12/9/2005   11/9/1935     799.32       799.32     2/9/2006     78000       77931.62     Cash Out Refinance     11.95  
  3933    
 
      MORENO VALLEY   CA     92553     Primary   Single Family     360       357       85.49       6.45     12/15/2005   11/15/1935     1654.23       1654.23     2/15/2006     307764       307764     Cash Out Refinance     6.45  
  3934    
 
      FORT WORTH   TX     76106     Primary   Single Family     360       357       75.49       9.1     12/15/2005   11/15/1935     563.83       563.83     2/15/2006     69450.8       69299.37     Cash Out Refinance     9.1  
  3935    
 
      STOCKTON   CA     95205     Primary   Single Family     360       357       73.4       9.65     1/1/2006   12/1/1935     255.55       255.55     3/1/2006     30000       29955.07     Cash Out Refinance     9.65  
  3936    
 
      NOVATO   CA     94947     Primary   Single Family     360       357       80.33       6.45     12/15/2005   11/15/1935     3485.26       3485.26     2/15/2006     554286       552752.04     Rate/Term Refinance     6.45  
  3937    
 
      LANCASTER   CA     93536     Primary   Single Family     360       357       85.49       5.8     1/1/2006   12/1/1935     1183.81       1183.81     3/1/2006     201756       201126.9     Cash Out Refinance     5.8  

Page 98 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  3938    
 
      COLORADO SPRINGS   CO     80922     Primary   PUD     360       357       80       7.28     1/1/2006   12/1/1935     549.88       549.88     3/1/2006     90640       90640     Purchase     7.28  
  3939    
 
      COLORADO SPRINGS   CO     80922     Primary   PUD     180       177       100       10.09     1/1/2006   12/1/2020     200.37       200.37     3/1/2006     22660       22630.24     Purchase     10.09  
  3940    
 
      NASHVILLE   TN     37209     Primary   Single Family     360       357       90       8.45     1/1/2006   12/1/1935     1880.53       1880.53     3/1/2006     245700       245245.64     Cash Out Refinance     8.45  
  3941    
 
      LADERA RANCH   CA     92694     Primary   PUD     360       357       80       6.25     1/1/2006   12/1/1935     2595.83       2595.83     3/1/2006     498400       498400     Purchase     6.25  
  3942    
 
      PHOENIX   AZ     85086     Primary   Single Family     240       237       60.53       10.85     12/9/2005   11/9/2025     746.06       746.06     2/9/2006     73000       72737.7     Cash Out Refinance     10.85  
  3943    
 
      SAINT JAMES   MN     56081     Primary   Single Family     360       357       90       8.537     1/1/2006   12/1/1935     694.38       694.38     3/1/2006     90000       89835.91     Cash Out Refinance     8.537  
  3944    
 
      KERNERSVILLE   NC     27284     Primary   Single Family     360       357       80       6.375     1/1/2006   12/1/1935     983.22       983.22     3/1/2006     157600       157159.76     Cash Out Refinance     6.375  
  3945    
 
      BRISTOL   CT     6010     Primary   Single Family     360       357       85.49       8.45     12/15/2005   11/15/1935     1177.78       1177.78     2/15/2006     153882       153597.42     Cash Out Refinance     8.45  
  3946    
 
      KISSIMMEE   FL     34759     Primary   PUD     360       357       84.31       10.5     12/10/2005   11/10/1935     228.69       228.69     2/10/2006     25000       24969.92     Cash Out Refinance     10.5  
  3947    
 
      MUNCIE   IN     47304     Primary   Single Family     360       357       90.42       7.99     12/15/2005   11/15/1935     1590.76       1590.76     2/15/2006     217000       216531.54     Rate/Term Refinance     7.99  
  3948    
 
      ALEXANDRIA   VA     22310     Primary   Single Family     360       357       44.5       5.4     12/10/2005   11/10/1935     1174.45       1174.45     2/10/2006     209150       208447.03     Cash Out Refinance     5.4  
  3949    
 
      ELLENWOOD   GA     30294     Primary   Single Family     360       357       90       8.95     12/10/2005   11/10/1935     1622.08       1622.08     2/10/2006     202500       202159.25     Cash Out Refinance     8.95  
  3950    
 
      NORWALK   CA     90650     Primary   Single Family     360       357       69.56       10.95     12/15/2005   11/15/1935     474.28       474.28     2/15/2006     50000       49944.68     Cash Out Refinance     10.95  
  3951    
 
      GALLUP   NM     87301     Primary   Single Family     360       357       80       7.75     12/7/2005   11/7/1935     779.46       779.46     2/7/2006     108800       108568.13     Purchase     7.75  
  3952    
 
      OSWEGO   IL     60543     Primary   PUD     360       357       80       7.1     1/1/2006   12/1/1935     908.4       908.4     3/1/2006     153532       153532     Purchase     7.1  
  3953    
 
      SWARTZ CREEK   MI     48473     Primary   Single Family     360       357       80       6.5     1/1/2006   12/1/1935     711.56       711.56     3/1/2006     131365       131365     Purchase     6.5  
  3954    
 
      MCKINNEY   TX     75071     Primary   PUD     360       357       100       9.2     1/1/2006   12/1/1935     105.28       105.28     3/1/2006     12853       12827.29     Purchase     9.2  
  3955    
 
      ORLANDO   FL     32837     Primary   Single Family     360       357       80       5.95     12/15/2005   11/15/1935     833       833     2/15/2006     168000       168000     Purchase     5.95  
  3956    
 
      RENO   NV     89506     Primary   Single Family     360       357       80       6.8     1/1/2006   12/1/1935     1250.14       1250.14     3/1/2006     220613       220613     Purchase     6.8  
  3957    
 
      TWO HARBORS   MN     55616     Primary   Single Family     360       357       75.49       9.9     12/15/2005   11/15/1935     673.33       673.33     2/15/2006     77377.25       77271.47     Cash Out Refinance     9.9  
  3958    
 
      HOLLYWOOD   FL     33021     Primary   Condominium     180       177       63.42       10.7     12/14/2005   11/14/2020     447.14       447.14     2/14/2006     40000       39726.16     Cash Out Refinance     10.7  
  3959    
 
      LEXINGTON   SC     29072     Primary   Single Family     360       357       78.94       10.2     12/14/2005   11/14/1935     223.1       223.1     2/14/2006     25000       24967.93     Cash Out Refinance     10.2  
  3960    
 
      RENO   NV     89521     Primary   Single Family     360       357       86.7       6.55     12/15/2005   11/15/1935     2323.61       2323.61     2/15/2006     394485       393971.07     Cash Out Refinance     6.55  
  3961    
 
      COLORADO SPRINGS   CO     80916     Primary   Single Family     360       357       81.6       7.25     1/1/2006   12/1/1935     1157.85       1157.85     3/1/2006     169728       169324.32     Rate/Term Refinance     7.25  
  3962    
 
      SAN BERNARDINO   CA     92408     Primary   PUD     360       357       44.44       6.9     1/1/2006   12/1/1935     863.43       863.43     3/1/2006     131100       130769.29     Cash Out Refinance     6.9  
  3963    
 
      LIVE OAK   FL     32064     Primary   Single Family     360       357       90       8.9     12/15/2005   11/15/1935     1042.26       1042.26     2/15/2006     130701       130480.7     Cash Out Refinance     8.9  
  3964    
 
      PHILLIPSBURG   NJ     8865     Primary   Single Family     360       357       77.02       12.6     12/14/2005   11/14/1935     623.52       623.52     2/14/2006     58000       57955.98     Cash Out Refinance     12.6  
  3965    
 
      WOODBRIDGE   VA     22191     Primary   Single Family     360       357       90       7.5     12/15/2005   11/15/1935     2340.98       2340.98     2/15/2006     334800       334049.89     Cash Out Refinance     7.5  
  3966    
 
      CHESAPEAKE   VA     23324     Primary   Single Family     360       357       92.7       7.25     12/15/2005   11/15/1935     632.38       632.38     2/15/2006     92700       92481.74     Cash Out Refinance     7.25  
  3967    
 
      RICHMOND   CA     94801     Primary   Single Family     360       357       75       5.95     1/1/2006   12/1/1935     1640.2       1640.2     3/1/2006     300000       299539.62     Cash Out Refinance     5.95  
  3968    
 
      OLYMPIA   WA     98513     Primary   Single Family     360       357       85       7.7     12/8/2005   11/8/1935     1151.44       1151.44     2/8/2006     161500       161152.33     Cash Out Refinance     7.7  
  3969    
 
      VANCOUVER   WA     98662     Primary   Single Family     360       357       71.07       7.1     12/15/2005   11/15/1935     1203.59       1203.59     2/15/2006     179096.4       178662.03     Cash Out Refinance     7.1  
  3970    
 
      HALETHORPE   MD     21227     Primary   Condominium     360       357       69.29       8.55     12/15/2005   11/15/1935     1290.01       1290.01     2/15/2006     167000       166697.45     Rate/Term Refinance     8.55  
  3971    
 
      ELK GROVE   CA     95757     Primary   Single Family     360       357       80.08       11.98     12/15/2005   11/15/1935     1037.14       1037.14     2/15/2006     100980       100883.9     Cash Out Refinance     11.98  
  3972    
 
      ATCO   NJ     8004     Primary   Single Family     180       177       79.7       10.25     12/14/2005   11/14/2020     381.49       381.49     2/14/2006     35000       34649     Cash Out Refinance     10.25  
  3973    
 
      BEDFORD   TX     76021     Primary   Single Family     360       357       69       10.25     12/14/2005   11/14/1935     425.65       425.65     2/14/2006     47500       47434.95     Cash Out Refinance     10.25  
  3974    
 
      YORK HAVEN   PA     17370     Primary   Single Family     156       153       72.81       7.9     12/14/2005   11/14/2018     478.82       478.82     2/14/2006     46600       46080.48     Rate/Term Refinance     7.9  
  3975    
 
      LA QUINTA   CA     92253     Primary   Single Family     360       357       80       7.35     12/15/2005   11/15/1935     2066.92       2066.92     2/15/2006     300000       299286.14     Cash Out Refinance     7.35  
  3976    
 
      WINSLOW   AZ     86047     Primary   Single Family     360       357       90       11.4     12/14/2005   11/14/1935     822.5       822.5     2/14/2006     83700       83617.17     Rate/Term Refinance     11.4  
  3977    
 
      LA VERNE   CA     91750     Primary   PUD     360       357       80       6.63     1/1/2006   12/1/1935     1878.5       1878.5     3/1/2006     340000       340000     Rate/Term Refinance     6.63  

Page 99 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  3978    
 
      ORLANDO   FL     32818     Primary   Single Family     360       357       93.2       5.65     12/15/2005   11/15/1935     1162.92       1162.9     2/15/2006     246991       246988.66     Cash Out Refinance     5.65  
  3979    
 
      LIVONIA   MI     48154     Primary   Single Family     360       357       88.98       13.45     12/15/2005   11/15/1935     285.37       285.37     2/15/2006     25000       24970.35     Cash Out Refinance     13.45  
  3980    
 
      DELAND   FL     32724     Primary   Single Family     360       357       60.61       6.45     12/15/2005   11/15/1935     628.79       628.79     2/15/2006     100000       99724.66     Cash Out Refinance     6.45  
  3981    
 
      INGRAM   TX     78025     Primary   Manufactured Housing     360       357       80       9.65     12/14/2005   11/14/1935     701.9       701.9     2/14/2006     82400       82259.28     Cash Out Refinance     9.65  
  3982    
 
      MURRIETA   CA     92563     Primary   Single Family     360       357       80       6.15     1/1/2006   12/1/1935     1919.86       1919.86     3/1/2006     342400       341902.27     Purchase     6.15  
  3983    
 
      PARMA   OH     44134     Primary   Single Family     360       357       90       9     12/14/2005   11/14/1935     963.13       963.13     2/14/2006     119700       119502.39     Cash Out Refinance     9  
  3984    
 
      SYLVAN TOWNSHIP   MI     48118     Primary   Single Family     360       357       88.66       8.5     1/1/2006   12/1/1935     1507.97       1507.97     3/1/2006     205700       205542.03     Cash Out Refinance     8.5  
  3985    
 
      RICHARDSON   TX     75082     Primary   Single Family     360       357       98.35       9.85     12/8/2005   11/8/1935     308.83       308.83     2/8/2006     35640       35590.72     Purchase     9.85  
  3986    
 
      WYLIE   TX     75098     Primary   PUD     360       357       80       6.85     1/1/2006   12/1/1935     752.9       752.9     3/1/2006     114900       114607.3     Purchase     6.85  
  3987    
 
      RIO RANCHO   NM     87124     Primary   PUD     360       357       100       10.5     1/1/2006   12/1/1935     345.03       345.03     3/1/2006     37718       37672.58     Purchase     10.5  
  3988    
 
      RUIDOSO   NM     88345     Second Home   Single Family     60       57       8.81       8.99     12/8/2005   11/8/2010     142.69       142.69     2/8/2006     6875       6599.39     Cash Out Refinance     8.99  
  3989    
 
      AURORA   CO     80017     Primary   PUD     360       357       100       9.25     1/1/2006   12/1/1935     170.21       170.21     3/1/2006     20689       20656.55     Purchase     9.25  
  3990    
 
      WESTON   FL     33326     Primary   Single Family     360       357       80       7.7     12/15/2005   11/15/1935     2104.67       2104.67     2/15/2006     328000       327894.77     Purchase     7.7  
  3991    
 
      WESTON   FL     33326     Primary   Single Family     360       357       100       10.25     12/8/2005   11/8/1935     734.81       734.81     2/8/2006     82000       81895.94     Purchase     10.25  
  3992    
 
      EMORY   TX     75440     Primary   Single Family     360       357       82.52       9.2     12/15/2005   11/15/1935     1013.83       1013.83     2/15/2006     123780       123583.95     Rate/Term Refinance     9.2  
  3993    
 
      DENTON   TX     76210     Primary   Single Family     360       357       80       6.8     12/14/2005   11/14/1935     620.64       620.64     2/14/2006     95200       94955.1     Rate/Term Refinance     6.8  
  3994    
 
      DRESDEN   TN     38225     Primary   Single Family     360       357       90       8.78     12/15/2005   11/15/1935     461.48       461.48     2/15/2006     58500       58398.9     Cash Out Refinance     8.78  
  3995    
 
      DENVER   CO     80203     Primary   Condominium     360       357       80       6.75     1/1/2006   12/1/1935     1192.5       1192.5     3/1/2006     212000       212000     Rate/Term Refinance     6.75  
  3996    
 
      FORT LAUDERDALE   FL     33311     Primary   Single Family     360       357       72.51       5.99     12/14/2005   11/14/1935     660.06       660.06     2/14/2006     110210       109878.56     Cash Out Refinance     5.99  
  3997    
 
      HAVERVILL   MA     1835     Primary   Single Family     360       357       69.92       7.95     12/14/2005   11/14/1935     598       598     2/14/2006     81885       81717.36     Cash Out Refinance     7.95  
  3998    
 
      PERRIS   CA     92571     Primary   Single Family     360       357       70.15       6.8     1/1/2006   12/1/1935     1292       1292     3/1/2006     228000       227998.94     Cash Out Refinance     6.8  
  3999    
 
      SEATTLE   WA     98198     Primary   Single Family     360       357       80       6.4     1/1/2006   12/1/1935     1351.1       1351.1     3/1/2006     216000       215399.51     Cash Out Refinance     6.4  
  4000    
 
      NEWARK   DE     19713     Primary   Single Family     360       357       69.33       7     12/14/2005   11/14/1935     1037.88       1037.88     2/14/2006     156000       155614.11     Rate/Term Refinance     7  
  4001    
 
      FAIR HAVEN   VT     5743     Primary   Single Family     360       357       80       9     12/14/2005   11/14/1935     556.8       556.8     2/14/2006     69200       69085.75     Cash Out Refinance     9  
  4002    
 
      EVERETT   WA     98205     Primary   Single Family     360       357       90.9       6.99     12/15/2005   11/15/1935     1269.5       1269.5     2/15/2006     204525       204289.21     Cash Out Refinance     6.99  
  4003    
 
      JAMESTOWN   IN     46147     Primary   Single Family     360       357       67.92       8.35     12/15/2005   11/15/1935     682.48       682.48     2/15/2006     90000       89830.13     Cash Out Refinance     8.35  
  4004    
 
      DALLAS   TX     75232     Primary   Single Family     360       357       80       8     12/14/2005   11/14/1935     633.98       633.98     2/14/2006     86400       86224.89     Cash Out Refinance     8  
  4005    
 
      GREENWOOD   CA     95635     Primary   Single Family     360       357       56       6.3     12/15/2005   11/15/1935     796.58       796.58     2/15/2006     139440       138982.74     Cash Out Refinance     6.3  
  4006    
 
      SAN ANTONIO   TX     78244     Primary   Single Family     360       357       75.49       10.5     12/14/2005   11/14/1935     504.1       504.1     2/14/2006     55107.7       55041.4     Cash Out Refinance     10.5  
  4007    
 
      GROVELAND   MA     1834     Primary   Single Family     360       357       80       6.995     1/1/2006   12/1/1935     3777.02       3777.02     3/1/2006     568000       566593.69     Rate/Term Refinance     6.995  
  4008    
 
      WHITEHOUSE   TX     75791     Primary   Single Family     240       237       79.97       9.9     12/14/2005   11/14/2025     312.45       312.45     2/14/2006     32600       32440.75     Cash Out Refinance     9.9  
  4009    
 
      TACOMA   WA     98407     Primary   Single Family     360       357       78.25       6.9     12/15/2005   11/15/1935     1587.23       1587.23     2/15/2006     241000       240392.08     Cash Out Refinance     6.9  
  4010    
 
      NORRISTOWN   PA     19403     Primary   Single Family     360       357       36.13       12.05     12/14/2005   11/14/1935     887.92       887.92     2/14/2006     86000       85901.73     Cash Out Refinance     12.05  
  4011    
 
      KANSAS CITY   MO     64109     Primary   Single Family     360       357       65.49       7.49     12/14/2005   11/14/1935     182.99       182.99     2/14/2006     26196       26137.19     Cash Out Refinance     7.49  
  4012    
 
      CAPE CORAL   FL     33990     Primary   Single Family     360       357       71.73       8.85     12/14/2005   11/14/1935     690.66       690.66     2/14/2006     87000       86851.81     Cash Out Refinance     8.85  
  4013    
 
      BATSON   TX     77519     Primary   Single Family     360       357       80       9.75     12/15/2005   11/15/1935     742.31       742.31     2/15/2006     86400       86278.08     Cash Out Refinance     9.75  
  4014    
 
      BELLEAIR BLUFFS   FL     33770     Primary   Single Family     360       357       70.49       7.4     12/14/2005   11/14/1935     1659.4       1659.4     2/14/2006     239666       239118.26     Cash Out Refinance     7.4  
  4015    
 
      OGLETHORPE   GA     31068     Primary   Single Family     360       357       85.47       11.9     12/14/2005   11/14/1935     510.47       510.47     2/14/2006     50000       49955.65     Cash Out Refinance     11.9  
  4016    
 
      LIBERTY CENTER   OH     43532     Primary   Single Family     120       117       72.77       9.3     12/14/2005   11/14/2015     943.05       943.05     2/14/2006     73500       72371.02     Cash Out Refinance     9.3  
  4017    
 
      TAMPA   FL     33605     Primary   Single Family     360       357       80       6.8     12/14/2005   11/14/1935     912.7       912.7     2/14/2006     140000       139627.54     Rate/Term Refinance     6.8  

Page 100 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  4018    
 
      MURRIETA   CA     92563     Primary   Single Family     360       357       43.18       6.45     12/15/2005   11/15/1935     1271.45       1271.45     2/15/2006     218500       218207.4     Cash Out Refinance     6.45  
  4019    
 
      OKLAHOMA CITY   OK     73160     Primary   Single Family     120       117       78.43       8.75     12/14/2005   11/14/2015     375.99       375.99     2/14/2006     30000       29525.03     Cash Out Refinance     8.75  
  4020    
 
      SAN ANTONIO   TX     78222     Primary   Single Family     360       357       80       9.54     12/15/2005   11/15/1935     580.52       580.52     2/15/2006     68800       68698.51     Cash Out Refinance     9.54  
  4021    
 
      NORTHFIELD   NJ     8225     Primary   Single Family     360       357       57.66       6.45     12/15/2005   11/15/1935     1100.38       1100.38     2/15/2006     175000       174518.16     Cash Out Refinance     6.45  
  4022    
 
      SANTA CLARITA   CA     91351     Primary   Condominium     360       357       82.4       6.3     1/1/2006   12/1/1935     1600.47       1600.47     3/1/2006     280160       279769.07     Cash Out Refinance     6.3  
  4023    
 
      WILMINGTON   DE     19801     Primary   Single Family     360       357       55       9.95     12/15/2005   11/15/1935     504.67       504.67     2/15/2006     57750       57671.87     Cash Out Refinance     9.95  
  4024    
 
      MANASSAS   VA     20110     Primary   Single Family     360       357       99.98       11.75     12/14/2005   11/14/1935     397.71       397.71     2/14/2006     39400       39363.89     Cash Out Refinance     11.75  
  4025    
 
      BAILEY   CO     80421     Primary   Single Family     360       357       86.7       6.75     12/15/2005   11/15/1935     2120.01       2120.01     2/15/2006     326859       326009.96     Cash Out Refinance     6.75  
  4026    
 
      BOWIE   MD     20716     Primary   Condominium     360       357       77.02       12.6     12/15/2005   11/15/1935     548.27       548.27     2/15/2006     51000       50961.29     Cash Out Refinance     12.6  
  4027    
 
      DELANCO TOWNSHIP   NJ     8075     Primary   Single Family     360       357       82.93       9.05     12/15/2005   11/15/1935     1236.59       1236.59     2/15/2006     153000       152740.32     Cash Out Refinance     9.05  
  4028    
 
      LANHAM   MD     20706     Primary   Single Family     360       357       80.49       9.85     12/15/2005   11/15/1935     2127.23       2127.23     2/15/2006     245494.5       245155.34     Cash Out Refinance     9.85  
  4029    
 
      TAVARES   FL     32778     Primary   Single Family     360       357       91.42       8.2     12/14/2005   11/14/1935     1449.15       1449.15     2/14/2006     193800       193421.77     Cash Out Refinance     8.2  
  4030    
 
      NEWMAN   GA     30265     Primary   Single Family     360       357       90       8.5     12/14/2005   11/14/1935     1280.24       1280.24     2/14/2006     166500       166195.25     Cash Out Refinance     8.5  
  4031    
 
      BRICK   NJ     8723     Primary   Single Family     360       357       58.58       10.5     1/1/2006   12/1/1935     493.96       493.96     3/1/2006     54000       53935.05     Cash Out Refinance     10.5  
  4032    
 
      CHINO HILLS   CA     91709     Primary   Single Family     360       357       59.18       6.5     1/1/2006   12/1/1935     1554.58       1554.58     3/1/2006     287000       287000     Cash Out Refinance     6.5  
  4033    
 
      WINCHESTER   VA     22602     Primary   Condominium     360       357       80       5.61     12/15/2005   11/15/1935     542.3       542.17     2/15/2006     116000       115972.89     Purchase     5.61  
  4034    
 
      CHESTERFIELD   VA     23114     Primary   Single Family     360       357       80       7.25     1/1/2006   12/1/1935     2966.22       2966.22     3/1/2006     490960       490960     Purchase     7.25  
  4035    
 
      HOUSTON   TX     77073     Primary   PUD     360       357       90       7.4     1/1/2006   12/1/1935     870.91       870.91     3/1/2006     125784       125496.51     Purchase     7.4  
  4036    
 
      SAN ANTONIO   TX     78254     Primary   PUD     360       357       90       7.65     1/1/2006   12/1/1935     871.2       871.2     3/1/2006     122787       122520.01     Purchase     7.65  
  4037    
 
      SAN ANTONIO   TX     78254     Primary   PUD     360       357       100       9.5     1/1/2006   12/1/1935     114.72       114.72     3/1/2006     13643       13622.7     Purchase     9.5  
  4038    
 
      SPRINGVILLE   UT     84663     Primary   Single Family     360       357       80       6.35     12/15/2005   11/15/1935     846.25       846.25     2/15/2006     136000       135618.24     Purchase     6.35  
  4039    
 
      MANTUA   UT     84324     Primary   Single Family     360       357       90       6.85     12/15/2005   11/15/1935     1415.37       1415.37     2/15/2006     216000       104104.75     Purchase     6.85  
  4040    
 
      PORT ORCHARD   WA     98367     Primary   Single Family     360       357       60.18       9.29     12/15/2005   11/15/1935     330.24       330.24     2/15/2006     40000       39496.59     Cash Out Refinance     9.29  
  4041    
 
      HAGERSTOWN   MD     21742     Primary   Single Family     360       357       100       10.55     1/1/2006   12/1/1935     659.47       659.47     3/1/2006     71800       71714.56     Purchase     10.55  
  4042    
 
      SAN ANTONIO   TX     78230     Primary   Condominium     360       357       74.73       7.99     12/15/2005   11/15/1935     509.49       509.49     2/15/2006     69500       69358.85     Cash Out Refinance     7.99  
  4043    
 
      ATLANTA   GA     30311     Primary   Single Family     360       357       85.49       11.35     12/15/2005   11/15/1935     1087.88       1087.88     2/15/2006     111137       111025.82     Cash Out Refinance     11.35  
  4044    
 
      TAYLORSVILLE   NC     28681     Primary   Single Family     360       357       80.48       11.84     12/15/2005   11/15/1935     613.45       613.45     2/15/2006     60360       60305.78     Rate/Term Refinance     11.84  
  4045    
 
      MESA   AZ     85215     Primary   PUD     360       357       68.77       8.35     12/15/2005   11/15/1935     379.16       379.16     2/15/2006     50000       49905.62     Cash Out Refinance     8.35  
  4046    
 
      TEMPE   AZ     85283     Primary   Single Family     360       357       41.67       6.55     12/15/2005   11/15/1935     635.36       635.36     2/15/2006     100000       99729.94     Cash Out Refinance     6.55  
  4047    
 
      LAVEEN   AZ     85339     Primary   PUD     360       357       76.44       6.75     12/15/2005   11/15/1935     1809.59       1809.59     2/15/2006     279000       278251.77     Cash Out Refinance     6.75  
  4048    
 
      SPOKANE   WA     99208     Primary   Single Family     360       357       70.49       8.75     12/15/2005   11/15/1935     887.28       887.28     2/15/2006     112784       112586.12     Cash Out Refinance     8.75  
  4049    
 
      COLEMAN   WI     54112     Primary   Single Family     360       357       60       11.55     12/15/2005   11/15/1935     1127.32       1127.32     2/15/2006     113400       113291.43     Cash Out Refinance     11.55  
  4050    
 
      LOUISVILLE   KY     40211     Primary   Single Family     360       357       74.67       6.95     12/15/2005   11/15/1935     454.74       454.74     2/15/2006     68695.9       68524.01     Cash Out Refinance     6.95  
  4051    
 
      LOYALHANNA   PA     15661     Primary   Single Family     360       357       75       9.17     12/15/2005   11/15/1935     484.01       484.01     2/15/2006     59250       59155.1     Cash Out Refinance     9.17  
  4052    
 
      SCOTTDALE   PA     15683     Primary   Single Family     360       357       75.32       7.75     12/15/2005   11/15/1935     526.14       526.14     2/15/2006     73440       73283.48     Cash Out Refinance     7.75  
  4053    
 
      URBANA   OH     43078     Primary   Single Family     360       357       92.7       7.71     12/15/2005   11/15/1935     727.71       727.71     2/15/2006     101970       101750.94     Cash Out Refinance     7.71  
  4054    
 
      RALEIGH   NC     27610     Primary   Single Family     360       357       70       8.55     12/15/2005   11/15/1935     1368.03       1368.03     2/15/2006     177100       176779.15     Cash Out Refinance     8.55  
  4055    
 
      LYNWOOD   CA     90262     Primary   Single Family     360       357       76.18       5.99     1/1/2006   12/1/1935     1372.71       1372.71     3/1/2006     275000       275000     Cash Out Refinance     5.99  
  4056    
 
      PHILLIPS   ME     4966     Primary   Single Family     360       357       80       7     12/15/2005   11/15/1935     537.57       537.57     2/15/2006     80800       80600.12     Cash Out Refinance     7  
  4057    
 
      ONTARIO   CA     91761     Primary   Single Family     360       357       80       6.28     1/1/2006   12/1/1935     2009.6       2009.6     3/1/2006     384000       384000     Purchase     6.28  

Page 101 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  4058    
 
      SEARCY   AR     72143     Primary   Single Family     360       357       85.49       9.85     12/15/2005   11/15/1935     629.69       629.69     2/15/2006     72669.5       72569.1     Cash Out Refinance     9.85  
  4059    
 
      TEXAS CITY   TX     77591     Primary   Single Family     360       357       64.1       9     12/15/2005   11/15/1935     402.32       402.32     2/15/2006     50000       49917.43     Cash Out Refinance     9  
  4060    
 
      HOUSTON   TX     77053     Primary   Single Family     360       357       85.49       8.4     12/15/2005   11/15/1935     892.28       892.28     2/15/2006     117121.3       116902.45     Rate/Term Refinance     8.4  
  4061    
 
      PASADENA   MD     21122     Primary   Single Family     360       357       60.67       6.85     12/15/2005   11/15/1935     2778.08       2778.08     2/15/2006     455000       454454.53     Cash Out Refinance     6.85  
  4062    
 
      TERRE HAUTE   IN     47807     Primary   Single Family     360       357       90       9.2     12/15/2005   11/15/1935     412.81       412.81     2/15/2006     50400       50320.16     Cash Out Refinance     9.2  
  4063    
 
      SAGINAW   MI     48603     Primary   Single Family     360       357       85       9.65     12/15/2005   11/15/1935     789.22       789.22     2/15/2006     92650       92516.46     Rate/Term Refinance     9.65  
  4064    
 
      KENT   WA     98030     Primary   Condominium     360       357       77.82       6.59     12/15/2005   11/15/1935     526.29       526.29     2/15/2006     82490       82268.95     Rate/Term Refinance     6.59  
  4065    
 
      WOODSTOWN   NJ     8098     Primary   Single Family     240       237       47.83       9.1     12/15/2005   11/15/2025     996.79       996.79     2/15/2006     110000       109508.43     Cash Out Refinance     9.1  
  4066    
 
      ONTARIO   CA     91764     Primary   Condominium     360       357       89.64       7.4     12/15/2005   11/15/1935     1917.9       1917.9     2/15/2006     277000       276366.91     Cash Out Refinance     7.4  
  4067    
 
      REDFORD   MI     48239     Primary   Single Family     360       357       73       8.68     12/15/2005   11/15/1935     582.06       582.06     2/15/2006     74460       74328.65     Cash Out Refinance     8.68  
  4068    
 
      MONROE TOWNSHIP   NJ     8831     Primary   Single Family     360       357       68       7.91     12/15/2005   11/15/1935     1088.35       1088.35     2/15/2006     149600       149291.26     Cash Out Refinance     7.91  
  4069    
 
      CHIPPEWA LAKE   OH     44215     Primary   Single Family     360       357       65.49       7.9     12/15/2005   11/15/1935     723.5       723.5     2/15/2006     99544.8       99338.97     Cash Out Refinance     7.9  
  4070    
 
      RAYMORE   MO     64083     Primary   Single Family     360       357       70.49       9.4     12/15/2005   11/15/1935     634.59       634.59     2/15/2006     76129.2       76010     Rate/Term Refinance     9.4  
  4071    
 
      PHOENIX   AZ     85017     Primary   Single Family     360       357       80       8.75     12/15/2005   11/15/1935     921.67       921.67     2/15/2006     126400       126400     Rate/Term Refinance     8.75  
  4072    
 
      GALLOWAY   NJ     8205     Primary   Single Family     360       357       19.69       11.65     12/15/2005   11/15/1935     500.88       500.88     2/15/2006     50000       49953.17     Cash Out Refinance     11.65  
  4073    
 
      FRESNO   CA     93726     Primary   Single Family     360       357       48.36       10.4     12/15/2005   11/15/1935     473.6       473.6     2/15/2006     52200       52135.85     Cash Out Refinance     10.4  
  4074    
 
      CLOVIS   CA     93611     Primary   Single Family     360       357       70       6.75     12/15/2005   11/15/1935     1293.96       1293.96     2/15/2006     199500       198981.78     Cash Out Refinance     6.75  
  4075    
 
      DALLAS   TX     75241     Primary   Single Family     360       357       79.37       11.3     12/15/2005   11/15/1935     487.54       487.54     2/15/2006     50000       49343.76     Cash Out Refinance     11.3  
  4076    
 
      LINDALE   TX     75771     Primary   Single Family     360       357       80       10.35     12/15/2005   11/15/1935     505.99       505.99     2/15/2006     56000       55928.86     Cash Out Refinance     10.35  
  4077    
 
      TOOL   TX     75143     Primary   Single Family     120       117       80       9.95     12/15/2005   11/15/2015     706.85       706.85     2/15/2006     53600       52768.44     Cash Out Refinance     9.95  
  4078    
 
      EMORY   TX     75440     Primary   Single Family     360       357       80       9.15     12/15/2005   11/15/1935     495.79       495.79     2/15/2006     60800       60702.69     Cash Out Refinance     9.15  
  4079    
 
      TYLER   TX     75701     Primary   Single Family     180       177       75.49       10.45     12/15/2005   11/15/2020     553.37       553.37     2/15/2006     50200.85       49849.19     Cash Out Refinance     10.45  
  4080    
 
      ABILENE   TX     79606     Primary   Single Family     240       237       80       8.92     12/15/2005   11/15/2025     808.71       808.71     2/15/2006     90400       89983.28     Cash Out Refinance     8.92  
  4081    
 
      TEXAS CITY   TX     77590     Primary   Single Family     360       357       80       9.95     12/15/2005   11/15/1935     481.69       481.69     2/15/2006     55120       55044.8     Cash Out Refinance     9.95  
  4082    
 
      YORK   PA     17404     Primary   Single Family     360       357       90.49       7.4     12/15/2005   11/15/1935     707.99       707.99     2/15/2006     102253.7       101869.06     Cash Out Refinance     7.4  
  4083    
 
      SUGAR LAND   TX     77478     Primary   PUD     120       117       57.69       8.25     12/15/2005   11/15/2015     919.9       919.9     2/15/2006     75000       73778.83     Cash Out Refinance     8.25  
  4084    
 
      KINGSLEY   MI     49649     Primary   Single Family     360       357       55.44       10.35     12/15/2005   11/15/1935     631.22       631.22     2/15/2006     69860       69773.15     Cash Out Refinance     10.35  
  4085    
 
      PATTERSON   CA     95363     Primary   Single Family     360       357       95.49       6.9     12/15/2005   11/15/1935     3196.33       3196.33     2/15/2006     520420.5       519805.25     Cash Out Refinance     6.9  
  4086    
 
      JASPER   NY     14855     Primary   Single Family     360       357       66.93       9.8     12/15/2005   11/15/1935     433.14       433.14     2/15/2006     50200       50129.92     Cash Out Refinance     9.8  
  4087    
 
      CINCINNATI   OH     45213     Primary   Single Family     360       357       70       10.19     12/15/2005   11/15/1935     1479.24       1479.24     2/15/2006     165900       165686.79     Cash Out Refinance     10.19  
  4088    
 
      EASTON   PA     18045     Primary   Townhouse     360       357       75.49       7.99     12/15/2005   11/15/1935     1156.6       1156.6     2/15/2006     157774.1       157453.72     Cash Out Refinance     7.99  
  4089    
 
      BUFFALO   NY     14220     Primary   Single Family     360       357       80.65       11.86     12/15/2005   11/15/1935     508.93       508.93     2/15/2006     50000       49955.27     Cash Out Refinance     11.86  
  4090    
 
      NEWBERRY   FL     32669     Primary   Single Family     360       357       64.55       8.85     12/15/2005   11/15/1935     1059.8       1059.8     2/15/2006     133500       133272.22     Cash Out Refinance     8.85  
  4091    
 
      BRYANS ROAD   MD     20616     Primary   PUD     360       357       80.49       12.6     12/15/2005   11/15/1935     387.77       387.77     2/15/2006     36070       36042.61     Cash Out Refinance     12.6  
  4092    
 
      DULUTH   GA     30097     Primary   Single Family     120       117       47.11       7.75     12/15/2005   11/15/2015     481.25       481.25     2/15/2006     40100       39428.87     Cash Out Refinance     7.75  
  4093    
 
      JACKSONVILLE   FL     32210     Primary   Single Family     180       177       67.89       7.89     12/15/2005   11/15/2020     792.68       792.68     2/15/2006     83500       82764.18     Rate/Term Refinance     7.89  
  4094    
 
      PHILLIPS   ME     4966     Primary   Manufactured Housing     300       297       84.85       8.25     12/15/2005   11/15/1930     551.92       551.92     2/15/2006     70000       69786.52     Rate/Term Refinance     8.25  
  4095    
 
      QUEEN CREEK   AZ     85242     Primary   PUD     360       357       85.49       9.3     12/15/2005   11/15/1935     456.37       456.37     2/15/2006     55229.4       55143.72     Cash Out Refinance     9.3  
  4096    
 
      PUNTA GORDA   FL     33955     Primary   Single Family     360       357       75.05       8.9     12/15/2005   11/15/1935     754.83       754.83     2/15/2006     94656.2       94496.63     Cash Out Refinance     8.9  
  4097    
 
      QARTFORD   MI     49057     Primary   Single Family     360       357       87.5       10.65     12/15/2005   11/15/1935     648.19       648.19     2/15/2006     70000       69913     Cash Out Refinance     10.65  

Page 102 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  4098    
 
      ROTONDA WEST   FL     33947     Primary   Single Family     360       357       79       7.01     12/15/2005   11/15/1935     1357.41       1357.41     2/15/2006     203823       203319.84     Cash Out Refinance     7.01  
  4099    
 
      ROCHESTER   NY     14611     Primary   Single Family     360       357       77.75       13.28     12/15/2005   11/15/1935     456.9       456.9     2/15/2006     40500       40473.61     Cash Out Refinance     13.28  
  4100    
 
      NORTH PORT   FL     34286     Primary   Single Family     360       357       84.8       9.9     12/15/2005   11/15/1935     374.19       374.19     2/15/2006     43000       42941.2     Cash Out Refinance     9.9  
  4101    
 
      MIDDLE RIVER   MD     21220     Primary   Single Family     360       357       80.49       9.6     12/15/2005   11/15/1935     614.95       614.95     2/15/2006     72504       72398.4     Cash Out Refinance     9.6  
  4102    
 
      FORT WASHINGTON   MD     20744     Primary   Single Family     360       357       65.48       8.51     12/15/2005   11/15/1935     1562.34       1562.34     2/15/2006     203000       202629.19     Cash Out Refinance     8.51  
  4103    
 
      ROCKVILLE   MD     20853     Primary   Single Family     360       357       45.45       6.55     12/15/2005   11/15/1935     1270.72       1270.72     2/15/2006     200000       199432.46     Cash Out Refinance     6.55  
  4104    
 
      SARASOTA   FL     34235     Primary   PUD     360       357       67.79       6.1     12/15/2005   11/15/1935     1096.86       1096.86     2/15/2006     181000       180466.96     Cash Out Refinance     6.1  
  4105    
 
      NEWARK   DE     19713     Primary   Single Family     360       357       39.05       9.66     12/15/2005   11/15/1935     630.89       630.89     2/15/2006     74000       73893.58     Cash Out Refinance     9.66  
  4106    
 
      ADELANTO   CA     92301     Primary   Single Family     360       357       82.4       6.45     1/1/2006   12/1/1935     1486.41       1486.41     3/1/2006     255440       255097.91     Cash Out Refinance     6.45  
  4107    
 
      BRANDON   FL     33511     Primary   Single Family     360       357       80       5.78     12/15/2005   11/15/1935     779.86       779.86     2/15/2006     133200       132783.15     Rate/Term Refinance     5.78  
  4108    
 
      JACKSONVILLE   FL     32257     Primary   Single Family     360       357       75       6.83     12/15/2005   11/15/1935     868.09       868.09     2/15/2006     132750       132410.51     Cash Out Refinance     6.83  
  4109    
 
      CORONA   CA     92881     Primary   Single Family     360       357       80.49       11.91     12/15/2005   11/15/1935     427.07       427.07     2/15/2006     41800       41763.02     Cash Out Refinance     11.91  
  4110    
 
      MORENO VALLEY   CA     92555     Primary   Single Family     360       357       81.61       9.4     12/15/2005   11/15/1935     506.81       506.81     2/15/2006     60800       60707.66     Cash Out Refinance     9.4  
  4111    
 
      OSSINING   NY     10562     Primary   Single Family     360       357       81.93       11.85     12/15/2005   11/15/1935     508.55       508.55     2/15/2006     50000       49955.16     Cash Out Refinance     11.85  
  4112    
 
      NORTH HILLS   CA     91343     Primary   Single Family     360       357       84.66       6.25     12/15/2005   11/15/1935     2955.45       2955.45     2/15/2006     480000       478626.52     Cash Out Refinance     6.25  
  4113    
 
      SAN MARCOS   CA     92069     Primary   Single Family     360       357       69.23       6.3     12/15/2005   11/15/1935     3063.92       3063.92     2/15/2006     495000       493597.15     Rate/Term Refinance     6.3  
  4114    
 
      BINGHAMTON   NY     13903     Primary   Single Family     360       357       90       10.2     12/15/2005   11/15/1935     763       763     2/15/2006     85500       85390.32     Cash Out Refinance     10.2  
  4115    
 
      CHARLESTON   WV     25302     Primary   Single Family     360       357       74.63       11     12/15/2005   11/15/1935     476.17       476.17     2/15/2006     50000       49945.99     Cash Out Refinance     11  
  4116    
 
      BAKERSFIELD   CA     93307     Primary   Single Family     360       357       74.46       10.75     12/15/2005   11/15/1935     234.49       234.49     2/15/2006     25119.51       25090.35     Cash Out Refinance     10.75  
  4117    
 
      OLATHE   KS     66061     Primary   PUD     360       357       74.84       8.7     12/15/2005   11/15/1935     932.72       932.72     2/15/2006     119100       118756.2     Cash Out Refinance     8.7  
  4118    
 
      RIVERSIDE   CA     92505     Primary   Single Family     360       357       60.5       8.99     12/15/2005   11/15/1935     706.64       706.64     2/15/2006     87900       87754.55     Cash Out Refinance     8.99  
  4119    
 
      WINTER SPRINGS   FL     32708     Primary   Single Family     360       357       90       11.4     12/15/2005   11/15/1935     340.99       340.99     2/15/2006     34700       34665.63     Cash Out Refinance     11.4  
  4120    
 
      FERNDALE   WA     98248     Primary   Single Family     360       357       85       6.45     12/15/2005   11/15/1935     1523.23       1523.23     2/15/2006     242250       241583.02     Cash Out Refinance     6.45  
  4121    
 
      BOYD   WI     54726     Primary   Single Family     360       357       85       8.5     12/15/2005   11/15/1935     852.92       852.92     2/15/2006     110925       110691.02     Cash Out Refinance     8.5  
  4122    
 
      SICKLERVILLE   NJ     8081     Primary   Single Family     360       357       90.49       7.3     12/15/2005   11/15/1935     1799.09       1799.09     2/15/2006     262421       261809.2     Cash Out Refinance     7.3  
  4123    
 
      LOXAHATCHEE   FL     33470     Primary   Single Family     360       357       82.4       6.05     1/1/2006   12/1/1935     1420.78       1420.78     3/1/2006     281808       281808     Cash Out Refinance     6.05  
  4124    
 
      MICANOPY   FL     32667     Primary   Single Family     360       357       66.67       6.2     12/15/2005   11/15/1935     612.47       612.47     2/15/2006     100000       99711.08     Cash Out Refinance     6.2  
  4125    
 
      HOUSTON   TX     77033     Primary   Single Family     360       357       73       9.58     12/15/2005   11/15/1935     463.57       463.57     2/15/2006     54750       54659.74     Cash Out Refinance     9.58  
  4126    
 
      FRESNO   CA     93727     Primary   Single Family     360       357       84.36       6.85     1/1/2006   12/1/1935     1251.67       1251.67     3/1/2006     205000       204668.9     Rate/Term Refinance     6.85  
  4127    
 
      VIRGINIA BEACH   VA     23456     Primary   Single Family     360       357       63.83       8.9     1/1/2006   12/1/1935     1196.16       1196.16     3/1/2006     150000       149686.46     Cash Out Refinance     8.9  
  4128    
 
      POWDER SPRINGS   GA     30127     Primary   Single Family     360       357       90       9.8     12/28/2005   11/28/1935     1234.71       1234.71     2/28/2006     143100       142894.62     Cash Out Refinance     9.8  
  4129    
 
      PERINTON   NY     14450     Primary   Single Family     360       357       80       7.45     12/15/2005   11/15/1935     985.25       985.25     2/15/2006     141600       141274.76     Purchase     7.45  
  4130    
 
      TAMPA   FL     33647     Primary   Single Family     360       357       80       7.11     12/15/2005   11/15/1935     1256.1       1256.1     2/15/2006     212000       212000     Purchase     7.11  
  4131    
 
      RENO   NV     89506     Primary   Single Family     360       357       90       6.05     1/1/2006   12/1/1935     1026.77       1026.77     3/1/2006     203657       203657     Purchase     6.05  
  4132    
 
      SURPRISE   AZ     85374     Primary   PUD     360       357       80       6.8     1/1/2006   12/1/1935     915.99       915.99     3/1/2006     161646       161646     Purchase     6.8  
  4133    
 
      SAN ANTONIO   TX     78253     Primary   PUD     360       357       80       6.4     1/1/2006   12/1/1935     740.5       740.5     3/1/2006     118384       118054.89     Purchase     6.4  
  4134    
 
      SPRING   TX     77373     Primary   PUD     180       177       100       9.9     1/1/2006   12/1/2020     110.1       110.1     3/1/2006     12652       12634.69     Purchase     9.9  
  4135    
 
      MIAMI   FL     33183     Primary   PUD     360       357       92.7       6.37     12/15/2005   11/15/1935     1525.46       1525.46     2/15/2006     287370       287370     Purchase     6.37  
  4136    
 
      ANTIOCH   CA     94531     Primary   Single Family     360       357       80       6.96     1/1/2006   12/1/1935     2111.2       2111.2     3/1/2006     364000       364000     Purchase     6.96  
  4137    
 
      TACOMA   WA     98446     Primary   Single Family     360       357       80       7.5     12/15/2005   11/15/1935     1240       1240     2/15/2006     198400       198400     Purchase     7.5  

Page 103 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  4138    
 
      GALENA PARK   TX     77547     Primary   Single Family     360       357       92.7       8.86     12/15/2005   11/15/1935     633.45       633.45     2/15/2006     79722       79584.6     Purchase     8.86  
  4139    
 
      SAN BERNARDINO   CA     92411     Primary   Single Family     360       357       100       9.6     1/1/2006   12/1/1935     571.66       571.66     3/1/2006     67400       67301.84     Purchase     9.6  
  4140    
 
      SALEM   UT     84653     Primary   Single Family     360       357       80       6.9     12/15/2005   11/15/1935     777.4       777.4     2/15/2006     135200       135200     Purchase     6.9  
  4141    
 
      CORPUS CHRISTI   TX     78415     Primary   Single Family     360       357       75       8.55     1/1/2006   12/1/1935     417.13       417.13     3/1/2006     54000       53902.17     Cash Out Refinance     8.55  
  4142    
 
      FRISCO   TX     75034     Primary   PUD     360       357       80       6.99     1/1/2006   12/1/1935     2446.5       2446.5     3/1/2006     420000       420000     Rate/Term Refinance     6.99  
  4143    
 
      ATTICA   OH     44807     Primary   Single Family     360       357       90       8.8     1/1/2006   12/1/1935     576.11       576.11     3/1/2006     72900       72774.56     Rate/Term Refinance     8.8  
  4144    
 
      OOLTEWAH   TN     37363     Primary   Single Family     360       357       92.7       6.97     1/1/2006   12/1/1935     1524.88       1524.88     3/1/2006     229896       229323.98     Cash Out Refinance     6.97  
  4145    
 
      WEST PALM BEACH   FL     33411     Primary   PUD     360       357       85       7.35     12/16/2005   11/16/1935     2837.41       2837.41     2/16/2006     463250       463250     Cash Out Refinance     7.35  
  4146    
 
      RIVERSIDE   CA     92508     Primary   PUD     360       357       80.17       6.73     1/1/2006   12/1/1935     2931.75       2931.75     3/1/2006     452940       451755.47     Cash Out Refinance     6.73  
  4147    
 
      STEPHEN CITY   VA     22655     Primary   Single Family     360       357       68.47       8.15     1/1/2006   12/1/1935     1696.89       1696.89     3/1/2006     228000       227482.16     Cash Out Refinance     8.15  
  4148    
 
      MIRAMAR   FL     33025     Primary   PUD     240       237       79.91       10.3     1/1/2006   12/1/2025     325.05       325.05     3/1/2006     33000       32873.53     Cash Out Refinance     10.3  
  4149    
 
      BURLINGTON   NJ     8016     Primary   Single Family     360       357       73.8       12.8     1/1/2006   12/1/1935     414.97       414.97     2/15/2006     38050       38020.89     Cash Out Refinance     12.8  
  4150    
 
      ABINGDON   MD     21009     Primary   Single Family     360       357       32.37       10.65     1/1/2006   12/1/1935     298.17       298.17     3/1/2006     32200       32162.49     Cash Out Refinance     10.65  
  4151    
 
      WINDSOR MILL   MD     21244     Primary   PUD     240       237       80.23       6.37     1/1/2006   12/1/2025     1835.41       1835.41     3/1/2006     248720       247166.42     Cash Out Refinance     6.37  
  4152    
 
      PEABODY   MA     1960     Primary   Single Family     360       357       65.29       10.65     1/1/2006   12/1/1935     370.39       370.39     3/1/2006     40000       39953.42     Cash Out Refinance     10.65  
  4153    
 
      TERRE HAUTE   IN     47805     Primary   Single Family     360       357       80       9.3     1/1/2006   12/1/1935     578.42       578.42     3/1/2006     70000       69891.4     Cash Out Refinance     9.3  
  4154    
 
      TERRE HAUTE   IN     47804     Primary   Single Family     360       357       80       6.7     1/1/2006   12/1/1935     338.13       338.13     3/1/2006     52400       52257.99     Cash Out Refinance     6.7  
  4155    
 
      INDIANAPOLIS   IN     46241     Primary   Single Family     360       357       85       8.4     1/1/2006   12/1/1935     777.08       777.08     3/1/2006     102000       101809.43     Cash Out Refinance     8.4  
  4156    
 
      MT. WASHINGTON   KY     40047     Primary   Single Family     360       357       85       8.49     1/1/2006   12/1/1935     803.16       803.16     3/1/2006     104550       104341.16     Cash Out Refinance     8.49  
  4157    
 
      LEBANON JUNCTION   KY     40150     Primary   Single Family     360       357       43.48       7.25     1/1/2006   12/1/1935     341.09       341.09     3/1/2006     50000       49882.28     Cash Out Refinance     7.25  
  4158    
 
      BISMARCK   ND     58501     Primary   Single Family     120       117       65.5       12.25     1/1/2006   12/1/2015     362.3       362.3     3/1/2006     25000       24645.13     Cash Out Refinance     12.25  
  4159    
 
      SAN ANTONIO   TX     78223     Primary   Single Family     360       357       68.49       11.57     1/1/2006   12/1/1935     497.82       497.82     3/1/2006     50000       44855.45     Cash Out Refinance     11.57  
  4160    
 
      JAMUL   CA     91935     Primary   Single Family     360       357       81.47       11.37     12/16/2005   11/16/1935     789.21       789.21     2/16/2006     80500       80378.25     Cash Out Refinance     11.37  
  4161    
 
      FRONT ROYAL   VA     22630     Primary   Single Family     180       177       78.76       9.7     1/1/2006   12/1/2020     797.53       797.53     2/15/2006     75500       75124.01     Cash Out Refinance     9.7  
  4162    
 
      FAIRLAWN   NJ     7410     Primary   Single Family     360       357       87.44       12.56     1/1/2006   12/1/1935     937.93       937.93     3/1/2006     87500       87433.01     Rate/Term Refinance     12.56  
  4163    
 
      OAKFORD   PA     19053     Primary   Single Family     360       357       85.48       9.35     1/1/2006   12/1/1935     448.17       448.17     3/1/2006     54000       53917.1     Cash Out Refinance     9.35  
  4164    
 
      MEDFORD TOWNSHIP   NJ     8055     Primary   Single Family     360       357       42.27       11.1     1/1/2006   12/1/1935     1267.06       1267.06     3/1/2006     132000       131796.01     Cash Out Refinance     11.1  
  4165    
 
      LAWTON   OK     73505     Primary   Single Family     360       357       92.94       9.99     12/16/2005   11/16/1935     692.7       692.7     2/16/2006     79000       78889.32     Rate/Term Refinance     9.99  
  4166    
 
      AUBURN   ME     4210     Primary   Single Family     360       357       70.49       11.88     1/1/2006   12/1/1935     1113.78       1113.78     3/1/2006     109259.5       109162.22     Rate/Term Refinance     11.88  
  4167    
 
      JOSHUA TREE   CA     92252     Primary   Single Family     360       357       74.59       6.55     1/1/2006   12/1/1935     622.93       622.93     3/1/2006     114125       114125     Cash Out Refinance     6.55  
  4168    
 
      LOS ANGELES   CA     90047     Primary   Single Family     360       357       64.57       9.05     1/1/2006   12/1/1935     456.65       456.65     3/1/2006     56500       56407.66     Cash Out Refinance     9.05  
  4169    
 
      GLEN BURNIE   MD     21061     Primary   Single Family     360       357       84.1       11.55     1/1/2006   12/1/1935     283.33       283.33     3/1/2006     28500       28472.7     Cash Out Refinance     11.55  
  4170    
 
      SANTA MARIA   CA     93455     Primary   Single Family     360       357       59.17       8.6     1/1/2006   12/1/1935     403.53       403.53     3/1/2006     52000       51906.75     Cash Out Refinance     8.6  
  4171    
 
      ELMONT   NY     11003     Primary   Single Family     360       357       100       12.82     12/16/2005   11/16/1935     566.83       566.83     2/16/2006     51900       51862.5     Cash Out Refinance     12.82  
  4172    
 
      LAVEEN   AZ     85339     Primary   PUD     360       357       80       6.3     1/1/2006   12/1/1935     1082.29       1082.29     3/1/2006     206151       206151     Purchase     6.3  
  4173    
 
      LAKE STEVENS   WA     98258     Primary   Single Family     360       357       44.74       6.99     1/1/2006   12/1/1935     1129.88       1129.88     3/1/2006     170000       169578.67     Cash Out Refinance     6.99  
  4174    
 
      LAS CRUCES   NM     88011     Primary   Single Family     360       357       89.38       10     1/1/2006   12/1/1935     1254.93       1254.93     3/1/2006     143000       142809.37     Cash Out Refinance     10  
  4175    
 
      CLEARWATER   FL     33762     Primary   Condominium     360       357       61.99       9.35     12/16/2005   11/16/1935     227.41       227.41     2/16/2006     27400       27346.54     Cash Out Refinance     9.35  
  4176    
 
      N LAS VEGAS   NV     89085     Primary   PUD     360       357       90       7.05     1/1/2006   12/1/1935     1946.17       1946.17     3/1/2006     331263       331263     Purchase     7.05  
  4177    
 
      HIALEAH   FL     33013     Primary   Single Family     180       177       75.19       6.2     12/16/2005   11/16/2020     2088.61       2088.61     2/16/2006     244367.5       241876.55     Cash Out Refinance     6.2  

Page 104 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  4178    
 
      WALESKA   GA     30183     Primary   Single Family     360       357       85       6.5     12/28/2005   11/28/1935     2158.43       2158.43     2/28/2006     398480       398480     Cash Out Refinance     6.5  
  4179    
 
      MONROE CENTER   IL     61052     Primary   Single Family     360       357       69.7       8.35     1/1/2006   12/1/1935     1744.11       1744.11     3/1/2006     230000       229565.92     Cash Out Refinance     8.35  
  4180    
 
      BOROUGH OF HANOVER   PA     17331     Primary   Single Family     360       357       70       6.46     1/1/2006   12/1/1935     581.6       581.6     3/1/2006     92400       92146.1     Cash Out Refinance     6.46  
  4181    
 
      CAIRO   OH     45820     Primary   Single Family     360       357       89.08       9     1/1/2006   12/1/1935     1211.52       1211.52     3/1/2006     150569       150280.85     Rate/Term Refinance     9  
  4182    
 
      LUTZ   FL     33549     Primary   Single Family     360       357       84.42       8.49     1/1/2006   12/1/1935     952.03       952.03     3/1/2006     129921.08       129776.95     Cash Out Refinance     8.49  
  4183    
 
      FORT COLLINS   CO     80524     Primary   PUD     360       357       100       9.99     1/1/2006   12/1/1935     322.92       322.92     3/1/2006     36828       36778.61     Purchase     9.99  
  4184    
 
      DENTON   TX     76208     Primary   PUD     360       357       100       9.25     1/1/2006   12/1/1935     98.31       98.31     3/1/2006     11949       11930.25     Purchase     9.25  
  4185    
 
      HUTTO   TX     78634     Primary   Single Family     360       357       80       6.4     1/1/2006   12/1/1935     644.6       644.6     3/1/2006     103052       102765.5     Purchase     6.4  
  4186    
 
      TACOMA   WA     98422     Primary   Single Family     360       357       85       9.3     1/1/2006   12/1/1935     1889.34       1889.34     3/1/2006     228650       228295.36     Purchase     9.3  
  4187    
 
      ELKHART   IN     46514     Primary   Single Family     360       357       80       7.5     12/15/2005   11/15/1935     867.03       867.03     2/15/2006     124000       123722.18     Purchase     7.5  
  4188    
 
      MANSFIELD   TX     76063     Primary   Single Family     360       357       100       10.99     1/1/2006   12/1/1935     789.61       789.61     3/1/2006     82979       82889.2     Purchase     10.99  
  4189    
 
      PORT ST LUCIE   FL     33810     Primary   Single Family     360       357       92.7       7.06     12/15/2005   11/15/1935     1693.28       1693.28     2/15/2006     252978       252359.6     Purchase     7.06  
  4190    
 
      SHARPSVILLE   IN     46068     Primary   Single Family     360       357       90       9.75     12/16/2005   11/16/1935     1043.88       1043.88     3/1/2006     121500       121328.54     Rate/Term Refinance     9.75  
  4191    
 
      WILLIAMSBURG   MO     63388     Primary   Single Family     360       357       55       7.35     1/1/2006   12/1/1935     530.51       530.51     3/1/2006     77000       76822.26     Cash Out Refinance     7.35  
  4192    
 
      YUMA   AZ     85365     Primary   Single Family     360       357       80       9.45     1/1/2006   12/1/1935     1259.17       1259.17     3/1/2006     150400       150173.92     Cash Out Refinance     9.45  
  4193    
 
      ALLIANCE   OH     44601     Primary   Single Family     360       357       80.49       9.88     1/1/2006   12/1/1935     978.88       978.88     3/1/2006     112680       112525.3     Rate/Term Refinance     9.88  
  4194    
 
      RALEIGH   NC     27610     Primary   Townhouse     360       357       100       11.1     1/1/2006   12/1/1935     165.11       165.11     3/1/2006     17200       17181.8     Cash Out Refinance     11.1  
  4195    
 
      YUMA   AZ     85364     Primary   Single Family     360       357       80       6.5     1/1/2006   12/1/1935     1264.14       1264.14     3/1/2006     200000       199327.53     Cash Out Refinance     6.5  
  4196    
 
      ENFIELD   CT     6082     Primary   Single Family     360       357       90       8     1/1/2006   12/1/1935     1658.32       1658.32     3/1/2006     238500       238293.67     Rate/Term Refinance     8  
  4197    
 
      PHOENIX   AZ     85017     Primary   Condominium     360       357       91.96       7.45     1/1/2006   12/1/1935     806.26       806.26     3/1/2006     115875       115612.77     Cash Out Refinance     7.45  
  4198    
 
      HARVARD   NE     68944     Primary   Manufactured Housing     360       357       82.4       8.55     1/1/2006   12/1/1935     413.73       413.73     3/1/2006     53560       53451.54     Cash Out Refinance     8.55  
  4199    
 
      SPOTSYLVANIA   VA     22553     Primary   Single Family     360       357       70.12       6.95     1/1/2006   12/1/1935     1420.95       1420.95     3/1/2006     230000       229723.64     Cash Out Refinance     6.95  
  4200    
 
      MIDDLETOWN   OH     45042     Primary   Single Family     360       357       43.24       8.79     1/1/2006   12/1/1935     788.58       788.58     3/1/2006     99875       99702.76     Cash Out Refinance     8.79  
  4201    
 
      CLAY CITY   IN     47841     Primary   Single Family     360       357       80.8       6.25     1/1/2006   12/1/1935     315.92       315.92     3/1/2006     51308       50790.13     Cash Out Refinance     6.25  
  4202    
 
      MICHIGAN CITY   IN     46360     Primary   Single Family     360       357       90       8.68     1/1/2006   12/1/1935     1139.73       1139.73     3/1/2006     145800       145542.81     Rate/Term Refinance     8.68  
  4203    
 
      STERLING   VA     20164     Primary   Townhouse     360       357       50.45       7.1     1/1/2006   12/1/1935     1169.65       1169.65     3/1/2006     174046       173623.87     Cash Out Refinance     7.1  
  4204    
 
      COLLEGE STATION   TX     77845     Primary   Single Family     360       357       72.32       7.99     1/1/2006   12/1/1935     718.41       718.41     3/1/2006     98000       97801.01     Cash Out Refinance     7.99  
  4205    
 
      JONESVILLE   LA     71343     Primary   Single Family     180       177       85.49       8.8     12/16/2005   11/16/2020     771.26       771.26     2/16/2006     76941       76315.36     Cash Out Refinance     8.8  
  4206    
 
      AMERICAN CANYON   CA     94589     Primary   Single Family     360       357       85.42       11.8     1/1/2006   12/1/1935     526.89       526.89     3/1/2006     52000       51952.87     Cash Out Refinance     11.8  
  4207    
 
      TAMPA   FL     33624     Primary   PUD     360       357       59.95       6.7     1/1/2006   12/1/1935     644.05       644.05     3/1/2006     99808.5       99533.62     Cash Out Refinance     6.7  
  4208    
 
      RIVERSIDE   CA     92508     Primary   Single Family     300       297       44.94       6.8     1/1/2006   12/1/1930     1388.16       1388.16     3/1/2006     200001       199232.2     Cash Out Refinance     6.8  
  4209    
 
      CANYON COUNTRY   CA     91351     Primary   Single Family     360       357       85.49       9.85     1/1/2006   12/1/1935     740       740     3/1/2006     85400       85282.01     Cash Out Refinance     9.85  
  4210    
 
      GLEN HEAD   NY     11545     Primary   Single Family     360       358       82.21       11.75     1/6/2006   12/6/1935     504.71       504.71     2/6/2006     50000       49969.6     Cash Out Refinance     11.75  
  4211    
 
      LOS ANGELES   CA     90001     Primary   Single Family     360       357       85       6.99     1/1/2006   12/1/1935     2118.52       2118.52     3/1/2006     318750       317960.01     Cash Out Refinance     6.99  
  4212    
 
      WEST HAVEN   CT     6516     Primary   Single Family     360       357       75.49       10.35     12/16/2005   11/16/1935     521.3       521.3     2/16/2006     57694       57622.32     Cash Out Refinance     10.35  
  4213    
 
      DELRAY BEACH   FL     33484     Primary   Condominium     360       357       33.33       8.55     12/16/2005   11/16/1935     386.23       386.23     2/16/2006     50000       49826.43     Cash Out Refinance     8.55  
  4214    
 
      SAN ANTONIO   TX     78210     Primary   Single Family     240       237       72.67       6.77     1/1/2006   12/1/2025     475.98       475.98     3/1/2006     62500       62127.78     Cash Out Refinance     6.77  
  4215    
 
      HOLLYWOOD   FL     33023     Primary   Single Family     360       357       92.7       6.2     1/1/2006   12/1/1935     1305.85       1305.85     3/1/2006     213210       212404.27     Cash Out Refinance     6.2  
  4216    
 
      VALPARAISO   IN     46385     Primary   Single Family     360       357       80       7.1     1/1/2006   12/1/1935     682.79       682.79     3/1/2006     101600       101353.58     Cash Out Refinance     7.1  
  4217    
 
      MIRAMAR   FL     33025     Primary   Single Family     360       357       85.49       11.8     1/1/2006   12/1/1935     268.39       268.39     3/1/2006     26488       26450.58     Cash Out Refinance     11.8  

Page 105 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  4218    
 
      CHARLOTTE   NC     28277     Primary   PUD     360       357       80       6.7     1/1/2006   12/1/1935     1115.05       1115.05     3/1/2006     172800       172301.63     Rate/Term Refinance     6.7  
  4219    
 
      MILWAUKEE   WI     53218     Primary   Single Family     360       357       80       7.6     1/1/2006   12/1/1935     762.56       762.56     3/1/2006     108000       107762.32     Cash Out Refinance     7.6  
  4220    
 
      MONROE   GA     30656     Primary   Single Family     360       357       68.93       9.4     12/16/2005   11/16/1935     708.53       708.53     2/16/2006     85000       84782.9     Cash Out Refinance     9.4  
  4221    
 
      LEESBURG   VA     20175     Primary   Single Family     360       357       72.73       6.3     1/1/2006   12/1/1935     1336.98       1336.98     3/1/2006     216000       215357.85     Cash Out Refinance     6.3  
  4222    
 
      EUGENE   OR     97401     Primary   Single Family     240       237       61.99       6.35     1/1/2006   12/1/2025     1050.5       1050.5     3/1/2006     142582       141689.29     Cash Out Refinance     6.35  
  4223    
 
      HAILEY   ID     83333     Primary   Single Family     360       357       75       7.375     1/1/2006   12/1/1935     1813.02       1813.02     3/1/2006     262500       261897.09     Cash Out Refinance     7.375  
  4224    
 
      CHESAPEAKE   VA     23322     Primary   Single Family     360       357       85.31       7     1/1/2006   12/1/1935     1453.02       1453.02     3/1/2006     218400       217859.81     Cash Out Refinance     7  
  4225    
 
      MEMPHIS   TN     38141     Primary   Single Family     360       357       68.57       11.6     12/17/2005   11/17/1935     718.51       718.51     2/17/2006     72000       71931.68     Cash Out Refinance     11.6  
  4226    
 
      CORTEZ   CO     81321     Primary   Single Family     360       357       85.49       10.99     1/1/2006   12/1/1935     460.56       460.56     3/1/2006     48400       48324.17     Cash Out Refinance     10.99  
  4227    
 
      SCHAGHTICOKE   NY     12154     Primary   Single Family     360       357       61.52       12.95     12/17/2005   11/17/1935     451.95       451.95     2/17/2006     41000       40971.07     Cash Out Refinance     12.95  
  4228    
 
      STAMFORD   CT     6903     Primary   Single Family     360       357       71.71       6.3     1/1/2006   12/1/1935     3772.86       3772.86     3/1/2006     609535       607807.56     Cash Out Refinance     6.3  
  4229    
 
      LAKEWOOD   WA     98498     Primary   Single Family     360       357       80       6.5     1/1/2006   12/1/1935     1364.78       1364.78     3/1/2006     251960       251960     Rate/Term Refinance     6.5  
  4230    
 
      WATERFORD   MI     48327     Primary   Single Family     360       357       94.44       8.05     1/1/2006   12/1/1935     1002.66       1002.66     3/1/2006     136000       135727.19     Cash Out Refinance     8.05  
  4231    
 
      DENHAM SPRINGS   LA     70726     Primary   Single Family     360       357       90       7.75     12/14/2005   11/14/1935     1157.37       1157.37     2/14/2006     161550       161205.71     Purchase     7.75  
  4232    
 
      TAMARAC   FL     33321     Primary   Condominium     360       357       90       9.4     12/15/2005   11/15/1935     1237.85       1237.85     2/15/2006     148500       148274.45     Purchase     9.4  
  4233    
 
      ZANESVILLE   OH     43701     Primary   Single Family     360       357       90       9.45     12/15/2005   11/15/1935     565.12       565.12     2/15/2006     67500       67398.51     Purchase     9.45  
  4234    
 
      WYLIE   TX     75098     Primary   PUD     360       357       80       7.6     1/1/2006   12/1/1935     737.59       737.59     3/1/2006     104463       104233.58     Purchase     7.6  
  4235    
 
      LAKE ELSINORE   CA     92532     Primary   PUD     360       357       80       6.75     1/1/2006   12/1/1935     2074.46       2074.46     3/1/2006     368792       368792     Purchase     6.75  
  4236    
 
      SAN ANTONIO   TX     78260     Primary   PUD     360       357       80       7     1/1/2006   12/1/1935     913.94       913.94     3/1/2006     137372       136985.99     Purchase     7  
  4237    
 
      LITTLETON   CO     80127     Primary   Condominium     360       357       80       7.2     12/15/2005   11/15/1935     778.08       778.08     2/15/2006     129680       129680     Purchase     7.2  
  4238    
 
      DUMAS   TX     79029     Primary   Single Family     360       357       92.7       7.3     12/15/2005   11/15/1935     802.13       802.13     2/15/2006     124681       124544.59     Purchase     7.3  
  4239    
 
      SILVERDALE   WA     98383     Primary   PUD     360       357       80       6.95     12/15/2005   11/15/1935     2912.31       2912.31     2/15/2006     439960       438861.03     Purchase     6.95  
  4240    
 
      HOLDREGE   NE     68949     Primary   Single Family     360       357       88.07       6.75     12/15/2005   11/15/1935     239.34       239.34     2/15/2006     36900       36804.12     Purchase     6.75  
  4241    
 
      SNOQUALMIE   WA     98065     Primary   PUD     360       357       90       7.97     1/1/2006   12/1/1935     3832.41       3832.41     3/1/2006     577026       577026     Purchase     7.97  
  4242    
 
      PHOENIX   AZ     85023     Primary   Single Family     360       357       67.2       6.5     1/1/2006   12/1/1935     1061.88       1061.88     3/1/2006     168000       167541.24     Cash Out Refinance     6.5  
  4243    
 
      DEL VALLE   TX     78617     Primary   PUD     360       357       100       9.9     1/1/2006   12/1/1935     212.44       212.44     3/1/2006     24413       24379.63     Purchase     9.9  
  4244    
 
      MIAMI   FL     33170     Primary   Single Family     360       357       80       6.5     12/15/2005   11/15/1935     918.67       918.67     2/15/2006     169600       169600     Purchase     6.5  
  4245    
 
      ELIZABETHTOWN   NC     28337     Primary   Single Family     180       177       75.49       9.1     12/18/2005   11/18/2020     627.69       627.69     2/18/2006     61524.35       61037.28     Cash Out Refinance     9.1  
  4246    
 
      TAMPA   FL     33614     Primary   Single Family     360       357       82.4       6.1     1/1/2006   12/1/1935     833.9       833.9     3/1/2006     137608       137202.77     Cash Out Refinance     6.1  
  4247    
 
      SCOTTSBURG   IN     47177     Primary   Manufactured Housing     360       357       70.53       9.05     1/1/2006   12/1/1935     541.51       541.51     3/1/2006     67000       66890.52     Rate/Term Refinance     9.05  
  4248    
 
      BRUSLY   LA     70804     Primary   Single Family     360       357       80       7.8     1/1/2006   12/1/1935     506.79       506.79     3/1/2006     70400       70150.82     Cash Out Refinance     7.8  
  4249    
 
      BALTIMORE   MD     21207     Primary   Single Family     360       357       90.9       9     1/1/2006   12/1/1935     1386.01       1386.01     3/1/2006     172255.5       171971.1     Cash Out Refinance     9  
  4250    
 
      MAPLE FALLS   WA     98266     Primary   Manufactured Housing     360       357       81.6       8.2     1/1/2006   12/1/1935     781.02       781.02     3/1/2006     104448       104244.75     Cash Out Refinance     8.2  
  4251    
 
      MUNCIE   IN     47304     Primary   Single Family     360       357       77.24       6.55     1/1/2006   12/1/1935     711.61       711.61     3/1/2006     112000       111697.53     Rate/Term Refinance     6.55  
  4252    
 
      INDEPENDENCE   MO     64052     Primary   Single Family     360       357       95       10.35     1/1/2006   12/1/1935     901.29       901.29     3/1/2006     99750       99626.1     Cash Out Refinance     10.35  
  4253    
 
      WYCKOFF   NJ     7481     Primary   Single Family     360       357       45.36       11.25     12/18/2005   11/18/1935     485.64       485.64     2/18/2006     50000       49934.23     Cash Out Refinance     11.25  
  4254    
 
      NEW YORK   NY     10013     Primary   Condominium     120       117       36.93       10.53     1/1/2006   12/1/2015     1013.28       1013.28     3/1/2006     75000       73925.16     Cash Out Refinance     10.53  
  4255    
 
      SANDWICH   MA     2563     Primary   Single Family     360       357       65.94       10.38     1/1/2006   12/1/1935     226.45       226.45     3/1/2006     25000       24969.13     Cash Out Refinance     10.38  
  4256    
 
      SPRINGFIELD   MO     65804     Primary   Single Family     360       358       91.79       6.7     1/15/2006   12/15/1935     562.69       562.69     2/15/2006     87199.8       87047.73     Rate/Term Refinance     6.7  
  4257    
 
      CLARKESVILLE   GA     30523     Primary   PUD     360       357       85.49       12.25     1/1/2006   12/1/1935     703.93       703.93     3/1/2006     67175       67119.88     Rate/Term Refinance     12.25  

Page 106 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  4258    
 
      SAINT PETERSBURG   FL     33703     Primary   Single Family     360       357       54.93       8.9     1/1/2006   12/1/1935     1156.29       1156.29     3/1/2006     145000       144755.58     Cash Out Refinance     8.9  
  4259    
 
      CONOWINGO   MD     21918     Primary   Single Family     360       357       80.31       10.95     12/18/2005   11/18/1935     807.94       807.94     2/18/2006     85176       85083.03     Cash Out Refinance     10.95  
  4260    
 
      PERRY HALL   MD     21128     Primary   Single Family     360       357       85.49       11.95     12/18/2005   11/18/1935     533.19       533.19     2/18/2006     52030       51973.4     Cash Out Refinance     11.95  
  4261    
 
      ARGYLE   NY     12809     Primary   Single Family     360       357       80.49       9.15     1/1/2006   12/1/1935     1276.6       1276.6     3/1/2006     156553.05       156302.51     Cash Out Refinance     9.15  
  4262    
 
      MORROW   GA     30260     Primary   Single Family     360       357       90       10.95     1/1/2006   12/1/1935     1067.12       1067.12     3/1/2006     112500       112377.21     Cash Out Refinance     10.95  
  4263    
 
      SURPRISE   AZ     85374     Primary   Single Family     360       357       100       10.99     1/1/2006   12/1/1935     538.82       538.82     3/1/2006     56624       56562.73     Purchase     10.99  
  4264    
 
      NORTH LAS VEGAS   NV     89085     Primary   PUD     360       357       80       7.25     1/1/2006   12/1/1935     1551.5       1551.5     3/1/2006     256800       256800     Purchase     7.25  
  4265    
 
      MCHENRY   IL     60050     Primary   Single Family     360       357       90       9     1/1/2006   12/1/1935     1441.08       1441.08     3/1/2006     179100       178804.31     Cash Out Refinance     9  
  4266    
 
      GENESEE TOWNSHIP   MI     48506     Primary   Single Family     360       357       80       7.05     1/1/2006   12/1/1935     545.63       545.63     3/1/2006     81600       81400.14     Cash Out Refinance     7.05  
  4267    
 
      CORINTH   KY     41010     Primary   Single Family     360       357       80.99       8.6     12/15/2005   11/15/1935     634.74       634.74     2/15/2006     81795       81648.33     Purchase     8.6  
  4268    
 
      WEBSTER CITY   IA     50595     Primary   Single Family     360       357       90       7     12/15/2005   11/15/1935     484.41       484.41     2/15/2006     72810       72628.71     Purchase     7  
  4269    
 
      WEBSTER CITY   IA     50595     Primary   Single Family     360       357       100       10     12/15/2005   11/15/1935     71       71     2/15/2006     8090       8075.13     Purchase     10  
  4270    
 
      ALLEN   TX     75002     Primary   Single Family     360       357       100       11.45     12/15/2005   11/15/1935     95.69       95.69     2/15/2006     9700       9690.49     Purchase     11.45  
  4271    
 
      FORT WORTH   TX     76247     Primary   PUD     360       357       80       6.85     1/1/2006   12/1/1935     640.48       640.48     3/1/2006     97744       97495.01     Purchase     6.85  
  4272    
 
      LAVEEN   AZ     85339     Primary   Single Family     360       357       80       6.5     1/1/2006   12/1/1935     869.9       869.9     3/1/2006     160597       160597     Purchase     6.5  
  4273    
 
      RICHMOND   TX     77469     Primary   PUD     360       357       90       6.75     1/1/2006   12/1/1935     813.74       813.74     3/1/2006     125460       125134.08     Purchase     6.75  
  4274    
 
      MYRTLE BEACH   SC     29588     Investor   PUD     360       357       100       10.95     1/1/2006   12/1/1935     373.65       373.65     3/1/2006     39391       39347.98     Purchase     10.95  
  4275    
 
      SUMMERVILLE   SC     29483     Primary   PUD     360       357       100       10.4     1/1/2006   12/1/1935     145.76       145.76     3/1/2006     16065       16045.24     Purchase     10.4  
  4276    
 
      JACKSONVILLE   FL     32244     Primary   PUD     360       357       80       6.41     1/1/2006   12/1/1935     882.43       882.43     3/1/2006     140926       140534.97     Purchase     6.41  
  4277    
 
      ELK GROVE   CA     95758     Primary   Single Family     360       357       80       6.25     1/1/2006   12/1/1935     1687.5       1687.5     3/1/2006     324000       323996.88     Purchase     6.25  
  4278    
 
      SAN JOSE   CA     95138     Primary   Condominium     360       357       80       7.55     1/1/2006   12/1/1935     2456.27       2456.27     3/1/2006     390400       390399.27     Purchase     7.55  
  4279    
 
      CHARLOTTE   NC     28215     Primary   PUD     360       357       100       9.85     1/1/2006   12/1/1935     120.45       120.45     3/1/2006     13900       13875.88     Purchase     9.85  
  4280    
 
      DELTONA   FL     32725     Primary   Single Family     360       357       100       9.45     12/15/2005   11/15/1935     264.4       264.4     2/15/2006     31580       31532.5     Purchase     9.45  
  4281    
 
      ELK GROVE   CA     95758     Primary   Single Family     180       177       100       9.25     1/1/2006   12/1/2020     666.37       666.37     3/1/2006     81000       80873.04     Purchase     9.25  
  4283    
 
      MYRTLE BEACH   SC     29588     Investor   PUD     360       357       100       10.95     1/1/2006   12/1/1935     381.43       381.43     3/1/2006     40212       40168.11     Purchase     10.95  
  4284    
 
      DAYTON   NV     89403     Primary   Single Family     360       357       100       10.99     1/1/2006   12/1/1935     464.37       464.37     3/1/2006     48800       48747.2     Purchase     10.99  
  4285    
 
      SPRING   TX     77388     Primary   PUD     240       237       78.69       6.65     1/1/2006   12/1/2025     724.26       724.26     3/1/2006     96000       95420.01     Cash Out Refinance     6.65  
  4286    
 
      MADISON   TN     37115     Primary   Single Family     180       177       77.05       10.75     1/1/2006   12/1/2020     280.24       280.24     3/1/2006     25000       24606.28     Cash Out Refinance     10.75  
  4287    
 
      WINTER GARDEN   FL     34787     Primary   Single Family     360       357       27.78       10.9     1/1/2006   12/1/1935     472.39       472.39     3/1/2006     50000       49944.83     Cash Out Refinance     10.9  
  4288    
 
      DALLAS   TX     75229     Primary   Single Family     360       357       80       10.93     1/1/2006   12/1/1935     1666.79       1666.79     3/1/2006     176000       175807.09     Cash Out Refinance     10.93  
  4289    
 
      HUACHUCA CITY   AZ     85616     Primary   Single Family     360       357       90.43       8.62     1/1/2006   12/1/1935     660.82       660.82     3/1/2006     85000       84192.81     Cash Out Refinance     8.62  
  4290    
 
      ALBUQUERQUE   NM     87123     Primary   Single Family     360       357       81.6       7.25     1/1/2006   12/1/1935     640.16       640.16     3/1/2006     93840       93619.04     Cash Out Refinance     7.25  
  4291    
 
      COMMERCE CITY   CO     80022     Primary   PUD     360       357       80       6.99     1/1/2006   12/1/1935     1398       1398     3/1/2006     240000       240000     Rate/Term Refinance     6.99  
  4292    
 
      MIAMI   FL     33189     Primary   PUD     360       357       92.7       6.22     1/1/2006   12/1/1935     816.84       816.84     3/1/2006     157590       157590     Cash Out Refinance     6.22  
  4293    
 
      CORONA   CA     92883     Primary   PUD     360       357       63.83       8.45     1/1/2006   12/1/1935     420.96       420.96     3/1/2006     55000       54898.24     Cash Out Refinance     8.45  
  4294    
 
      ANTIOCH   CA     94509     Primary   Condominium     360       357       81.71       7.84     1/1/2006   12/1/1935     1535.43       1535.43     3/1/2006     224697       224493.45     Cash Out Refinance     7.84  
  4295    
 
      NEW BRITAIN   CT     6053     Primary   Single Family     360       357       95       8.95     1/1/2006   12/1/1935     1111.03       1111.03     3/1/2006     138700       138468.6     Cash Out Refinance     8.95  
  4296    
 
      PHOENIX   AZ     85018     Primary   Single Family     360       357       91.45       6.49     1/1/2006   12/1/1935     2904.49       2904.49     3/1/2006     460000       458743.25     Cash Out Refinance     6.49  
  4297    
 
      LAWTON   OK     73505     Primary   Single Family     360       357       65       8.75     1/1/2006   12/1/1935     419.32       419.32     3/1/2006     53300       53204.53     Cash Out Refinance     8.75  
  4298    
 
      KISSIMMEE   FL     34746     Primary   Single Family     180       177       65.49       6.75     1/1/2006   12/1/2020     1912.44       1912.44     3/1/2006     216117       214014.88     Cash Out Refinance     6.75  

Page 107 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  4299    
 
      NEWPORT NEWS   VA     23601     Primary   Single Family     360       357       75.49       7.95     1/1/2006   12/1/1935     832.45       832.45     3/1/2006     113989       113497.1     Rate/Term Refinance     7.95  
  4300    
 
      NEWPORT NEWS   VA     23608     Primary   Single Family     360       357       80.21       6.95     1/1/2006   12/1/1935     1051.33       1051.33     3/1/2006     158823       158425.52     Cash Out Refinance     6.95  
  4301    
 
      LAKEBAY   WA     98349     Primary   Manufactured Housing     360       357       82.4       7.52     1/1/2006   12/1/1935     1056.43       1056.43     3/1/2006     150792       150407.81     Cash Out Refinance     7.52  
  4302    
 
      BREMERTON   WA     98312     Primary   Single Family     360       357       75.24       9.49     1/1/2006   12/1/1935     361.26       361.26     3/1/2006     43000       42873.53     Rate/Term Refinance     9.49  
  4303    
 
      DECATUR   IN     46733     Primary   Single Family     360       357       90       9.53     1/1/2006   12/1/1935     644.93       644.93     3/1/2006     76500       76384.09     Cash Out Refinance     9.53  
  4304    
 
      VALLEJO   CA     94591     Primary   Single Family     360       357       68.18       9.6     1/1/2006   12/1/1935     424.08       424.08     3/1/2006     50000       49927.18     Cash Out Refinance     9.6  
  4305    
 
      GREEN VALLEY LAKE   CA     92341     Primary   Single Family     360       357       50.87       10.25     1/1/2006   12/1/1935     282.28       282.28     3/1/2006     31500       31459.45     Cash Out Refinance     10.25  
  4306    
 
      OVIEDO   FL     32766     Primary   Single Family     360       357       66.53       10.99     1/1/2006   12/1/1935     761.26       761.26     3/1/2006     80000       79887.05     Cash Out Refinance     10.99  
  4307    
 
      CLINTON   CT     6413     Primary   Single Family     360       357       85.49       11.25     1/1/2006   12/1/1935     421.75       421.75     3/1/2006     43422.5       43378.1     Cash Out Refinance     11.25  
  4308    
 
      NORTH BRANFORD   CT     6471     Primary   Single Family     360       357       85.48       12     1/1/2006   12/1/1935     360.02       360.02     3/1/2006     35000       34966.67     Cash Out Refinance     12  
  4309    
 
      COLUMBUS   GA     31907     Primary   Single Family     360       357       95       12.45     1/1/2006   12/1/1935     181.84       181.84     3/1/2006     17100       17086.26     Cash Out Refinance     12.45  
  4310    
 
      STOCKTON   CA     95204     Primary   Single Family     360       357       77.93       6.35     1/1/2006   12/1/1935     1406.26       1406.26     3/1/2006     226000       225365.62     Cash Out Refinance     6.35  
  4311    
 
      ROMOLAND   CA     92585     Primary   Single Family     360       357       56.4       11.25     1/1/2006   12/1/1935     409.88       409.88     3/1/2006     42200       42156.84     Cash Out Refinance     11.25  
  4312    
 
      FRANKLIN   NY     13775     Primary   Single Family     240       237       80.11       11.05     1/1/2006   12/1/2025     393.53       393.53     3/1/2006     38000       37867.96     Cash Out Refinance     11.05  
  4313    
 
      LAS VEGAS   NV     89145     Primary   Single Family     360       357       85.49       12.3     1/1/2006   12/1/1935     342.04       342.04     3/1/2006     32520       32492.73     Cash Out Refinance     12.3  
  4314    
 
      RANCHO CUCAMONGA   CA     91701     Primary   PUD     360       357       85.49       9.85     1/1/2006   12/1/1935     532.13       532.13     3/1/2006     61410       61325.13     Cash Out Refinance     9.85  
  4315    
 
      MIAMI   FL     33126     Primary   Condominium     360       357       92.7       6.45     1/1/2006   12/1/1935     990.9       990.9     3/1/2006     157590       157156.12     Cash Out Refinance     6.45  
  4316    
 
      ST. AUGUSTINE   FL     32092     Primary   PUD     360       357       81.44       8.95     1/1/2006   12/1/1935     240.31       240.31     3/1/2006     30000       29949.95     Cash Out Refinance     8.95  
  4317    
 
      MAYS LANDING   NJ     8330     Primary   Single Family     360       357       85       6.75     1/1/2006   12/1/1935     942.74       942.74     3/1/2006     145350       144972.44     Rate/Term Refinance     6.75  
  4318    
 
      DELTONA   FL     32725     Primary   Single Family     360       357       91.79       7.75     1/1/2006   12/1/1935     1663.8       1663.8     3/1/2006     232240       231745.06     Cash Out Refinance     7.75  
  4319    
 
      RENO   NV     89506     Primary   PUD     360       357       100       10.55     1/1/2006   12/1/1935     592.64       592.64     3/1/2006     64523       64446.2     Purchase     10.55  
  4320    
 
      VANCOUVER   WA     98682     Primary   Single Family     240       237       79.86       10.2     1/1/2006   12/1/2025     489.15       489.15     3/1/2006     50000       49805.9     Cash Out Refinance     10.2  
  4321    
 
      ATLANTA   GA     30349     Primary   Single Family     360       357       80       8.6     1/1/2006   12/1/1935     968.46       968.46     3/1/2006     124800       124576.22     Cash Out Refinance     8.6  
  4322    
 
      BUCHANAN   GA     30113     Primary   Single Family     180       177       100       12.75     1/1/2006   12/1/2020     261.52       261.52     3/1/2006     24066       24048.36     Cash Out Refinance     12.75  
  4323    
 
      STONE MOUNTAIN   GA     30088     Primary   Single Family     360       357       80       7.2     1/1/2006   12/1/1935     931.2       931.2     3/1/2006     155200       155200     Cash Out Refinance     7.2  
  4324    
 
      SAINT THOMAS   PA     17252     Primary   Single Family     360       357       90       8.7     1/1/2006   12/1/1935     1014.94       1014.94     3/1/2006     129600       129372.33     Cash Out Refinance     8.7  
  4325    
 
      ANOKA   MN     55303     Primary   Single Family     180       177       100       9.7     1/1/2006   12/1/2020     612.67       612.67     2/15/2006     58000       57711.16     Cash Out Refinance     9.7  
  4326    
 
      TALLMADGE   OH     44278     Primary   Single Family     180       177       100       11.75     1/1/2006   12/1/2020     316.95       316.95     3/1/2006     31400       31371.25     Cash Out Refinance     11.75  
  4327    
 
      DULUTH   GA     30096     Primary   Single Family     180       177       100       11.85     1/1/2006   12/1/2020     443.45       443.45     3/1/2006     43600       43560.61     Cash Out Refinance     11.85  
  4328    
 
      SPRINGFIELD   VA     22150     Primary   Single Family     360       357       33.6       7     1/1/2006   12/1/1935     1044       1044     3/1/2006     168000       167604.54     Cash Out Refinance     7  
  4329    
 
      WILLARD   NC     28478     Primary   Single Family     360       357       90       8.99     1/1/2006   12/1/1935     687.34       687.34     3/1/2006     85448.53       85354.64     Cash Out Refinance     8.99  
  4330    
 
      BEREA   KY     40403     Primary   Single Family     360       357       80       6.28     1/1/2006   12/1/1935     615.2       615.2     3/1/2006     99600       99313.84     Purchase     6.28  
  4331    
 
      PLANO   TX     75075     Primary   PUD     360       357       80       6.99     1/1/2006   12/1/1935     881.41       881.41     3/1/2006     142000       141836.28     Purchase     6.99  
  4332    
 
      STAFFORD   VA     22554     Primary   PUD     360       357       72.21       6.63     1/1/2006   12/1/1935     1435.95       1435.95     3/1/2006     259900       259900     Purchase     6.63  
  4333    
 
      PLANO   TX     75023     Primary   Single Family     360       357       80       6.99     1/1/2006   12/1/1935     778.95       778.95     3/1/2006     117200       116909.54     Purchase     6.99  
  4334    
 
      SAN ANTONIO   TX     78254     Primary   PUD     360       357       80       7.45     1/1/2006   12/1/1935     780.32       780.32     3/1/2006     112148       111894.23     Purchase     7.45  
  4335    
 
      OAKLAND PARK   FL     33309     Primary   Condominium     360       357       80       7.2     1/1/2006   12/1/1935     673       673     3/1/2006     112166       112166     Purchase     7.2  
  4336    
 
      PORT CHARLOTTE   FL     33954     Primary   Single Family     360       357       80       6.5     12/17/2005   11/17/1935     1223.18       1223.18     2/17/2006     193520       192992.31     Purchase     6.5  
  4337    
 
      ARROWBEAR PARK   CA     92308     Primary   Single Family     360       357       80       7.04     1/1/2006   12/1/1935     839       839     3/1/2006     125600       125291.75     Purchase     7.04  
  4338    
 
      CINCINNATI   OH     45215     Primary   Single Family     360       357       87.88       11.99     1/1/2006   12/1/1935     2004.3       2004.3     3/1/2006     195000       194830.56     Cash Out Refinance     11.99  

Page 108 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  4339    
 
      SHOW LOW   AZ     85901     Primary   PUD     360       357       90.49       7.25     1/1/2006   12/1/1935     1367.33       1367.33     3/1/2006     200435.35       199963.41     Cash Out Refinance     7.25  
  4340    
 
      EDGERTON   WI     53534     Primary   Single Family     360       357       44.8       8.8     1/1/2006   12/1/1935     442.56       442.56     3/1/2006     56000       55903.62     Cash Out Refinance     8.8  
  4341    
 
      HOLLAND   MI     49423     Primary   Single Family     360       357       90.37       7.55     1/1/2006   12/1/1935     857.23       857.23     3/1/2006     122000       121729.36     Cash Out Refinance     7.55  
  4342    
 
      COLORADO SPRINGS   CO     80916     Primary   Single Family     360       357       35.68       7.75     1/1/2006   12/1/1935     372.68       372.68     3/1/2006     52020       51823.83     Cash Out Refinance     7.75  
  4343    
 
      COLORADO SPRINGS   CO     80916     Primary   PUD     360       357       91.57       7.99     1/1/2006   12/1/1935     1376.18       1376.18     3/1/2006     187728       187346.81     Cash Out Refinance     7.99  
  4344    
 
      MOUNT AIRY   NC     27030     Primary   Single Family     360       357       100       11.8     1/1/2006   12/1/1935     186.44       186.44     3/1/2006     18400       18342.37     Cash Out Refinance     11.8  
  4345    
 
      PHOENIX   AZ     85033     Primary   Single Family     360       357       93.2       6.6     1/1/2006   12/1/1935     434.54       434.54     3/1/2006     68039       67857.02     Cash Out Refinance     6.6  
  4346    
 
      KISSIMMEE   FL     34742     Primary   PUD     360       357       84.8       9.3     1/1/2006   12/1/1935     448.27       448.27     3/1/2006     54250       54165.85     Cash Out Refinance     9.3  
  4347    
 
      BOWIE   MD     20721     Primary   PUD     360       357       80.3       8.45     1/1/2006   12/1/1935     451.57       451.57     3/1/2006     59000       58890.9     Cash Out Refinance     8.45  
  4348    
 
      BREMERTON   WA     98312     Primary   Manufactured Housing     360       357       82.75       7.6     1/1/2006   12/1/1935     876.42       876.42     3/1/2006     124125       123852.39     Cash Out Refinance     7.6  
  4349    
 
      OLYMPIA   WA     98513     Primary   Single Family     360       357       85.83       6.2     1/1/2006   12/1/1935     1261.69       1261.69     3/1/2006     206000       205404.86     Cash Out Refinance     6.2  
  4350    
 
      APPLEGATE   MI     48401     Primary   Single Family     360       357       61.05       9.39     1/1/2006   12/1/1935     416.43       416.43     3/1/2006     50000       49923.86     Cash Out Refinance     9.39  
  4351    
 
      FRESNO   CA     93722     Primary   PUD     276       273       54.34       6.7     1/1/2006   12/1/2028     510.23       510.23     3/1/2006     71728.8       71383.96     Cash Out Refinance     6.7  
  4352    
 
      BABYLON   NY     11702     Primary   Single Family     360       357       72.81       12.81     1/1/2006   12/1/1935     436.55       436.55     3/1/2006     40000       39971.05     Cash Out Refinance     12.81  
  4353    
 
      ESCONDIDO   CA     92025     Primary   Single Family     360       357       73.33       6.8     1/1/2006   12/1/1935     1864.51       1864.51     3/1/2006     286000       285264.33     Cash Out Refinance     6.8  
  4354    
 
      PORTLAND   ND     58274     Primary   Single Family     360       357       85.48       9.25     1/1/2006   12/1/1935     459.88       459.88     3/1/2006     55900       55812.38     Cash Out Refinance     9.25  
  4355    
 
      JACKSON   MS     39213     Primary   Single Family     360       357       90       10.75     1/1/2006   12/1/1935     688.91       688.91     3/1/2006     73800       73715.89     Cash Out Refinance     10.75  
  4356    
 
      NEW SHARON   IA     50207     Primary   Single Family     360       357       67.7       10.99     1/1/2006   12/1/1935     374.92       374.92     3/1/2006     39400       39357.37     Rate/Term Refinance     10.99  
  4357    
 
      GERMANTOWN   MD     20874     Primary   PUD     360       357       77.89       9.95     1/1/2006   12/1/1935     489.38       489.38     3/1/2006     56000       55924.24     Cash Out Refinance     9.95  
  4358    
 
      LAS VEGAS   NV     89147     Primary   Single Family     360       357       75.47       7.9     1/1/2006   12/1/1935     1375.64       1375.64     3/1/2006     200000       199821.92     Cash Out Refinance     7.9  
  4359    
 
      MASARYKTOWN   FL     34604     Primary   Single Family     360       357       80.39       6.95     1/1/2006   12/1/1935     542.8       542.8     3/1/2006     82000       81795.17     Cash Out Refinance     6.95  
  4360    
 
      ANDERSON   CA     96007     Primary   Single Family     360       357       78.54       9.35     1/1/2006   12/1/1935     448.17       448.17     3/1/2006     54000       53917.1     Cash Out Refinance     9.35  
  4361    
 
      ALBUQUERQUE   NM     87114     Primary   PUD     360       357       100       9.99     1/1/2006   12/1/1935     494.54       494.54     3/1/2006     56400       56318.42     Cash Out Refinance     9.99  
  4362    
 
      BUNKER HILL   WV     25413     Primary   PUD     360       357       80.49       9.7     1/1/2006   12/1/1935     1549.31       1549.31     3/1/2006     181102.5       180686.97     Cash Out Refinance     9.7  
  4363    
 
      ABERDEEN TOWNSHIP   NJ     7747     Primary   Single Family     360       357       85.49       7.1     1/1/2006   12/1/1935     2958.78       2958.78     3/1/2006     440273.5       439205.72     Cash Out Refinance     7.1  
  4364    
 
      KINGMAN   AZ     86401     Primary   Single Family     360       357       74.73       6.89     1/1/2006   12/1/1935     894.79       894.79     3/1/2006     136000       135639.81     Cash Out Refinance     6.89  
  4365    
 
      WAUKESHA   WI     53188     Primary   Single Family     360       357       89.44       9.65     1/1/2006   12/1/1935     1226.62       1226.62     3/1/2006     144000       143792.48     Cash Out Refinance     9.65  
  4366    
 
      WINTER HAVEN   FL     33880     Primary   Single Family     360       357       85.72       6.99     1/1/2006   12/1/1935     1071.12       1071.12     3/1/2006     161160       160760.6     Rate/Term Refinance     6.99  
  4367    
 
      GLENDALE   CA     91208     Primary   Two-Four Family     360       357       61.93       11.74     1/1/2006   12/1/1935     1008.65       1008.65     3/1/2006     100000       99908.16     Cash Out Refinance     11.74  
  4368    
 
      EVERETT   WA     98203     Primary   Single Family     360       357       80       6.55     1/1/2006   12/1/1935     834.03       834.03     3/1/2006     152800       152800     Purchase     6.55  
  4369    
 
      PHOENIX   AZ     85023     Primary   Single Family     360       357       65.84       7.9     1/1/2006   12/1/1935     837.76       837.76     3/1/2006     121800       121691.56     Cash Out Refinance     7.9  
  4370    
 
      CALLAWAY   VA     24067     Second Home   Single Family     360       357       75       7.7     12/16/2005   11/16/1935     582.85       582.85     2/16/2006     81750       81574.01     Cash Out Refinance     7.7  
  4371    
 
      SEALY   TX     77474     Primary   Single Family     360       357       75.49       6.99     1/1/2006   12/1/1935     662.29       662.29     3/1/2006     99646.8       99399.83     Cash Out Refinance     6.99  
  4372    
 
      ARLINGTON   TX     76013     Primary   Single Family     360       357       60       7.75     1/1/2006   12/1/1935     429.85       429.85     3/1/2006     60000       59872.13     Cash Out Refinance     7.75  
  4373    
 
      LAKE WORTH   FL     33467     Primary   Single Family     360       357       55.17       6.55     1/1/2006   12/1/1935     1321.55       1321.55     3/1/2006     208000       207438.29     Cash Out Refinance     6.55  
  4374    
 
      LOGANVILLE   GA     30052     Primary   Single Family     180       177       100       13.4     1/1/2006   12/1/2020     416.34       416.34     3/1/2006     36600       36576.82     Cash Out Refinance     13.4  
  4375    
 
      MESA   AZ     85212     Primary   PUD     360       357       80       6.25     1/1/2006   12/1/1935     1544.25       1544.25     3/1/2006     272000       271615.25     Cash Out Refinance     6.25  
  4376    
 
      FORT LAUDERDALE   FL     33309     Primary   Single Family     360       357       80       6.6     1/1/2006   12/1/1935     1359.6       1359.6     3/1/2006     247200       247200     Purchase     6.6  
  4377    
 
      JOLIET   IL     60586     Primary   PUD     360       357       80       7.1     1/1/2006   12/1/1935     1230.36       1230.36     3/1/2006     207948       207948     Purchase     7.1  
  4378    
 
      MURRIETA   CA     92563     Primary   Single Family     360       357       70.29       7.2     1/1/2006   12/1/1935     2015.94       2015.94     3/1/2006     335990       335990     Purchase     7.2  

Page 109 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  4379    
 
      BRIGHTON   CO     80601     Primary   PUD     360       357       80       6.55     1/1/2006   12/1/1935     1434.27       1434.27     3/1/2006     225740       225129.43     Purchase     6.55  
  4380    
 
      MIAMI   FL     33183     Primary   Condominium     360       357       81.37       6.49     1/1/2006   12/1/1935     842.75       842.75     3/1/2006     155823.55       155823.55     Purchase     6.49  
  4381    
 
      EL PASO   TX     79936     Primary   Single Family     360       357       80       6.95     1/1/2006   12/1/1935     969.1       969.1     3/1/2006     146400       146034.29     Purchase     6.95  
  4382    
 
      SWANSEA   IL     62226     Primary   PUD     360       357       80       6.9     1/1/2006   12/1/1935     956.49       956.49     3/1/2006     145229.6       144815.14     Purchase     6.9  
  4383    
 
      GARDEN GROVE   CA     92840     Primary   PUD     360       357       80       6.75     1/1/2006   12/1/1935     2464.68       2464.68     3/1/2006     380000       379012.93     Purchase     6.75  
  4384    
 
      DANIELSON-KILLINGLY   CT     6239     Primary   Single Family     360       357       80       7.54     1/1/2006   12/1/1935     1095.06       1095.06     3/1/2006     156000       155653.25     Purchase     7.54  
  4385    
 
      SAN JOSE   CA     95111     Primary   Single Family     360       357       80       6.88     1/1/2006   12/1/1935     3191.67       3191.67     3/1/2006     485600       484370.29     Purchase     6.88  
  4386    
 
      BONITA SPRINGS   FL     34135     Primary   Single Family     360       357       80.49       8.99     1/1/2006   12/1/1935     434.11       434.11     3/1/2006     54000       53910.66     Cash Out Refinance     8.99  
  4387    
 
      PEORIA   AZ     85345     Primary   Single Family     360       357       40.49       6.92     1/1/2006   12/1/1935     499.69       499.69     3/1/2006     75716.3       75498.13     Cash Out Refinance     6.92  
  4388    
 
      MOREHEAD   KY     40351     Primary   Single Family     180       177       68.7       7.05     1/1/2006   12/1/2020     504.84       504.84     3/1/2006     55992       55461.19     Cash Out Refinance     7.05  
  4389    
 
      MEMPHIS   TN     38134     Primary   Single Family     360       357       92.7       8.49     1/1/2006   12/1/1935     811.83       811.83     3/1/2006     105678       105484.16     Cash Out Refinance     8.49  
  4390    
 
      VALRICO   FL     33594     Primary   PUD     360       357       82.4       6.32     1/1/2006   12/1/1935     1507.77       1507.77     3/1/2006     243080       242367.71     Cash Out Refinance     6.32  
  4391    
 
      HARRISONBURG   VA     22801     Primary   Single Family     360       357       92.7       6.2     1/1/2006   12/1/1935     840.29       840.29     3/1/2006     137196       136599.63     Cash Out Refinance     6.2  
  4392    
 
      SCOTTSDALE   AZ     85262     Primary   Single Family     360       357       75       6.75     1/1/2006   12/1/1935     2657.81       2657.73     3/1/2006     472500       472442.65     Cash Out Refinance     6.75  
  4393    
 
      MIMS   FL     32754     Primary   Manufactured Housing     360       357       75.33       9.5     1/1/2006   12/1/1935     760.14       760.14     3/1/2006     90400       90265.52     Cash Out Refinance     9.5  
  4394    
 
      ARLINGTON   TX     76013     Primary   Single Family     360       357       65.49       7.2     1/1/2006   12/1/1935     537.9       537.9     3/1/2006     79242.9       78953.85     Cash Out Refinance     7.2  
  4395    
 
      MANTECA   CA     95336     Primary   Single Family     360       357       80       6.99     1/1/2006   12/1/1935     2097       2095.71     3/1/2006     360000       359577.71     Cash Out Refinance     6.99  
  4396    
 
      CHATTANOOGA   TN     37412     Primary   Single Family     360       357       90       9.53     1/1/2006   12/1/1935     872.56       872.56     3/1/2006     103500       103347     Cash Out Refinance     9.53  
  4397    
 
      MADISON   CT     6443     Primary   Single Family     360       357       80.5       6.84     1/1/2006   12/1/1935     2454.63       2454.63     3/1/2006     402500       402015.73     Cash Out Refinance     6.84  
  4398    
 
      SAINT CLOUD   FL     34772     Primary   Single Family     360       357       80       6.65     1/1/2006   12/1/1935     821.72       821.72     3/1/2006     128000       127619.87     Rate/Term Refinance     6.65  
  4399    
 
      EL PASO   TX     79930     Primary   Single Family     360       357       68.97       9.95     1/1/2006   12/1/1935     436.94       436.94     3/1/2006     50000       49932.37     Cash Out Refinance     9.95  
  4400    
 
      BROOKLYN   NY     11223     Primary   Two-Four Family     360       357       32.05       12.86     1/1/2006   12/1/1935     547.64       547.64     3/1/2006     50000       49932.06     Cash Out Refinance     12.86  
  4401    
 
      WILLOW GROVE   PA     19090     Primary   Single Family     360       357       90       7.72     1/1/2006   12/1/1935     1620.13       1620.13     3/1/2006     226800       226313.73     Cash Out Refinance     7.72  
  4402    
 
      WINDHAM   ME     4062     Primary   Single Family     360       357       41.38       6.1     1/1/2006   12/1/1935     363.6       363.6     3/1/2006     60000       59823.31     Cash Out Refinance     6.1  
  4403    
 
      RIVERSIDE   CA     92508     Primary   Single Family     360       357       59.6       10.92     1/1/2006   12/1/1935     369.06       369.06     3/1/2006     39000       38957.13     Cash Out Refinance     10.92  
  4404    
 
      NEWARK   DE     19713     Primary   Single Family     360       357       90       7.45     1/1/2006   12/1/1935     1208.6       1208.6     3/1/2006     173700       173294.25     Cash Out Refinance     7.45  
  4405    
 
      BROOKLYN   MD     21225     Primary   Single Family     360       357       69.28       10.86     1/1/2006   12/1/1935     329.62       329.62     3/1/2006     35000       34758.46     Cash Out Refinance     10.86  
  4406    
 
      DISTRICT HEIGHTS   MD     20747     Primary   PUD     360       357       78.75       10.85     1/1/2006   12/1/1935     564.61       564.61     3/1/2006     60000       59835.19     Cash Out Refinance     10.85  
  4407    
 
      FORT WASHINGTON   MD     20744     Primary   Condominium     360       357       65.49       7.77     1/1/2006   12/1/1935     1071.8       1071.8     3/1/2006     149317.2       148964.83     Rate/Term Refinance     7.77  
  4408    
 
      BRANDON   FL     33511     Primary   Single Family     360       357       92.7       8.45     1/1/2006   12/1/1935     1489.96       1489.96     3/1/2006     194670       194310.01     Cash Out Refinance     8.45  
  4409    
 
      ORLANDO   FL     32829     Primary   PUD     360       357       84.86       7.58     1/1/2006   12/1/1935     1495.1       1495.1     3/1/2006     212160       211692.19     Cash Out Refinance     7.58  
  4410    
 
      RICHMOND   VA     23222     Primary   Single Family     360       357       51.54       7.8     1/1/2006   12/1/1935     482.32       482.32     3/1/2006     67000       66858.63     Cash Out Refinance     7.8  
  4411    
 
      WEST HEMPSTEAD   NY     11552     Primary   Single Family     360       357       80       6.5     1/1/2006   12/1/1935     2275.45       2275.45     3/1/2006     360000       359018.35     Rate/Term Refinance     6.5  
  4412    
 
      BALTIMORE   MD     21212     Primary   Single Family     360       357       71.28       11.85     1/1/2006   12/1/1935     508.55       508.55     3/1/2006     50000       49937.79     Cash Out Refinance     11.85  
  4413    
 
      FORT LAUDERDALE   FL     33334     Primary   Single Family     360       357       61.06       5.53     1/1/2006   12/1/1935     1634.97       1634.97     3/1/2006     287000       286058.54     Cash Out Refinance     5.53  
  4414    
 
      TUCSON   AZ     85747     Primary   Townhouse     360       357       88.82       8.7     1/1/2006   12/1/1935     583.44       583.44     3/1/2006     74500       74369.11     Cash Out Refinance     8.7  
  4415    
 
      ROSEMEAD   CA     91770     Primary   Single Family     360       357       75.79       6.99     1/1/2006   12/1/1935     2234.54       2234.54     3/1/2006     360000       359584.97     Cash Out Refinance     6.99  
  4416    
 
      COOLIDGE   AZ     85228     Primary   Single Family     360       357       95       12     1/1/2006   12/1/1935     259.22       259.22     3/1/2006     25200       25178.12     Cash Out Refinance     12  
  4417    
 
      MORENO VALLEY   CA     92551     Primary   Single Family     360       357       57.95       7.5     1/1/2006   12/1/1935     1783       1783     3/1/2006     255000       254428.7     Cash Out Refinance     7.5  
  4418    
 
      JACKSONVILLE   FL     32246     Primary   PUD     360       357       75.75       6.2     1/1/2006   12/1/1935     1159.87       1159.87     3/1/2006     189375       188827.89     Cash Out Refinance     6.2  

Page 110 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  4419    
 
      VANCOUVER   WA     98682     Primary   Single Family     360       357       80       6.49     1/1/2006   12/1/1935     985.01       985.01     3/1/2006     156000       155549.81     Rate/Term Refinance     6.49  
  4420    
 
      EDINBURG   TX     78541     Primary   Single Family     360       357       75.49       8.9     1/1/2006   12/1/1935     737.44       737.44     3/1/2006     92475.25       92319.36     Cash Out Refinance     8.9  
  4421    
 
      WILLIAMSBURG   VA     23188     Primary   Single Family     360       358       85       6.9     1/15/2006   12/15/1935     1368.5       1368.5     2/15/2006     238000       238000     Cash Out Refinance     6.9  
  4422    
 
      CAMBRIDGE   MN     55008     Primary   Single Family     360       357       85       6.9     1/1/2006   12/1/1935     923.74       923.74     3/1/2006     160650       160603.81     Cash Out Refinance     6.9  
  4423    
 
      CITY OF PHILIDELPHIA   PA     19142     Primary   Single Family     360       357       90       9.2     1/1/2006   12/1/1935     574.98       574.98     3/1/2006     70200       70088.81     Cash Out Refinance     9.2  
  4424    
 
      PALMDALE   CA     93550     Primary   Single Family     360       357       27.21       6.75     1/1/2006   12/1/1935     538.34       538.34     3/1/2006     83000       82784.4     Cash Out Refinance     6.75  
  4425    
 
      WINDSOR MILL   MD     21244     Primary   Single Family     360       357       80       7.7     1/1/2006   12/1/1935     1267.93       1267.93     3/1/2006     197600       197600     Purchase     7.7  
  4426    
 
      HOMESTEAD   FL     33032     Primary   PUD     360       357       90       7.43     1/1/2006   12/1/1935     1468.72       1468.72     3/1/2006     211500       211019.49     Purchase     7.43  
  4427    
 
      WINDSOR MILL   MD     21244     Primary   Single Family     360       357       100       11.75     1/1/2006   12/1/1935     498.65       498.65     3/1/2006     49400       49354.73     Purchase     11.75  
  4428    
 
      MESQUITE   TX     75181     Primary   PUD     360       357       100       9.75     1/1/2006   12/1/1935     145.22       145.22     3/1/2006     16902       16878.13     Purchase     9.75  
  4429    
 
      ROMULUS   MI     48174     Primary   Condominium     360       357       100       11.75     1/1/2006   12/1/1935     271.85       271.85     3/1/2006     26931       26906.31     Purchase     11.75  
  4430    
 
      LONGMONT   CO     80501     Primary   Single Family     360       357       80       6.66     1/1/2006   12/1/1935     1800.11       1800.11     3/1/2006     324344       324344     Purchase     6.66  
  4431    
 
      SHREVEPORT   LA     71118     Primary   Single Family     360       357       91.74       7.95     1/1/2006   12/1/1935     861.74       861.74     3/1/2006     118000       117746.53     Purchase     7.95  
  4432    
 
      SNOHOMISH   WA     98296     Primary   PUD     360       357       80       6.15     1/1/2006   12/1/1935     2443.6       2443.6     3/1/2006     476800       476800     Purchase     6.15  
  4433    
 
      SAN ANTONIO   TX     78253     Primary   PUD     360       357       80       6.4     1/1/2006   12/1/1935     748.54       748.54     3/1/2006     119668       119335.3     Purchase     6.4  
  4434    
 
      ROMULUS   MI     48174     Primary   Condominium     360       357       80       7.65     1/1/2006   12/1/1935     764.32       764.32     3/1/2006     107724       107489.78     Purchase     7.65  
  4435    
 
      MESQUITE   TX     75181     Primary   PUD     360       357       90       6.85     1/1/2006   12/1/1935     996.8       996.8     3/1/2006     152122       151734.48     Purchase     6.85  
  4436    
 
      QUEEN CREEK   AZ     85242     Primary   PUD     360       357       80       6.89     1/1/2006   12/1/1935     871.65       871.65     3/1/2006     132482       132137.02     Purchase     6.89  
  4437    
 
      SPRING   TX     77373     Primary   PUD     180       177       100       9.9     1/1/2006   12/1/2020     145.57       145.57     3/1/2006     16728       16704.26     Purchase     9.9  
  4438    
 
      LINCOLN   CA     95648     Primary   PUD     360       357       80       7.48     1/1/2006   12/1/1935     2518.27       2518.27     3/1/2006     404000       404000     Purchase     7.48  
  4439    
 
      CHANDLER   AZ     85225     Primary   Single Family     360       357       80       7.18     1/1/2006   12/1/1935     1105.72       1105.72     3/1/2006     184800       184800     Purchase     7.18  
  4440    
 
      PORTLAND   OR     97229     Primary   Single Family     360       357       70.66       7.28     1/1/2006   12/1/1935     1504.53       1504.53     3/1/2006     248000       248000     Cash Out Refinance     7.28  
  4441    
 
      UNION CITY   CA     94587     Primary   Condominium     360       357       80       7.15     1/1/2006   12/1/1935     1963.87       1963.87     3/1/2006     329600       329600     Purchase     7.15  
  4442    
 
      EL MIRAGE   AZ     85335     Primary   Single Family     360       357       80       6.15     1/1/2006   12/1/1935     989.39       989.39     3/1/2006     162400       160983.74     Rate/Term Refinance     6.15  
  4443    
 
      PORTLAND   OR     97202     Primary   Single Family     360       357       83.29       12.2     1/1/2006   12/1/1935     375.86       375.86     3/1/2006     36000       35970.12     Cash Out Refinance     12.2  
  4444    
 
      WILMINGTON   NC     28405     Primary   Single Family     360       357       70.49       7.75     1/1/2006   12/1/1935     636.3       636.3     3/1/2006     88817.4       88626.01     Cash Out Refinance     7.75  
  4445    
 
      CINCINNATI   OH     45245     Primary   Condominium     360       357       62.5       7.99     1/1/2006   12/1/1935     366.54       366.54     3/1/2006     50000       49879.22     Cash Out Refinance     7.99  
  4446    
 
      RALEIGH   NC     27610     Primary   PUD     360       357       90       9.19     1/1/2006   12/1/1935     1288.88       1288.88     3/1/2006     157500       157250.02     Cash Out Refinance     9.19  
  4447    
 
      APPLE VALLEY   CA     92308     Primary   Single Family     360       357       71.25       5.89     1/1/2006   12/1/1935     979.21       979.21     3/1/2006     199500       199497.63     Rate/Term Refinance     5.89  
  4448    
 
      HARTFORD   CT     6112     Primary   Single Family     360       357       75.41       6.65     1/1/2006   12/1/1935     745.57       745.57     3/1/2006     116138       115830.37     Cash Out Refinance     6.65  
  4449    
 
      ROANOKE   VA     24014     Primary   Single Family     360       357       90.85       6.91     1/1/2006   12/1/1935     706.75       706.75     3/1/2006     107202       106913.27     Cash Out Refinance     6.91  
  4450    
 
      SOUTH HOUSTON   TX     77587     Primary   Single Family     360       357       80       9.5     1/1/2006   12/1/1935     554.97       554.97     3/1/2006     66000       65901.78     Cash Out Refinance     9.5  
  4451    
 
      PRYOR   OK     74361     Primary   Single Family     360       357       82.9       7.3     1/1/2006   12/1/1935     401.84       401.84     3/1/2006     58613       58476.34     Cash Out Refinance     7.3  
  4452    
 
      COLORADO SPRINGS   CO     80919     Primary   PUD     240       237       73.38       9.85     1/1/2006   12/1/2025     1150.91       1150.91     3/1/2006     120500       119968.14     Cash Out Refinance     9.85  
  4453    
 
      PHILADELPHIA   PA     19153     Primary   Single Family     360       357       90.49       8.99     1/1/2006   12/1/1935     705.63       705.63     3/1/2006     87775.3       87628.96     Cash Out Refinance     8.99  
  4454    
 
      CINCINNATI   OH     45244     Primary   Single Family     360       357       68.34       12.75     1/1/2006   12/1/1935     380.35       380.35     3/1/2006     35000       34947.54     Cash Out Refinance     12.75  
  4455    
 
      FRAMINGHAM   MA     1701     Primary   Single Family     360       357       93.15       6.4     1/1/2006   12/1/1935     2010.13       2010.13     3/1/2006     321360       320466.62     Cash Out Refinance     6.4  
  4456    
 
      MODESTO   CA     95355     Primary   Single Family     360       357       52.27       8.9     1/1/2006   12/1/1935     478.47       478.47     3/1/2006     60000       59897.29     Cash Out Refinance     8.9  
  4457    
 
      BEAVERTON   OR     97007     Primary   Condominium     360       357       80       6.99     1/1/2006   12/1/1935     797.56       797.56     3/1/2006     120000       119683.18     Rate/Term Refinance     6.99  
  4458    
 
      BEAVER   OR     97108     Primary   Single Family     360       357       70.24       6.99     1/1/2006   12/1/1935     793.57       793.57     3/1/2006     119400       119104.09     Cash Out Refinance     6.99  

Page 111 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  4459    
 
      REDMOND   WA     98052     Primary   Single Family     240       237       70.87       8.4     1/1/2006   12/1/2025     1025.2       1025.2     3/1/2006     119000       118419.35     Cash Out Refinance     8.4  
  4460    
 
      PORTAGE   WI     53901     Primary   Single Family     360       357       90       9.99     1/1/2006   12/1/1935     828.61       828.61     3/1/2006     94500       94373.26     Cash Out Refinance     9.99  
  4461    
 
      YUMA   AZ     85364     Primary   Single Family     360       357       82       11.14     1/1/2006   12/1/1935     288.88       288.88     3/1/2006     30000       29968.57     Cash Out Refinance     11.14  
  4462    
 
      SANTEE   CA     92071     Primary   Condominium     360       357       72.92       9.93     1/1/2006   12/1/1935     218.11       218.11     3/1/2006     25000       24966.02     Cash Out Refinance     9.93  
  4463    
 
      VICTORIA   TX     77904     Primary   Single Family     360       357       50       10.05     1/1/2006   12/1/1935     753.49       753.49     3/1/2006     85500       85386.77     Cash Out Refinance     10.05  
  4464    
 
      HOUSTON   TX     77095     Primary   PUD     240       237       80       7.99     1/1/2006   12/1/2025     768.96       768.96     3/1/2006     92000       91526.06     Cash Out Refinance     7.99  
  4465    
 
      LAKE PLACID   FL     33852     Primary   Single Family     360       357       61.32       11.18     1/1/2006   12/1/1935     869.36       869.36     3/1/2006     90000       89906.55     Cash Out Refinance     11.18  
  4466    
 
      DIXON   CA     95620     Primary   Single Family     360       357       85.48       10.8     1/1/2006   12/1/1935     684.19       684.19     3/1/2006     73000       72917.7     Cash Out Refinance     10.8  
  4467    
 
      SALIDA   CA     95368     Primary   Single Family     360       357       81.1       11.5     1/1/2006   12/1/1935     346.61       346.61     3/1/2006     35000       34966.11     Cash Out Refinance     11.5  
  4468    
 
      CAPE CORAL   FL     33914     Primary   Single Family     360       357       80.49       6.33     1/1/2006   12/1/1935     1174.5       1174.5     3/1/2006     189151.5       188618.51     Cash Out Refinance     6.33  
  4469    
 
      LONGVIEW   TX     75604     Primary   Single Family     360       357       71.43       7.4     1/1/2006   12/1/1935     450.05       450.05     3/1/2006     65000       64851.43     Cash Out Refinance     7.4  
  4470    
 
      RICHMOND   VA     23234     Primary   Single Family     360       357       85.49       11.37     1/1/2006   12/1/1935     395.35       395.35     3/1/2006     40325       40284.81     Cash Out Refinance     11.37  
  4471    
 
      BELLVILLE   IL     62220     Primary   Single Family     360       357       68.61       11.22     1/1/2006   12/1/1935     242.25       242.25     3/1/2006     25000       24974.26     Cash Out Refinance     11.22  
  4472    
 
      CAPE CORAL   FL     33909     Primary   Single Family     360       357       80.49       7.81     1/1/2006   12/1/1935     1409.36       1409.36     3/1/2006     195590.7       195178.86     Cash Out Refinance     7.81  
  4473    
 
      NEW PORT RICHEY   FL     34653     Primary   PUD     360       357       90       7.18     1/1/2006   12/1/1935     1676.66       1676.66     3/1/2006     247500       246907.51     Cash Out Refinance     7.18  
  4474    
 
      PHILADELPHIA   PA     19145     Primary   Townhouse     240       237       75.49       8     1/1/2006   12/1/2025     574.61       574.61     3/1/2006     68695.9       68314.55     Cash Out Refinance     8  
  4475    
 
      SAVANNAH   GA     31405     Primary   Single Family     360       357       85.49       12.55     1/1/2006   12/1/1935     587.69       587.69     3/1/2006     54865       54822.88     Cash Out Refinance     12.55  
  4476    
 
      RIALTO   CA     92377     Primary   Single Family     360       357       84.88       8.6     1/1/2006   12/1/1935     228.93       228.93     3/1/2006     29500       29447.08     Cash Out Refinance     8.6  
  4477    
 
      WINTER HAVEN   FL     33881     Primary   Single Family     360       357       76.92       9.99     1/1/2006   12/1/1935     701.47       701.47     3/1/2006     80000       79892.71     Cash Out Refinance     9.99  
  4478    
 
      SACRAMENTO   CA     95820     Primary   Single Family     360       357       83.46       11.57     1/1/2006   12/1/1935     502.8       502.8     3/1/2006     50500       50451.85     Cash Out Refinance     11.57  
  4479    
 
      FRESNO   CA     93703     Primary   Single Family     360       357       90.49       7.82     1/1/2006   12/1/1935     1553.3       1553.3     3/1/2006     215360       214907.45     Cash Out Refinance     7.82  
  4480    
 
      GLOUCESTER CITY   NJ     8030     Primary   Single Family     360       357       70.49       7.75     1/1/2006   12/1/1935     818.1       818.1     3/1/2006     114193.8       113650.65     Cash Out Refinance     7.75  
  4481    
 
      LAS VEGAS   NV     89149     Primary   PUD     360       357       61.56       8.8     1/1/2006   12/1/1935     395.14       395.14     3/1/2006     50000       49913.96     Cash Out Refinance     8.8  
  4482    
 
      ROCKLEDGE   FL     32955     Primary   Condominium     360       357       82.4       6.5     1/1/2006   12/1/1935     821.25       821.25     3/1/2006     151616       151616     Cash Out Refinance     6.5  
  4483    
 
      DES MOINES   IA     50317     Primary   Single Family     360       357       72.1       8.27     1/1/2006   12/1/1935     624.08       624.08     3/1/2006     82915       82726.53     Cash Out Refinance     8.27  
  4484    
 
      PHOENIX   AZ     85044     Primary   Single Family     360       357       55.97       7.95     1/1/2006   12/1/1935     1095.43       1095.43     3/1/2006     150000       149692.94     Cash Out Refinance     7.95  
  4485    
 
      BECKETT   MA     1223     Primary   Single Family     360       357       19.23       9.76     1/1/2006   12/1/1935     429.95       429.95     3/1/2006     50000       49929.59     Cash Out Refinance     9.76  
  4486    
 
      QUEENSBURY   NY     12804     Primary   Single Family     360       357       38.6       9.99     1/1/2006   12/1/1935     727.78       727.78     3/1/2006     83000       82841.07     Cash Out Refinance     9.99  
  4487    
 
      BEN WHEELER   TX     75754     Primary   Single Family     360       357       55.2       6.62     1/1/2006   12/1/1935     441.59       441.59     3/1/2006     69000       68816.17     Cash Out Refinance     6.62  
  4488    
 
      FAYETTEVILLE   NC     28306     Primary   Single Family     360       357       97.74       13.4     1/1/2006   12/1/1935     568.78       568.78     3/1/2006     50000       49968.31     Cash Out Refinance     13.4  
  4489    
 
      ANAHEIM   CA     92801     Primary   PUD     360       357       75.45       11.58     1/1/2006   12/1/1935     328.82       328.82     3/1/2006     33000       32968.59     Cash Out Refinance     11.58  
  4490    
 
      LAKEMOOR   IL     60051     Primary   Condominium     360       357       90       9.7     1/1/2006   12/1/1935     1424.39       1424.39     3/1/2006     166500       166262.54     Cash Out Refinance     9.7  
  4491    
 
      LEWISVILLE   TX     75056     Primary   PUD     360       357       80       6.7     1/1/2006   12/1/1935     1007.85       1007.85     3/1/2006     156187.2       155777.51     Purchase     6.7  
  4492    
 
      SUMMERVILLE   SC     29485     Primary   PUD     360       357       80       7.35     1/1/2006   12/1/1935     1697.1       1697.1     3/1/2006     277077       277077     Purchase     7.35  
  4493    
 
      CORAL SPRINGS   FL     33071     Primary   Single Family     360       357       66.06       7.65     1/1/2006   12/1/1935     2179.43       2179.43     3/1/2006     307172       306504.13     Cash Out Refinance     7.65  
  4494    
 
      DOUGLASVILLE   GA     30135     Primary   PUD     360       357       83.91       12.99     1/1/2006   12/1/1935     386.9       386.9     3/1/2006     35000       34975.67     Cash Out Refinance     12.99  
  4495    
 
      CALEXICO   CA     92231     Primary   Single Family     360       357       70       7.8     1/1/2006   12/1/1935     1209.39       1209.39     3/1/2006     168000       167645.54     Cash Out Refinance     7.8  
  4496    
 
      CENTURIA   WI     54824     Primary   Single Family     360       357       80       8.1     1/1/2006   12/1/1935     1985.2       1985.2     3/1/2006     268000       267467.82     Cash Out Refinance     8.1  
  4497    
 
      SEAL BEACH   CA     90740     Primary   Single Family     360       357       37.65       6.99     1/1/2006   12/1/1935     1980.5       1980.5     3/1/2006     340000       340000     Cash Out Refinance     6.99  
  4498    
 
      WARREN   MI     48089     Primary   Single Family     360       357       80       8.575     1/1/2006   12/1/1935     991.03       991.03     3/1/2006     128000       127769.27     Cash Out Refinance     8.575  

Page 112 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  4499    
 
      OCEANSIDE   CA     92054     Primary   PUD     360       357       80       6.6     1/1/2006   12/1/1935     2349.6       2349.6     3/1/2006     427200       427200     Purchase     6.6  
  4500    
 
      OCEANSIDE   CA     92054     Primary   PUD     360       357       100       9.99     1/1/2006   12/1/1935     936.46       936.46     3/1/2006     106800       106656.77     Purchase     9.99  
  4501    
 
      BURLINGTON   NJ     8016     Primary   Single Family     360       357       46.77       13.15     1/1/2006   12/1/1935     491.9       491.9     3/1/2006     44000       43969.98     Cash Out Refinance     13.15  
  4502    
 
      CORDOVA   MD     21625     Primary   Single Family     180       177       68.73       11.1     1/1/2006   12/1/2020     342.87       342.87     3/1/2006     30000       29802.08     Cash Out Refinance     11.1  
  4503    
 
      ACWORTH   GA     30101     Primary   PUD     360       357       85.44       6.99     1/1/2006   12/1/1935     897.26       897.26     3/1/2006     135000       134625.23     Rate/Term Refinance     6.99  
  4504    
 
      ORLANDO   FL     32836     Primary   Single Family     360       357       79.96       7.99     1/1/2006   12/1/1935     366.54       366.54     3/1/2006     50000       49898.46     Cash Out Refinance     7.99  
  4505    
 
      CANYON LAKE   TX     78133     Primary   Single Family     360       357       80       6.99     1/1/2006   12/1/1935     744.39       744.39     3/1/2006     112000       111713.72     Cash Out Refinance     6.99  
  4506    
 
      BEAR   DE     19701     Primary   Townhouse     360       357       80.4       13.05     1/1/2006   12/1/1935     400.75       400.75     3/1/2006     36100       36005.31     Cash Out Refinance     13.05  
  4507    
 
      LAUDERDALE LAKE   FL     33313     Primary   Condominium     360       357       90       8.7     1/1/2006   12/1/1935     704.82       704.82     3/1/2006     90000       89826.24     Purchase     8.7  
  4508    
 
      CEDAR HILL   TX     75104     Primary   Single Family     360       357       100       10.55     1/1/2006   12/1/1935     105.17       105.17     3/1/2006     11450       11436.35     Purchase     10.55  
  4509    
 
      WYLIE   TX     75098     Primary   Single Family     360       357       100       9.95     1/1/2006   12/1/1935     241.17       241.17     3/1/2006     27597       27552.1     Purchase     9.95  
  4510    
 
      BLACKLICK   OH     43004     Primary   Single Family     360       357       100       10.5     1/1/2006   12/1/1935     152.54       152.54     3/1/2006     16675.4       16655.33     Purchase     10.5  
  4511    
 
      ANNA   TX     75409     Primary   PUD     360       357       90       7.3     1/1/2006   12/1/1935     937.43       937.43     3/1/2006     136737       136386.83     Purchase     7.3  
  4512    
 
      MONROE   WA     98272     Primary   Single Family     360       357       80       5.7     1/1/2006   12/1/1935     855       855     3/1/2006     180000       180000     Purchase     5.7  
  4513    
 
      PORT CHARLOTTE   FL     33952     Primary   Single Family     360       357       80       7.18     1/1/2006   12/1/1935     1002.61       1002.61     3/1/2006     148000       147642.41     Purchase     7.18  
  4514    
 
      MURRIETA   CA     92563     Primary   PUD     360       357       90       6.8     1/1/2006   12/1/1935     2351.05       2351.05     3/1/2006     414891       414891     Purchase     6.8  
  4515    
 
      NORTH LAS VEGAS   NV     89085     Primary   PUD     360       357       100       10.5     1/1/2006   12/1/1935     570.12       570.12     3/1/2006     62325       62250.02     Purchase     10.5  
  4516    
 
      SUFFOLK   VA     23435     Primary   PUD     360       357       80       7.45     1/1/2006   12/1/1935     1236.7       1236.7     3/1/2006     199200       199200     Purchase     7.45  
  4517    
 
      SUFFOLK   VA     23435     Primary   PUD     180       177       100       10.85     1/1/2006   12/1/2020     468.63       468.63     3/1/2006     49800       49744.44     Purchase     10.85  
  4518    
 
      MURRELLS INLET   SC     29576     Investor   Condominium     360       357       95       11.9     1/1/2006   12/1/1935     330.15       330.15     3/1/2006     32338       32309.33     Purchase     11.9  
  4519    
 
      MURRELLS INLET   SC     29576     Second Home   Condominium     360       357       95       12     1/1/2006   12/1/1935     319.3       319.3     3/1/2006     31041       31014.06     Purchase     12  
  4520    
 
      JACKSONVILLE   FL     32246     Primary   PUD     360       357       85.49       11.2     1/1/2006   12/1/1935     303.6       303.6     3/1/2006     31380       31347.56     Cash Out Refinance     11.2  
  4521    
 
      WALSENBURG   CO     81089     Primary   Single Family     360       357       90.49       9.72     1/1/2006   12/1/1935     504.05       504.05     3/1/2006     58818.5       58728.93     Rate/Term Refinance     9.72  
  4522    
 
      TEMPE   AZ     85283     Primary   Single Family     360       357       66.37       9.97     1/1/2006   12/1/1935     511.21       511.21     3/1/2006     58400       58321.34     Cash Out Refinance     9.97  
  4523    
 
      PHILADELPHIA   PA     19149     Primary   Townhouse     360       357       74.71       7.68     1/1/2006   12/1/1935     925.06       925.06     3/1/2006     130000       129658.65     Cash Out Refinance     7.68  
  4524    
 
      COLORADO SPRINGS   CO     80909     Primary   Single Family     360       357       80       6.69     1/1/2006   12/1/1935     928.25       928.25     3/1/2006     144000       143575.14     Rate/Term Refinance     6.69  
  4525    
 
      RENO   NV     89521     Primary   PUD     360       357       54.75       6.25     1/1/2006   12/1/1935     1281.07       1281.07     3/1/2006     208060       207464.64     Rate/Term Refinance     6.25  
  4526    
 
      RANCHO CUCAMONGA   CA     91701     Primary   Single Family     360       357       78.1       9.85     1/1/2006   12/1/1935     606.56       606.56     3/1/2006     70000       69903.28     Cash Out Refinance     9.85  
  4527    
 
      HICKORY   NC     28602     Primary   Single Family     360       357       89.78       9.49     1/1/2006   12/1/1935     1033.36       1033.36     3/1/2006     123000       122515.05     Cash Out Refinance     9.49  
  4528    
 
      MESA   AZ     85208     Primary   Manufactured Housing     360       357       76.67       8.82     1/1/2006   12/1/1935     819.42       819.42     3/1/2006     103500       103322.62     Cash Out Refinance     8.82  
  4529    
 
      HANOVER   VA     23069     Primary   Single Family     360       357       55.45       8.65     1/1/2006   12/1/1935     779.57       779.57     3/1/2006     100000       68743.22     Cash Out Refinance     8.65  
  4530    
 
      BUCKLEY   WA     98321     Primary   Single Family     120       117       85.19       9.3     1/1/2006   12/1/2015     551.72       551.72     3/1/2006     43000       42312.84     Cash Out Refinance     9.3  
  4531    
 
      DUPONT   WA     98327     Primary   Single Family     360       357       93.2       5.78     1/1/2006   12/1/1935     1446.1       1446.1     3/1/2006     246993       246219.03     Cash Out Refinance     5.78  
  4532    
 
      NEW CASTLE   IN     47362     Primary   Single Family     360       357       92.7       7.65     1/1/2006   12/1/1935     822.15       822.15     3/1/2006     115875       115623.06     Rate/Term Refinance     7.65  
  4533    
 
      FORT MOHAVE   AZ     86426     Primary   Manufactured Housing     360       357       64.86       8.15     1/1/2006   12/1/1935     893.1       893.1     3/1/2006     120000       119764.11     Cash Out Refinance     8.15  
  4534    
 
      EL PASO   TX     79936     Primary   Single Family     360       357       75.27       10.25     1/1/2006   12/1/1935     313.64       313.64     3/1/2006     35000       34955.58     Cash Out Refinance     10.25  
  4535    
 
      SUFFOLK   VA     23434     Primary   Single Family     360       357       77.01       6.85     1/1/2006   12/1/1935     1756.1       1756.1     3/1/2006     268000       267317.31     Cash Out Refinance     6.85  
  4536    
 
      SAINT JO   TX     76265     Primary   Single Family     180       177       67.57       7.8     1/1/2006   12/1/2020     472.08       472.08     3/1/2006     50000       49556.9     Cash Out Refinance     7.8  
  4537    
 
      HEWITT   TX     76643     Primary   Single Family     360       357       75.08       12.45     1/1/2006   12/1/1935     265.85       265.85     3/1/2006     25000       24876.86     Cash Out Refinance     12.45  
  4538    
 
      SAN DIEGO   CA     92122     Primary   Condominium     360       357       80.65       10.5     1/1/2006   12/1/1935     228.69       228.69     3/1/2006     25000       24968.59     Cash Out Refinance     10.5  

Page 113 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  4539    
 
      HEMPSTEAD   NY     11550     Primary   Condominium     360       357       85       8.5     1/1/2006   12/1/1935     2450.92       2450.92     3/1/2006     318750       318166.56     Cash Out Refinance     8.5  
  4540    
 
      DAYTONA BEACH   FL     32117     Primary   Single Family     360       357       76.9       7.5     1/1/2006   12/1/1935     602.2       602.2     3/1/2006     86124.3       85931.34     Cash Out Refinance     7.5  
  4541    
 
      FORT WORTH   TX     76135     Primary   PUD     360       357       90.49       7.05     1/1/2006   12/1/1935     1119.39       1119.39     3/1/2006     167406.5       166996.47     Cash Out Refinance     7.05  
  4542    
 
      TEHACHAPI   CA     93561     Primary   Single Family     360       357       60.54       6.95     1/1/2006   12/1/1935     741.39       741.39     3/1/2006     112000       111720.24     Cash Out Refinance     6.95  
  4543    
 
      MARY ESTHER   FL     32569     Primary   Single Family     180       177       73.4       9.75     1/1/2006   12/1/2020     296.63       296.63     2/10/2006     28000       27853.48     Cash Out Refinance     9.75  
  4544    
 
      RIVERSIDE   CA     92509     Primary   PUD     240       237       51.31       6.7     1/1/2006   12/1/2025     1189.11       1189.11     3/1/2006     157000       156057.17     Cash Out Refinance     6.7  
  4545    
 
      MESA   AZ     85212     Primary   PUD     360       357       85.49       10.55     1/1/2006   12/1/1935     610.77       610.77     3/1/2006     66497.5       66418.36     Cash Out Refinance     10.55  
  4546    
 
      BAKERSFIELD   CA     93306     Primary   Single Family     360       357       80       6.1     1/1/2006   12/1/1935     1114.41       1114.41     3/1/2006     200000       199705.28     Rate/Term Refinance     6.1  
  4547    
 
      SUMMERVILLE   SC     29483     Primary   PUD     360       357       80       6.9     1/1/2006   12/1/1935     852.96       852.96     3/1/2006     129511       129184.32     Purchase     6.9  
  4548    
 
      CHESTER   TX     75936     Primary   Single Family     360       357       70       9.7     1/1/2006   12/1/1935     515.01       515.01     3/1/2006     60200       60114.14     Cash Out Refinance     9.7  
  4549    
 
      WINSTON SALEM   NC     27103     Primary   Single Family     360       357       90       7.73     1/1/2006   12/1/1935     817.29       817.29     3/1/2006     114300       114055.41     Rate/Term Refinance     7.73  
  4550    
 
      EDMONDS   WA     98026     Primary   Condominium     360       357       80       6.99     1/1/2006   12/1/1935     898.91       898.91     3/1/2006     154320       154320     Purchase     6.99  
  4551    
 
      CAPE MAY COURTHOUSE   NJ     8210     Primary   Single Family     360       357       63.24       9.99     1/1/2006   12/1/1935     1779.98       1779.98     3/1/2006     203000       202727.74     Cash Out Refinance     9.99  
  4552    
 
      VINCENNES   IN     47591     Primary   Single Family     360       357       90       9.72     1/1/2006   12/1/1935     629.35       629.35     3/1/2006     73440       73335.69     Cash Out Refinance     9.72  
  4553    
 
      COOLIDGE   AZ     85228     Primary   Single Family     360       357       80       7.35     1/1/2006   12/1/1935     837.8       837.8     3/1/2006     121600       121277.4     Rate/Term Refinance     7.35  
  4554    
 
      AUBURN   CA     95603     Primary   PUD     360       357       72.95       9.5     1/1/2006   12/1/1935     756.77       756.77     3/1/2006     90000       89866.14     Cash Out Refinance     9.5  
  4555    
 
      GOSHEN   IN     46526     Primary   Single Family     360       357       75       9.25     1/1/2006   12/1/1935     1943.58       1943.58     3/1/2006     236250       235879.7     Cash Out Refinance     9.25  
  4556    
 
      RANCHO CUCAMONGA   CA     91701     Primary   Single Family     360       357       59.86       11.08     1/1/2006   12/1/1935     697.73       697.73     3/1/2006     72803       72725.74     Cash Out Refinance     11.08  
  4557    
 
      HAUGHTON   LA     71037     Primary   PUD     360       357       84.96       12.6     1/1/2006   12/1/1935     946.03       946.03     3/1/2006     88000       87933.21     Cash Out Refinance     12.6  
  4558    
 
      SPRING VALLEY   CA     91977     Primary   Single Family     360       357       84.82       8.93     1/1/2006   12/1/1935     419.79       419.79     3/1/2006     52500       52411.62     Cash Out Refinance     8.93  
  4559    
 
      APOPKA   FL     32703     Primary   Single Family     240       237       74.97       7.68     1/1/2006   12/1/2025     648.94       648.94     3/1/2006     79464       79040.19     Cash Out Refinance     7.68  
  4560    
 
      CRANSTON   RI     2905     Primary   Single Family     360       357       59.76       7.55     1/1/2006   12/1/1935     881.82       881.82     3/1/2006     125500       125221.6     Cash Out Refinance     7.55  
  4561    
 
      ORLANDO   FL     32826     Primary   Single Family     360       357       68.75       6.88     1/1/2006   12/1/1935     976.04       976.04     3/1/2006     148500       148123.94     Cash Out Refinance     6.88  
  4562    
 
      CHERITON   VA     23316     Primary   Single Family     360       357       90       8.75     1/1/2006   12/1/1935     1139.93       1139.93     3/1/2006     144900       144648.06     Cash Out Refinance     8.75  
  4563    
 
      INDIANAPOLIS   IN     46203     Primary   Single Family     360       357       90       9.7     1/1/2006   12/1/1935     639.05       639.05     3/1/2006     74700       74593.46     Cash Out Refinance     9.7  
  4564    
 
      DUNELLEN   NJ     8812     Primary   Single Family     360       357       82.99       9.5     1/1/2006   12/1/1935     2337.57       2337.57     3/1/2006     278000       277586.53     Cash Out Refinance     9.5  
  4565    
 
      BERKELEY SPRINGS   WV     25411     Primary   Single Family     360       357       75.45       7.85     1/1/2006   12/1/1935     1200.74       1200.74     3/1/2006     166000       165653.28     Cash Out Refinance     7.85  
  4566    
 
      NORTH KINGSTOWN   RI     2852     Primary   Single Family     360       357       80       7.2     1/1/2006   12/1/1935     1368       1367.33     3/1/2006     228000       227888.33     Purchase     7.2  
  4567    
 
      PHILADELPHIA   PA     19142     Primary   Single Family     360       357       100       10.25     1/1/2006   12/1/1935     53.68       53.68     3/1/2006     5990       5980.42     Purchase     10.25  
  4568    
 
      PHILADELPHIA   PA     19142     Primary   Single Family     360       357       90       6.25     1/1/2006   12/1/1935     331.94       331.94     3/1/2006     53910       53752.54     Purchase     6.25  
  4569    
 
      MESQUITE   TX     75181     Primary   PUD     360       357       90       7.2     1/1/2006   12/1/1935     931.47       931.47     3/1/2006     137224       136897.67     Purchase     7.2  
  4570    
 
      FORT WORTH   TX     76247     Primary   PUD     360       357       100       9.99     1/1/2006   12/1/1935     87.68       87.68     3/1/2006     9999       9985.57     Purchase     9.99  
  4571    
 
      CORONA   CA     92882     Primary   Single Family     360       357       90       6.09     1/1/2006   12/1/1935     3140.05       3140.05     3/1/2006     618729       618729     Purchase     6.09  
  4572    
 
      STANWOOD   WA     98292     Primary   Single Family     360       357       80       7.25     1/1/2006   12/1/1935     1675.16       1675.16     3/1/2006     245560       244981.81     Purchase     7.25  
  4573    
 
      EVERETT   WA     98205     Primary   Single Family     360       357       80       6.49     1/1/2006   12/1/1935     1630.14       1630.13     3/1/2006     301412       301410.08     Purchase     6.49  
  4574    
 
      BRIGHTON   CO     80601     Primary   Single Family     360       357       90       5.8     1/1/2006   12/1/1935     907.16       907.16     3/1/2006     187688       187688     Purchase     5.8  
  4575    
 
      BAKERSFIELD   CA     93311     Primary   Single Family     360       357       80       6.75     1/1/2006   12/1/1935     1940.65       1940.65     3/1/2006     345004       345004     Purchase     6.75  
  4576    
 
      NEWMAN   CA     95360     Primary   Single Family     360       357       80       6.8     1/1/2006   12/1/1935     1473.33       1473.33     3/1/2006     260000       260000     Purchase     6.8  
  4577    
 
      INDIAN HEAD   MD     20640     Primary   Townhouse     360       357       100       10.07     1/1/2006   12/1/1935     384.88       384.88     3/1/2006     43600       43542.52     Purchase     10.07  
  4578    
 
      WALDORF   MD     20603     Primary   Single Family     360       357       90       6.55     1/1/2006   12/1/1935     2705.07       2705.07     3/1/2006     495585       495449.75     Purchase     6.55  

Page 114 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  4579    
 
      AUSTIN   TX     78723     Primary   Single Family     180       177       80       9.49     1/1/2006   12/1/2020     901.69       901.69     3/1/2006     86400       85739.57     Cash Out Refinance     9.49  
  4580    
 
      APACHE JUNCTION   AZ     85219     Primary   Single Family     360       357       77.17       9.47     1/1/2006   12/1/1935     545.14       545.14     3/1/2006     65000       64902.69     Cash Out Refinance     9.47  
  4581    
 
      OLIVER SPRINGS   TN     37840     Primary   Single Family     360       357       90       8.88     1/1/2006   12/1/1935     687.75       687.75     3/1/2006     86400       86253.14     Rate/Term Refinance     8.88  
  4582    
 
      PEMBROKE PINES   FL     33025     Primary   Single Family     360       357       76.51       6.2     1/1/2006   12/1/1935     1288.7       1288.7     3/1/2006     210410       209802.13     Cash Out Refinance     6.2  
  4583    
 
      FAIRFIELD   CT     6824     Primary   Single Family     360       357       80.93       6.75     1/1/2006   12/1/1935     2808.43       2808.43     3/1/2006     433000       431875.29     Cash Out Refinance     6.75  
  4584    
 
      WARWICK   RI     2888     Primary   Single Family     180       177       59.15       6.99     1/1/2006   12/1/2020     644.7       644.7     3/1/2006     97000       96759.58     Cash Out Refinance     6.99  
  4585    
 
      PLAQUEMINE   LA     70764     Primary   Single Family     360       357       80       6.5     1/1/2006   12/1/1935     1264.14       1264.14     3/1/2006     200000       199452.9     Cash Out Refinance     6.5  
  4586    
 
      PORT SAINT LUCIE   FL     34952     Primary   Manufactured Housing     360       357       43.83       9.53     1/1/2006   12/1/1935     676.13       676.13     3/1/2006     80200       80081.45     Cash Out Refinance     9.53  
  4587    
 
      PORT SAINT LUCIE   FL     34984     Primary   Single Family     180       178       74.3       10.4     1/15/2006   12/15/2020     384.73       384.73     2/15/2006     35000       34824.21     Cash Out Refinance     10.4  
  4588    
 
      SARASOTA   FL     34232     Primary   Single Family     360       357       73.63       10.44     1/1/2006   12/1/1935     318.59       318.59     3/1/2006     35000       34957.36     Cash Out Refinance     10.44  
  4589    
 
      BALTIMORE   MD     21220     Primary   Single Family     360       357       61.59       7.7     1/1/2006   12/1/1935     691.58       691.58     3/1/2006     97000       96774.34     Cash Out Refinance     7.7  
  4590    
 
      SOLSBERRY   IN     47459     Primary   Single Family     360       357       88.76       6.5     1/1/2006   12/1/1935     903.23       903.23     3/1/2006     142900       142510.33     Cash Out Refinance     6.5  
  4591    
 
      FAIRFIELD   CT     6890     Primary   Single Family     360       357       78.43       6.85     1/1/2006   12/1/1935     6552.6       6552.6     3/1/2006     1000000       997452.71     Cash Out Refinance     6.85  
  4592    
 
      CORONA   CA     92880     Primary   Single Family     360       357       75.87       9.35     1/1/2006   12/1/1935     414.97       414.97     3/1/2006     50000       49923.25     Cash Out Refinance     9.35  
  4593    
 
      BAKERSFIELD   CA     93307     Primary   Single Family     360       357       76.72       6.38     1/1/2006   12/1/1935     905.09       905.09     3/1/2006     145000       144595.34     Cash Out Refinance     6.38  
  4594    
 
      MISSION   TX     78572     Primary   Single Family     96       93       80       8.4     1/1/2006   12/1/2013     826.04       826.04     3/1/2006     57600       56322.58     Cash Out Refinance     8.4  
  4595    
 
      WILLINGBORO   NJ     8046     Primary   Single Family     360       357       85.47       11.95     1/1/2006   12/1/1935     790.1       790.1     3/1/2006     77100       77032.4     Cash Out Refinance     11.95  
  4596    
 
      ELLWOOD CITY   PA     16117     Primary   Single Family     360       357       80.42       9.99     1/1/2006   12/1/1935     822.04       822.04     3/1/2006     93750       93624.27     Cash Out Refinance     9.99  
  4597    
 
      RANCHO SANTA MARGARI   CA     92688     Primary   Single Family     360       357       75.49       6.1     1/1/2006   12/1/1935     2860.29       2860.29     3/1/2006     513332       512575.61     Cash Out Refinance     6.1  
  4598    
 
      UNION TOWNSHIP   NJ     7083     Primary   Single Family     360       357       73.5       13.77     1/1/2006   12/1/1935     466.68       466.68     3/1/2006     40000       39976.69     Cash Out Refinance     13.77  
  4599    
 
      ALICE   TX     78332     Primary   Single Family     96       93       39.5       9.99     1/1/2006   12/1/2013     239.67       239.67     3/1/2006     15800       15472.22     Cash Out Refinance     9.99  
  4600    
 
      MILWAUKEE   WI     53205     Primary   Two-Four Family     360       357       70       7.35     1/1/2006   12/1/1935     467.82       467.82     3/1/2006     67900       67743.26     Cash Out Refinance     7.35  
  4601    
 
      WEST COVINA   CA     91792     Primary   Condominium     360       357       61.52       6.3     1/1/2006   12/1/1935     1256.52       1256.52     3/1/2006     203000       202424.68     Cash Out Refinance     6.3  
  4602    
 
      MOUNT DORA   FL     32757     Primary   Single Family     360       357       60.49       8.1     1/1/2006   12/1/1935     658.68       658.68     3/1/2006     88920.3       88743.71     Cash Out Refinance     8.1  
  4603    
 
      FULTON   MD     20759     Primary   Single Family     360       357       80.49       11.05     1/1/2006   12/1/1935     640.76       640.76     3/1/2006     67017.3       66945.72     Cash Out Refinance     11.05  
  4604    
 
      UTICA   NY     13502     Primary   Single Family     360       358       90.49       10.1     1/15/2006   12/15/1935     712.73       712.73     2/15/2006     80536.1       80465.77     Cash Out Refinance     10.1  
  4605    
 
      WALNUT   CA     91789     Primary   Condominium     360       357       84.26       11.26     1/1/2006   12/1/1935     1168.64       1168.64     3/1/2006     120227.8       119910.48     Cash Out Refinance     11.26  
  4606    
 
      RIVERVIEW   FL     33569     Primary   Single Family     360       357       90       8.23     1/1/2006   12/1/1935     1301.84       1301.84     3/1/2006     173610       173274.22     Cash Out Refinance     8.23  
  4607    
 
      MIDDLETOWN   NY     10940     Primary   Single Family     180       177       73.76       11.65     1/1/2006   12/1/2020     435.77       435.77     3/1/2006     37000       36726.84     Cash Out Refinance     11.65  
  4608    
 
      COLUMBIA   VA     23038     Primary   Single Family     360       357       70       8.75     1/1/2006   12/1/1935     660.83       660.83     3/1/2006     84000       83853.95     Cash Out Refinance     8.75  
  4609    
 
      GRANTS PASS   OR     97527     Primary   Single Family     360       357       85.49       9.57     1/1/2006   12/1/1935     562.15       562.15     3/1/2006     66450       66352.6     Cash Out Refinance     9.57  
  4610    
 
      LOMA LINDA   CA     92354     Primary   Single Family     360       358       82.68       9.76     1/15/2006   12/15/1935     558.93       558.93     2/15/2006     65000       64939.23     Cash Out Refinance     9.76  
  4611    
 
      JOHNSTOWN   OH     43031     Primary   Single Family     360       357       90       8.49     1/1/2006   12/1/1935     1299.81       1299.81     3/1/2006     169200       168889.65     Cash Out Refinance     8.49  
  4612    
 
      POMONA   CA     91767     Primary   Single Family     360       357       80       6.08     1/1/2006   12/1/1935     2026.66       2026.66     3/1/2006     399999       399999     Purchase     6.08  
  4613    
 
      WYLIE   TX     75098     Primary   PUD     360       357       100       9.2     1/1/2006   12/1/1935     111.03       111.03     3/1/2006     13555       13533.51     Purchase     9.2  
  4614    
 
      LAS VEGAS   NV     89120     Primary   Single Family     360       357       82.4       6.6     1/1/2006   12/1/1935     2026.09       2026.09     3/1/2006     317240       316390.28     Cash Out Refinance     6.6  
  4615    
 
      GRASS VALLEY   CA     95945     Primary   Single Family     360       357       65       7.14     1/1/2006   12/1/1935     1950.15       1950.15     3/1/2006     308750       308408.72     Cash Out Refinance     7.14  
  4616    
 
      HOUSTON   TX     77093     Primary   Single Family     240       237       70.49       9.25     1/1/2006   12/1/2025     516.48       516.48     2/15/2006     56392       56227.79     Cash Out Refinance     9.25  
  4617    
 
      EDON   OH     43518     Primary   Single Family     300       297       93.67       7.05     1/1/2006   12/1/1930     525.38       525.38     3/1/2006     74000       73646.54     Cash Out Refinance     7.05  
  4618    
 
      HARTFIELD   VA     23071     Primary   Single Family     360       357       60.49       6.1     1/1/2006   12/1/1935     1557.91       1557.91     3/1/2006     257082.5       256325.45     Cash Out Refinance     6.1  

Page 115 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  4619    
 
      MESA   AZ     85210     Primary   Single Family     360       357       90.49       7.8     1/1/2006   12/1/1935     1074.83       1074.83     3/1/2006     149308.5       148993.49     Cash Out Refinance     7.8  
  4620    
 
      RANCHO SANTA MARGARITA   CA     92688     Primary   PUD     360       357       84.25       8.77     1/1/2006   12/1/1935     1063.98       1063.98     3/1/2006     135000       134766.23     Rate/Term Refinance     8.77  
  4621    
 
      JACKSONVILLE   FL     32208     Primary   Single Family     360       357       92.7       7.85     1/1/2006   12/1/1935     610.19       610.19     3/1/2006     84357       84180.79     Rate/Term Refinance     7.85  
  4622    
 
      MOUNT CRAWFORD   VA     22841     Primary   Single Family     360       357       41.21       7.8     1/1/2006   12/1/1935     489.52       489.52     3/1/2006     68000       67710.97     Cash Out Refinance     7.8  
  4623    
 
      ANDERSON   IN     46013     Primary   Single Family     360       357       76.5       7.7     1/1/2006   12/1/1935     627.23       627.23     3/1/2006     87975       87785.62     Cash Out Refinance     7.7  
  4624    
 
      CENTREVILLE   VA     20121     Primary   Townhouse     360       357       76.03       11.77     1/1/2006   12/1/1935     459.98       459.98     3/1/2006     45500       45458.49     Cash Out Refinance     11.77  
  4625    
 
      NEW CASTLE   DE     19720     Primary   Single Family     360       357       34.59       10.36     1/1/2006   12/1/1935     497.36       497.36     3/1/2006     55000       54931.83     Cash Out Refinance     10.36  
  4626    
 
      ESTERO   FL     33928     Primary   Single Family     360       357       79.92       7.59     1/1/2006   12/1/1935     2274.79       2274.79     3/1/2006     359650       359650     Cash Out Refinance     7.59  
  4627    
 
      FORT MYERS   FL     33912     Primary   Single Family     360       357       75       7.17     1/1/2006   12/1/1935     1904.53       1904.53     3/1/2006     318750       318750     Cash Out Refinance     7.17  
  4628    
 
      WINSLOW TWP   NJ     8081     Primary   Condominium     360       357       74.07       8.45     1/1/2006   12/1/1935     612.3       612.3     3/1/2006     80000       79852.06     Cash Out Refinance     8.45  
  4629    
 
      LAS VEGAS   NV     89115     Primary   Single Family     360       357       87.67       6.99     1/1/2006   12/1/1935     1369.38       1369.38     3/1/2006     206035       205524.36     Rate/Term Refinance     6.99  
  4630    
 
      ORLANDO   FL     32817     Primary   Single Family     180       177       53.1       10.05     1/1/2006   12/1/2020     269.42       269.42     2/15/2006     25000       24879.41     Cash Out Refinance     10.05  
  4631    
 
      FALLSTON   MD     21047     Primary   Single Family     360       357       69.54       12.79     1/1/2006   12/1/1935     544.91       544.91     3/1/2006     50000       49963.65     Cash Out Refinance     12.79  
  4632    
 
      ESCONDIDO   CA     92027     Primary   Single Family     360       357       80.49       7.5     1/1/2006   12/1/1935     2785.85       2785.85     3/1/2006     398425       397532.37     Cash Out Refinance     7.5  
  4633    
 
      BUCKEYE   AZ     85326     Primary   Single Family     360       357       80       8.47     1/1/2006   12/1/1935     1097.01       1097.01     3/1/2006     155421       155421     Purchase     8.47  
  4634    
 
      COLUMBUS   OH     43207     Primary   Single Family     360       358       80.49       8.6     1/15/2006   12/15/1935     749.54       749.54     2/15/2006     96588       96452.79     Cash Out Refinance     8.6  
  4635    
 
      CALEXICO   CA     92231     Primary   Single Family     360       357       85.49       6.99     1/1/2006   12/1/1935     1727.31       1727.31     3/1/2006     259889.6       259141.72     Cash Out Refinance     6.99  
  4636    
 
      HOLLISTER   CA     95023     Primary   Single Family     360       357       80.57       6.2     1/1/2006   12/1/1935     2914       2914     3/1/2006     564000       564000     Cash Out Refinance     6.2  
  4637    
 
      CITRUS HEIGHTS   CA     95610     Primary   Single Family     360       357       90       6.99     1/1/2006   12/1/1935     2499.75       2499.75     3/1/2006     376110       375177.11     Rate/Term Refinance     6.99  
  4638    
 
      KENT   WA     98030     Primary   Condominium     360       357       90       9.5     1/1/2006   12/1/1935     182.47       182.47     3/1/2006     21700       21667.71     Cash Out Refinance     9.5  
  4639    
 
      MCDONOUGH   GA     30253     Primary   Single Family     180       177       100       12.5     1/1/2006   12/1/2020     781.23       781.23     3/1/2006     73200       73143.22     Cash Out Refinance     12.5  
  4640    
 
      LOUISVILLE   KY     40228     Primary   Single Family     360       357       72.69       7.8     1/1/2006   12/1/1935     680.28       680.28     3/1/2006     94500       94300.62     Cash Out Refinance     7.8  
  4641    
 
      BORO OF WOODBURY
HEIGHTS
  NJ     8097     Primary   Single Family     240       237       79.85       10.74     1/1/2006   12/1/2025     491.04       491.04     3/1/2006     48400       48224.86     Cash Out Refinance     10.74  
  4642    
 
      RED LION   PA     17356     Primary   Single Family     360       357       77.85       7     1/1/2006   12/1/1935     748.47       748.47     3/1/2006     112500       112221.72     Cash Out Refinance     7  
  4643    
 
      JAMAICA   NY     11433     Primary   Single Family     360       357       87.72       7.8     1/1/2006   12/1/1935     1700.87       1700.87     3/1/2006     250000       249770.91     Cash Out Refinance     7.8  
  4644    
 
      BALCH SPRINGS   TX     75180     Primary   Single Family     360       357       70       9.25     1/1/2006   12/1/1935     431.91       431.91     3/1/2006     52500       52417.71     Purchase     9.25  
  4645    
 
      FRIENDSVILLE   TN     37737     Primary   Single Family     360       357       90       9.5     1/1/2006   12/1/1935     1193.43       1193.43     3/1/2006     141930       141718.89     Purchase     9.5  
  4646    
 
      MIAMI   FL     33157     Primary   Single Family     360       357       80       6.35     1/1/2006   12/1/1935     2476.5       2476.5     3/1/2006     468000       468000     Purchase     6.35  
  4647    
 
      NELSONVILLE   OH     45764     Primary   Single Family     360       357       80       8.88     1/1/2006   12/1/1935     398.01       398.01     3/1/2006     50000       49915.34     Purchase     8.88  
  4648    
 
      OPA LOCKA   FL     33054     Primary   Single Family     180       177       100       9.75     1/1/2006   12/1/2020     317.89       317.89     3/1/2006     37000       36947.78     Purchase     9.75  
  4649    
 
      DENVER   CO     80237     Investor   Condominium     360       357       73.5       10.55     1/1/2006   12/1/1935     675.09       675.09     3/1/2006     73500       73412.53     Rate/Term Refinance     10.55  
  4650    
 
      DELMONT   PA     15626     Primary   Single Family     360       357       100       10.3     1/1/2006   12/1/1935     93.59       93.59     3/1/2006     10400       10366.58     Purchase     10.3  
  4651    
 
      MYRTLE BEACH   SC     29588     Investor   PUD     360       357       100       10.95     1/1/2006   12/1/1935     381.44       381.44     3/1/2006     40213       40169.11     Purchase     10.95  
  4652    
 
      HOUSTON   TX     77084     Primary   PUD     360       357       100       9.5     1/1/2006   12/1/1935     250.16       250.16     3/1/2006     29750       29705.73     Purchase     9.5  
  4653    
 
      MASCOUTAH   IL     62258     Primary   PUD     360       357       90       9     1/1/2006   12/1/1935     1076.95       1076.95     3/1/2006     133845       133623.08     Purchase     9  
  4654    
 
      JACKSONVILLE   FL     32216     Primary   Condominium     360       357       90       7.4     1/1/2006   12/1/1935     959.82       959.82     3/1/2006     155646       155646     Purchase     7.4  
  4655    
 
      WOODSTOCK   GA     30188     Primary   PUD     360       357       80       7.58     1/1/2006   12/1/1935     760.98       760.73     3/1/2006     120472       120394.7     Purchase     7.58  
  4656    
 
      QUEEN CREEK   AZ     85243     Primary   PUD     360       357       80       7.3     1/1/2006   12/1/1935     816.74       816.74     3/1/2006     134258       134258     Purchase     7.3  
  4657    
 
      HOUSTON   TX     77084     Primary   PUD     360       357       80       6.5     1/1/2006   12/1/1935     752.16       752.16     3/1/2006     118999       118674.51     Purchase     6.5  
  4658    
 
      KATY   TX     77449     Primary   PUD     360       357       80       7.1     1/1/2006   12/1/1935     587.07       587.07     3/1/2006     87356       87089.29     Purchase     7.1  

Page 116 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  4659    
 
      LOS ANGELES   CA     90032     Primary   Single Family     360       357       80       6.78     1/1/2006   12/1/1935     1943.6       1943.6     3/1/2006     344000       344000     Purchase     6.78  
  4660    
 
      BRANDON   FL     33511     Primary   PUD     360       357       80       7.48     1/1/2006   12/1/1935     1027.25       1027.25     3/1/2006     164800       164799.99     Purchase     7.48  
  4661    
 
      APPLE VALLEY   CA     92307     Primary   Single Family     360       357       80       7.05     1/1/2006   12/1/1935     1405.3       1405.3     3/1/2006     239200       239198.6     Purchase     7.05  
  4662    
 
      GREER   SC     29650     Primary   Townhouse     360       357       100       9.85     1/1/2006   12/1/1935     179.37       179.37     3/1/2006     20700       20671.39     Purchase     9.85  
  4663    
 
      BATON ROUGE   LA     70810     Primary   Single Family     360       357       80       8.04     1/1/2006   12/1/1935     789.59       789.59     3/1/2006     107200       106984.51     Purchase     8.04  
  4664    
 
      IRONTON   OH     45638     Primary   Single Family     360       357       75.49       9.23     1/1/2006   12/1/1935     421.57       421.57     3/1/2006     51333.2       51252.39     Cash Out Refinance     9.23  
  4665    
 
      RIVERDALE   GA     30296     Primary   Single Family     360       357       62.08       9.2     1/1/2006   12/1/1935     610.2       610.2     3/1/2006     74500       74382.01     Cash Out Refinance     9.2  
  4666    
 
      PORT ORANGE   FL     32127     Primary   Single Family     360       357       71.24       11     1/1/2006   12/1/1935     238.09       238.09     3/1/2006     25000       24972.99     Cash Out Refinance     11  
  4667    
 
      PALM COAST   FL     32164     Primary   Single Family     360       357       68.64       9.97     1/1/2006   12/1/1935     218.84       218.84     3/1/2006     25000       24962.83     Cash Out Refinance     9.97  
  4668    
 
      TULSA   OK     74107     Primary   Single Family     360       357       85.49       10.63     1/1/2006   12/1/1935     490.01       490.01     3/1/2006     53003.8       52941.8     Cash Out Refinance     10.63  
  4669    
 
      MARICOPA   AZ     85239     Primary   PUD     360       357       88.91       10     1/1/2006   12/1/1935     877.58       877.58     3/1/2006     100000       99866.14     Cash Out Refinance     10  
  4670    
 
      LOUISVILLE   KY     40211     Primary   Single Family     360       357       80.49       9.99     1/1/2006   12/1/1935     501.1       501.1     3/1/2006     57147.9       57071.24     Cash Out Refinance     9.99  
  4671    
 
      BERLIN   MD     21811     Primary   Manufactured Housing     180       177       34.25       9.65     1/1/2006   12/1/2020     721.51       721.51     3/1/2006     68500       67983.11     Rate/Term Refinance     9.65  
  4672    
 
      CINCINNATI   OH     45241     Primary   PUD     360       357       80.75       9.69     1/1/2006   12/1/1935     2622.87       2622.87     3/1/2006     306857       306418.48     Rate/Term Refinance     9.69  
  4673    
 
      COVINGTON   KY     41015     Primary   Single Family     360       357       90       7.89     1/1/2006   12/1/1935     816.88       816.88     3/1/2006     112500       112266.9     Cash Out Refinance     7.89  
  4674    
 
      HAMILTON   OH     45015     Primary   Single Family     360       357       80.6       8.5     1/1/2006   12/1/1935     638.37       638.37     3/1/2006     83022       82870.04     Rate/Term Refinance     8.5  
  4675    
 
      KNOXVILLE   TN     37921     Primary   Single Family     360       357       80       10.75     1/1/2006   12/1/1935     933.49       933.49     3/1/2006     100000       99886.02     Cash Out Refinance     10.75  
  4676    
 
      LEWISBURG   OH     45338     Primary   Single Family     360       357       92.7       7.89     1/1/2006   12/1/1935     753.88       753.88     3/1/2006     103824       103608.87     Rate/Term Refinance     7.89  
  4677    
 
      MIDLAND   MI     48640     Primary   Single Family     360       357       90.63       7.85     1/1/2006   12/1/1935     524.42       524.42     3/1/2006     72500       72348.56     Cash Out Refinance     7.85  
  4678    
 
      PALMETTO BAY   FL     33158     Primary   Single Family     360       357       65.88       8.95     1/1/2006   12/1/1935     801.03       801.03     3/1/2006     100000       99833.17     Cash Out Refinance     8.95  
  4679    
 
      MIAMI   FL     33190     Primary   Single Family     360       357       80.48       6.92     1/1/2006   12/1/1935     1550.86       1550.86     3/1/2006     235000       234331.09     Cash Out Refinance     6.92  
  4680    
 
      HARRISON   ME     4040     Primary   Single Family     360       357       80       6.9     1/1/2006   12/1/1935     985.27       985.27     3/1/2006     149600       149222.63     Rate/Term Refinance     6.9  
  4681    
 
      OPA LOCKA   FL     33054     Primary   Single Family     360       357       64.78       6.2     1/1/2006   12/1/1935     532.17       532.17     3/1/2006     103000       103000     Cash Out Refinance     6.2  
  4682    
 
      JACKSONVILLE   FL     32218     Primary   PUD     360       357       84.44       7.99     1/1/2006   12/1/1935     791.8       791.8     3/1/2006     114000       113901.09     Cash Out Refinance     7.99  
  4683    
 
      SAN FRANCISCO   CA     94121     Primary   Single Family     180       177       100       9.2     1/1/2006   12/1/2020     410.48       410.48     3/1/2006     40000       39686.17     Cash Out Refinance     9.2  
  4684    
 
      FREDERICKSBURG   VA     22407     Primary   PUD     360       357       87.86       7.6     1/1/2006   12/1/1935     2604.27       2604.27     3/1/2006     411200       411200     Cash Out Refinance     7.6  
  4685    
 
      PETERSBURG   VA     23803     Primary   Single Family     360       357       80       6.99     1/1/2006   12/1/1935     505.12       505.12     3/1/2006     76000       75811.65     Rate/Term Refinance     6.99  
  4686    
 
      VIRGINIA BEACH   VA     23456     Primary   Single Family     360       357       90       7.79     1/1/2006   12/1/1935     2394.87       2394.87     3/1/2006     333000       332296.02     Cash Out Refinance     7.79  
  4687    
 
      MILFORD   OH     45150     Primary   Single Family     360       357       90       9.99     1/1/2006   12/1/1935     1428.37       1428.37     3/1/2006     162900       162681.5     Rate/Term Refinance     9.99  
  4688    
 
      PASCO   WA     99301     Primary   Single Family     360       357       92.7       7.79     1/1/2006   12/1/1935     840.02       840.02     3/1/2006     116802       116555.06     Cash Out Refinance     7.79  
  4689    
 
      OLYMPIA   WA     98502     Primary   Single Family     360       357       54.66       6.2     1/1/2006   12/1/1935     826.84       826.84     3/1/2006     135000       134535.68     Cash Out Refinance     6.2  
  4690    
 
      MILWAUKEE   WI     53210     Primary   Single Family     360       357       80       7.6     1/1/2006   12/1/1935     689.13       689.13     3/1/2006     97600       97385.65     Cash Out Refinance     7.6  
  4691    
 
      ELKHART   IN     46516     Primary   Single Family     360       357       91.76       8.76     1/1/2006   12/1/1935     794.77       794.77     3/1/2006     100934       100758.88     Cash Out Refinance     8.76  
  4692    
 
      MCALLEN   TX     78504     Primary   Single Family     360       357       36.98       7.6     1/1/2006   12/1/1935     353.04       353.04     3/1/2006     50000       39498.4     Cash Out Refinance     7.6  
  4693    
 
      MARION   IN     46952     Primary   Single Family     360       357       80.49       6.81     1/1/2006   12/1/1935     609.32       609.32     3/1/2006     93368.4       93128.68     Cash Out Refinance     6.81  
  4694    
 
      MCALLEN   TX     78504     Primary   Single Family     360       357       69.49       6.99     1/1/2006   12/1/1935     642.9       642.9     3/1/2006     96730.08       96490.34     Cash Out Refinance     6.99  
  4695    
 
      HOUSTON   TX     77036     Primary   Single Family     360       357       80       10.85     1/1/2006   12/1/1935     925.96       925.96     3/1/2006     98400       98290.47     Cash Out Refinance     10.85  
  4696    
 
      SAN ANTONIO   TX     78247     Primary   Single Family     240       237       71.79       7.67     1/1/2006   12/1/2025     913.95       913.95     3/1/2006     112000       111168.28     Cash Out Refinance     7.67  
  4697    
 
      SAN DIEGO   CA     92113     Primary   Single Family     360       357       77.84       11.47     1/1/2006   12/1/1935     494.01       494.01     3/1/2006     50000       49933.12     Cash Out Refinance     11.47  
  4698    
 
      HOUSTON   TX     77061     Primary   Single Family     360       357       74.94       10.25     1/1/2006   12/1/1935     378.88       378.88     3/1/2006     42280       42225.19     Cash Out Refinance     10.25  

Page 117 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  4699    
 
      BRYAN   TX     77802     Primary   Single Family     360       357       53.82       8.99     1/1/2006   12/1/1935     558.1       558.1     3/1/2006     69423.75       69293.66     Cash Out Refinance     8.99  
  4700    
 
      DOWNEY   CA     90240     Primary   Single Family     360       357       60.61       6.9     1/1/2006   12/1/1935     3293       3293     3/1/2006     499999       498737.75     Cash Out Refinance     6.9  
  4701    
 
      MESA   AZ     85201     Primary   Single Family     360       358       85.49       11.7     1/5/2006   12/5/1935     1345.97       1345.97     2/5/2006     133850       133767.74     Cash Out Refinance     11.7  
  4702    
 
      SAINT LOUIS   MO     63139     Primary   Single Family     360       357       88       8.94     1/1/2006   12/1/1935     887.39       887.39     3/1/2006     110880       110694.64     Cash Out Refinance     8.94  
  4703    
 
      MIAMI BEACH   FL     33139     Primary   Condominium     360       357       80       9.05     1/1/2006   12/1/1935     565.4       565.4     3/1/2006     69955       69739.16     Cash Out Refinance     9.05  
  4704    
 
      NUTLEY   NJ     7110     Primary   Single Family     360       357       85.54       13.68     1/1/2006   12/1/1935     289.9       289.9     3/1/2006     25000       24985.13     Cash Out Refinance     13.68  
  4705    
 
      COLUMBUS   OH     43207     Primary   Single Family     360       357       100       10.9     1/1/2006   12/1/1935     50.31       50.31     3/1/2006     5325       5306.86     Purchase     10.9  
  4706    
 
      GLASSBORO   NJ     8028     Primary   Single Family     360       358       71       9.75     1/15/2006   12/15/1935     532.68       532.68     2/15/2006     62000       61939.58     Cash Out Refinance     9.75  
  4707    
 
      MARICOPA   AZ     85239     Primary   Manufactured Housing     120       117       72.18       7.05     1/1/2006   12/1/2015     461.98       461.98     3/1/2006     39700       39009.73     Rate/Term Refinance     7.05  
  4708    
 
      LEHIGH ACRES   FL     33971     Primary   Single Family     360       357       80.49       8.55     1/1/2006   12/1/1935     1131.6       1131.6     3/1/2006     146491.8       146168.93     Cash Out Refinance     8.55  
  4709    
 
      PARAMOUNT   CA     90723     Primary   Condominium     360       357       48.66       7.8     1/1/2006   12/1/1935     1043.82       1043.82     3/1/2006     145000       144693.52     Cash Out Refinance     7.8  
  4710    
 
      BALDWINSVILLE   NY     13027     Primary   Townhouse     360       357       85.49       10.5     1/1/2006   12/1/1935     1157.38       1157.38     3/1/2006     126525.2       126373.03     Cash Out Refinance     10.5  
  4711    
 
      VIRGINIA BEACH   VA     23464     Primary   Single Family     360       357       80.49       7.6     1/1/2006   12/1/1935     900.79       900.79     3/1/2006     127576.65       127296.48     Cash Out Refinance     7.6  
  4712    
 
      FOXBORO   MA     2035     Primary   Single Family     360       357       55.71       9.95     1/1/2006   12/1/1935     699.11       699.11     3/1/2006     80000       79891.78     Cash Out Refinance     9.95  
  4713    
 
      PHOENIX   AZ     85050     Primary   Single Family     360       357       75.49       6.1     1/1/2006   12/1/1935     2058.6       2058.6     3/1/2006     339705       338704.63     Cash Out Refinance     6.1  
  4714    
 
      DALLAS   TX     75232     Primary   Single Family     300       297       80       8.3     1/1/2006   12/1/1930     684.12       684.12     3/1/2006     86400       86138.64     Cash Out Refinance     8.3  
  4715    
 
      PORT ORANGE   FL     32128     Primary   Single Family     360       357       70.41       7     1/1/2006   12/1/1935     1250.77       1250.77     3/1/2006     188000       187535     Cash Out Refinance     7  
  4716    
 
      SAN BERNARDINO   CA     92405     Primary   Single Family     360       357       78.2       6.5     1/1/2006   12/1/1935     1235.7       1235.7     3/1/2006     195500       194966.9     Cash Out Refinance     6.5  
  4717    
 
      CHULA VISTA   CA     91913     Primary   Single Family     360       357       87.02       6.45     1/1/2006   12/1/1935     2735.87       2735.87     3/1/2006     435104       433906.02     Cash Out Refinance     6.45  
  4718    
 
      NEW PORT RICHEY   FL     34654     Primary   Single Family     360       357       75.75       6.18     1/1/2006   12/1/1935     763.89       763.89     3/1/2006     124987.5       124624.7     Cash Out Refinance     6.18  
  4719    
 
      MACON   GA     31211     Primary   Single Family     360       357       91.8       8     1/1/2006   12/1/1935     484.99       484.99     3/1/2006     66096       65962.06     Cash Out Refinance     8  
  4720    
 
      LAKEWOOD   CA     90712     Primary   Single Family     360       357       85.49       11.2     1/1/2006   12/1/1935     934.58       934.58     3/1/2006     96600       96321.08     Rate/Term Refinance     11.2  
  4721    
 
      TERRA BELLA   CA     93270     Primary   Manufactured Housing     360       357       65.48       8.55     1/1/2006   12/1/1935     928.39       928.39     3/1/2006     120185.92       119728.94     Cash Out Refinance     8.55  
  4722    
 
      SIMI VALLEY   CA     93065     Primary   Single Family     360       357       84.58       6.85     1/1/2006   12/1/1935     2848.46       2848.46     3/1/2006     499000       499000     Rate/Term Refinance     6.85  
  4723    
 
      FONTANA   CA     92336     Primary   Single Family     360       357       72.73       6.7     1/1/2006   12/1/1935     1548.67       1548.67     3/1/2006     240000       239345.21     Cash Out Refinance     6.7  
  4724    
 
      VOORHEES   NJ     8043     Primary   Condominium     240       237       75.49       11.52     1/1/2006   12/1/2025     282.87       282.87     3/1/2006     26490       26403.49     Cash Out Refinance     11.52  
  4725    
 
      LOS ANGELES   CA     90022     Primary   Single Family     360       357       36.18       6.45     1/1/2006   12/1/1935     773.41       773.41     3/1/2006     123000       122661.33     Cash Out Refinance     6.45  
  4726    
 
      BALTIMORE   MD     21229     Primary   Single Family     360       357       63.03       7.99     1/1/2006   12/1/1935     762.4       762.4     3/1/2006     104000       103788.8     Cash Out Refinance     7.99  
  4727    
 
      GRANTS PASS   OR     97527     Primary   Single Family     360       357       80.49       12.8     1/1/2006   12/1/1935     314.59       314.59     3/1/2006     28845       28824.05     Cash Out Refinance     12.8  
  4728    
 
      TUCSON   AZ     85711     Primary   Single Family     360       357       85.48       10.23     1/1/2006   12/1/1935     356.96       356.96     3/1/2006     39900       39849.09     Cash Out Refinance     10.23  
  4729    
 
      RIVERVIEW   MI     48193     Primary   Single Family     360       357       85.49       10.68     1/1/2006   12/1/1935     595.16       595.16     3/1/2006     64117.5       64033.73     Cash Out Refinance     10.68  
  4730    
 
      HENDERSON   NV     89015     Primary   Single Family     360       357       82.58       11.2     1/1/2006   12/1/1935     241.87       241.87     3/1/2006     25000       24974.14     Cash Out Refinance     11.2  
  4731    
 
      GLEN BURNIE   MD     21061     Primary   PUD     360       357       59.5       7.42     1/1/2006   12/1/1935     743.01       743.01     3/1/2006     107100       106856.17     Cash Out Refinance     7.42  
  4732    
 
      NAPLES   FL     34120     Primary   Single Family     360       357       86.02       6.99     1/1/2006   12/1/1935     1686.51       1686.51     3/1/2006     253750       253121.1     Rate/Term Refinance     6.99  
  4733    
 
      WILLS POINT   TX     75169     Primary   Single Family     360       357       70       9.99     1/1/2006   12/1/1935     589.24       589.24     3/1/2006     67200       66908.18     Cash Out Refinance     9.99  
  4734    
 
      PINELLAS PARK   FL     33781     Primary   Single Family     360       357       80.49       7.5     1/1/2006   12/1/1935     832.95       832.95     3/1/2006     119125.2       118858.28     Cash Out Refinance     7.5  
  4735    
 
      FREDERICKSTOWN   PA     15333     Primary   Single Family     360       357       70       7.7     1/1/2006   12/1/1935     364.33       364.33     3/1/2006     51100       50882.24     Cash Out Refinance     7.7  
  4736    
 
      LAKEWOOD   CA     90712     Primary   Single Family     360       357       90       6.85     1/1/2006   12/1/1935     2599.58       2599.57     3/1/2006     455400       455399.99     Cash Out Refinance     6.85  
  4737    
 
      HARTFORD   CT     6106     Primary   Single Family     360       357       100       7.95     1/1/2006   12/1/1935     1417.71       1417.71     3/1/2006     205000       204818.63     Rate/Term Refinance     7.95  
  4738    
 
      ISSAQUAH   WA     98027     Primary   Condominium     360       357       72.6       8.02     1/1/2006   12/1/1935     870.02       870.02     3/1/2006     118344       118105.14     Cash Out Refinance     8.02  

Page 118 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  4739    
 
      DALLAS   TX     75206     Primary   Single Family     180       177       80       9.55     1/1/2006   12/1/2020     1172.92       1172.92     3/1/2006     112000       111148.49     Cash Out Refinance     9.55  
  4740    
 
      NORWELL   MA     2061     Primary   Single Family     360       357       75.49       8.99     1/1/2006   12/1/1935     3368.11       3368.11     3/1/2006     418969.5       418276.34     Cash Out Refinance     8.99  
  4741    
 
      HOUSTON   TX     77075     Primary   Single Family     360       357       47.62       11.15     1/1/2006   12/1/1935     481.84       481.84     3/1/2006     50000       49644.55     Cash Out Refinance     11.15  
  4742    
 
      GLENSIDE   PA     19038     Primary   Single Family     360       357       66.94       8.8     1/1/2006   12/1/1935     1936.18       1936.18     3/1/2006     245000       244578.39     Cash Out Refinance     8.8  
  4743    
 
      NEWHALL   CA     91321     Primary   Single Family     360       357       90.49       7.45     1/1/2006   12/1/1935     3019.96       3019.96     3/1/2006     461499       461031.65     Rate/Term Refinance     7.45  
  4744    
 
      PHIPPSBURG   ME     4562     Primary   Single Family     360       357       22.73       9.7     1/1/2006   12/1/1935     513.3       513.3     3/1/2006     60000       59912     Cash Out Refinance     9.7  
  4745    
 
      EASTON   PA     18042     Primary   Single Family     360       357       75.49       8.99     1/1/2006   12/1/1935     1590       1590     3/1/2006     197783.8       197456.55     Cash Out Refinance     8.99  
  4746    
 
      FALLS OF ROUGH   KY     40119     Primary   Single Family     360       357       85.49       8.65     1/1/2006   12/1/1935     519.84       519.84     3/1/2006     66682.2       66482.52     Cash Out Refinance     8.65  
  4747    
 
      WEST BEND   IA     50597     Primary   Single Family     240       237       59       7.55     1/1/2006   12/1/2025     458.03       458.03     3/1/2006     56640       56333.07     Cash Out Refinance     7.55  
  4748    
 
      DENHAM SPRINGS   LA     70726     Primary   Single Family     360       357       80       6.63     1/1/2006   12/1/1935     681.65       681.65     3/1/2006     106400       106117.07     Cash Out Refinance     6.63  
  4749    
 
      ALTOMONTE SPRINGS   FL     32714     Primary   Single Family     360       357       90       7.75     1/1/2006   12/1/1935     999.4       999.4     3/1/2006     139500       139202.7     Cash Out Refinance     7.75  
  4750    
 
      PEORIA   AZ     85345     Primary   Single Family     360       357       71.07       8.55     1/1/2006   12/1/1935     409.41       409.41     3/1/2006     53000       52903.97     Cash Out Refinance     8.55  
  4751    
 
      SPARKS   NV     89434     Primary   Single Family     360       357       80       6.75     1/1/2006   12/1/1935     1786.5       1786.5     3/1/2006     317600       317600     Rate/Term Refinance     6.75  
  4752    
 
      MIAMI   FL     33183     Primary   Single Family     360       357       77.89       6.48     1/1/2006   12/1/1935     1179.17       1179.17     3/1/2006     186945       186433.25     Rate/Term Refinance     6.48  
  4753    
 
      GLENDALE   AZ     85301     Primary   Condominium     360       357       91.8       7.95     1/1/2006   12/1/1935     482.69       482.69     3/1/2006     66096       65960.7     Cash Out Refinance     7.95  
  4754    
 
      ANTIOCH   TN     37013     Primary   Single Family     360       357       72.06       8.95     1/1/2006   12/1/1935     785.01       785.01     3/1/2006     98000       97283.6     Cash Out Refinance     8.95  
  4755    
 
      MILTON   NH     3851     Primary   Single Family     360       358       85.49       7.65     1/15/2006   12/15/1935     1182.8       1182.8     2/15/2006     166705.5       166464.63     Cash Out Refinance     7.65  
  4756    
 
      POLK CITY   FL     33868     Primary   Single Family     360       357       65.07       6.55     1/1/2006   12/1/1935     578.82       578.82     3/1/2006     91100       90853.96     Cash Out Refinance     6.55  
  4757    
 
      ASBURY PARK   NJ     7712     Primary   Single Family     360       357       85       8.35     1/1/2006   12/1/1935     1334.25       1334.25     3/1/2006     175950       175617.9     Cash Out Refinance     8.35  
  4758    
 
      CLOVIS   CA     93611     Primary   Single Family     360       357       82.9       6.325     1/1/2006   12/1/1935     2376.92       2376.92     3/1/2006     383000       381915.58     Cash Out Refinance     6.325  
  4759    
 
      FONTANA   CA     92336     Primary   Single Family     360       357       85.49       11.9     1/1/2006   12/1/1935     392.55       392.55     3/1/2006     38450       38415.9     Cash Out Refinance     11.9  
  4760    
 
      MODESTO   CA     95350     Primary   Single Family     360       357       52.9       10.9     1/1/2006   12/1/1935     377.91       377.91     3/1/2006     40000       39955.87     Cash Out Refinance     10.9  
  4761    
 
      BUCKLIN   MO     64631     Primary   Single Family     360       357       85.48       7.99     1/1/2006   12/1/1935     194.27       194.27     3/1/2006     26500       26445.45     Cash Out Refinance     7.99  
  4762    
 
      CORONA   CA     92882     Primary   Single Family     360       357       30.63       7.85     1/1/2006   12/1/1935     1772.18       1772.18     3/1/2006     245000       244488.25     Cash Out Refinance     7.85  
  4763    
 
      REDDING   CA     96001     Primary   Single Family     360       357       80       6.53     1/1/2006   12/1/1935     2394.33       2394.33     3/1/2006     440000       439999.12     Rate/Term Refinance     6.53  
  4764    
 
      PORT CHARLOTTE   FL     33952     Primary   Single Family     360       357       66.49       6.74     1/1/2006   12/1/1935     1154.56       1154.56     3/1/2006     178190       177726.22     Cash Out Refinance     6.74  
  4765    
 
      CASTAIC   CA     91384     Primary   Condominium     360       357       78.02       7.7     1/1/2006   12/1/1935     2252.96       2252.96     3/1/2006     316000       315319.78     Cash Out Refinance     7.7  
  4766    
 
      SAN PABLO   CA     94806     Primary   Single Family     360       357       62.24       6.1     1/1/2006   12/1/1935     1848.29       1848.29     3/1/2006     305000       304101.84     Cash Out Refinance     6.1  
  4767    
 
      PHOENIX   AZ     85035     Primary   Single Family     360       357       70.49       6.99     1/1/2006   12/1/1935     833.93       833.93     3/1/2006     125472.2       125161.24     Cash Out Refinance     6.99  
  4768    
 
      SEDRO WOOLLEY   WA     98284     Primary   PUD     360       357       85       6.62     1/1/2006   12/1/1935     1115.17       1115.17     3/1/2006     174250       173770.78     Cash Out Refinance     6.62  
  4769    
 
      MURRIETA   CA     92563     Primary   PUD     360       357       80       7.35     1/1/2006   12/1/1935     2234.35       2234.35     3/1/2006     364792       364792     Purchase     7.35  
  4770    
 
      MURRIETA   CA     92563     Primary   PUD     180       177       100       10.25     1/1/2006   12/1/2020     817.23       817.23     3/1/2006     91198       91082.28     Purchase     10.25  
  4771    
 
      CROWN POINT   IN     46307     Primary   PUD     360       357       100       12.95     1/1/2006   12/1/1935     308.65       308.65     3/1/2006     28000       27980.36     Cash Out Refinance     12.95  
  4772    
 
      SPARKS   NV     89434     Primary   Single Family     360       357       96.83       9.4     1/1/2006   12/1/1935     661.86       661.86     3/1/2006     79400       79279.38     Cash Out Refinance     9.4  
  4773    
 
      EL PASO   TX     79907     Primary   Single Family     360       357       90       9.34     1/1/2006   12/1/1935     690.32       690.32     3/1/2006     83250       83077.58     Purchase     9.34  
  4774    
 
      CLIFTON   CO     81520     Primary   Single Family     360       357       80       6.79     1/1/2006   12/1/1935     609.06       609.06     3/1/2006     93520       93278.97     Rate/Term Refinance     6.79  
  4775    
 
      LAS CRUCES   NM     88012     Primary   Single Family     360       357       100       12.86     1/1/2006   12/1/1935     449.06       449.06     3/1/2006     41000       40970.65     Rate/Term Refinance     12.86  
  4776    
 
      DETROIT   MI     48204     Primary   Single Family     360       357       90       9.95     1/1/2006   12/1/1935     471.89       471.89     3/1/2006     54000       53926.87     Cash Out Refinance     9.95  
  4777    
 
      MINNEAPOLIS   MN     55430     Primary   Single Family     360       357       52.63       6.5     1/1/2006   12/1/1935     695.27       695.27     3/1/2006     110000       109700.06     Cash Out Refinance     6.5  
  4778    
 
      WANTAGE TOWNSHIP   NJ     7461     Primary   Single Family     360       357       80       8.35     1/1/2006   12/1/1935     1152.63       1152.63     3/1/2006     152000       151713.13     Cash Out Refinance     8.35  

Page 119 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  4779    
 
      TRABUCO CANYON   CA     92679     Primary   PUD     360       357       54.31       7.625     1/1/2006   12/1/1935     2243.02       2243.02     3/1/2006     353000       352993.02     Cash Out Refinance     7.625  
  4780    
 
      DENNIS TOWNSHIP   NJ     8210     Primary   Single Family     240       237       36.96       6.95     1/1/2006   12/1/2025     656.46       656.46     3/1/2006     85000       84205.81     Cash Out Refinance     6.95  
  4781    
 
      MORENO VALLEY   CA     92555     Primary   Single Family     360       357       73.17       7.99     1/1/2006   12/1/1935     2778.33       2778.33     3/1/2006     379000       378157.67     Cash Out Refinance     7.99  
  4782    
 
      TOWN OF BABYLON   NY     11729     Primary   Single Family     360       357       25.57       8.5     1/1/2006   12/1/1935     776.61       776.61     3/1/2006     100938.81       100815.12     Cash Out Refinance     8.5  
  4783    
 
      BOURNE   MA     2553     Primary   Single Family     360       359       73.04       8.925     3/1/2006   2/1/1936     2014.06       2014.06     3/1/2006     252000       251860.19     Purchase     8.925  
  4784    
 
      NAPA   CA     94558     Primary   Single Family     360       357       90       6.5     1/1/2006   12/1/1935     2437.5       2437.5     3/1/2006     450000       450000     Cash Out Refinance     6.5  
  4785    
 
      MIAMI   FL     33183     Primary   Condominium     360       357       80       6.68     1/1/2006   12/1/1935     861.6       861.6     3/1/2006     144000       143819.02     Purchase     6.68  
  4786    
 
      DE LEON SPRINGS   FL     32130     Primary   Single Family     120       117       50.16       12.15     1/1/2006   12/1/2015     360.85       360.85     3/1/2006     25000       24673.54     Cash Out Refinance     12.15  
  4787    
 
      PORTLAND   OR     97229     Primary   Single Family     360       357       80       6.1     1/1/2006   12/1/1935     1797.47       1797.47     3/1/2006     353600       353600     Rate/Term Refinance     6.1  
  4788    
 
      FONTANA   CA     92336     Primary   Single Family     360       357       71.7       6.2     1/1/2006   12/1/1935     2327.39       2327.39     3/1/2006     380000       378902.17     Cash Out Refinance     6.2  
  4789    
 
      OLD TAPPAN   NJ     7675     Primary   Single Family     360       357       37.06       8.45     1/1/2006   12/1/1935     1530.75       1530.75     3/1/2006     200000       199630.15     Cash Out Refinance     8.45  
  4790    
 
      MIAMI   FL     33169     Primary   Single Family     360       357       85       7.79     1/1/2006   12/1/1935     1406       1406     3/1/2006     195500       195086.69     Cash Out Refinance     7.79  
  4791    
 
      VACAVILLE   CA     95688     Primary   Single Family     360       357       66.73       6.25     1/1/2006   12/1/1935     2259.69       2259.69     3/1/2006     367000       365628.5     Cash Out Refinance     6.25  
  4792    
 
      HAMMOND   IN     46327     Primary   Single Family     360       357       80.88       8.8     1/1/2006   12/1/1935     434.66       434.66     3/1/2006     55000       54905.32     Cash Out Refinance     8.8  
  4793    
 
      MECHANICSVILLE   MD     20659     Primary   Single Family     360       357       61.08       10.91     1/1/2006   12/1/1935     1969.27       1969.27     3/1/2006     208270.9       208041.62     Rate/Term Refinance     10.91  
  4794    
 
      TAYLOR   MI     48180     Primary   Single Family     360       357       90.49       10.15     1/1/2006   12/1/1935     965       965     3/1/2006     108588       108447.23     Rate/Term Refinance     10.15  
  4795    
 
      STOUGHTON   MA     2072     Primary   Condominium     360       357       40.07       11.19     1/1/2006   12/1/1935     1111.72       1111.72     3/1/2006     115000       114880.87     Cash Out Refinance     11.19  
  4796    
 
      HOUSTON   TX     77045     Primary   Single Family     180       177       68.48       6.9     1/1/2006   12/1/2020     562.75       562.75     3/1/2006     63000       62374.8     Cash Out Refinance     6.9  
  4797    
 
      CLEVELAND   TX     77328     Primary   Manufactured Housing     360       357       75.49       9.69     1/1/2006   12/1/1935     732.37       732.37     3/1/2006     85681.15       85558.69     Cash Out Refinance     9.69  
  4798    
 
      PINE GROVE   WV     26419     Primary   Single Family     360       357       75.49       10.2     1/1/2006   12/1/1935     451.36       451.36     3/1/2006     50578.3       50513.42     Cash Out Refinance     10.2  
  4799    
 
      GLEN HEIGHTS   TX     75154     Primary   Single Family     180       177       73.91       8.25     1/1/2006   12/1/2020     824.62       824.62     3/1/2006     85000       83972.24     Cash Out Refinance     8.25  
  4800    
 
      APALACHICOLA   FL     32320     Primary   Single Family     300       297       37.5       7.48     1/1/2006   12/1/1930     442.62       442.62     3/1/2006     60000       59742.44     Cash Out Refinance     7.48  
  4801    
 
      NAPLES   FL     34117     Primary   Single Family     360       357       68.56       11.85     1/1/2006   12/1/1935     457.69       457.69     3/1/2006     45000       44917.42     Cash Out Refinance     11.85  
  4802    
 
      CASA GRANDE   AZ     85222     Primary   Single Family     360       357       78       7.35     1/1/2006   12/1/1935     1074.8       1074.8     3/1/2006     156000       155639.9     Cash Out Refinance     7.35  
  4803    
 
      RIVERVIEW   FL     33569     Primary   Townhouse     360       357       90.49       6.1     1/1/2006   12/1/1935     1288.66       1288.66     3/1/2006     212651.5       212025.28     Cash Out Refinance     6.1  
  4804    
 
      HOLLYWOOD   FL     33020     Primary   Single Family     360       357       80.49       8.19     1/1/2006   12/1/1935     1280.78       1280.78     3/1/2006     171443.7       171109.4     Cash Out Refinance     8.19  
  4805    
 
      PENSACOLA   FL     32504     Primary   Single Family     360       357       80.49       7.99     1/1/2006   12/1/1935     885.07       885.07     3/1/2006     120735       120489.84     Rate/Term Refinance     7.99  
  4806    
 
      DALLAS   GA     30157     Primary   Single Family     360       357       44.83       8.35     1/1/2006   12/1/1935     492.91       492.91     3/1/2006     65000       64575.2     Cash Out Refinance     8.35  
  4807    
 
      NEW CASTLE   PA     16101     Primary   Single Family     120       117       69.92       10.9     1/1/2006   12/1/2015     342.97       342.97     3/1/2006     25000       24649.17     Cash Out Refinance     10.9  
  4808    
 
      FRESNO   CA     93711     Primary   Single Family     360       357       53.57       10.35     1/1/2006   12/1/1935     930.66       930.66     3/1/2006     103000       102872.05     Cash Out Refinance     10.35  
  4809    
 
      AKRON   OH     44312     Primary   Single Family     360       357       90       9.9     1/1/2006   12/1/1935     900.65       900.65     3/1/2006     103500       103358.52     Rate/Term Refinance     9.9  
  4810    
 
      SAN ANTONIO   TX     78233     Primary   PUD     360       357       85       9.2     1/1/2006   12/1/1935     696.2       696.2     3/1/2006     85000       84865.38     Purchase     9.2  
  4811    
 
      ROBSTOWN   TX     78380     Primary   Single Family     360       357       35.59       8.5     1/1/2006   12/1/1935     807.36       807.36     3/1/2006     105000       104807.82     Cash Out Refinance     8.5  
  4812    
 
      BARTLETT   TX     76511     Primary   Single Family     360       357       80       8.55     1/1/2006   12/1/1935     809.54       809.54     3/1/2006     104800       104610.13     Cash Out Refinance     8.55  
  4813    
 
      GLEN HEAD   NY     11545     Primary   Single Family     120       117       44.27       10.95     1/1/2006   12/1/2015     962.27       962.27     3/1/2006     70000       69020.56     Cash Out Refinance     10.95  
  4814    
 
      WEST BLOOMFIELD   MI     48324     Primary   Single Family     360       357       80       7.65     1/1/2006   12/1/1935     938.4       938.4     3/1/2006     147200       147200     Cash Out Refinance     7.65  
  4815    
 
      WEST BLOOMFIELD   MI     48324     Primary   Single Family     360       357       100       11.05     1/1/2006   12/1/1935     351.85       351.85     3/1/2006     36800       36760.7     Cash Out Refinance     11.05  
  4816    
 
      LIVONIA   MI     48154     Primary   Single Family     360       357       60       9.05     1/1/2006   12/1/1935     1042.61       1042.61     3/1/2006     128930.27       128789.22     Cash Out Refinance     9.05  
  4817    
 
      NEWPORT NEWS   VA     23608     Primary   Single Family     360       357       79.64       8.95     1/1/2006   12/1/1935     1306.7       1306.7     3/1/2006     175200       175200     Cash Out Refinance     8.95  
  4818    
 
      CAMBRIDGE TWP.   MI     49230     Primary   Single Family     360       357       80       8.175     1/1/2006   12/1/1935     1613.2       1613.2     3/1/2006     236800       236800     Cash Out Refinance     8.175  

Page 120 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  4819    
 
      PERRIS   CA     92571     Primary   Single Family     360       357       80       6.33     1/1/2006   12/1/1935     1788.28       1788.28     3/1/2006     288000       287188.49     Purchase     6.33  
  4820    
 
      VILLAGE OF LAKEWOOD
CLUB
  MI     49457     Primary   Single Family     360       357       83.45       9.9     1/1/2006   12/1/1935     820.6       820.6     3/1/2006     94257.38       94171.07     Cash Out Refinance     9.9  
  4821    
 
      JUPITER   FL     33478     Primary   Single Family     360       357       65.52       8.175     1/1/2006   12/1/1935     2551.33       2551.33     3/1/2006     341778.55       341331.11     Cash Out Refinance     8.175  
  4822    
 
      REX   GA     30273     Primary   Single Family     360       357       80       5.99     1/1/2006   12/1/1935     612.81       612.81     3/1/2006     102320       102012.29     Purchase     5.99  
  4823    
 
      PLAINFIELD   IN     46168     Primary   PUD     360       357       80       6.9     1/1/2006   12/1/1935     757.82       757.82     3/1/2006     115064       114773.73     Purchase     6.9  
  4824    
 
      DAVISON TWP   MI     48423     Primary   Single Family     360       357       80       6.85     1/1/2006   12/1/1935     900.06       900.06     3/1/2006     137358       137008.09     Purchase     6.85  
  4825    
 
      SAVANNAH   GA     31402     Primary   PUD     360       357       90       8.3     1/1/2006   12/1/1935     1569.27       1569.27     3/1/2006     226883       226883     Purchase     8.3  
  4826    
 
      SAN ANTONIO   TX     78261     Primary   PUD     180       177       100       10.5     1/1/2006   12/1/2020     247.94       247.94     3/1/2006     27104       27071.38     Purchase     10.5  
  4827    
 
      PASCO   WA     99301     Primary   Single Family     360       357       76.39       6.7     1/1/2006   12/1/1935     417.5       417.5     3/1/2006     64700       64454.57     Purchase     6.7  
  4828    
 
      SAN ANTONIO   TX     78261     Primary   PUD     360       357       80       6.3     1/1/2006   12/1/1935     947.83       947.83     3/1/2006     153129       152695.02     Purchase     6.3  
  4829    
 
      ROMULUS   MI     48174     Primary   Condominium     360       357       90       7.15     1/1/2006   12/1/1935     776.4       776.4     3/1/2006     130305       130257.8     Purchase     7.15  
  4830    
 
      MURFREESBORO   TN     37128     Primary   Single Family     360       357       100       9     1/1/2006   12/1/1935     162.54       162.54     3/1/2006     20200       20166.63     Purchase     9  
  4831    
 
      RIVERSIDE   CA     92508     Primary   PUD     360       357       80       6.95     1/1/2006   12/1/1935     2362.95       2362.84     3/1/2006     407992       407973.1     Purchase     6.95  
  4832    
 
      SAN ANTONIO   TX     78261     Primary   PUD     360       357       80       6.85     1/1/2006   12/1/1935     710.41       710.41     3/1/2006     108416       108104.3     Purchase     6.85  
  4833    
 
      NASHVILLE   TN     37217     Primary   Single Family     360       357       80       6.86     1/1/2006   12/1/1935     584.93       584.93     3/1/2006     102320       102320     Purchase     6.86  
  4834    
 
      DETROIT   MI     48221     Primary   Single Family     360       357       90       6.99     1/1/2006   12/1/1935     358.91       358.91     3/1/2006     54000       53848     Purchase     6.99  
  4835    
 
      RIO RANCHO   NM     87144     Primary   Single Family     360       357       80       6.6     1/1/2006   12/1/1935     951.81       951.81     3/1/2006     149032       148633.42     Purchase     6.6  
  4836    
 
      BAKERSFIELD   CA     93311     Primary   Single Family     360       357       80       6.48     1/1/2006   12/1/1935     1901.9       1901.9     3/1/2006     301528       300702.61     Purchase     6.48  
  4837    
 
      ANTIOCH   CA     94531     Primary   PUD     360       357       80       5.99     1/1/2006   12/1/1935     2439.86       2439.86     3/1/2006     444000       443325.96     Purchase     5.99  
  4838    
 
      OREGON CITY   OR     97045     Primary   Single Family     360       358       78.35       10.7     1/15/2006   12/15/1935     725.19       725.19     2/15/2006     78000       77940.36     Cash Out Refinance     10.7  
  4839    
 
      EMLYN   KY     40730     Primary   Single Family     360       358       100       13.97     1/2/2006   12/2/1935     188.02       188.02     2/2/2006     15900       15881.99     Cash Out Refinance     13.97  
  4840    
 
      MIAMI   FL     33193     Primary   Townhouse     360       358       92.7       5.82     1/15/2006   12/15/1935     1553.54       1553.54     2/15/2006     264195       263649.3     Cash Out Refinance     5.82  
  4841    
 
      SCOTTSDALE   AZ     85262     Primary   PUD     360       358       72.76       9.34     1/2/2006   12/2/1935     1243.81       1243.81     2/2/2006     150000       149846.79     Cash Out Refinance     9.34  
  4842    
 
      SHAWNEE   OK     74804     Primary   Single Family     360       358       82.4       8.99     1/2/2006   12/2/1935     675.67       675.67     2/2/2006     84048       83954.99     Rate/Term Refinance     8.99  
  4843    
 
      MODESTO   CA     95351     Primary   Single Family     360       357       63.03       9.64     1/1/2006   12/1/1935     544.7       544.7     3/1/2006     64000       63907.56     Cash Out Refinance     9.64  
  4844    
 
      AUBURN   WA     98002     Primary   Condominium     360       357       80       6.9     1/1/2006   12/1/1935     553.23       553.23     3/1/2006     84000       83612.16     Rate/Term Refinance     6.9  
  4845    
 
      GAINESVILLE   GA     30506     Primary   Single Family     360       358       78.65       8.82     1/2/2006   12/2/1935     1108.39       1108.39     2/2/2006     140000       139840.64     Cash Out Refinance     8.82  
  4846    
 
      LUFKIN   TX     75904     Primary   Single Family     240       238       80       9.8     1/2/2006   12/2/2025     468.1       468.1     2/2/2006     49180       49046.53     Cash Out Refinance     9.8  
  4847    
 
      BETHLEHEM   PA     18020     Primary   Single Family     360       358       65.02       10.96     1/2/2006   12/2/1935     1191.27       1191.27     2/2/2006     125488.6       125397.91     Cash Out Refinance     10.96  
  4848    
 
      LENA   MS     39094     Primary   Single Family     96       94       69.66       7.55     1/2/2006   12/2/2013     358.51       358.51     2/2/2006     25775       25381.08     Cash Out Refinance     7.55  
  4849    
 
      ORLANDO   FL     32805     Primary   Single Family     360       358       69.23       6.3     1/2/2006   12/2/1935     557.08       557.08     2/2/2006     90000       89830.4     Cash Out Refinance     6.3  
  4850    
 
      WINCHESTER   CA     92596     Primary   Single Family     360       357       80.2       6.73     1/1/2006   12/1/1935     2647.34       2647.34     3/1/2006     409000       407933.45     Cash Out Refinance     6.73  
  4851    
 
      FORT PIERCE   FL     34982     Primary   Single Family     360       357       80       7.43     1/1/2006   12/1/1935     1114.5       1114.5     3/1/2006     180000       180000     Rate/Term Refinance     7.43  
  4852    
 
      WEST POINT   UT     84015     Primary   Single Family     360       357       90       8.05     1/1/2006   12/1/1935     839.36       839.36     3/1/2006     113850       113621.63     Purchase     8.05  
  4853    
 
      JACKSONVILLE   FL     32277     Primary   Single Family     360       358       84.89       12.3     1/2/2006   12/2/1935     600.56       600.56     2/2/2006     57100       56968.25     Cash Out Refinance     12.3  
  4854    
 
      PHOENIX   AZ     85033     Primary   Single Family     180       178       85.13       11.99     1/2/2006   12/2/2020     513.92       513.92     2/2/2006     50000       49971.18     Cash Out Refinance     11.99  
  4855    
 
      TUCSON   AZ     85715     Primary   Single Family     360       358       66.67       7.875     2/1/2006   1/1/1936     1450.14       1450.14     3/1/2006     200000       199723.82     Cash Out Refinance     7.875  
  4856    
 
      HOUSTON   TX     77004     Investor   Single Family     360       357       48.78       9.65     1/1/2006   12/1/1935     511.1       511.1     3/1/2006     60000       59913.51     Cash Out Refinance     9.65  
  4857    
 
      AURORA   CO     80013     Primary   Single Family     360       357       80       6.05     1/1/2006   12/1/1935     801.77       801.77     3/1/2006     144800       144583.7     Purchase     6.05  
  4858    
 
      BOWIE   MD     20707     Primary   Single Family     360       357       80       6.55     1/1/2006   12/1/1935     2404.21       2404.21     3/1/2006     378400       377378.1     Purchase     6.55  

Page 121 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  4859    
 
      NEW CASTLE   IN     47362     Primary   Single Family     360       357       90       7.35     1/1/2006   12/1/1935     1060.33       1060.33     3/1/2006     153900       153544.76     Purchase     7.35  
  4860    
 
      MABLETON   GA     30126     Primary   Condominium     360       357       90       7.5     1/1/2006   12/1/1935     1008.11       1008.11     3/1/2006     144177       143853.99     Purchase     7.5  
  4861    
 
      MESQUITE   TX     75181     Primary   PUD     360       357       80       6.45     1/1/2006   12/1/1935     619.16       619.16     3/1/2006     98468       98165.91     Purchase     6.45  
  4862    
 
      CONCORD   NC     28027     Primary   Single Family     360       357       47.17       8.25     1/1/2006   12/1/1935     751.27       751.27     3/1/2006     100000       99807.37     Purchase     8.25  
  4863    
 
      KISSIMMEE   FL     34758     Primary   Condominium     360       357       100       11.125     1/1/2006   12/1/1935     278.92       278.92     3/1/2006     29000       28969.52     Purchase     11.125  
  4864    
 
      FORT WORTH   TX     76123     Primary   Single Family     360       357       100       10     1/1/2006   12/1/1935     122.36       122.36     3/1/2006     13942       13923.31     Purchase     10  
  4865    
 
      KELLER   TX     76248     Primary   Single Family     360       357       85       8.8     1/1/2006   12/1/1935     1336.75       1336.75     3/1/2006     169150       168858.93     Purchase     8.8  
  4866    
 
      NATIONAL CITY   CA     91950     Primary   Two-Four Family     360       357       80       6.43     1/1/2006   12/1/1935     2298.69       2298.69     3/1/2006     396000       395446     Purchase     6.43  
  4867    
 
      HOUSTON   TX     77075     Primary   PUD     360       357       80       6     1/1/2006   12/1/1935     663.53       663.53     3/1/2006     110670       110337.81     Purchase     6  
  4868    
 
      FRISCO   TX     75035     Primary   PUD     360       357       79.99       7.5     1/1/2006   12/1/1935     1172.06       1172.06     3/1/2006     167625       167249.46     Purchase     7.5  
  4869    
 
      HUTTO   TX     78634     Primary   PUD     360       357       80       6.65     1/1/2006   12/1/1935     979.86       979.86     3/1/2006     152634       152168.97     Purchase     6.65  
  4870    
 
      LOCUST GROVE   VA     22508     Primary   Single Family     360       357       80       6.9     1/1/2006   12/1/1935     1041.9       1041.66     3/1/2006     181200       181136.25     Purchase     6.9  
  4871    
 
      WALDORF   MD     20602     Primary   PUD     360       357       80       6.98     1/1/2006   12/1/1935     1419.27       1418.85     3/1/2006     244000       243928.2     Purchase     6.98  
  4872    
 
      CORONA   CA     92883     Primary   PUD     360       357       80       6.95     1/1/2006   12/1/1935     2413.97       2413.97     3/1/2006     416800       416678.97     Purchase     6.95  
  4873    
 
      LOS ANGELES   CA     90059     Primary   Single Family     360       357       80       6.99     1/1/2006   12/1/1935     1887.56       1887.56     3/1/2006     284000       283296.14     Purchase     6.99  
  4874    
 
      RENO   NV     89506     Primary   PUD     360       357       80       6.95     1/1/2006   12/1/1935     1271.96       1271.96     3/1/2006     219619       219619     Purchase     6.95  
  4875    
 
      PEMBROKE PINES   FL     33028     Primary   Single Family     360       358       81.74       8.55     1/5/2006   12/5/1935     772.46       772.46     2/5/2006     100000       99879.65     Cash Out Refinance     8.55  
  4876    
 
      LAS VEGAS   NV     89103     Primary   Condominium     360       358       80       6.95     1/5/2006   12/5/1935     836.71       836.71     2/5/2006     126400       126190.11     Cash Out Refinance     6.95  
  4877    
 
      READSBORO   VT     5350     Primary   Single Family     360       358       66.67       6.5     1/5/2006   12/5/1935     632.07       632.07     2/5/2006     100000       99818.71     Cash Out Refinance     6.5  
  4878    
 
      SAN DIEGO   CA     92126     Primary   Single Family     360       358       75.79       6.2     1/15/2006   12/15/1935     2483.57       2483.57     2/15/2006     405500       404721.02     Cash Out Refinance     6.2  
  4879    
 
      HILLSBORO   TX     76645     Primary   Single Family     360       358       45.45       7.07     1/15/2006   12/15/1935     402.01       402.01     2/15/2006     60000       59802.69     Cash Out Refinance     7.07  
  4880    
 
      IPSWICH   MA     1938     Primary   Single Family     360       358       56.63       7.2     2/1/2006   1/1/1936     1276.13       1276.13     3/1/2006     188000       187702.86     Cash Out Refinance     7.2  
  4881    
 
      COOPER CITY   FL     33330     Primary   Single Family     360       358       52.96       8.78     1/5/2006   12/5/1935     465.42       465.42     2/5/2006     59000       58932.28     Cash Out Refinance     8.78  
  4882    
 
      GUALALA   CA     95445     Primary   Single Family     360       358       85.49       7.73     1/15/2006   12/15/1935     4047.9       4047.9     2/15/2006     566114.78       565309.84     Cash Out Refinance     7.73  
  4883    
 
      GALESBURG   IL     61401     Primary   Single Family     300       298       90.82       7.99     1/5/2006   12/5/1930     595.34       595.34     2/5/2006     77200       77036.82     Cash Out Refinance     7.99  
  4884    
 
      SYRACUSE   NY     13207     Primary   Single Family     360       358       78.41       9.86     1/15/2006   12/15/1935     598.4       598.4     2/15/2006     69000       68936.84     Cash Out Refinance     9.86  
  4885    
 
      WAYNESBORO   GA     30830     Primary   Single Family     360       358       70.49       11.96     1/3/2006   12/3/1935     983.15       983.15     2/3/2006     95866.4       95810.77     Cash Out Refinance     11.96  
  4886    
 
      BALTIMORE   MD     21224     Primary   Single Family     360       358       58       10.73     1/5/2006   12/5/1935     686.5       686.5     2/5/2006     73660       73604.03     Cash Out Refinance     10.73  
  4887    
 
      FAIRFIELD   CA     94534     Primary   PUD     360       358       75.48       9.9     1/15/2006   12/15/1935     1541.9       1541.9     2/15/2006     177190       176970.6     Cash Out Refinance     9.9  
  4888    
 
      DELANO   CA     93215     Primary   Single Family     360       357       68.24       6.49     1/1/2006   12/1/1935     732.44       732.44     3/1/2006     116000       115681.73     Cash Out Refinance     6.49  
  4889    
 
      CARSON   CA     90746     Primary   Single Family     360       357       69.3       10.05     1/1/2006   12/1/1935     282.01       282.01     3/1/2006     32000       31957.61     Cash Out Refinance     10.05  
  4890    
 
      STOCKBRIDGE   GA     30281     Primary   Single Family     360       358       62.09       9.67     1/15/2006   12/15/1935     964.22       964.22     2/15/2006     113000       112892.31     Cash Out Refinance     9.67  
  4891    
 
      LAS VEGAS   NV     89103     Primary   Condominium     360       358       100       9.4     1/5/2006   12/5/1935     263.41       263.41     2/5/2006     31600       31568.12     Cash Out Refinance     9.4  
  4892    
 
      LINCOLN   DE     19960     Primary   Single Family     360       358       70.49       8.85     1/15/2006   12/15/1935     844.98       844.98     2/15/2006     106439.9       106319.48     Cash Out Refinance     8.85  
  4893    
 
      ACWORTH   GA     30101     Primary   Single Family     360       358       83.3       10.99     1/5/2006   12/5/1935     333.05       333.05     2/5/2006     35000       34924.87     Cash Out Refinance     10.99  
  4894    
 
      WESTMINSTER   CO     80021     Primary   PUD     360       358       92.7       7.75     1/15/2006   12/15/1935     1062.59       1062.59     2/15/2006     148320       148109.94     Rate/Term Refinance     7.75  
  4895    
 
      JACKSON   MI     49201     Primary   Single Family     360       358       100       10.875     2/1/2006   1/1/1936     269.67       269.67     3/1/2006     28600       28578.95     Cash Out Refinance     10.875  
  4896    
 
      MURRAYVILLE   GA     30564     Primary   Single Family     360       357       90       8.9     1/1/2006   12/1/1935     1255.96       1255.96     3/1/2006     157500       157227.71     Cash Out Refinance     8.9  
  4897    
 
      RIVERDALE   GA     30296     Primary   Single Family     360       357       80       8.25     1/1/2006   12/1/1935     895.51       895.51     3/1/2006     119200       118970.4     Cash Out Refinance     8.25  
  4898    
 
      MEDFORD   OR     97504     Primary   Single Family     180       178       100       12.1     2/1/2006   1/1/2021     549.25       549.25     3/1/2006     53000       52970.19     Cash Out Refinance     12.1  

Page 122 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  4899    
 
      SAINT LOUIS   MO     63125     Primary   Single Family     180       178       97.42       12.35     2/1/2006   1/1/2021     327.25       327.25     3/1/2006     31000       30983.5     Cash Out Refinance     12.35  
  4900    
 
      CONYERS   GA     30012     Primary   Single Family     360       358       80       7.8     1/5/2006   12/5/1935     723.89       723.89     2/5/2006     106400       106334.99     Cash Out Refinance     7.8  
  4901    
 
      NORTH LAS VEGAS   NV     86031     Primary   Single Family     360       358       80       6.5     1/5/2006   12/5/1935     1314.7       1314.7     2/5/2006     208000       207622.92     Cash Out Refinance     6.5  
  4902    
 
      BELLEVUE   MI     49021     Primary   Single Family     360       357       61.79       8.35     1/1/2006   12/1/1935     1101.1       1101.1     3/1/2006     145204       144764.08     Rate/Term Refinance     8.35  
  4903    
 
      PETERSBURG   IL     62675     Primary   Single Family     360       357       85       9.525     1/1/2006   12/1/1935     1196.19       1196.19     3/1/2006     141880.54       141739.96     Cash Out Refinance     9.525  
  4904    
 
      ROSEVILLE   MI     48066     Primary   Single Family     360       358       83.76       9.15     2/1/2006   1/1/1936     747.25       747.25     3/1/2006     98000       97984.5     Cash Out Refinance     9.15  
  4905    
 
      ALACHUA   FL     32615     Primary   Single Family     360       358       80       8.775     2/1/2006   1/1/1936     782.18       782.18     3/1/2006     99200       99086.02     Cash Out Refinance     8.775  
  4906    
 
      KISSIMMEE   FL     34759     Primary   Single Family     360       357       79.84       6.95     1/1/2006   12/1/1935     771.02       771.02     3/1/2006     124800       124654.5     Purchase     6.95  
  4907    
 
      UNIVERSAL CITY   TX     78148     Primary   Single Family     180       177       90       8.75     1/1/2006   12/1/2020     1483.29       1483.29     3/1/2006     148410       146374.16     Purchase     8.75  
  4908    
 
      INDEPENDENCE   KY     41051     Primary   Single Family     360       357       92.7       6.34     1/1/2006   12/1/1935     944.98       944.98     3/1/2006     152028       151598.31     Purchase     6.34  
  4909    
 
      EDMOND   OK     73013     Primary   Single Family     360       357       100       10.9     1/1/2006   12/1/1935     149.28       149.28     3/1/2006     15800       15780.38     Purchase     10.9  
  4910    
 
      SAN BENITO   TX     78586     Primary   Single Family     360       357       80       6.4     1/1/2006   12/1/1935     602.99       602.99     3/1/2006     96400       96122.98     Purchase     6.4  
  4911    
 
      BRANDON   MS     39047     Primary   Single Family     360       357       89.29       6.99     1/1/2006   12/1/1935     1661.58       1661.58     3/1/2006     250000       249380.41     Purchase     6.99  
  4912    
 
      HOUSTON   TX     77084     Primary   PUD     360       357       90       5.99     1/1/2006   12/1/1935     457.63       457.63     3/1/2006     76410       76095.46     Purchase     5.99  
  4913    
 
      RIDGECREST   LA     71334     Primary   Single Family     360       357       90       7.35     1/1/2006   12/1/1935     334.85       334.85     3/1/2006     48600       48487.8     Purchase     7.35  
  4914    
 
      NORTH BRUNSWICK   NJ     8902     Primary   Condominium     360       357       80       6.39     1/1/2006   12/1/1935     1410.06       1410.06     3/1/2006     264800       264629.5     Purchase     6.39  
  4915    
 
      KISSIMMEE   FL     34759     Primary   Single Family     360       357       99.8       9.61     1/1/2006   12/1/1935     264.86       264.86     3/1/2006     31200       31154.64     Purchase     9.61  
  4916    
 
      DALLAS   TX     75217     Primary   Single Family     180       177       100       10.85     1/1/2006   12/1/2020     195.73       195.73     3/1/2006     20800       20776.81     Purchase     10.85  
  4917    
 
      MIAMI   FL     33163     Primary   Single Family     360       357       100       10.25     1/1/2006   12/1/1935     734.81       734.81     3/1/2006     82000       81895.94     Purchase     10.25  
  4918    
 
      UNIVERSAL CITY   TX     78148     Primary   Single Family     360       357       80       7     1/1/2006   12/1/1935     691.39       691.39     3/1/2006     103920       103662.96     Purchase     7  
  4919    
 
      MIAMI   FL     33163     Primary   Single Family     360       357       80       7.08     1/1/2006   12/1/1935     2199.85       2199.85     3/1/2006     328000       327201.36     Purchase     7.08  
  4920    
 
      RENO   NV     89521     Primary   PUD     360       357       80       6.3     1/1/2006   12/1/1935     2309.96       2309.96     3/1/2006     439992       439992     Purchase     6.3  
  4921    
 
      IRVING   TX     75060     Primary   Single Family     360       357       100       10.99     1/1/2006   12/1/1935     108.48       108.48     3/1/2006     11400       11387.66     Purchase     10.99  
  4922    
 
      HAMDEN   CT     6514     Primary   Condominium     360       357       80       5.99     1/1/2006   12/1/1935     685.16       685.16     3/1/2006     114400       114055.95     Purchase     5.99  
  4923    
 
      PHOENIX   AZ     85008     Primary   PUD     360       357       90       7.2     1/1/2006   12/1/1935     1238.49       1238.49     3/1/2006     206415       206415     Purchase     7.2  
  4924    
 
      NORTH LAS VEGAS   NV     89085     Primary   PUD     360       357       79.99       6.95     1/1/2006   12/1/1935     2459.72       2459.72     3/1/2006     424700       424700     Purchase     6.95  
  4925    
 
      MADISON   TN     37115     Primary   Condominium     360       357       70       8.35     1/1/2006   12/1/1935     504.01       504.01     3/1/2006     66465       66288.91     Purchase     8.35  
  4926    
 
      FONTANA   CA     92336     Primary   Single Family     360       357       80       5.95     1/1/2006   12/1/1935     1971.79       1971.79     3/1/2006     397672       397671.38     Purchase     5.95  
  4927    
 
      ELGIN   TX     78621     Primary   PUD     360       357       80       6.95     1/1/2006   12/1/1935     784.84       784.84     3/1/2006     118564       118267.81     Purchase     6.95  
  4928    
 
      KYLE   TX     78640     Primary   PUD     360       357       80       6.25     1/1/2006   12/1/1935     703.02       703.02     3/1/2006     114179       113743.57     Purchase     6.25  
  4929    
 
      LAVEEN   AZ     85339     Primary   PUD     360       358       85.41       12.96     1/5/2006   12/5/1935     275.77       275.77     2/5/2006     25000       24979.89     Cash Out Refinance     12.96  
  4930    
 
      SPRINGVILLE   IN     47462     Primary   Single Family     360       358       90.9       8.43     1/15/2006   12/15/1935     1354.16       1354.16     2/15/2006     177255       177036.35     Cash Out Refinance     8.43  
  4931    
 
      MOUNT WASHINGTON   KY     40047     Primary   Single Family     360       358       60       7.6     1/5/2006   12/5/1935     610.05       610.05     2/5/2006     86400       86223.24     Cash Out Refinance     7.6  
  4932    
 
      PHOENIX   AZ     85032     Primary   Single Family     360       358       72.16       9.49     1/5/2006   12/5/1935     467.21       467.21     2/5/2006     55611       55555.94     Cash Out Refinance     9.49  
  4933    
 
      CENTRAL VALLEY   NY     10917     Primary   Single Family     360       358       87.68       12.66     1/5/2006   12/5/1935     550.65       550.65     2/5/2006     51000       50974.67     Cash Out Refinance     12.66  
  4934    
 
      POWELL   WY     82435     Primary   Single Family     360       358       80       7.83     1/5/2006   12/5/1935     433.17       433.17     2/5/2006     60000       59916.39     Cash Out Refinance     7.83  
  4935    
 
      KING GEORGE   VA     22485     Primary   Single Family     360       358       43.77       6.35     1/15/2006   12/15/1935     721.8       721.8     2/15/2006     116000       115783.49     Cash Out Refinance     6.35  
  4936    
 
      EL CAJON   CA     92021     Primary   PUD     360       358       68.98       9.02     1/5/2006   12/5/1935     604.55       604.55     2/5/2006     75000       74918.09     Cash Out Refinance     9.02  
  4937    
 
      FRANKLINVILLE   NJ     8322     Primary   Single Family     360       358       78.09       12.64     1/5/2006   12/5/1935     377.35       377.35     2/5/2006     35000       34982.55     Cash Out Refinance     12.64  
  4938    
 
      LITTLE FERRY   NJ     7643     Primary   Single Family     360       358       63.76       10.59     1/5/2006   12/5/1935     368.59       368.59     2/5/2006     40000       39968.68     Cash Out Refinance     10.59  

Page 123 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  4939    
 
      JAMESTOWN   NY     14701     Primary   Single Family     360       358       70.19       8.15     1/5/2006   12/5/1935     245.53       245.53     2/5/2006     32990       32946.91     Cash Out Refinance     8.15  
  4940    
 
      LEES SUMMIT   MO     64064     Primary   PUD     360       358       90.49       7.99     1/5/2006   12/5/1935     1194.04       1194.04     2/5/2006     162882       162662.23     Cash Out Refinance     7.99  
  4941    
 
      SWAINSBORO   GA     30401     Primary   Single Family     60       58       72.46       5.99     1/5/2006   12/5/2010     455.96       455.96     2/5/2006     23590       22911.9     Rate/Term Refinance     5.99  
  4942    
 
      SANTA ANA   CA     92704     Primary   Single Family     360       358       38.07       11.55     1/5/2006   12/5/1935     497.06       497.06     2/5/2006     50000       49968.23     Cash Out Refinance     11.55  
  4943    
 
      SACRAMENTO   CA     95828     Primary   Single Family     360       358       77.7       9.47     1/15/2006   12/15/1935     545.14       545.14     2/15/2006     65000       64935.38     Cash Out Refinance     9.47  
  4944    
 
      BROWNSBORO   TX     75756     Primary   Single Family     360       358       80       6.35     1/15/2006   12/15/1935     846.25       846.25     2/15/2006     136000       135746.17     Cash Out Refinance     6.35  
  4945    
 
      WARWICK   RI     2888     Primary   Single Family     360       358       80.49       13.45     1/5/2006   12/5/1935     302.3       302.3     2/5/2006     26482.5       26471.48     Cash Out Refinance     13.45  
  4946    
 
      HOUSTON   TX     77075     Primary   PUD     360       357       80       6.3     1/1/2006   12/1/1935     678.09       678.09     3/1/2006     109550       109239.52     Purchase     6.3  
  4947    
 
      SURPRISE   AZ     85374     Primary   Single Family     360       357       80       6.65     1/1/2006   12/1/1935     869.82       869.82     3/1/2006     156960       156960     Purchase     6.65  
  4948    
 
      DELANO   CA     93215     Primary   Single Family     360       358       86.94       6.65     2/1/2006   1/1/1936     1367.39       1367.39     3/1/2006     213000       212621.72     Cash Out Refinance     6.65  
  4949    
 
      SYCAMORE   GA     31790     Primary   Single Family     150       148       66.06       8.99     1/5/2006   6/5/2018     242.47       242.47     2/5/2006     21800       21641.11     Rate/Term Refinance     8.99  
  4950    
 
      SMITHTOWN   NY     11767     Primary   Single Family     360       358       24.75       9.8     1/15/2006   12/15/1935     1078.54       1078.54     2/15/2006     125000       124884.11     Cash Out Refinance     9.8  
  4951    
 
      OLDSMAR   FL     34677     Primary   PUD     360       357       23.08       8.1     1/1/2006   12/1/1935     555.57       555.57     3/1/2006     75000       74653.97     Cash Out Refinance     8.1  
  4952    
 
      ANACORTES   WA     98221     Primary   Single Family     360       358       78.3       7.18     1/15/2006   12/15/1935     2100.05       2100.05     2/15/2006     310000       309407.5     Cash Out Refinance     7.18  
  4953    
 
      BRANDON   FL     33510     Primary   Single Family     360       358       80       7.33     1/15/2006   12/15/1935     1420.2       1420.2     2/15/2006     220000       219847     Cash Out Refinance     7.33  
  4954    
 
      SHEBOYGAN   WI     53081     Primary   Single Family     360       357       90       8.75     1/1/2006   12/1/1935     991.24       991.24     3/1/2006     126000       125780.94     Cash Out Refinance     8.75  
  4955    
 
      FOREST CITY   NC     28043     Primary   Single Family     360       357       90       9.85     1/1/2006   12/1/1935     584.89       584.89     3/1/2006     67500       67049.36     Cash Out Refinance     9.85  
  4956    
 
      FLORISSANT   MO     63033     Primary   Single Family     360       358       80       7.95     2/1/2006   1/1/1936     936.97       936.97     3/1/2006     132000       131873.95     Cash Out Refinance     7.95  
  4957    
 
      SEBRING   FL     33872     Primary   Single Family     360       358       72       9.15     2/1/2006   1/1/1936     1467.79       1467.79     3/1/2006     180000       179807.87     Cash Out Refinance     9.15  
  4958    
 
      ADVANCE   NC     27006     Primary   Single Family     360       357       90       8.8     1/1/2006   12/1/1935     1173.56       1173.56     3/1/2006     148500       148238.59     Purchase     8.8  
  4959    
 
      DETROIT   MI     48219     Primary   Single Family     360       358       89.92       9.8     2/1/2006   1/1/1936     923.23       923.23     3/1/2006     107000       106900.8     Cash Out Refinance     9.8  
  4960    
 
      HAMBURG   MI     48139     Primary   Single Family     360       358       90       10.1     2/1/2006   1/1/1936     1672.6       1672.6     3/1/2006     189000       188833.21     Cash Out Refinance     10.1  
  4961    
 
      HURRICANE   WV     25526     Primary   Single Family     360       357       80       8.325     1/1/2006   12/1/1935     1198.8       1198.8     3/1/2006     172800       172800     Purchase     8.325  
  4962    
 
      CLEVELAND   GA     30528     Primary   Single Family     360       358       90       10     2/1/2006   1/1/1936     1342.69       1342.69     3/1/2006     153000       152864.06     Cash Out Refinance     10  
  4963    
 
      BROOMFIELD   CO     80020     Primary   Single Family     360       357       80       6.75     1/1/2006   12/1/1935     1541.25       1541.25     3/1/2006     274000       274000     Purchase     6.75  
  4964    
 
      TAMPA   FL     33604     Primary   Single Family     360       358       84.99       7.9     1/15/2006   12/15/1935     1375.92       1375.92     2/15/2006     209000       209000     Purchase     7.9  
  4965    
 
      ARLINGTON   WA     98223     Primary   Condominium     360       358       80       6.75     1/15/2006   12/15/1935     944.78       944.78     2/15/2006     167960       167960     Purchase     6.75  
  4966    
 
      MURRIETA   CA     92563     Primary   Single Family     360       357       80       6.75     1/1/2006   12/1/1935     2127.54       2127.54     3/1/2006     378229       378229     Purchase     6.75  
  4967    
 
      CHARLOTTE   NC     28216     Primary   PUD     360       357       75.11       8.95     1/1/2006   12/1/1935     1176.19       1176.19     3/1/2006     146835       146590.04     Purchase     8.95  
  4968    
 
      SUGAR LAND   TX     77478     Primary   PUD     360       357       90       8.85     1/1/2006   12/1/1935     892.38       892.38     3/1/2006     112410       112218.53     Purchase     8.85  
  4969    
 
      HURST   TX     76053     Primary   Single Family     180       178       33.33       8.62     1/6/2006   12/6/2020     495.9       495.9     2/6/2006     50000       49725.55     Cash Out Refinance     8.62  
  4970    
 
      MASSILLON   OH     44647     Primary   Single Family     360       358       48.22       12.605     1/6/2006   12/6/1935     515.13       515.13     2/6/2006     47900       47774.86     Rate/Term Refinance     12.605  
  4971    
 
      MUSKEGON   MI     49442     Primary   Single Family     360       358       92.7       7.99     1/15/2006   12/15/1935     849.45       849.45     2/15/2006     115875       115717.54     Cash Out Refinance     7.99  
  4972    
 
      DENVER   CO     80221     Primary   Single Family     360       358       80       6.99     1/15/2006   12/15/1935     932       931.73     2/15/2006     160000       159953.4     Rate/Term Refinance     6.99  
  4973    
 
      LAUDERDALE LAKES   FL     33311     Primary   Condominium     360       358       88       7.88     1/15/2006   12/15/1935     478.78       478.78     2/15/2006     66000       65880.68     Cash Out Refinance     7.88  
  4974    
 
      APPLE VALLEY   CA     92308     Primary   Single Family     360       358       62.81       6.49     2/1/2006   1/1/1936     676.04       676.04     3/1/2006     125000       125000     Cash Out Refinance     6.49  
  4975    
 
      UNION   CT     6076     Primary   Single Family     360       358       63.8       9.65     1/6/2006   12/6/1935     511.1       511.1     2/6/2006     60000       59942.57     Cash Out Refinance     9.65  
  4976    
 
      WINCHESTER   VA     22601     Primary   Single Family     360       358       76.22       6.4     1/6/2006   12/6/1935     1363.61       1363.61     2/6/2006     218000       217597.04     Cash Out Refinance     6.4  
  4977    
 
      PEMBROKE PINES   FL     33027     Primary   Townhouse     360       358       65.85       6.2     1/6/2006   12/6/1935     1068.76       1068.76     2/6/2006     174500       174164.78     Cash Out Refinance     6.2  
  4978    
 
      YULEE   FL     32097     Primary   Manufactured Housing     360       358       85.49       9.73     1/15/2006   12/15/1935     1011.87       1011.87     2/15/2006     117976.2       117865.19     Rate/Term Refinance     9.73  

Page 124 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  4979    
 
      FREEHOLD   NJ     7728     Primary   Condominium     360       358       46.97       9.15     1/15/2006   12/15/1935     758.36       758.36     2/15/2006     93000       92880.86     Cash Out Refinance     9.15  
  4980    
 
      PUYALLUP   WA     98374     Primary   Single Family     360       358       87.55       6.92     1/15/2006   12/15/1935     1262.18       1262.18     2/15/2006     218875       218875     Cash Out Refinance     6.92  
  4981    
 
      RATHDRUM   ID     83858     Primary   Single Family     360       358       78.61       10.54     1/15/2006   12/15/1935     619.47       619.47     2/15/2006     67500       67446.57     Cash Out Refinance     10.54  
  4982    
 
      FRESNO   CA     93720     Primary   Single Family     360       358       81.61       10.39     1/6/2006   12/6/1935     879.33       879.33     2/6/2006     97000       96920.72     Rate/Term Refinance     10.39  
  4983    
 
      LANCASTER   CA     93536     Primary   Single Family     360       358       85.47       11.81     1/15/2006   12/15/1935     268.72       268.72     2/15/2006     26500       26484.09     Cash Out Refinance     11.81  
  4984    
 
      HEMPSTEAD   TX     77445     Primary   Single Family     180       178       55.01       7.82     1/6/2006   12/6/2020     472.65       472.65     2/6/2006     50000       49705.41     Cash Out Refinance     7.82  
  4985    
 
      WESTBURY   NY     11590     Primary   Single Family     360       358       58.37       12.45     1/6/2006   12/6/1935     850.71       850.71     2/6/2006     80000       79958.37     Cash Out Refinance     12.45  
  4986    
 
      HESPERIA   CA     92345     Primary   Single Family     360       358       56.44       11.97     1/6/2006   12/6/1935     667.1       667.1     2/6/2006     65000       64962.37     Cash Out Refinance     11.97  
  4987    
 
      EFFINGHAM   IL     62401     Primary   Single Family     180       178       88.68       7.99     1/6/2006   12/6/2020     287.96       287.96     2/6/2006     30150       29975     Rate/Term Refinance     7.99  
  4988    
 
      LIVERMORE FALLS   ME     4254     Primary   Single Family     300       298       80       8.25     1/6/2006   12/6/1930     441.54       441.54     2/6/2006     56000       55886.53     Rate/Term Refinance     8.25  
  4989    
 
      MIDDLETON   ID     83644     Primary   PUD     360       358       78.1       8.9     1/15/2006   12/15/1935     442.58       442.58     2/15/2006     55500       55437.87     Cash Out Refinance     8.9  
  4990    
 
      HOUSTON   TX     77011     Primary   Single Family     360       358       57.8       7.35     1/15/2006   12/15/1935     344.49       344.49     2/15/2006     50000       49923.29     Cash Out Refinance     7.35  
  4991    
 
      TAMPA   FL     33615     Primary   Single Family     360       358       80       8.05     1/15/2006   12/15/1935     937.79       937.79     2/15/2006     127200       127030.45     Rate/Term Refinance     8.05  
  4992    
 
      SAN ANTONIO   TX     78223     Primary   Single Family     180       178       69.93       7.45     1/6/2006   12/6/2020     462.09       462.09     2/6/2006     50000       49695.72     Cash Out Refinance     7.45  
  4993    
 
      ORLANDO   FL     32824     Primary   PUD     360       358       98.03       11.99     1/6/2006   12/6/1935     711.27       711.27     2/6/2006     69200       69157.35     Cash Out Refinance     11.99  
  4994    
 
      POUGHKEEPSIE   NY     12601     Primary   Single Family     360       358       84.68       12.72     1/6/2006   12/6/1935     435.37       435.37     2/6/2006     40150       40130.34     Cash Out Refinance     12.72  
  4995    
 
      MARINA DEL REY   CA     90292     Primary   Condominium     360       358       68.63       8.99     1/6/2006   12/6/1935     627.05       627.05     2/6/2006     78000       77914.28     Cash Out Refinance     8.99  
  4996    
 
      LITTLETON   CO     80123     Primary   Single Family     360       358       100       9.65     1/6/2006   12/6/1935     442.95       442.95     2/6/2006     52000       51950.19     Cash Out Refinance     9.65  
  4997    
 
      MIAMI   FL     33185     Primary   Condominium     360       358       35.09       7.25     1/15/2006   12/15/1935     450.07       450.07     2/15/2006     65975       65871.75     Cash Out Refinance     7.25  
  4998    
 
      LARGO   FL     33770     Primary   Single Family     360       358       61.13       8.39     1/6/2006   12/6/1935     576.94       576.94     2/6/2006     75800       75703.26     Cash Out Refinance     8.39  
  4999    
 
      TALLAHASSEE   FL     32309     Primary   Single Family     360       358       69.29       10.21     1/15/2006   12/15/1935     785.96       785.96     2/15/2006     88000       87924.52     Cash Out Refinance     10.21  
  5000    
 
      BIG SPRING   TX     79720     Primary   Single Family     180       178       80       7.05     1/6/2006   12/6/2020     937.7       937.7     2/6/2006     104000       103344.68     Cash Out Refinance     7.05  
  5001    
 
      KEARNS   UT     84118     Primary   Single Family     360       358       90.9       6.88     1/15/2006   12/15/1935     932.03       932.03     2/15/2006     141804       141565.28     Cash Out Refinance     6.88  
  5002    
 
      GRAHAM   WA     98338     Primary   Single Family     360       358       80       6.99     1/15/2006   12/15/1935     1481.46       1481.46     2/15/2006     254328       254328     Purchase     6.99  
  5003    
 
      NORFOLK   VA     23503     Primary   Single Family     360       358       90       9.75     1/15/2006   12/15/1935     1198.53       1198.53     2/15/2006     139500       139369.29     Cash Out Refinance     9.75  
  5004    
 
      LEESBURG   FL     34747     Primary   Single Family     360       358       51.63       6.15     2/1/2006   1/1/1936     690.37       690.37     3/1/2006     113319       113099.22     Cash Out Refinance     6.15  
  5005    
 
      FORT WORTH   TX     76112     Primary   Single Family     360       358       59.39       6.59     1/15/2006   12/15/1935     625.24       625.24     2/15/2006     98000       97785.24     Rate/Term Refinance     6.59  
  5006    
 
      HAMPTON   VA     23661     Primary   Single Family     360       358       41.96       9.2     1/6/2006   12/6/1935     491.43       491.43     2/6/2006     60000       59960     Cash Out Refinance     9.2  
  5007    
 
      DETROIT   MI     48221     Primary   Single Family     360       358       36       8.45     2/1/2006   1/1/1936     482.19       482.19     3/1/2006     63000       62922.6     Cash Out Refinance     8.45  
  5008    
 
      BRIDGEPORT   CT     6610     Primary   Condominium     360       358       80       6.13     1/15/2006   12/15/1935     607.94       607.94     2/15/2006     100000       99805.29     Purchase     6.13  
  5009    
 
      SOUTH BEND   IN     46619     Primary   Single Family     360       358       80       9.14     1/2/2006   12/2/1935     407.36       407.36     2/2/2006     50000       49946.02     Purchase     9.14  
  5010    
 
      FORT WORTH   TX     76131     Primary   PUD     360       357       70       10     1/1/2006   12/1/1935     1057.44       1057.44     3/1/2006     120496       120334.74     Purchase     10  
  5011    
 
      MAYWOOD   CA     90270     Primary   Single Family     360       358       80       6.78     2/1/2006   1/1/1936     1446.4       1446.4     3/1/2006     256000       256000     Purchase     6.78  
  5012    
 
      RENO   NV     89521     Primary   PUD     360       357       80       6.35     1/1/2006   12/1/1935     1733.23       1733.23     3/1/2006     327539       327539     Purchase     6.35  
  5013    
 
      HOUSTON   TX     77016     Primary   PUD     360       358       80       7.48     1/15/2006   12/15/1935     517.53       517.53     2/15/2006     74160       74049.12     Purchase     7.48  
  5014    
 
      SAN PEDRO   CA     90731     Primary   Single Family     360       358       53.53       7.22     1/15/2006   12/15/1935     1810.43       1810.43     2/15/2006     284000       283774.87     Cash Out Refinance     7.22  
  5015    
 
      CATHEDRAL CITY   CA     92234     Primary   Single Family     360       358       80       6.86     2/1/2006   1/1/1936     978.07       978.07     3/1/2006     160000       159872.83     Purchase     6.86  
  5016    
 
      BARTLESVILLE   OK     74003     Primary   Single Family     240       238       83.68       9.7     1/7/2006   12/7/2025     569.51       569.51     2/7/2006     60250       60084.35     Cash Out Refinance     9.7  
  5017    
 
      ZEPHYRHILLS   FL     33541     Primary   Single Family     120       118       63.77       9.9     1/7/2006   12/7/2015     372.43       372.43     2/7/2006     28300       28020.95     Cash Out Refinance     9.9  
  5018    
 
      BRISTOL   WI     53104     Primary   Single Family     240       238       43.76       9.75     1/7/2006   12/7/2025     284.56       284.56     2/7/2006     30000       29902.48     Cash Out Refinance     9.75  

Page 125 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  5019    
 
      RIO RANCHO   NM     87124     Primary   Single Family     360       358       73.85       7.75     1/7/2006   12/7/1935     1719.39       1719.39     2/7/2006     240000       239660.13     Cash Out Refinance     7.75  
  5020    
 
      AVONDALE   AZ     85323     Primary   Single Family     360       358       74.12       10.79     1/7/2006   12/7/1935     856.89       856.89     2/7/2006     91500       91431.39     Cash Out Refinance     10.79  
  5021    
 
      VAIL   AZ     85641     Primary   Manufactured Housing     360       358       82.4       7.45     1/7/2006   12/7/1935     900.14       900.14     2/7/2006     129368       129173.44     Cash Out Refinance     7.45  
  5022    
 
      SHREVEPORT   LA     71103     Primary   Single Family     360       358       81.97       9.17     1/7/2006   12/7/1935     408.45       408.45     2/7/2006     50000       49946.51     Cash Out Refinance     9.17  
  5023    
 
      POCATELLO   ID     83204     Primary   Single Family     360       358       85       8.14     1/15/2006   12/15/1935     515.73       515.73     2/15/2006     69360       69269.22     Cash Out Refinance     8.14  
  5024    
 
      LAKEWOOD   WA     98439     Primary   Single Family     240       238       79.91       9.85     1/7/2006   12/7/2025     553.97       553.97     2/7/2006     58000       57843.55     Cash Out Refinance     9.85  
  5025    
 
      HUDSON   NH     3051     Primary   Single Family     360       358       75.73       6.3     1/15/2006   12/15/1935     1752.32       1752.32     2/15/2006     283100       282490.01     Cash Out Refinance     6.3  
  5026    
 
      AUSTIN   TX     78735     Primary   Single Family     360       358       52.88       7.75     1/7/2006   12/7/1935     723.58       723.58     2/7/2006     101000       100856.96     Cash Out Refinance     7.75  
  5027    
 
      LA FERIA   TX     78559     Primary   PUD     180       178       80       10.65     1/7/2006   12/7/2020     524.31       524.31     2/7/2006     47035       46794.62     Cash Out Refinance     10.65  
  5028    
 
      GRAND PRAIRIE   TX     75051     Primary   Single Family     180       178       46.3       7.2     1/7/2006   12/7/2020     455.03       455.03     2/7/2006     50000       49689.01     Cash Out Refinance     7.2  
  5029    
 
      HURRICANE   UT     84737     Primary   Single Family     360       358       70.76       9.75     1/7/2006   12/7/1935     343.67       343.67     2/7/2006     40000       39962.51     Cash Out Refinance     9.75  
  5030    
 
      VIDOR   TX     77662     Primary   Single Family     180       178       80       8.64     1/7/2006   12/7/2020     1040.63       1040.63     2/7/2006     104800       104225.8     Cash Out Refinance     8.64  
  5031    
 
      MASON CITY   IA     50401     Primary   Single Family     360       358       85.49       7.66     1/15/2006   12/15/1935     565.87       565.87     2/15/2006     79676.68       79561.78     Cash Out Refinance     7.66  
  5032    
 
      OXON HILL   MD     20745     Primary   Single Family     60       58       79.39       6.75     1/7/2006   12/7/2010     196.84       196.84     2/7/2006     10000       9718.03     Cash Out Refinance     6.75  
  5033    
 
      OCALA   FL     34472     Primary   Single Family     240       238       83.32       10.32     1/15/2006   12/15/2025     345.22       345.22     2/15/2006     35000       34911.18     Cash Out Refinance     10.32  
  5034    
 
      RATHDRUM   ID     83858     Primary   Single Family     360       358       80.75       10.97     1/7/2006   12/7/1935     475.03       475.03     2/7/2006     50000       49963.94     Cash Out Refinance     10.97  
  5035    
 
      PALM BAY   FL     32905     Primary   Single Family     360       358       62.58       7.7     1/15/2006   12/15/1935     727.22       727.22     2/15/2006     102000       101854.09     Cash Out Refinance     7.7  
  5036    
 
      NEWARK   NJ     7103     Primary   Single Family     360       358       75.49       9.75     1/7/2006   12/7/1935     1310.13       1310.13     2/7/2006     152489.8       152346.92     Cash Out Refinance     9.75  
  5037    
 
      MISSION VIEJO   CA     92692     Primary   Single Family     360       358       82.61       9.63     1/7/2006   12/7/1935     569.74       569.74     2/7/2006     67000       66935.62     Rate/Term Refinance     9.63  
  5038    
 
      FULLERTON   CA     92833     Primary   Single Family     360       358       69.99       9.98     1/15/2006   12/15/1935     481.86       481.86     2/15/2006     55000       54950.91     Cash Out Refinance     9.98  
  5039    
 
      OVIEDO   FL     32765     Primary   Single Family     180       178       38       6.9     1/15/2006   12/15/2020     848.59       848.59     2/15/2006     95000       94393.58     Cash Out Refinance     6.9  
  5040    
 
      CLAYTON   DE     19938     Primary   Single Family     360       358       85.43       6.5     1/7/2006   12/7/1935     1727.83       1727.83     2/7/2006     273360       272864.4     Cash Out Refinance     6.5  
  5041    
 
      FRIENDSWOOD   TX     77546     Primary   Single Family     360       358       65.49       10.95     1/7/2006   12/7/1935     565.3       565.3     2/7/2006     59595.9       59552.73     Cash Out Refinance     10.95  
  5042    
 
      GREENSBORO   NC     27406     Primary   Single Family     360       358       68.29       7.75     2/1/2006   1/1/1936     401.2       401.2     3/1/2006     56000       55920.34     Cash Out Refinance     7.75  
  5043    
 
      EL CENTRO   CA     92243     Primary   Single Family     360       358       85       7.6     2/1/2006   1/1/1936     1650.45       1650.45     3/1/2006     233750       233408.86     Cash Out Refinance     7.6  
  5044    
 
      MONTGOMERY   TX     77356     Primary   PUD     360       358       80       7.84     1/7/2006   12/7/1935     959.67       959.67     2/7/2006     132800       132615.32     Cash Out Refinance     7.84  
  5045    
 
      WOODSBORO   TX     78393     Primary   Single Family     120       118       38.57       7.6     1/7/2006   12/7/2015     193.15       193.15     2/7/2006     16200       16018.33     Cash Out Refinance     7.6  
  5046    
 
      NEW BRAUNFELS   TX     78130     Primary   Single Family     360       358       80       8.6     2/1/2006   1/1/1936     1148.5       1148.5     3/1/2006     148000       147771.84     Purchase     8.6  
  5047    
 
      TAYLOR   MI     48180     Primary   Single Family     360       358       85       8.7     2/1/2006   1/1/1936     1078.44       1078.44     3/1/2006     148750       148750     Cash Out Refinance     8.7  
  5048    
 
      LINCOLN   DE     19960     Primary   Single Family     360       358       85       9.55     2/1/2006   1/1/1936     1292.1       1292.1     3/1/2006     153000       152850.46     Cash Out Refinance     9.55  
  5049    
 
      BELLINGHAM   WA     98229     Primary   Single Family     360       358       70.79       11.5     1/8/2006   12/8/1935     495.15       495.15     2/8/2006     50000       49962.99     Cash Out Refinance     11.5  
  5050    
 
      SAN ANTONIO   TX     78214     Primary   Single Family     360       358       80       7.81     1/8/2006   12/8/1935     518.81       518.81     2/8/2006     72000       71899.25     Cash Out Refinance     7.81  
  5051    
 
      SAN DIEGO   CA     92114     Primary   Single Family     360       358       68.34       9.72     1/7/2006   12/7/1935     428.48       428.48     2/7/2006     50000       49952.85     Cash Out Refinance     9.72  
  5052    
 
      STATFORD   NJ     8084     Primary   Single Family     180       178       60.56       10.91     1/8/2006   12/8/2020     395.84       395.84     2/8/2006     35000       34844.03     Cash Out Refinance     10.91  
  5053    
 
      ONTARIO   CA     91761     Primary   Single Family     360       358       62.74       5.78     2/1/2006   1/1/1936     1395.79       1395.79     3/1/2006     238400       237903.81     Cash Out Refinance     5.78  
  5054    
 
      PARADISE   CA     95969     Primary   Single Family     360       358       25.81       6.99     1/8/2006   12/8/1935     531.71       531.71     2/8/2006     80000       79868.2     Cash Out Refinance     6.99  
  5055    
 
      BALTIMORE   MD     21229     Primary   Single Family     360       358       66.55       12.6     1/7/2006   12/7/1935     268.76       268.76     2/7/2006     25000       24987.41     Cash Out Refinance     12.6  
  5056    
 
      CLAYTON   MI     48532     Primary   Single Family     360       358       80       8.725     2/1/2006   1/1/1936     1541.42       1541.42     3/1/2006     212000       211996.42     Cash Out Refinance     8.725  
  5057    
 
      ANTIOCH   TN     37013     Primary   PUD     360       358       80       7.5     2/1/2006   1/1/1936     872       872     3/1/2006     139520       139519.24     Purchase     7.5  
  5058    
 
      FORT WORTH   TX     76179     Primary   PUD     360       358       100       10.99     2/1/2006   1/1/1936     101.57       101.57     3/1/2006     10673       10665.32     Purchase     10.99  

Page 126 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  5059    
 
      LACEY   WA     98503     Primary   Single Family     360       358       80       6.99     2/1/2006   1/1/1936     773.56       773.56     3/1/2006     132800       132800     Purchase     6.99  
  5060    
 
      LADOGA   IN     47954     Primary   Single Family     360       358       90.49       8.07     1/9/2006   12/9/1935     935.8       935.8     2/9/2006     126690       126521.82     Cash Out Refinance     8.07  
  5061    
 
      HOLLY SPRINGS   NC     27540     Primary   Single Family     181       179       79       9.5     1/9/2006   1/9/2021     806.42       806.42     2/9/2006     77420       77031.45     Cash Out Refinance     9.5  
  5062    
 
      LUTZ   FL     33548     Primary   Single Family     360       358       80.38       8.95     1/9/2006   12/9/1935     672.87       672.87     2/9/2006     84000       83906.91     Cash Out Refinance     8.95  
  5063    
 
      GUTHRIE   OK     73044     Primary   Single Family     360       358       50       7.99     1/9/2006   12/9/1935     366.54       366.54     2/9/2006     50000       32181.66     Cash Out Refinance     7.99  
  5064    
 
      TULSA   OK     74134     Primary   Single Family     360       358       75       6.9     1/15/2006   12/15/1935     543.35       543.35     2/15/2006     82500       82361.66     Cash Out Refinance     6.9  
  5065    
 
      PITTSBURGH   PA     15224     Primary   Single Family     360       358       82.4       8.69     1/9/2006   12/9/1935     528.67       528.67     2/9/2006     67568       67488.98     Cash Out Refinance     8.69  
  5066    
 
      COTOPAXI   CO     81223     Primary   Single Family     360       358       87.55       6.72     1/9/2006   12/9/1935     707.63       707.63     2/9/2006     109437       109229.58     Cash Out Refinance     6.72  
  5067    
 
      FULLERTON   CA     92832     Primary   Single Family     360       358       61.25       6.29     2/1/2006   1/1/1936     1957.03       1957.03     3/1/2006     343000       342679.92     Cash Out Refinance     6.29  
  5068    
 
      MERCEDES   TX     78570     Primary   Single Family     360       358       80       8.13     1/9/2006   12/9/1935     445.71       445.71     2/9/2006     60000       59919.61     Cash Out Refinance     8.13  
  5069    
 
      LAUDERHILL   FL     33313     Primary   Single Family     360       358       57.78       6.8     1/9/2006   12/9/1935     809.89       809.89     2/9/2006     124230       124017.56     Cash Out Refinance     6.8  
  5070    
 
      POMPANO BEACH   FL     33069     Primary   Single Family     360       358       68.76       11.32     1/9/2006   12/9/1935     380.87       380.87     2/9/2006     39000       38973.94     Cash Out Refinance     11.32  
  5071    
 
      RICHMOND   VA     23223     Primary   Single Family     180       178       65       6.4     1/9/2006   12/9/2020     745.52       745.52     2/9/2006     86125       85547.19     Cash Out Refinance     6.4  
  5072    
 
      BRUCEVILLE   IN     47516     Primary   Single Family     360       358       82       9.75     1/15/2006   12/15/1935     627.02       627.02     2/15/2006     72980       72911.61     Rate/Term Refinance     9.75  
  5073    
 
      FRANKFORT   IN     46041     Primary   Single Family     360       358       90       8.1     1/15/2006   12/15/1935     633.34       633.34     2/15/2006     85500       85387.19     Cash Out Refinance     8.1  
  5074    
 
      ANDERSON   IN     46012     Primary   Single Family     360       358       69.44       7.73     1/15/2006   12/15/1935     357.52       357.52     2/15/2006     50000       49928.9     Cash Out Refinance     7.73  
  5075    
 
      PORTSMOUTH   VA     23702     Primary   Single Family     360       358       78.18       7.17     1/15/2006   12/15/1935     873.02       873.02     2/15/2006     129000       128794.9     Cash Out Refinance     7.17  
  5076    
 
      SAUGUS   MA     1906     Primary   Single Family     360       358       74.59       13.05     1/9/2006   12/9/1935     555.06       555.06     2/9/2006     50000       49977.26     Cash Out Refinance     13.05  
  5077    
 
      VENTURA   CA     93001     Primary   Single Family     360       358       84.71       10.1     1/15/2006   12/15/1935     831.88       831.88     2/15/2006     94000       93918.23     Cash Out Refinance     10.1  
  5078    
 
      PUEBLO   CO     81003     Primary   Single Family     240       238       75       7.67     2/1/2006   1/1/2026     489.62       489.62     3/1/2006     60000       59787.08     Rate/Term Refinance     7.67  
  5079    
 
      WEST HEMPSTEAD   NY     11552     Primary   Single Family     360       358       41.8       12.69     1/9/2006   12/9/1935     378.71       378.71     2/9/2006     35000       34982.74     Cash Out Refinance     12.69  
  5080    
 
      MEMPHIS   NY     13112     Primary   Single Family     360       358       37.84       7.35     1/15/2006   12/15/1935     568.41       568.41     2/15/2006     82500       82371.82     Cash Out Refinance     7.35  
  5081    
 
      PLUMESTEAD   NJ     8533     Primary   Single Family     360       358       85.47       12.42     1/9/2006   12/9/1935     270.57       270.57     2/9/2006     25500       25456.91     Cash Out Refinance     12.42  
  5082    
 
      CHANDLER   AZ     85249     Primary   PUD     360       358       85.19       10.35     1/15/2006   12/15/1935     1454.71       1454.71     2/15/2006     161000       160867.27     Rate/Term Refinance     10.35  
  5083    
 
      MACUNGIE   PA     18062     Primary   Single Family     360       358       60       9.35     1/7/2006   12/7/1935     1244.9       1244.9     2/7/2006     150000       149847.11     Cash Out Refinance     9.35  
  5084    
 
      SELMA   TX     78154     Primary   PUD     360       358       76.26       6.75     2/1/2006   1/1/1936     616.17       616.17     3/1/2006     95000       94835.95     Purchase     6.75  
  5085    
 
      ATLANTA   GA     30315     Primary   Single Family     360       358       80       7.99     2/1/2006   1/1/1936     557.14       557.14     3/1/2006     76000       75509.71     Cash Out Refinance     7.99  
  5086    
 
      MILLEDGEVILLE   GA     31061     Primary   Single Family     120       118       55.94       7.79     1/9/2006   12/9/2015     275.73       275.73     2/9/2006     22935.22       22680.71     Cash Out Refinance     7.79  
  5087    
 
      BANGS   TX     76823     Primary   Single Family     360       358       80       7.68     1/9/2006   12/9/1935     825.44       825.44     2/9/2006     116000       115808.93     Cash Out Refinance     7.68  
  5088    
 
      SPARTANBURG   SC     29301     Primary   Single Family     360       358       85       10.1     2/1/2006   1/1/1936     511.51       511.51     3/1/2006     57800       57749.73     Cash Out Refinance     10.1  
  5089    
 
      QUINCY   MA     2169     Primary   Single Family     240       238       84.5       10.25     2/1/2006   1/1/2026     490.82       490.82     3/1/2006     50000       49871.98     Cash Out Refinance     10.25  
  5090    
 
      HENDERSONVILLE   NC     28792     Primary   Single Family     360       358       76.76       9.2     2/1/2006   1/1/1936     1187.63       1187.63     3/1/2006     145000       144847.5     Cash Out Refinance     9.2  
  5091    
 
      CANTON   MI     48188     Primary   Condominium     360       358       100       11.69     2/1/2006   1/1/1936     320.56       320.56     3/1/2006     31902       31882.34     Purchase     11.69  
  5092    
 
      LONGVIEW   TX     75602     Primary   Single Family     360       358       80       6.28     1/15/2006   12/15/1935     504.52       504.52     2/15/2006     81680       81525.48     Purchase     6.28  
  5093    
 
      ONTARIO   CA     91764     Primary   Condominium     360       357       90       6.95     1/1/2006   12/1/1935     2274.89       2274.89     3/1/2006     392786       392749.79     Purchase     6.95  
  5094    
 
      SAINT CLOUD   FL     34771     Primary   PUD     360       358       80       7.59     2/1/2006   1/1/1936     2345.12       2345.12     3/1/2006     352792       352563.86     Purchase     7.59  
  5095    
 
      ESCONDIDO   CA     92026     Primary   PUD     360       358       65       6.86     2/1/2006   1/1/1936     1609.22       1609.22     3/1/2006     263250       263015.79     Purchase     6.86  
  5096    
 
      SAN ANTONIO   TX     78212     Primary   Single Family     360       358       80       8.5     1/12/2006   12/12/1935     553.62       553.62     2/12/2006     72000       71912.45     Cash Out Refinance     8.5  
  5097    
 
      COON RAPIDS   MN     55448     Primary   Single Family     360       358       85.43       11.37     1/12/2006   12/12/1935     354.9       354.9     2/12/2006     36200       36176.08     Cash Out Refinance     11.37  
  5098    
 
      DELTONA   FL     32725     Primary   Single Family     360       358       60.98       7.77     1/15/2006   12/15/1935     538.35       538.35     2/15/2006     75000       74894.21     Cash Out Refinance     7.77  

Page 127 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  5099    
 
      PHOENIX   AZ     85037     Primary   PUD     360       358       62.03       9.75     1/10/2006   12/10/1935     429.58       429.58     2/10/2006     50000       49932.56     Cash Out Refinance     9.75  
  5100    
 
      FLAGSTAFF   AZ     86004     Primary   Single Family     360       358       80.49       8.55     1/10/2006   12/10/1935     1834.18       1834.18     2/10/2006     237445.5       237159.72     Cash Out Refinance     8.55  
  5101    
 
      MIAMI   FL     33172     Primary   Condominium     360       358       80       7.18     1/15/2006   12/15/1935     741.93       741.93     2/15/2006     124000       124000     Rate/Term Refinance     7.18  
  5102    
 
      PEMBROKE PINES   FL     33028     Primary   Townhouse     360       358       90.64       6.18     1/15/2006   12/15/1935     2240.62       2240.62     2/15/2006     435072       435072     Cash Out Refinance     6.18  
  5103    
 
      LARGO   FL     33774     Primary   Single Family     360       358       76.92       6.99     1/15/2006   12/15/1935     1661.58       1661.58     2/15/2006     250000       249588.14     Cash Out Refinance     6.99  
  5104    
 
      LAS VEGAS   NV     89121     Primary   Single Family     360       358       65.56       6.99     1/15/2006   12/15/1935     1241.87       1241.87     2/15/2006     186850       186542.17     Cash Out Refinance     6.99  
  5105    
 
      PHILADELPHIA   PA     19121     Primary   Townhouse     360       358       80       8.85     1/12/2006   12/12/1935     444.56       444.56     2/12/2006     56000       55931.17     Cash Out Refinance     8.85  
  5106    
 
      WASHOUGAL   WA     98671     Primary   Manufactured Housing     360       358       82.4       7.99     1/15/2006   12/15/1935     1510.12       1510.12     2/15/2006     206000       205722.07     Cash Out Refinance     7.99  
  5107    
 
      WOODBRIDGE   VA     22192     Primary   Single Family     180       178       68.64       8.08     1/12/2006   12/12/2020     480.14       480.14     2/12/2006     50000       49672.24     Cash Out Refinance     8.08  
  5108    
 
      WOODBRIDGE   VA     22192     Primary   Townhouse     360       358       61.43       6.33     1/15/2006   12/15/1935     1334.93       1334.93     2/15/2006     214987.5       214584.7     Cash Out Refinance     6.33  
  5109    
 
      GERMANTOWN   MD     20874     Primary   Condominium     360       358       75.49       9.35     1/15/2006   12/15/1935     1284.36       1284.36     2/15/2006     154754.5       154596.76     Cash Out Refinance     9.35  
  5110    
 
      SALISBURY   MD     21804     Primary   Single Family     360       358       60.44       8.59     1/15/2006   12/15/1935     581.09       581.09     2/15/2006     74950       74860.54     Cash Out Refinance     8.59  
  5111    
 
      BANNING   CA     92220     Primary   Single Family     360       358       65       7.6     1/15/2006   12/15/1935     1285.06       1285.06     2/15/2006     182000       181734.38     Cash Out Refinance     7.6  
  5112    
 
      JIM THORPE   PA     18229     Primary   PUD     360       358       28.16       9.26     1/15/2006   12/15/1935     440.52       440.52     2/15/2006     53500       53444.43     Cash Out Refinance     9.26  
  5113    
 
      HARDING TOWNSHIP   NJ     7960     Primary   Single Family     360       358       61.13       7.25     1/15/2006   12/15/1935     10007.53       10007.53     2/15/2006     1467000       1464704.28     Rate/Term Refinance     7.25  
  5114    
 
      GALVESTON   TX     77551     Primary   Single Family     360       358       51.06       6.6     1/15/2006   12/15/1935     383.2       383.2     2/15/2006     60000       59893.31     Cash Out Refinance     6.6  
  5115    
 
      CANTON   MS     39046     Primary   Single Family     180       178       77.48       9.99     1/12/2006   12/12/2020     332.84       332.84     2/12/2006     30990       30839.68     Cash Out Refinance     9.99  
  5116    
 
      PENSACOLA   FL     32505     Primary   Single Family     300       298       80.49       9.66     1/12/2006   12/12/1930     591.14       591.14     2/12/2006     66806.7       66699.57     Cash Out Refinance     9.66  
  5117    
 
      MAYFIELD   NY     12117     Primary   Single Family     360       358       80.49       8.1     1/15/2006   12/15/1935     894.35       894.35     2/15/2006     120735       120575.69     Cash Out Refinance     8.1  
  5118    
 
      WILLIAMSTOWN   NJ     8094     Primary   Single Family     360       358       60.68       10.48     1/12/2006   12/12/1935     365.3       365.3     2/12/2006     40000       39967.92     Cash Out Refinance     10.48  
  5119    
 
      PERRIS   CA     92571     Primary   Single Family     360       358       38.1       6.22     1/15/2006   12/15/1935     729.65       729.65     2/15/2006     118880       118652.5     Cash Out Refinance     6.22  
  5120    
 
      VERNON   TX     76384     Primary   Single Family     360       358       80       7.99     1/15/2006   12/15/1935     366.54       366.54     2/15/2006     50000       49932.53     Cash Out Refinance     7.99  
  5121    
 
      SAN BERNARDINO   CA     92410     Primary   Single Family     360       358       50.39       7.05     2/1/2006   1/1/1936     869.27       869.27     3/1/2006     130000       129788.34     Cash Out Refinance     7.05  
  5122    
 
      LANCASTER   CA     93534     Primary   Single Family     360       358       80.49       11.06     1/15/2006   12/15/1935     616.32       616.32     2/15/2006     64410       64364.45     Cash Out Refinance     11.06  
  5123    
 
      MINDEN   NE     68959     Primary   Single Family     360       358       51.85       7.85     1/15/2006   12/15/1935     506.34       506.34     2/15/2006     70000       69902.84     Cash Out Refinance     7.85  
  5124    
 
      LOS BANOS   CA     93635     Primary   Single Family     360       358       80       7.25     2/1/2006   1/1/1936     1822.17       1822.17     3/1/2006     301600       301600     Purchase     7.25  
  5125    
 
      ANAHEIM   CA     92804     Primary   Single Family     360       358       58.54       6.7     1/15/2006   12/15/1935     2455.29       2455.29     2/15/2006     380500       379835.78     Cash Out Refinance     6.7  
  5126    
 
      ORLANDO   FL     32837     Primary   Single Family     360       358       70.49       7.5     1/15/2006   12/15/1935     1946.87       1946.87     2/15/2006     278435.5       278020.91     Cash Out Refinance     7.5  
  5127    
 
      COUSHATTA   LA     71019     Primary   Single Family     360       358       90       7.25     1/12/2006   12/12/1935     540.29       540.29     2/12/2006     79200       79076.05     Cash Out Refinance     7.25  
  5128    
 
      SPRING HILL   FL     34606     Primary   Single Family     360       358       78.4       10.45     1/15/2006   12/15/1935     455.51       455.51     2/15/2006     50000       49959.64     Cash Out Refinance     10.45  
  5129    
 
      CITRUS SPRINGS   FL     34434     Primary   Single Family     360       358       61.91       6.9     2/1/2006   1/1/1936     358.82       358.82     3/1/2006     54482       54390.64     Cash Out Refinance     6.9  
  5130    
 
      ELKHART   IN     46516     Primary   Single Family     360       358       100       11.95     2/1/2006   1/1/1936     186.51       186.51     3/1/2006     18200       18172.43     Cash Out Refinance     11.95  
  5131    
 
      MUSKEGON   MI     49442     Primary   Single Family     360       358       80       7.25     1/26/2006   12/26/1935     878.64       878.64     2/26/2006     128800       128598.45     Cash Out Refinance     7.25  
  5132    
 
      BALTIMORE   MD     21209     Primary   Single Family     360       358       86.61       9     2/1/2006   1/1/1936     1951.21       1951.21     3/1/2006     242500       242234.09     Cash Out Refinance     9  
  5133    
 
      TROY   MI     48098     Primary   Single Family     360       358       75.19       7.95     2/1/2006   1/1/1936     1460.57       1460.57     3/1/2006     200000       199727.96     Cash Out Refinance     7.95  
  5134    
 
      KNOXVILLE   TN     37918     Primary   Single Family     180       178       100       9.4     1/7/2006   12/7/2020     164.35       164.35     2/7/2006     19716       19696.1     Purchase     9.4  
  5135    
 
      GOOSE CREEK   SC     29445     Primary   PUD     360       358       90       8.6     2/1/2006   1/1/1936     1047.77       1047.77     3/1/2006     146201       146201     Purchase     8.6  
  5136    
 
      GOOSE CREEK   SC     29445     Primary   PUD     360       358       100       10.7     2/1/2006   1/1/1936     151.04       151.04     3/1/2006     16245       16232.57     Purchase     10.7  
  5137    
 
      PLAINFIELD   IL     60585     Primary   PUD     360       358       80       7.5     2/1/2006   1/1/1936     1626.19       1626.19     3/1/2006     260190       260190     Purchase     7.5  
  5138    
 
      CLINTON   TN     37716     Primary   Single Family     360       358       90       7.28     1/15/2006   12/15/1935     1662.64       1662.64     2/15/2006     243000       242621.98     Cash Out Refinance     7.28  

Page 128 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  5139    
 
      CHILLICOTHE   OH     45601     Primary   Single Family     360       358       80       6.4     2/1/2006   1/1/1936     950.77       950.77     3/1/2006     152000       151719.05     Rate/Term Refinance     6.4  
  5140    
 
      GLENCOE   OK     74032     Primary   Single Family     360       358       66       9.75     1/15/2006   12/15/1935     572.72       572.72     2/15/2006     66660       66597.53     Rate/Term Refinance     9.75  
  5141    
 
      DURHAM   NC     27705     Primary   Single Family     360       358       78.27       8.77     1/15/2006   12/15/1935     894.46       894.46     2/15/2006     113490.9       113349.24     Cash Out Refinance     8.77  
  5142    
 
      LIGONIER   PA     15658     Primary   Single Family     360       358       61.03       7.49     1/12/2006   12/12/1935     908.09       908.09     2/12/2006     130000       129806.05     Cash Out Refinance     7.49  
  5143    
 
      PUEBLO WEST   CO     81007     Primary   Single Family     360       358       80       7.55     1/12/2006   12/12/1935     736.37       736.37     2/12/2006     104800       104645.51     Rate/Term Refinance     7.55  
  5144    
 
      HANFORD   CA     93230     Primary   Single Family     360       358       66.88       6.65     2/1/2006   1/1/1936     686.91       686.91     3/1/2006     107000       106811.58     Cash Out Refinance     6.65  
  5145    
 
      CASA GRANDE   AZ     85222     Primary   Single Family     360       358       77.93       6.35     1/12/2006   12/12/1935     649.53       649.53     2/12/2006     113000       112896.59     Cash Out Refinance     6.35  
  5146    
 
      GWYNN OAK   MD     21207     Primary   Single Family     360       358       77.8       11.47     1/12/2006   12/12/1935     770.65       770.65     2/12/2006     78000       77949.56     Cash Out Refinance     11.47  
  5147    
 
      SEFFNER   FL     33584     Primary   Single Family     120       118       73       9.97     1/12/2006   12/12/2015     719.32       719.32     2/12/2006     54500       53933.81     Cash Out Refinance     9.97  
  5148    
 
      AUSTIN   TX     78727     Primary   Single Family     360       358       63.45       11.22     1/12/2006   12/12/1935     339.15       339.15     2/12/2006     35000       34976.09     Cash Out Refinance     11.22  
  5149    
 
      CINCINNATI   OH     45225     Primary   Single Family     360       358       84.53       7.94     1/12/2006   12/12/1935     481.04       481.04     2/12/2006     65932       65842.12     Cash Out Refinance     7.94  
  5150    
 
      PORTLAND   OR     97266     Primary   Single Family     360       358       83.04       6.9     1/15/2006   12/15/1935     935.22       935.22     2/15/2006     142000       141722.67     Rate/Term Refinance     6.9  
  5151    
 
      MILWAUKEE   WI     53210     Primary   Single Family     360       358       57.81       9.95     1/15/2006   12/15/1935     808.34       808.34     2/15/2006     92500       92416.94     Rate/Term Refinance     9.95  
  5152    
 
      INDIANAPOLIS   IN     46226     Primary   Single Family     360       358       80       8.65     1/15/2006   12/15/1935     935.49       935.49     2/15/2006     120000       119858.51     Cash Out Refinance     8.65  
  5153    
 
      COLTON   CA     92324     Primary   Single Family     360       358       63.67       9.99     1/15/2006   12/15/1935     438.42       438.42     2/15/2006     50000       49943.9     Cash Out Refinance     9.99  
  5154    
 
      ESCONDIDO   CA     92027     Primary   PUD     360       358       80.49       9.25     1/15/2006   12/15/1935     4635.21       4635.21     2/15/2006     563430       562843.54     Cash Out Refinance     9.25  
  5155    
 
      BAKERSFIELD   CA     93306     Primary   Single Family     360       358       82.91       6.25     1/15/2006   12/15/1935     1403.84       1403.84     2/15/2006     228000       227566.19     Rate/Term Refinance     6.25  
  5156    
 
      ROWLETT   TX     75089     Primary   Single Family     240       238       44.91       8.97     1/12/2006   12/12/2025     673.35       673.35     2/12/2006     75000       74739.79     Cash Out Refinance     8.97  
  5157    
 
      LINCOLN   CA     95648     Primary   Single Family     360       358       57.84       7.8     1/12/2006   12/12/1935     3308.5       3308.5     2/12/2006     509000       509000     Cash Out Refinance     7.8  
  5158    
 
      LEONIA   NJ     7605     Primary   Single Family     360       358       55.8       11.78     1/12/2006   12/12/1935     505.86       505.86     2/12/2006     50000       49969.8     Cash Out Refinance     11.78  
  5159    
 
      IMPERIAL   CA     92251     Primary   Single Family     360       358       80.48       10.52     1/15/2006   12/15/1935     229.06       229.06     2/15/2006     25000       24938.07     Cash Out Refinance     10.52  
  5160    
 
      PHOENIX   AZ     85035     Primary   Condominium     360       358       70.49       6.75     1/12/2006   12/12/1935     333.76       333.76     2/12/2006     51457.7       51368.83     Cash Out Refinance     6.75  
  5161    
 
      SARASOTA   FL     34232     Primary   Single Family     360       358       85.49       9.78     1/12/2006   12/12/1935     675.49       675.49     2/12/2006     78420.8       78347.78     Cash Out Refinance     9.78  
  5162    
 
      MARIANNA   FL     32448     Primary   Single Family     360       358       60.98       6.95     1/12/2006   12/12/1935     330.98       330.98     2/12/2006     50000       49916.96     Cash Out Refinance     6.95  
  5163    
 
      CASA GRANDE   AZ     85222     Primary   Single Family     360       358       80       7.5     2/1/2006   1/1/1936     1118.75       1118.75     3/1/2006     160000       159761.51     Cash Out Refinance     7.5  
  5164    
 
      BRADENTON   FL     34203     Primary   Condominium     60       58       28.97       8.77     1/12/2006   12/12/2010     1734.35       1734.35     2/12/2006     84000       81483.32     Cash Out Refinance     8.77  
  5165    
 
      HANFORD   CA     93230     Primary   Single Family     360       358       69.14       6.94     1/12/2006   12/12/1935     1600.3       1600.3     2/12/2006     242000       241597.38     Cash Out Refinance     6.94  
  5166    
 
      EASTMAN   GA     31023     Primary   Single Family     360       358       80       6.08     1/15/2006   12/15/1935     725.65       725.65     2/15/2006     120000       119764.1     Rate/Term Refinance     6.08  
  5167    
 
      RICHMOND   VA     23234     Primary   Single Family     360       358       87.43       9.49     1/12/2006   12/12/1935     1285.4       1285.4     2/12/2006     153000       152848.03     Cash Out Refinance     9.49  
  5168    
 
      MESA   AZ     85213     Primary   PUD     360       358       73.77       6.9     1/15/2006   12/15/1935     2575.13       2575.13     2/15/2006     391000       390344.36     Cash Out Refinance     6.9  
  5169    
 
      DENTON   TX     76210     Primary   PUD     360       358       80       6.85     2/1/2006   1/1/1936     713.95       713.95     3/1/2006     116931       116837.8     Purchase     6.85  
  5170    
 
      NORTH HIGHLANDS   CA     95660     Primary   Single Family     360       358       90       6.89     2/1/2006   1/1/1936     1656.34       1656.34     3/1/2006     270000       269787.21     Cash Out Refinance     6.89  
  5171    
 
      CEDAR CITY   UT     84720     Primary   Single Family     360       358       82.81       7.13     1/15/2006   12/15/1935     1131.69       1131.69     2/15/2006     190467.35       190467.35     Cash Out Refinance     7.13  
  5172    
 
      HOUSTON   TX     77018     Primary   Single Family     360       358       80       7.99     1/12/2006   12/12/1935     234.59       234.59     2/12/2006     32000       31956.81     Cash Out Refinance     7.99  
  5173    
 
      RICHARDSON   TX     75080     Primary   Single Family     360       358       44.31       9.21     1/15/2006   12/15/1935     926.35       926.35     2/15/2006     113000       112881.4     Cash Out Refinance     9.21  
  5174    
 
      TUCSON   AZ     85715     Primary   Single Family     360       358       49.91       10.27     1/12/2006   12/12/1935     448.8       448.8     2/12/2006     50000       49958.06     Cash Out Refinance     10.27  
  5175    
 
      PEORIA   AZ     85382     Primary   Single Family     360       358       90.42       8.3     1/15/2006   12/15/1935     1785.21       1785.21     2/15/2006     248663       248531.97     Cash Out Refinance     8.3  
  5176    
 
      BRANDON   FL     33511     Primary   Single Family     360       358       80       7.65     2/1/2006   1/1/1936     1135.23       1135.23     3/1/2006     160000       159768.81     Cash Out Refinance     7.65  
  5177    
 
      ATLANTA   GA     30314     Primary   Single Family     360       358       75       10.2     2/1/2006   1/1/1936     937.01       937.01     3/1/2006     105000       104910.6     Cash Out Refinance     10.2  
  5178    
 
      AGAWAM   MA     1001     Primary   Condominium     360       358       80       7.54     1/15/2006   12/15/1935     870.43       870.43     3/1/2006     124000       123816.83     Rate/Term Refinance     7.54  

Page 129 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  5179    
 
      HAMILTON   NJ     8629     Primary   Single Family     360       358       80       8.947     1/11/2006   12/11/1935     1537.55       1537.55     2/11/2006     192000       191787.15     Cash Out Refinance     8.947  
  5180    
 
      LEHI   UT     84043     Primary   Single Family     360       358       90.49       9.5     2/1/2006   1/1/1936     1354.38       1354.38     3/1/2006     161072       160912.92     Cash Out Refinance     9.5  
  5181    
 
      LAKE WORTH   FL     33467     Primary   Single Family     360       358       80       7.35     1/12/2006   12/12/1935     2204.71       2204.71     2/12/2006     320000       319509.08     Cash Out Refinance     7.35  
  5182    
 
      BAYONET POINT   FL     34667     Primary   Single Family     360       358       80.99       7.95     2/1/2006   1/1/1936     839.83       839.83     3/1/2006     115000       114831.76     Cash Out Refinance     7.95  
  5183    
 
      DALLAS   GA     30157     Primary   Single Family     360       358       80       8.95     2/1/2006   1/1/1936     884.33       884.33     3/1/2006     110400       110277.69     Cash Out Refinance     8.95  
  5184    
 
      OCALA   FL     34475     Primary   Single Family     360       358       85       9.65     2/1/2006   1/1/1936     1046.25       1046.25     3/1/2006     122825       122707.47     Cash Out Refinance     9.65  
  5185    
 
      NOBLESVILLE   IN     46062     Primary   PUD     360       358       90       7.3     2/1/2006   1/1/1936     838.96       838.96     3/1/2006     122373       122183.38     Purchase     7.3  
  5186    
 
      NOBLESVILLE   IN     46062     Primary   PUD     360       358       100       10.65     2/1/2006   1/1/1936     125.91       125.91     3/1/2006     13597       13582.3     Purchase     10.65  
  5187    
 
      RIVIERA BEACH   FL     33404     Primary   Single Family     360       358       80       6.48     1/15/2006   12/15/1935     570.21       570.21     2/15/2006     90400       90233.87     Purchase     6.48  
  5188    
 
      NORTH HAVEN   CT     6473     Primary   Single Family     360       358       46.88       6.85     2/1/2006   1/1/1936     982.89       982.89     3/1/2006     150000       149746     Purchase     6.85  
  5189    
 
      YUMA   AZ     85365     Primary   Single Family     360       358       80       7.42     2/1/2006   1/1/1936     1667.03       1667.03     3/1/2006     269600       269600     Purchase     7.42  
  5190    
 
      WYLIE   TX     75098     Primary   PUD     360       358       80       6.35     2/1/2006   1/1/1936     669.85       669.85     3/1/2006     107652       107451.09     Purchase     6.35  
  5191    
 
      TACOMA   WA     98445     Primary   Single Family     360       358       80       6.98     1/15/2006   12/15/1935     986.51       986.51     2/15/2006     169600       169600     Purchase     6.98  
  5192    
 
      SPRINGVILLE   UT     84663     Primary   Single Family     360       358       80       7.28     1/15/2006   12/15/1935     864.85       864.85     2/15/2006     126400       126203.36     Purchase     7.28  
  5193    
 
      VIRGINIA BEACH   VA     23462     Primary   Single Family     360       358       69.77       7.17     1/15/2006   12/15/1935     609.09       609.09     2/15/2006     90000       89856.86     Cash Out Refinance     7.17  
  5194    
 
      DENVER   CO     80210     Primary   Single Family     360       358       65.63       7.49     1/13/2006   12/13/1935     1100.19       1100.19     2/13/2006     157500       157265.01     Cash Out Refinance     7.49  
  5195    
 
      ORLANDO   FL     32808     Primary   Single Family     360       358       45.88       7.57     1/13/2006   12/13/1935     549.14       549.14     2/13/2006     78000       77870.75     Cash Out Refinance     7.57  
  5196    
 
      OKLAHOMA CITY   OK     73111     Primary   Single Family     360       358       90       9.32     1/13/2006   12/13/1935     469.34       469.34     2/13/2006     56700       56641.84     Cash Out Refinance     9.32  
  5197    
 
      LAVEEN   AZ     85339     Primary   PUD     360       358       81.96       9.37     1/13/2006   12/13/1935     526.27       526.27     2/13/2006     63300       63209.23     Cash Out Refinance     9.37  
  5198    
 
      AUGUSTA   KY     41002     Primary   Single Family     360       358       85.49       9.15     1/15/2006   12/15/1935     655.3       655.3     2/15/2006     80360.6       80275.18     Cash Out Refinance     9.15  
  5199    
 
      OREGON   OH     43616     Primary   Single Family     360       358       93.2       9.33     1/13/2006   12/13/1935     996.12       996.12     2/13/2006     120234.06       120110.98     Rate/Term Refinance     9.33  
  5200    
 
      BELLEVUE   KY     41073     Primary   Single Family     360       358       90       7.5     1/13/2006   12/13/1935     664.26       664.26     2/13/2006     95000       94858.54     Cash Out Refinance     7.5  
  5201    
 
      MIAMI   FL     33175     Primary   Single Family     360       358       92.7       7.57     1/15/2006   12/15/1935     1286.52       1286.52     2/15/2006     203940       203940     Cash Out Refinance     7.57  
  5202    
 
      WESTPORT   MA     2790     Primary   Single Family     360       358       61.07       7.95     1/15/2006   12/15/1935     1168.46       1168.46     2/15/2006     160000       159782.36     Cash Out Refinance     7.95  
  5203    
 
      LURAY   VA     22835     Primary   Single Family     360       358       92.7       7.75     1/13/2006   12/13/1935     876.64       876.64     2/13/2006     122364       122190.7     Cash Out Refinance     7.75  
  5204    
 
      PALISADE   CO     81526     Primary   Single Family     360       358       80       7.45     1/15/2006   12/15/1935     844.33       844.33     2/15/2006     136000       136000     Rate/Term Refinance     7.45  
  5205    
 
      HESPERIA   CA     92345     Primary   Single Family     360       358       58.7       10.36     1/13/2006   12/13/1935     361.72       361.72     2/13/2006     40000       39967.08     Cash Out Refinance     10.36  
  5206    
 
      GERMANTOWN   MD     20874     Primary   Condominium     360       358       81.45       7.25     1/15/2006   12/15/1935     1082.67       1082.67     2/15/2006     179200       179200     Cash Out Refinance     7.25  
  5207    
 
      VIRGINIA BEACH   VA     23464     Primary   Single Family     360       358       86.52       6.04     1/15/2006   12/15/1935     1302.4       1302.4     2/15/2006     216300       215871.54     Cash Out Refinance     6.04  
  5208    
 
      DELTONA   FL     32738     Primary   Single Family     360       358       75       10.89     1/15/2006   12/15/1935     998.31       998.31     2/15/2006     105750       105671.19     Cash Out Refinance     10.89  
  5209    
 
      EUGENE   OR     97404     Primary   Single Family     360       358       80       6.57     1/15/2006   12/15/1935     1049.25       1049.25     2/15/2006     164800       164503.53     Rate/Term Refinance     6.57  
  5210    
 
      ANDERSON   IN     46016     Primary   Single Family     360       358       80.43       7.68     1/15/2006   12/15/1935     394.93       394.93     2/15/2006     55500       55418.72     Cash Out Refinance     7.68  
  5211    
 
      FILER   ID     83328     Primary   Single Family     360       358       80.49       10.33     1/15/2006   12/15/1935     1851.47       1851.47     2/15/2006     205249.5       205079.55     Cash Out Refinance     10.33  
  5212    
 
      HOUSTON   TX     77017     Primary   Single Family     120       118       80       8.43     1/13/2006   12/13/2015     741.67       741.67     2/13/2006     60000       59357.41     Cash Out Refinance     8.43  
  5213    
 
      RIVERSIDE   CA     92504     Primary   Single Family     360       358       90.49       7.2     1/13/2006   12/13/1935     2149.83       2149.83     2/13/2006     316715       316214.42     Rate/Term Refinance     7.2  
  5214    
 
      PIPERSVILLE   PA     18947     Primary   Single Family     360       358       63.05       6.25     1/15/2006   12/15/1935     1067.54       1067.54     2/15/2006     173380       173050.1     Cash Out Refinance     6.25  
  5215    
 
      HOUSTON   TX     77064     Primary   PUD     360       358       90       6.77     1/15/2006   12/15/1935     769.19       769.19     2/15/2006     118350       118126.51     Rate/Term Refinance     6.77  
  5216    
 
      LAREDO   TX     78040     Primary   Single Family     360       358       80       7.95     1/15/2006   12/15/1935     477.9       477.9     2/15/2006     65440       65350.99     Cash Out Refinance     7.95  
  5217    
 
      WIMBERLEY   TX     78676     Primary   Single Family     360       358       65.49       13.26     1/13/2006   12/13/1935     443.64       443.64     2/13/2006     39379.92       39362.84     Cash Out Refinance     13.26  
  5218    
 
      LAKE HAVASU CITY   AZ     86406     Primary   Single Family     360       358       72.31       6.3     1/15/2006   12/15/1935     1163.67       1163.67     2/15/2006     188000       187645.73     Cash Out Refinance     6.3  

Page 130 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  5219    
 
      DOWNING   WI     54734     Primary   Single Family     360       358       90       9.98     1/13/2006   12/13/1935     1127.54       1127.54     2/13/2006     128700       128585.16     Cash Out Refinance     9.98  
  5220    
 
      SAN JOSE   CA     95112     Primary   Single Family     360       358       63.17       11.96     1/13/2006   12/13/1935     411.24       411.24     2/13/2006     40100       40076.73     Cash Out Refinance     11.96  
  5221    
 
      SPRING HILL   FL     34608     Primary   Single Family     360       358       75       8.81     1/15/2006   12/15/1935     830.54       830.54     2/15/2006     105000       104877.44     Cash Out Refinance     8.81  
  5223    
 
      HOLIDAY   FL     34690     Primary   Single Family     360       358       49.24       6.28     2/1/2006   1/1/1936     401.49       401.49     3/1/2006     65000       64877.04     Cash Out Refinance     6.28  
  5224    
 
      TUCSON   AZ     85743     Primary   PUD     360       358       90.49       8.68     1/15/2006   12/15/1935     2192.84       2192.84     2/15/2006     280519       280190.31     Rate/Term Refinance     8.68  
  5225    
 
      ORLANDO   WV     26412     Primary   Single Family     360       358       76.92       8.16     1/15/2006   12/15/1935     744.95       744.95     2/15/2006     100000       99869.66     Rate/Term Refinance     8.16  
  5226    
 
      LAKELAND   FL     33813     Primary   Single Family     360       358       80       7.1     1/13/2006   12/13/1935     1026.87       1026.87     3/1/2006     152800       152553.67     Rate/Term Refinance     7.1  
  5227    
 
      NORTH EASTON   MA     2356     Primary   Single Family     360       358       85       7.89     1/15/2006   12/15/1935     5770.77       5770.77     2/15/2006     794750       793400.5     Cash Out Refinance     7.89  
  5228    
 
      CONROE   TX     77385     Primary   Single Family     360       358       80       9.4     1/15/2006   12/15/1935     950.27       950.27     2/15/2006     114000       113885.01     Cash Out Refinance     9.4  
  5229    
 
      CLAYTON   CA     94517     Primary   Single Family     360       358       72.87       9.31     1/13/2006   12/13/1935     1141.3       1141.3     2/13/2006     138000       137858.15     Cash Out Refinance     9.31  
  5230    
 
      BERLIN   NJ     8091     Primary   Single Family     360       358       75.49       8.55     1/15/2006   12/15/1935     1282.89       1282.89     2/15/2006     166078       165878.13     Cash Out Refinance     8.55  
  5231    
 
      BARNEGAT   NJ     8005     Primary   Single Family     360       358       79.36       10.65     1/13/2006   12/13/1935     351.65       351.65     2/13/2006     37976       37946.65     Cash Out Refinance     10.65  
  5232    
 
      KISSIMMEE   FL     34743     Primary   PUD     360       358       78.06       10.4     1/13/2006   12/13/1935     401.56       401.56     2/13/2006     44259.5       44223.39     Cash Out Refinance     10.4  
  5233    
 
      FONTANA   WI     53125     Primary   Single Family     360       358       84.8       8.18     1/15/2006   12/15/1935     1291.19       1291.19     2/15/2006     173000       172766.55     Rate/Term Refinance     8.18  
  5234    
 
      ANNANDALE   VA     22003     Primary   Townhouse     360       358       95       8.38     1/15/2006   12/15/1935     3266.97       3266.97     2/15/2006     451250       451017.71     Cash Out Refinance     8.38  
  5235    
 
      MIAMI   FL     33177     Primary   Single Family     360       358       62.83       6.47     1/13/2006   12/13/1935     1108.5       1108.5     2/13/2006     175924       175603.18     Cash Out Refinance     6.47  
  5236    
 
      MONROE   LA     71201     Primary   Single Family     180       178       48.58       10.18     1/13/2006   12/13/2020     651.39       651.39     2/13/2006     60000       59706.61     Cash Out Refinance     10.18  
  5237    
 
      HOLLISTER   CA     95023     Primary   Single Family     360       358       85.49       6.32     1/15/2006   12/15/1935     2678.97       2678.86     2/15/2006     508665.5       508644.03     Cash Out Refinance     6.32  
  5238    
 
      SAVANNAH   GA     31405     Primary   Single Family     360       358       90.49       9.91     1/15/2006   12/15/1935     630.49       630.49     2/15/2006     72392       72326.43     Cash Out Refinance     9.91  
  5239    
 
      HUNTLAND   TN     37345     Primary   Single Family     360       358       80.49       9.94     1/13/2006   12/13/1935     611.43       611.43     2/13/2006     70026.3       69762.96     Rate/Term Refinance     9.94  
  5240    
 
      BELLINGHAM   MA     2019     Primary   Single Family     360       358       75       7.99     2/1/2006   1/1/1936     1440.48       1440.48     3/1/2006     196500       196228.88     Cash Out Refinance     7.99  
  5241    
 
      HOLLYWOOD   FL     33020     Primary   Condominium     360       358       53.85       7.875     1/12/2006   12/12/1935     507.55       507.55     2/12/2006     70000       69903.34     Cash Out Refinance     7.875  
  5242    
 
      BRADENTON   FL     34205     Primary   Single Family     360       358       77.5       9.325     2/1/2006   1/1/1936     1026.87       1026.87     3/1/2006     124000       123872.93     Cash Out Refinance     9.325  
  5243    
 
      INKSTER   MI     48141     Primary   Single Family     360       358       85.91       8.8     2/1/2006   1/1/1936     693       693     3/1/2006     94500       94500     Cash Out Refinance     8.8  
  5244    
 
      PORT HUENEME   CA     93041     Primary   Single Family     360       358       80       8.825     2/1/2006   1/1/1936     1882.67       1882.67     3/1/2006     256000       256000     Cash Out Refinance     8.825  
  5245    
 
      DUGGER   IN     47848     Primary   Single Family     360       358       90       7.45     1/9/2006   12/9/1935     444.62       444.62     2/9/2006     63900       63803.89     Purchase     7.45  
  5246    
 
      SUNRISE   FL     33326     Primary   Townhouse     360       358       90       8.43     1/15/2006   12/15/1935     2299.04       2299.04     2/15/2006     315900       315739.76     Purchase     8.43  
  5247    
 
      STUART   FL     34997     Primary   PUD     360       358       43.62       7.1     2/1/2006   1/1/1936     744.82       744.82     3/1/2006     110830       110651.32     Purchase     7.1  
  5248    
 
      ODESSA   FL     33556     Primary   PUD     360       358       90       7.96     2/1/2006   1/1/1936     1665.92       1665.92     3/1/2006     251143       251143     Purchase     7.96  
  5249    
 
      DAVISON   MI     48423     Primary   Single Family     360       358       100       11.2     2/1/2006   1/1/1936     127.52       127.52     3/1/2006     13180       13170.94     Purchase     11.2  
  5250    
 
      AURORA   CO     80013     Primary   Single Family     360       358       80       6.2     1/9/2006   12/9/1935     1151.45       1151.45     2/9/2006     188000       187638.83     Cash Out Refinance     6.2  
  5251    
 
      BROWNSIVLLE   TX     78527     Primary   Single Family     360       358       80       6.35     1/9/2006   12/9/1935     647.13       647.13     2/9/2006     104000       103805.89     Purchase     6.35  
  5252    
 
      AUSTIN   TX     78729     Primary   PUD     360       358       90       6.25     1/15/2006   12/15/1935     829.69       829.69     2/15/2006     159300       159300     Purchase     6.25  
  5253    
 
      AUSTIN   TX     78729     Primary   PUD     360       358       100       10     1/12/2006   12/12/1935     155.34       155.34     2/12/2006     17700       17684.25     Purchase     10  
  5254    
 
      ALGONQUIN   IL     60102     Primary   PUD     360       358       90       9.75     2/1/2006   1/1/1936     1782.2       1782.2     3/1/2006     207436       207241.65     Purchase     9.75  
  5255    
 
      DAVISON   MI     48423     Primary   Single Family     360       358       90       7.95     2/1/2006   1/1/1936     785.82       785.82     3/1/2006     118615       118615     Purchase     7.95  
  5256    
 
      CEDAR CREEK   TX     78612     Primary   Single Family     360       358       90       8.5     2/1/2006   1/1/1936     1461.72       1461.72     3/1/2006     190102       189819.81     Purchase     8.5  
  5257    
 
      FONTANA   CA     92336     Primary   Single Family     360       358       80       6.99     2/1/2006   1/1/1936     2507.65       2507.65     3/1/2006     404000       403690.4     Purchase     6.99  
  5258    
 
      HIALEAH   FL     33016     Primary   Condominium     360       358       80       7.8     1/15/2006   12/15/1935     979.03       979.03     2/15/2006     136000       135612.23     Purchase     7.8  
  5259    
 
      CINCINNATI   OH     45241     Primary   Single Family     360       358       73.64       7.9     1/15/2006   12/15/1935     1177.43       1177.43     2/15/2006     162000       161618.07     Cash Out Refinance     7.9  

Page 131 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  5260    
 
      MIDLOTHIAN   VA     23112     Primary   Single Family     360       358       68.16       7.77     1/14/2006   12/14/1935     929.55       929.55     2/14/2006     129500       129317.33     Rate/Term Refinance     7.77  
  5261    
 
      OCALA   FL     34472     Primary   Single Family     360       358       76.73       10.66     1/14/2006   12/14/1935     268.75       268.75     2/14/2006     29000       28977.64     Cash Out Refinance     10.66  
  5262    
 
      ELLENWOOD   GA     30294     Primary   Single Family     360       358       80       8.85     1/15/2006   12/15/1935     1066.94       1066.94     2/15/2006     134400       134247.96     Rate/Term Refinance     8.85  
  5263    
 
      STOCKBRIDGE   GA     30281     Primary   Single Family     360       358       90       10.99     1/15/2006   12/15/1935     2183.85       2183.85     2/15/2006     229500       229335.23     Cash Out Refinance     10.99  
  5264    
 
      GASTONIA   NC     28052     Primary   Single Family     360       358       90       8.99     1/15/2006   12/15/1935     593.29       593.29     2/15/2006     73800       73717.82     Cash Out Refinance     8.99  
  5265    
 
      PALM BAY   FL     32908     Primary   Single Family     360       358       55.94       11.59     1/14/2006   12/14/1935     398.87       398.87     2/14/2006     40000       39974.8     Cash Out Refinance     11.59  
  5266    
 
      SKIATOOK   OK     74070     Primary   Single Family     360       358       85       10.93     1/15/2006   12/15/1935     587.64       587.64     2/15/2006     62050       62004.86     Cash Out Refinance     10.93  
  5267    
 
      LITCHFIELD PARK   AZ     85340     Primary   PUD     360       358       80       6.95     1/15/2006   12/15/1935     1625.75       1625.75     2/15/2006     245600       245192.19     Cash Out Refinance     6.95  
  5268    
 
      PHOENIX   AZ     85024     Primary   PUD     360       358       75.45       12.23     1/14/2006   12/14/1935     570.27       570.27     2/14/2006     54500       54470.2     Cash Out Refinance     12.23  
  5269    
 
      FORT MOHAVE   AZ     86426     Primary   PUD     360       358       79.06       9.27     1/15/2006   12/15/1935     655.18       655.18     2/15/2006     79500       79417.6     Cash Out Refinance     9.27  
  5270    
 
      LENOIR   NC     28645     Primary   Single Family     360       358       85.49       9.99     1/15/2006   12/15/1935     652.15       652.15     2/15/2006     74375       74308.77     Cash Out Refinance     9.99  
  5271    
 
      CAMPBELLSVILLE   KY     42718     Primary   Single Family     360       358       85.49       8.25     1/15/2006   12/15/1935     436.74       436.74     2/15/2006     58133.2       58058.8     Cash Out Refinance     8.25  
  5272    
 
      LEXINGTON   SC     29073     Primary   Single Family     360       358       85.49       8.99     1/15/2006   12/15/1935     845.33       845.33     2/15/2006     105152.7       105037.15     Cash Out Refinance     8.99  
  5273    
 
      REHOBOTH BEACH   DE     19971     Primary   Single Family     360       358       58.63       6.9     1/14/2006   12/14/1935     2074.6       2074.6     2/14/2006     315000       314471.79     Rate/Term Refinance     6.9  
  5274    
 
      ELYRIA   OH     44035     Primary   Single Family     360       358       80       8.85     1/14/2006   12/14/1935     476.32       476.32     2/14/2006     60000       59927.29     Cash Out Refinance     8.85  
  5275    
 
      MIAMI   FL     33056     Primary   Single Family     360       358       75.1       6.2     1/14/2006   12/14/1935     1126.95       1126.95     2/14/2006     184000       183646.53     Rate/Term Refinance     6.2  
  5276    
 
      MIAMI   FL     33193     Primary   Condominium     360       358       82.4       6.03     1/15/2006   12/15/1935     892.12       892.12     2/15/2006     148320       147825.14     Cash Out Refinance     6.03  
  5277    
 
      VICTORVILLE   CA     92392     Primary   Single Family     360       358       90.77       6.65     2/1/2006   1/1/1936     1634.79       1634.79     3/1/2006     295000       295000     Cash Out Refinance     6.65  
  5278    
 
      SAN ANTONIO   TX     78259     Primary   PUD     360       358       80       7.49     1/14/2006   12/14/1935     2523.09       2523.09     2/14/2006     361200       360661.12     Cash Out Refinance     7.49  
  5279    
 
      PFLUGERVILLE   TX     78660     Primary   Single Family     360       358       50       10.74     1/15/2006   12/15/1935     769.51       769.51     2/15/2006     82500       82187.46     Cash Out Refinance     10.74  
  5280    
 
      MC RAE   AR     72102     Primary   Single Family     360       358       92.7       6.6     1/15/2006   12/15/1935     449.95       449.95     2/15/2006     70452       70326.68     Cash Out Refinance     6.6  
  5281    
 
      PAMPA   TX     79065     Primary   Single Family     360       358       80       7.23     1/15/2006   12/15/1935     468.41       468.41     2/15/2006     68800       68644.63     Cash Out Refinance     7.23  
  5282    
 
      HANFORD   CA     93230     Primary   Single Family     360       358       69.22       8.9     2/1/2006   1/1/1936     558.21       558.21     3/1/2006     70000       69838.05     Cash Out Refinance     8.9  
  5283    
 
      LAWRENCEBURG   IN     47025     Primary   PUD     360       358       92.29       8.85     2/1/2006   1/1/1936     1501.89       1501.89     3/1/2006     189189       188974.97     Cash Out Refinance     8.85  
  5284    
 
      DES MOINES   WA     98198     Primary   Single Family     360       358       80.21       6.2     1/14/2006   12/14/1935     973.87       973.86     2/14/2006     188490       188490     Rate/Term Refinance     6.2  
  5285    
 
      SPOKANE   WA     99201     Primary   Single Family     180       178       74.86       9.19     1/13/2006   12/13/2020     512.81       512.81     2/13/2006     50000       49739.22     Cash Out Refinance     9.19  
  5286    
 
      VINE GROVE   KY     40175     Primary   Single Family     360       358       90.94       7.79     1/15/2006   12/15/1935     693.26       693.26     2/15/2006     96395       96259.57     Cash Out Refinance     7.79  
  5287    
 
      CRAWFORDSVILLE   IN     47933     Primary   Single Family     300       298       85.49       8.61     1/14/2006   12/14/1930     559.27       559.27     2/14/2006     68819.45       68688     Cash Out Refinance     8.61  
  5288    
 
      TUCSON   AZ     85704     Primary   Single Family     360       358       75.49       8.48     1/14/2006   12/14/1935     469.56       469.56     2/14/2006     61180       61105.3     Cash Out Refinance     8.48  
  5289    
 
      CHERRY HILL   NJ     8003     Primary   Single Family     360       358       65.49       7.48     1/14/2006   12/14/1935     1576.72       1576.72     2/14/2006     225940.5       225602.73     Rate/Term Refinance     7.48  
  5290    
 
      BOWLING GREEN   VA     22427     Primary   Single Family     360       358       85.47       13.85     1/14/2006   12/14/1935     523.75       523.75     2/14/2006     44650       44430.77     Cash Out Refinance     13.85  
  5291    
 
      GARDEN CITY   NY     11530     Primary   Single Family     360       358       85.49       6.5     1/15/2006   12/15/1935     3431.26       3431.26     2/15/2006     542861.5       541877.32     Cash Out Refinance     6.5  
  5292    
 
      HANFORD   CA     93230     Primary   Single Family     360       358       67.78       11.79     1/15/2006   12/15/1935     359.43       359.43     2/15/2006     35500       35478.61     Cash Out Refinance     11.79  
  5293    
 
      LA QUINTA   CA     92253     Primary   Single Family     360       358       48.98       6.99     1/15/2006   12/15/1935     895.26       895.26     2/15/2006     134700       134478.09     Cash Out Refinance     6.99  
  5294    
 
      DAYTON   TX     77535     Primary   Single Family     180       178       54.79       7.22     1/14/2006   12/14/2020     546.71       546.71     2/14/2006     60000       59627.46     Cash Out Refinance     7.22  
  5295    
 
      MARSHALLVILLE   OH     44645     Primary   Manufactured Housing     360       358       55       8.68     1/15/2006   12/15/1935     610.52       610.52     2/15/2006     78100       78008.47     Cash Out Refinance     8.68  
  5296    
 
      FRESNO   CA     93720     Primary   Single Family     360       358       81.98       10.75     1/14/2006   12/14/1935     466.75       466.75     2/14/2006     50000       49962.17     Cash Out Refinance     10.75  
  5297    
 
      ALLEN   TX     75002     Primary   Single Family     360       358       76.97       10.58     1/14/2006   12/14/1935     302       302     2/14/2006     32800       32774.26     Cash Out Refinance     10.58  
  5298    
 
      MERCED   CA     95340     Primary   Single Family     360       358       80.49       7.36     1/15/2006   12/15/1935     1404.41       1404.41     2/15/2006     203639.7       203327.91     Cash Out Refinance     7.36  
  5299    
 
      CHULA VISTA   CA     91911     Primary   Single Family     360       358       83.6       10.69     1/15/2006   12/15/1935     510.94       510.94     2/15/2006     55000       54957.85     Cash Out Refinance     10.69  

Page 132 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  5300    
 
      SUGAR LAND   TX     77478     Primary   PUD     360       358       42.37       7.07     1/14/2006   12/14/1935     335.01       335.01     2/14/2006     50000       49918.91     Cash Out Refinance     7.07  
  5301    
 
      MIAMI   FL     33165     Primary   Single Family     360       358       70.49       6.99     1/14/2006   12/14/1935     1876.46       1876.46     2/14/2006     322139.3       322139.3     Cash Out Refinance     6.99  
  5302    
 
      ASHBURN   VA     20148     Primary   Single Family     360       358       60.45       10.34     1/14/2006   12/14/1935     1146.56       1146.56     2/14/2006     127000       126891.6     Cash Out Refinance     10.34  
  5303    
 
      SALEM   MA     1970     Primary   Single Family     360       358       67.96       12.74     1/14/2006   12/14/1935     380.08       380.08     2/14/2006     35000       34982.91     Cash Out Refinance     12.74  
  5304    
 
      HARRISBURG   PA     17104     Primary   Single Family     360       358       90.49       9.48     1/14/2006   12/14/1935     645.64       645.64     2/14/2006     76916.5       76813.63     Rate/Term Refinance     9.48  
  5305    
 
      LITTLE ROCK   AR     72206     Primary   Single Family     360       358       80.49       10.81     1/15/2006   12/15/1935     634.2       634.2     2/15/2006     67611.6       67561.11     Cash Out Refinance     10.81  
  5306    
 
      MOUNT OLIVE   NC     28365     Primary   Single Family     360       358       80.49       9.69     1/15/2006   12/15/1935     894.39       894.39     2/15/2006     104637       104502.36     Cash Out Refinance     9.69  
  5307    
 
      MARIETTA   GA     30062     Primary   Single Family     240       238       82.96       12.91     1/14/2006   12/14/2025     594.24       594.24     2/14/2006     51000       50908.37     Cash Out Refinance     12.91  
  5308    
 
      SPRING   TX     77373     Primary   PUD     240       238       80       6.45     1/14/2006   12/14/2025     647.58       647.58     2/14/2006     87200       86841.28     Cash Out Refinance     6.45  
  5309    
 
      LAKE CITY   FL     32055     Primary   Single Family     360       358       83.72       9.46     1/15/2006   12/15/1935     603.32       603.32     2/15/2006     72000       71928.28     Cash Out Refinance     9.46  
  5310    
 
      LARGO   FL     33774     Primary   Single Family     360       358       85.49       6.36     1/15/2006   12/15/1935     1890.41       1890.41     2/15/2006     303489.5       302924.17     Cash Out Refinance     6.36  
  5311    
 
      LUSBY   MD     20657     Primary   Single Family     60       58       42.98       9.04     1/15/2006   12/15/2010     1392.12       1392.12     2/15/2006     67000       65218.54     Cash Out Refinance     9.04  
  5312    
 
      FREDERICK   MD     21703     Primary   Townhouse     360       358       85.49       9.5     1/15/2006   12/15/1935     2393.76       2393.76     2/15/2006     284681.7       284400.53     Cash Out Refinance     9.5  
  5313    
 
      WILMINGTON   DE     19808     Primary   Single Family     360       358       80.47       13.35     1/14/2006   12/14/1935     419.44       419.44     2/14/2006     37000       36984.29     Cash Out Refinance     13.35  
  5314    
 
      WESTON   FL     33326     Primary   PUD     360       358       84.62       11.36     1/13/2006   12/13/1935     489.82       489.82     2/13/2006     50000       49966.87     Cash Out Refinance     11.36  
  5315    
 
      MIAMI   FL     33179     Primary   Single Family     240       238       36.94       9.92     1/14/2006   12/14/2025     335.91       335.91     2/14/2006     35000       34906.46     Cash Out Refinance     9.92  
  5316    
 
      JACKSONVILLE   TX     75766     Primary   Single Family     360       358       80       9.83     1/14/2006   12/14/1935     493.08       493.08     2/14/2006     57000       56947.56     Cash Out Refinance     9.83  
  5317    
 
      SHREVEPORT   LA     71107     Primary   Single Family     180       178       75.95       8.87     1/14/2006   12/14/2020     603.93       603.93     2/14/2006     60000       59677.95     Cash Out Refinance     8.87  
  5318    
 
      AIRVILLE   PA     17302     Primary   Single Family     360       358       80.49       7.25     1/15/2006   12/15/1935     1828.45       1828.45     2/15/2006     268031.7       267071.46     Cash Out Refinance     7.25  
  5319    
 
      ALEXANDRIA   IN     46001     Primary   Single Family     360       358       68.18       8.97     1/14/2006   12/14/1935     481.48       481.48     2/14/2006     60000       59925.21     Cash Out Refinance     8.97  
  5320    
 
      DUARTE   CA     91010     Primary   Single Family     360       358       76.24       7.73     2/1/2006   1/1/1936     2453.29       2453.29     3/1/2006     343102       342614.15     Cash Out Refinance     7.73  
  5321    
 
      PALM HARBOR   FL     34683     Primary   PUD     360       358       81.89       7.49     1/15/2006   12/15/1935     920.95       920.95     2/15/2006     131840       131643.29     Cash Out Refinance     7.49  
  5322    
 
      INDIO   CA     92201     Primary   Single Family     360       358       58.98       8.25     1/13/2006   12/13/1935     1307.21       1307.21     2/13/2006     174000       173777.32     Cash Out Refinance     8.25  
  5323    
 
      WAREHAM   MA     2532     Primary   Single Family     360       358       70.49       7.9     1/14/2006   12/14/1935     1203.97       1203.97     2/14/2006     165651.5       165423.89     Cash Out Refinance     7.9  
  5324    
 
      OCEANSIDE   NY     11572     Primary   Single Family     360       358       22.35       8.63     1/15/2006   12/15/1935     739.24       739.24     2/15/2006     95000       94887.54     Cash Out Refinance     8.63  
  5325    
 
      CHINO   CA     91710     Primary   Single Family     360       358       69.44       6.3     1/15/2006   12/15/1935     1428.17       1428.17     2/15/2006     250000       249768.05     Cash Out Refinance     6.3  
  5326    
 
      LOS GATOS   CA     95032     Primary   PUD     360       358       69.51       10.99     1/14/2006   12/14/1935     1179.95       1179.95     2/14/2006     124000       123890.72     Cash Out Refinance     10.99  
  5327    
 
      COCOA   FL     32927     Primary   Single Family     360       358       11.01       7.74     1/14/2006   12/14/1935     357.87       357.87     2/14/2006     50000       49921.46     Cash Out Refinance     7.74  
  5328    
 
      ALUM BANK   PA     15521     Primary   Single Family     180       178       75       6.8     1/14/2006   12/14/2020     765.63       765.63     2/14/2006     86250       85694.67     Cash Out Refinance     6.8  
  5329    
 
      NEW BRAUNFELS   TX     78130     Primary   Single Family     360       358       80       12.63     1/14/2006   12/14/1935     394.44       394.44     2/14/2006     36611       36592.68     Cash Out Refinance     12.63  
  5330    
 
      GRIFFIN   GA     30224     Primary   Single Family     360       358       81.6       8.72     1/15/2006   12/15/1935     1190.78       1190.78     2/15/2006     151776       151599.62     Cash Out Refinance     8.72  
  5331    
 
      VANCOUVER   WA     98682     Primary   Single Family     180       178       75.4       11.25     1/13/2006   12/13/2020     403.33       403.33     2/13/2006     35000       34828.53     Cash Out Refinance     11.25  
  5332    
 
      HAGERSTOWN   MD     21740     Primary   Single Family     360       358       80.49       9.81     1/15/2006   12/15/1935     1188.6       1188.6     2/15/2006     137637.9       137504.8     Cash Out Refinance     9.81  
  5333    
 
      CHULA VISTA   CA     91911     Primary   Single Family     360       358       66.26       7.5     2/1/2006   1/1/1936     2405.3       2405.3     3/1/2006     344000       343487.8     Cash Out Refinance     7.5  
  5334    
 
      BOYNTON BEACH   FL     33435     Primary   Single Family     360       358       90       7.48     1/15/2006   12/15/1935     1574.84       1574.84     2/15/2006     239850       239595.27     Cash Out Refinance     7.48  
  5335    
 
      CHANTILLY   VA     20151     Primary   Condominium     360       358       40.91       7.02     1/15/2006   12/15/1935     981.91       981.91     2/15/2006     147290       147048.77     Cash Out Refinance     7.02  
  5337    
 
      SYRACUSE   NY     13207     Primary   Single Family     360       358       80       10.35     1/15/2006   12/15/1935     462.62       462.62     2/15/2006     51200       51157.78     Cash Out Refinance     10.35  
  5338    
 
      CORONA   CA     92879     Primary   Condominium     360       358       80       7.73     2/1/2006   1/1/1936     2295.45       2295.45     3/1/2006     340000       339788.77     Rate/Term Refinance     7.73  
  5339    
 
      LOUISVILLE   KY     40291     Primary   Single Family     360       358       90       8.7     1/15/2006   12/15/1935     754.16       754.16     2/15/2006     96300       96187.63     Cash Out Refinance     8.7  
  5340    
 
      RURAL RETREAT   VA     24368     Primary   Single Family     180       178       22.73       11.56     1/14/2006   12/14/2020     586.01       586.01     2/14/2006     50000       49790.31     Cash Out Refinance     11.56  

Page 133 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  5341    
 
      MIAMI   FL     33157     Primary   Single Family     240       238       83.32       10.19     1/14/2006   12/14/2025     342.18       342.18     2/14/2006     35000       34909.68     Cash Out Refinance     10.19  
  5342    
 
      SHARPSBURG   MD     21782     Primary   Single Family     360       358       70       7.49     1/15/2006   12/15/1935     794.58       794.58     2/15/2006     113750       113580.29     Cash Out Refinance     7.49  
  5343    
 
      BAKERSFIELD   CA     93309     Primary   Single Family     360       358       83.15       6.5     2/1/2006   1/1/1936     1460.43       1460.43     3/1/2006     249450       249230.93     Cash Out Refinance     6.5  
  5344    
 
      DEER ISLAND   OR     97054     Primary   Single Family     360       357       78.15       6.5     1/1/2006   12/1/1935     1320.06       1320.06     3/1/2006     225475       225159.93     Cash Out Refinance     6.5  
  5345    
 
      SPRINGFIELD   OR     97478     Primary   Single Family     240       238       80.49       6.99     1/15/2006   12/15/2025     1075.64       1075.64     2/15/2006     138845.25       138291.97     Cash Out Refinance     6.99  
  5346    
 
      SALT LAKE CITY   UT     84109     Primary   Single Family     360       358       78.91       8.7     2/1/2006   1/1/1936     1573.25       1573.25     3/1/2006     217000       217000     Cash Out Refinance     8.7  
  5347    
 
      AUSTIN   TX     78734     Primary   Single Family     360       358       80       8.3     2/1/2006   1/1/1936     1509.57       1509.57     3/1/2006     200000       199746.65     Rate/Term Refinance     8.3  
  5348    
 
      CANTON   PA     17724     Primary   Single Family     360       358       90.49       7.87     1/15/2006   12/15/1935     504.97       504.97     2/15/2006     69677.3       69580.98     Rate/Term Refinance     7.87  
  5349    
 
      APPLE VALLEY   CA     92307     Primary   Single Family     360       358       66.52       7.4     1/15/2006   12/15/1935     1561.32       1561.32     2/15/2006     225500       225157.47     Cash Out Refinance     7.4  
  5350    
 
      VACAVILLE   CA     95687     Primary   Single Family     360       358       87.5       8.99     2/1/2006   1/1/1936     2720.41       2720.41     3/1/2006     363125       363125     Rate/Term Refinance     8.99  
  5351    
 
      FONTANA   CA     92336     Primary   Single Family     360       358       85.49       6.97     2/1/2006   1/1/1936     2011.72       2011.72     3/1/2006     324862       324611.65     Cash Out Refinance     6.97  
  5352    
 
      CORONA   CA     92880     Primary   Single Family     360       358       80       6.9     2/1/2006   1/1/1936     3069.79       3069.79     3/1/2006     533877       533877     Purchase     6.9  
  5353    
 
      LAKESIDE   CA     92040     Primary   Single Family     360       358       89.78       7.7     2/1/2006   1/1/1936     2990.49       2990.49     3/1/2006     444420       444122.5     Cash Out Refinance     7.7  
  5354    
 
      CHULA VISTA   CA     91911     Primary   Condominium     360       358       45.45       7.4     2/1/2006   1/1/1936     692.38       692.38     3/1/2006     100000       99848.11     Cash Out Refinance     7.4  
  5355    
 
      RICHMOND   VA     23231     Primary   PUD     360       358       80       8.3     2/1/2006   1/1/1936     1482.1       1482.1     3/1/2006     214280       214280     Purchase     8.3  
  5356    
 
      MANCOS   CO     81328     Primary   Single Family     360       358       80       8.95     2/1/2006   1/1/1936     1582.84       1582.84     3/1/2006     197600       197380.88     Purchase     8.95  
  5357    
 
      LONDONDERRY   NH     3053     Second Home   Single Family     360       358       28.3       8.43     1/15/2006   12/15/1935     458.38       458.38     2/15/2006     60000       59925.98     Rate/Term Refinance     8.43  
  5358    
 
      PHARR   TX     75877     Primary   Single Family     360       358       92.25       6.5     1/12/2006   12/12/1935     641.4       641.4     2/12/2006     101475       101284.03     Purchase     6.5  
  5359    
 
      BOTHELL   WA     98011     Primary   Single Family     360       358       85.21       12.47     1/15/2006   12/15/1935     1315.19       1315.19     2/15/2006     123500       123436.03     Cash Out Refinance     12.47  
  5360    
 
      LONGMONT   CO     80501     Primary   Single Family     360       358       80       7.72     1/15/2006   12/15/1935     1132.97       1132.97     2/15/2006     168000       167895.32     Rate/Term Refinance     7.72  
  5361    
 
      WHITE CITY   OR     97503     Primary   Single Family     360       358       70.49       6.73     1/15/2006   12/15/1935     1085.96       1085.96     2/15/2006     167775       167484.14     Cash Out Refinance     6.73  
  5362    
 
      CLINTON   IN     47842     Primary   Single Family     360       358       80.65       9.99     1/15/2006   12/15/1935     438.42       438.42     2/15/2006     50000       49932.22     Cash Out Refinance     9.99  
  5363    
 
      DESOTO   TX     75115     Primary   Single Family     300       298       62.37       8.19     2/1/2006   1/1/1931     1443.38       1443.38     3/1/2006     184000       183397.71     Cash Out Refinance     8.19  
  5364    
 
      OLD TOWNE   FL     32680     Primary   Single Family     360       358       68.18       7.64     1/15/2006   12/15/1935     425.3       425.3     2/15/2006     60000       59913.12     Cash Out Refinance     7.64  
  5365    
 
      MINERAL RIDGE   OH     44440     Primary   Single Family     360       358       75.49       7.96     1/15/2006   12/15/1935     778.06       778.06     2/15/2006     106440.9       106296.42     Rate/Term Refinance     7.96  
  5366    
 
      DANA   IN     47847     Primary   Single Family     360       358       90       7.99     1/15/2006   12/15/1935     1121.6       1121.6     2/15/2006     153000       152793.56     Cash Out Refinance     7.99  
  5367    
 
      KINSTON   NC     28504     Primary   Single Family     360       358       100       11.88     1/15/2006   12/15/1935     179.42       179.42     2/15/2006     17600       17589.59     Cash Out Refinance     11.88  
  5368    
 
      JONESBOROUGH   TN     37659     Primary   Single Family     360       358       89.37       7.14     2/1/2006   1/1/1936     1525.57       1525.57     3/1/2006     226100       225738.38     Rate/Term Refinance     7.14  
  5369    
 
      WARRENTON   VA     20186     Primary   Single Family     360       358       10.67       6.57     1/15/2006   12/15/1935     509.35       509.35     2/15/2006     80000       79856.91     Cash Out Refinance     6.57  
  5370    
 
      SAN ANTONIO   TX     78244     Primary   Single Family     360       358       80       7.25     1/15/2006   12/15/1935     687.64       687.64     2/15/2006     100800       100591.94     Cash Out Refinance     7.25  
  5371    
 
      SAN ANTONIO   TX     78201     Primary   Single Family     240       238       62.5       9.5     1/15/2006   12/15/2025     652.5       652.5     2/15/2006     70000       69802.56     Cash Out Refinance     9.5  
  5372    
 
      MOUNT PLEASANT   TX     75455     Primary   Single Family     240       238       33.33       10.59     1/15/2006   12/15/2025     502.22       502.22     2/15/2006     50000       49877.52     Cash Out Refinance     10.59  
  5373    
 
      DALLAS   TX     75232     Primary   Single Family     240       238       75.49       7.99     1/15/2006   12/15/2025     757.16       757.16     2/15/2006     90588       90278.99     Cash Out Refinance     7.99  
  5374    
 
      SAN ANTONIO   TX     78218     Primary   Single Family     120       118       77.92       8.3     1/15/2006   12/15/2015     737.52       737.52     2/15/2006     60000       59352.73     Cash Out Refinance     8.3  
  5375    
 
      ONALASKA   TX     77360     Primary   Single Family     360       358       62.11       10.43     1/15/2006   12/15/1935     454.76       454.76     2/15/2006     50000       49959.47     Cash Out Refinance     10.43  
  5376    
 
      HILLIARD   OH     43026     Primary   Single Family     360       358       90.49       9.25     1/15/2006   12/15/1935     1295.33       1295.33     2/15/2006     157452.6       157288.71     Rate/Term Refinance     9.25  
  5377    
 
      SAN ANTONIO   TX     78245     Primary   Single Family     360       358       44.4       11.33     1/15/2006   12/15/1935     488.68       488.68     2/15/2006     50000       49966.65     Cash Out Refinance     11.33  
  5378    
 
      MYSTIC   CT     6355     Primary   Single Family     360       358       85.49       7.76     1/15/2006   12/15/1935     1808.51       1808.51     2/15/2006     252195.5       251839.06     Cash Out Refinance     7.76  
  5379    
 
      CARROLLTON   TX     75007     Primary   Single Family     360       358       75       9.21     1/15/2006   12/15/1935     909.96       909.96     2/15/2006     111000       110883.49     Cash Out Refinance     9.21  
  5380    
 
      HOWELL   NJ     7731     Primary   Single Family     360       358       70.29       12.38     1/15/2006   12/15/1935     941.58       941.58     2/15/2006     89000       88952.96     Cash Out Refinance     12.38  

Page 134 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  5381    
 
      VINELAND   NJ     8361     Primary   Single Family     360       358       84.38       8.55     1/15/2006   12/15/1935     1042.83       1042.83     2/15/2006     135000       134736.81     Cash Out Refinance     8.55  
  5382    
 
      PURCELLVILLE   VA     20132     Primary   PUD     360       358       68.59       9.78     1/15/2006   12/15/1935     318.71       318.71     2/15/2006     37000       36764.86     Cash Out Refinance     9.78  
  5383    
 
      PHELAN   CA     92371     Primary   Single Family     360       358       69.26       7.75     1/15/2006   12/15/1935     1404.17       1404.17     2/15/2006     196000       195722.43     Cash Out Refinance     7.75  
  5384    
 
      ASHBURN   VA     20148     Primary   PUD     360       358       68.9       9.79     1/14/2006   12/14/1935     431.05       431.05     2/14/2006     50000       49953.55     Cash Out Refinance     9.79  
  5385    
 
      VALDOSTA   GA     31602     Primary   Single Family     360       358       90.49       9.12     1/15/2006   12/15/1935     743.29       743.29     2/15/2006     91394.9       91294.9     Cash Out Refinance     9.12  
  5386    
 
      OXON HILL   MD     20745     Primary   Single Family     360       358       75.71       10.43     1/15/2006   12/15/1935     2473.87       2473.87     2/15/2006     272000       271779.57     Cash Out Refinance     10.43  
  5387    
 
      HEMET   CA     92544     Primary   Single Family     360       358       70.15       6.9     1/15/2006   12/15/1935     1501.61       1501.61     2/15/2006     228000       227617.68     Cash Out Refinance     6.9  
  5388    
 
      CABAZON   CA     92230     Primary   Single Family     360       358       85.49       6.7     1/15/2006   12/15/1935     1230.57       1230.57     2/15/2006     205176       205005.52     Cash Out Refinance     6.7  
  5389    
 
      MESA   AZ     85209     Primary   Single Family     360       358       41.44       6.99     1/15/2006   12/15/1935     498.48       498.48     2/15/2006     75000       74876.44     Cash Out Refinance     6.99  
  5390    
 
      FALL RIVER   MA     2720     Primary   Single Family     360       358       70.49       6.46     1/15/2006   12/15/1935     1286.71       1286.71     2/15/2006     204421       202857.33     Cash Out Refinance     6.46  
  5391    
 
      PHOENIX   AZ     85037     Primary   Single Family     360       358       58.52       6.95     1/15/2006   12/15/1935     863.85       863.85     2/15/2006     130500       130283.3     Cash Out Refinance     6.95  
  5392    
 
      SANTA PAULA   CA     93060     Primary   Condominium     360       358       34.49       7.75     1/15/2006   12/15/1935     803.1       803.1     2/15/2006     112100       111941.25     Cash Out Refinance     7.75  
  5393    
 
      SEDONA   AZ     86351     Primary   Single Family     360       358       70.49       9.91     1/15/2006   12/15/1935     2560.04       2560.04     2/15/2006     293943.3       293074.61     Cash Out Refinance     9.91  
  5394    
 
      SUSANVILLE   CA     96130     Primary   Single Family     360       358       85.49       7.99     1/15/2006   12/15/1935     2334.46       2334.46     2/15/2006     318450.25       318020.6     Rate/Term Refinance     7.99  
  5395    
 
      SAN DIEGO   CA     92114     Primary   Single Family     360       358       90.49       8.2     1/15/2006   12/15/1935     3620.05       3620.05     2/15/2006     484121.5       482733.1     Cash Out Refinance     8.2  
  5396    
 
      PRATT   KS     67124     Primary   Single Family     180       178       85.71       6.55     1/15/2006   12/15/2020     524.32       524.32     2/15/2006     60000       59573.87     Cash Out Refinance     6.55  
  5397    
 
      GAINESVILLE   FL     32607     Primary   Single Family     360       358       87.41       7.7     2/1/2006   1/1/1936     1290.03       1290.03     3/1/2006     201043       201042.03     Cash Out Refinance     7.7  
  5398    
 
      CHICAGO   IL     60652     Primary   Single Family     360       358       80       8.9     2/1/2006   1/1/1936     1212.11       1212.11     3/1/2006     152000       151829.81     Cash Out Refinance     8.9  
  5399    
 
      WIGGINS   CO     80654     Primary   Single Family     360       358       80       9.17     1/14/2006   12/14/1935     725.4       725.4     2/14/2006     88800       88706     Rate/Term Refinance     9.17  
  5400    
 
      WALLINGFORD   CT     6492     Primary   Single Family     360       358       90       9.08     1/15/2006   12/15/1935     1604.57       1604.57     2/15/2006     198000       197786.46     Cash Out Refinance     9.08  
  5401    
 
      MORENO VALLEY   CA     92553     Primary   Single Family     360       358       76.37       6.35     2/1/2006   1/1/1936     1663.24       1663.24     3/1/2006     267300       266798.9     Cash Out Refinance     6.35  
  5402    
 
      DAVIE   FL     33324     Primary   Townhouse     360       358       80       6.35     1/12/2006   12/12/1935     1002.46       1002.46     2/12/2006     174400       174240.4     Purchase     6.35  
  5403    
 
      MURRIETA   CA     92563     Primary   PUD     360       358       80       7.5     2/1/2006   1/1/1936     2755.13       2755.13     3/1/2006     440820       440820     Purchase     7.5  
  5404    
 
      MYRTLE BEACH   SC     29588     Investor   PUD     360       358       80       10.2     2/1/2006   1/1/1936     1406.08       1406.08     3/1/2006     157563       157428.85     Purchase     10.2  
  5405    
 
      MYRTLE BEACH   SC     29588     Investor   PUD     360       358       100       12.6     2/1/2006   1/1/1936     423.46       423.46     3/1/2006     39390       39370.17     Purchase     12.6  
  5406    
 
      MANDEVILLE   LA     70448     Primary   Single Family     360       358       80       7.28     1/15/2006   12/15/1935     821.06       821.06     2/15/2006     120000       119809.35     Purchase     7.28  
  5407    
 
      SOCORRO   TX     79927     Primary   Single Family     360       358       80       7.55     1/12/2006   12/12/1935     505.63       505.63     2/12/2006     71960       71853.91     Purchase     7.55  
  5408    
 
      TAVARES   FL     32778     Primary   PUD     360       358       80       7.2     2/1/2006   1/1/1936     1202.47       1202.47     3/1/2006     189064       188927.42     Purchase     7.2  
  5409    
 
      CHATTANOOGA   TN     37409     Primary   Single Family     180       178       100       12.25     1/12/2006   12/12/2020     138.66       138.66     2/12/2006     11400       11355.2     Purchase     12.25  
  5410    
 
      TAMPA   FL     33612     Primary   Single Family     360       358       80       7.53     1/15/2006   12/15/1935     796.65       796.65     2/15/2006     113600       113431.85     Purchase     7.53  
  5411    
 
      GOOSE CREEK   SC     29445     Primary   PUD     360       358       90       9     2/1/2006   1/1/1936     1173.56       1173.56     3/1/2006     145852       145692.06     Purchase     9  
  5412    
 
      MCKINNEY   TX     75070     Primary   PUD     360       358       80       7.4     1/12/2006   12/12/1935     676.73       676.73     2/12/2006     104000       103928.99     Purchase     7.4  
  5413    
 
      DELANO   CA     93215     Primary   Single Family     360       358       80       7.88     2/1/2006   1/1/1936     1182       1182     3/1/2006     180000       180000     Purchase     7.88  
  5414    
 
      SAINT LOUIS   MO     63114     Primary   Single Family     360       358       80       8.96     2/1/2006   1/1/1936     660.64       660.64     3/1/2006     82400       82295.4     Cash Out Refinance     8.96  
  5415    
 
      WAYNE   MI     48184     Primary   Single Family     360       358       90       8.55     2/1/2006   1/1/1936     987.21       987.21     3/1/2006     127800       127646.19     Cash Out Refinance     8.55  
  5416    
 
      GILBERT   AZ     85296     Primary   PUD     360       358       85.47       9.62     1/16/2006   12/16/1935     734.93       734.93     2/16/2006     86500       86416.55     Cash Out Refinance     9.62  
  5417    
 
      SPOKANE   WA     99207     Primary   Single Family     360       358       80       6.7     2/1/2006   1/1/1936     764.01       764.01     3/1/2006     118400       118192.02     Rate/Term Refinance     6.7  
  5418    
 
      FLANDERS   NJ     7836     Primary   Single Family     180       178       84.29       11.68     1/16/2006   12/16/2020     589.83       589.83     2/16/2006     50000       49792.67     Cash Out Refinance     11.68  
  5419    
 
      TUCSON   AZ     85713     Primary   Single Family     360       358       85.45       9.97     1/16/2006   12/16/1935     486.7       486.7     2/16/2006     55600       55550.28     Cash Out Refinance     9.97  
  5420    
 
      MILLERSVILLE   PA     17551     Primary   Single Family     360       358       64.44       7.8     2/1/2006   1/1/1936     1043.82       1043.82     3/1/2006     145000       144796.7     Cash Out Refinance     7.8  

Page 135 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                                                        1st                                    
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current               Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  5421    
 
      LONGMONT   CO     80501     Primary   Single Family     360       358       80       7.4     2/1/2006   1/1/1936     1244.13       1244.13     3/1/2006     191200       191069.48     Cash Out Refinance     7.4  
  5422    
 
      SOUTH EASTON   MA     2375     Primary   Condominium     360       358       81.89       7.9     2/1/2006   1/1/1936     1511.76       1511.76     3/1/2006     208000       207714.21     Cash Out Refinance     7.9  
  5423    
 
      SARASOTA   FL     34235     Primary   Single Family     360       358       85       6.67     2/1/2006   1/1/1936     1181.15       1181.15     3/1/2006     212500       212500     Cash Out Refinance     6.67  
  5424    
 
      LAS CRUCES   NM     88011     Primary   Single Family     180       178       81.72       9.79     2/1/2006   1/1/2021     691.23       691.23     3/1/2006     65100       64769.68     Rate/Term Refinance     9.79  
  5425    
 
      CURTIS BAY   MD     21226     Primary   Condominium     360       358       85.06       12.49     2/1/2006   1/1/1936     373.27       373.27     3/1/2006     35000       34981.95     Cash Out Refinance     12.49  
  5426    
 
      SADDLE BROOK   NJ     7663     Primary   Single Family     240       238       51.91       11.34     1/16/2006   12/16/2025     474.95       474.95     2/16/2006     45000       44900.13     Cash Out Refinance     11.34  
  5427    
 
      SPOTSYLVANIA   VA     22553     Primary   Single Family     360       358       71.93       6.3     2/1/2006   1/1/1936     1887.87       1887.87     3/1/2006     305000       304130.34     Cash Out Refinance     6.3  
  5428    
 
      NEWARK   DE     19702     Primary   Single Family     360       358       68.67       5.95     2/1/2006   1/1/1936     859.93       859.93     3/1/2006     144200       143766.9     Rate/Term Refinance     5.95  
  5429    
 
      KILLINGTON   VT     5751     Primary   Single Family     180       178       53.48       8.64     2/1/2006   1/1/2021     2859.74       2859.74     3/1/2006     288000       286141.54     Rate/Term Refinance     8.64  
  5430    
 
      CLACKAMAS   OR     97015     Primary   Single Family     360       358       77.75       6.76     1/16/2006   12/16/1935     1837.59       1837.59     2/16/2006     283026.68       282538.89     Cash Out Refinance     6.76  
  5431    
 
      VALPARAISO   IN     46383     Primary   Single Family     360       358       90       7.8     2/1/2006   1/1/1936     855.21       855.21     3/1/2006     118800       118633.44     Rate/Term Refinance     7.8  
  5432    
 
      ENGLISH   IN     47118     Primary   Single Family     180       178       56.38       10.55     1/16/2006   12/16/2020     587.51       587.51     2/16/2006     53000       52667.25     Cash Out Refinance     10.55  
  5433    
 
      PHILADELPHIA   PA     19116     Primary   Single Family     360       358       75.49       6.56     2/1/2006   1/1/1936     1035.14       1035.14     3/1/2006     162751.91       162460.26     Cash Out Refinance     6.56  
  5434    
 
      WEST SENECA   NY     14224     Primary   Single Family     360       358       48       8.1     2/1/2006   1/1/1936     444.45       444.45     3/1/2006     60000       59920.83     Cash Out Refinance     8.1  
  5435    
 
      SOUTH SAN FRANCISCO   CA     94080     Primary   Single Family     360       358       58.13       8.55     1/16/2006   12/16/1935     888.33       888.33     2/16/2006     115000       114861.6     Cash Out Refinance     8.55  
  5436    
 
      WINDSOR   CA     95492     Primary   Single Family     360       358       35.45       10.6     1/16/2006   12/16/1935     516.45       516.45     2/16/2006     56000       55956.24     Cash Out Refinance     10.6  
  5437    
 
      CELESTE   TX     75423     Primary   Single Family     360       358       78.5       6.3     2/1/2006   1/1/1936     500.44       500.44     3/1/2006     80850       80697.64     Rate/Term Refinance     6.3  
  5438    
 
      BAYTOWN   TX     77521     Primary   Single Family     360       358       80       9.84     2/1/2006   1/1/1936     623.36       623.36     3/1/2006     72000       71933.81     Cash Out Refinance     9.84  
  5439    
 
      HOUSTON   TX     77450     Primary   PUD     360       358       80       9.89     2/1/2006   1/1/1936     853.46       853.46     3/1/2006     98160       98070.72     Cash Out Refinance     9.89  
  5440    
 
      ODESSA   TX     79763     Primary   Single Family     180       178       66.45       9.86     2/1/2006   1/1/2021     549.02       549.02     3/1/2006     51500       51247.24     Cash Out Refinance     9.86  
  5441    
 
      LUMBERTON   NJ     8048     Primary   Single Family     360       358       60.18       12.87     2/1/2006   1/1/1936     460.34       460.34     3/1/2006     42000       41980.11     Cash Out Refinance     12.87  
  5442    
 
      OPELOUSAS   LA     70570     Primary   Single Family     360       358       85.49       10.96     2/1/2006   1/1/1936     1038.8       1038.8     3/1/2006     109427.2       109257.92     Rate/Term Refinance     10.96  
  5443    
 
      BROOKSTON   IN     47923     Primary   Single Family     240       238       80       6.99     2/1/2006   1/1/2026     526.8       526.8     3/1/2006     68000       67737.84     Cash Out Refinance     6.99  
  5444    
 
      CATHEDRAL CITY   CA     92234     Primary   Single Family     360       358       40       7.59     2/1/2006   1/1/1936     846.47       846.47     3/1/2006     120000       119782.19     Cash Out Refinance     7.59  
  5445    
 
      CHANDLER   OK     74834     Primary   Single Family     360       358       90.49       7.5     2/1/2006   1/1/1936     455.56       455.56     3/1/2006     65152.8       65055.79     Cash Out Refinance     7.5  
  5446    
 
      SAINT PETERSBURG   FL     33712     Primary   Condominium     360       358       91.8       6.75     1/16/2006   12/16/1935     744.27       744.27     2/16/2006     114750       114551.84     Cash Out Refinance     6.75  
  5447    
 
      ANAHEIM   CA     92807     Primary   Condominium     360       358       73.83       10.92     2/1/2006   1/1/1936     473.15       473.15     3/1/2006     50000       49963.53     Cash Out Refinance     10.92  
  5448    
 
      ARLINGTON   TX     76014     Primary   Single Family     180       178       68.75       8.42     2/1/2006   1/1/2021     539.04       539.04     3/1/2006     55000       54692.68     Cash Out Refinance     8.42  
  5449    
 
      CORONA   CA     92882     Primary   Single Family     360       358       66.49       8     2/1/2006   1/1/1936     366.89       366.89     3/1/2006     50000       49932.66     Cash Out Refinance     8  
  5450    
 
      LONGWOOD   FL     32779     Primary   PUD     360       358       73.13       9.12     2/1/2006   1/1/1936     262.29       262.29     3/1/2006     32250       32215.49     Cash Out Refinance     9.12  
  5451    
 
      NAPLES   FL     34105     Primary   Single Family     360       358       80.45       11.79     2/1/2006   1/1/1936     799.86       799.86     3/1/2006     79000       78952.4     Cash Out Refinance     11.79  
  5452    
 
      GREENVILLE   SC     29616     Primary   Single Family     360       358       54.17       10.55     2/1/2006   1/1/1936     597.02       597.02     3/1/2006     65000       64948.66     Cash Out Refinance     10.55  
  5453    
 
      COSTA MESA   CA     92627     Primary   Single Family     360       358       80       6.75     2/1/2006   1/1/1936     3037.5       3037.5     3/1/2006     540000       540000     Rate/Term Refinance     6.75  
  5454    
 
      VENICE   FL     34293     Primary   Single Family     360       358       69.69       7.7     2/1/2006   1/1/1936     1122.92       1122.92     3/1/2006     157500       157274.69     Cash Out Refinance     7.7  
  5455    
 
      BRISTOL   GA     31518     Primary   Single Family     360       358       75.49       9.76     2/1/2006   1/1/1936     697.17       697.17     3/1/2006     81076.2       81000.39     Cash Out Refinance     9.76  
  5456    
 
      MONROE   LA     71203     Primary   Single Family     360       358       70.49       9.1     1/17/2006   12/17/1935     446.36       446.36     2/17/2006     54982       54833.98     Cash Out Refinance     9.1  
  5457    
 
      TALLAHASSEE   FL     32311     Primary   Single Family     360       358       60.49       11.62     2/1/2006   1/1/1936     767.81       767.81     3/1/2006     76822.3       76774.24     Cash Out Refinance     11.62  
  5458    
 
      WILLIAMSTOWN   NJ     8094     Primary   Single Family     360       358       80       7.5     2/1/2006   1/1/1936     1075       1075     3/1/2006     172000       172000     Rate/Term Refinance     7.5  
  5459    
 
      PEORIA   AZ     85382     Primary   PUD     360       358       63.33       7.85     2/1/2006   1/1/1936     1099.47       1099.47     3/1/2006     152000       151789.04     Cash Out Refinance     7.85  
  5460    
 
      PEORIA   AZ     85345     Primary   Single Family     360       358       80       6.6     2/1/2006   1/1/1936     1200.68       1200.68     3/1/2006     188000       187465.17     Cash Out Refinance     6.6  

Page 136 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                                         
                                                                        1st                                        
                                Occupancy       Original   Remaining   LTV at           Payment   Maturity   Orginal   Current                   Schedule 03/01/06       Original
Loan Number  Reserved   Property Adderss   City   State   Zipcode   Status   Property Type   Term   Term   Orginination   Mortgage Rate   Date   Date   Payment   Payment   Paid to Date   Original Balance   Balance   Loan Purpose   Rate
  5461    
 
      STANCHFIELD   MN     55080     Primary   Single Family     360       358       80       8.65       1/16/2006       12/16/1935       1874.17       1874.17       2/16/2006       260000       260000     Cash Out Refinance     8.65  
  5462    
 
      HOLLYWOOD   FL     33023     Primary   Single Family     360       358       84.35       8.25       2/1/2006       1/1/1936       728.73       728.73       3/1/2006       97000       96875.87     Cash Out Refinance     8.25  
  5463    
 
      ORANGE PARK   FL     32073     Primary   Single Family     360       358       94.41       9.85       2/1/2006       1/1/1936       1317.44       1317.44       3/1/2006       160500       160500     Cash Out Refinance     9.85  
  5464    
 
      PORTSMOUTH   VA     23701     Primary   Single Family     360       358       76.47       9.2       2/1/2006       1/1/1936       1064.78       1064.78       3/1/2006       130000       129863.25     Cash Out Refinance     9.2  
  5465    
 
      LANSING   MI     48906     Primary   Single Family     360       358       88.24       9.5       2/1/2006       1/1/1936       593.75       593.75       3/1/2006       75000       75000     Cash Out Refinance     9.5  
  5466    
 
      ROCK VIEW   WV     24880     Primary   Single Family     360       358       85       8.28       1/13/2006       12/13/1935       1114.25       1114.25       2/13/2006       147900       147711.87     Purchase     8.28  
  5467    
 
      FISHERS   IN     46038     Primary   Single Family     360       358       80       7.43       1/15/2006       12/15/1935       870.65       870.65       2/15/2006       140616       140616     Purchase     7.43  
  5468    
 
      LEANDER   TX     78641     Primary   PUD     360       358       80       6.25       2/1/2006       1/1/1936       982.44       982.44       3/1/2006       159560       159256.41     Purchase     6.25  
  5469    
 
      HANFORD   CA     93230     Primary   Single Family     360       358       85       7.39       2/1/2006       1/1/1936       1634.19       1634.19       3/1/2006       236257       235897.42     Purchase     7.39  
  5470    
 
      THORNTON   CO     80602     Primary   Condominium     360       358       80       6.05       2/1/2006       1/1/1936       798.02       798.02       3/1/2006       132392       132130.26     Purchase     6.05  
  5471    
 
      PHOENIX   AZ     85008     Primary   PUD     360       358       80       7.6       2/1/2006       1/1/1936       1060.38       1060.38       3/1/2006       167429       167429     Purchase     7.6  
  5472    
 
      LINCOLN   CA     95648     Primary   PUD     360       358       80       7.26       2/1/2006       1/1/1936       3323.45       3323.45       3/1/2006       549331       549331     Purchase     7.26  
  5473    
 
      SACRAMENTO   CA     95758     Primary   Single Family     360       358       80       6.2       2/1/2006       1/1/1936       1967.69       1967.69       3/1/2006       380843       380843     Purchase     6.2  
  5474    
 
      WEST COLUMBIA   SC     29170     Primary   Single Family     360       358       52.63       7.82       2/1/2006       1/1/1936       360.63       360.63       3/1/2006       50000       49930.18     Cash Out Refinance     7.82  
  5475    
 
      KANSAS CITY   MO     64134     Primary   Single Family     360       358       48.08       8.98       1/19/2006       12/19/1935       401.6       401.6       2/19/2006       50000       49944.93     Cash Out Refinance     8.98  
  5476    
 
      ALTAMONTE SPRINGS   FL     32714     Primary   Single Family     360       358       85.13       12.85       1/19/2006       12/19/1935       525.36       525.36       2/19/2006       48000       47977.16     Cash Out Refinance     12.85  
  5477    
 
      LESTER PRAIRIE   MN     55354     Primary   Single Family     360       358       80.49       8.99       2/1/2006       1/1/1936       550.01       550.01       3/1/2006       68416.5       68341.3     Cash Out Refinance     8.99  
  5478    
 
      OSCEOLA   AR     72370     Primary   Single Family     360       358       90       7.98       2/1/2006       1/1/1936       375.71       375.71       3/1/2006       51300       51230.65     Cash Out Refinance     7.98  
  5479    
 
      NORTH CHARLESTON   SC     29405     Primary   Single Family     360       358       52.33       8.41       1/19/2006       12/19/1935       598.6       598.6       2/19/2006       78500       78402.76     Cash Out Refinance     8.41  
  5480    
 
      HERMITAGE   PA     16148     Primary   Single Family     360       358       80       7.1       2/1/2006       1/1/1936       841.39       841.39       3/1/2006       125200       124998.16     Cash Out Refinance     7.1  
  5481    
 
      COLORADO SPRINGS   CO     80904     Primary   Single Family     360       358       80       7.4       2/1/2006       1/1/1936       985.95       985.95       3/1/2006       142400       142081.15     Rate/Term Refinance     7.4  
  5482    
 
      LITTLETON   CO     80128     Primary   PUD     360       358       80       7.15       2/1/2006       1/1/1936       1069.85       1069.85       3/1/2006       158400       158147.15     Cash Out Refinance     7.15  
  5483    
 
      RIALTO   CA     92377     Primary   Single Family     360       358       79.31       6.25       2/1/2006       1/1/1936       1796.88       1796.87       3/1/2006       345000       344999.99     Cash Out Refinance     6.25  
 
  5,484    
 
      SAN JOSE   CA     95111     Primary   Condominium     360       358       69.44       6.450       2/1/2006       1/1/1936       1,571.96       1,571.96       3/1/2006       250,000.00       249,289.03     Cash Out Refinance     6.450  
 
  5,485    
 
      SAN DIEGO   CA     92104     Primary   Condominium     360       358       80.00       7.130       38749       13150       1,799.14       1,799.14       38777       302,800.00       302,798.28     Rate/Term Refinance     7.130  
 

Page 137 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
No Income Verification
  A     0       0       77000       0     6 Mo int on UPB     12       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     2 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       49900       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0           0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0           0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       105000       0     6 Mo int on UPB     60       0       0     2/28 6 MO LIBOR   First Lien     11.25       18.25       5.15     6/15/2006     2       1       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       33700       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate Balloon   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  

Page 138 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       36000       0     6 Mo int on UPB     36       0       0     Fixed Rate Balloon   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate Balloon   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     2/28 6 MO LIBOR   First Lien     11.8       18.8       5.7       7/1/2006       2       1       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate Balloon   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     12       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate Balloon   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     2 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       149900       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       64000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     11.55       18.55       5.45       38899       2       1       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate Balloon   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate Balloon   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate Balloon   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       23000       0     6 Mo int on UPB     12       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  

Page 139 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       75000       0     6 Mo int on UPB     12       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate Balloon   First Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     2 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   Second Lien     0       0       0           0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     2 Mo int on UPB     60       0       0     Fixed Rate   Second Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       0       0     2 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate Balloon   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       100000       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       26500       0     6 Mo int on UPB     12       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       42000       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       65000       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  

Page 140 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate Balloon   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       59500       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate Balloon   First Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       0       0     6 Mo int on UPB     36       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate Balloon   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       60500       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       139900       0     6 Mo int on UPB     60       0       0     Fixed Rate Balloon   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate Balloon   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate Balloon   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       73800       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0           0       0       1  
No Income Verification
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate Balloon   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  

Page 141 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate Balloon   First Lien     0       0       0               0       0       1  
No Income Verification
  C     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate Balloon   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate Balloon   First Lien     0       0       0               0       0       1  
No Income Verification
  B     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate Balloon   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       53000       0     6 Mo int on UPB     12       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       29900       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       135000       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       69900       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     2/28 6 MO LIBOR   First Lien     9.99       16.99       4.09       38791       2       1       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate Balloon   First Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       69800       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  B     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     2 Mo int on UPB     60       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     2 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  

Page 142 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       50000       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       43000       0     6 Mo int on UPB     12       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate Balloon   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Limited Documentation
  B     0       0       0       0     6 Mo int on UPB     12       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     1% of UPB     36       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate Balloon   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate Balloon   First Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate Balloon   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate Balloon   First Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate Balloon   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate Balloon   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       78000       0     6 Mo int on UPB     60       0       0     2/28 6 MO LIBOR   First Lien     11.95       18.95       6.15     4/1/2006     2       1       1  
Full Documentation
  C     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate Balloon   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate Balloon   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     60       0       0     2/28 6 MO LIBOR   First Lien     11.95       18.95       6.15     4/1/2006     2       1       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  

Page 143 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
No Income Verification
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       25000       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       41000       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate Balloon   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   Second Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate Balloon   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       318781       0     6 Mo int on UPB     24       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0           0       0       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     36       0       0     2/28 6 MO LIBOR   First Lien     10.49       16.49       7     4/1/2006     2       1       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       119000       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       23000       0     6 Mo int on UPB     60       0       0     Fixed Rate Balloon   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       20300       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  

Page 144 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate Balloon   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       35000       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     60       0       0     2/28 6 MO LIBOR   First Lien     9.9       16.9       4.15       38838       2       1       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       138600       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  D     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     2 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     6 Mo int on UPB     36       0       0     Fixed Rate Balloon   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate Balloon   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  

Page 145 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
No Income Verification
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       98900       0     6 Mo int on UPB     36       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       30000       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       114000       0     6 Mo int on UPB     60       0       0     Fixed Rate Balloon   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       119000       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       164000       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
No Income Verification
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate Balloon   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       0       0     6 Mo int on UPB     12       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate Balloon   First Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate Balloon   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate Balloon   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate Balloon   First Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       28000       0     6 Mo int on UPB     60       0       0     Fixed Rate Balloon   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  

Page 146 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
No Income Verification
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       45000       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate Balloon   First Lien     0       0       0           0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       22000       0     6 Mo int on UPB     36       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate Balloon   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate Balloon   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate Balloon   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate Balloon   First Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       55000       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       185102       0     6 Mo int on UPB     36       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate Balloon   First Lien     0       0       0           0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate Balloon   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate Balloon   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  

Page 147 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   Second Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       34000       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     6 MO LIBOR   First Lien     9.75       16.75       5.05     6/1/2006     1       1       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate Balloon   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       194165       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0           0       0       1  
Full Documentation
  D     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     2/28 6 MO LIBOR   First Lien     8.59       15.59       2.89     6/15/2006     2       1       1  
Full Documentation
  C     0       0       62000       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate Balloon   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       99500       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       32000       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       97000       0     6 Mo int on UPB     60       0       0     Fixed Rate   Second Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate Balloon   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  

Page 148 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       0       0     6 Mo int on UPB     60       0       0     2/28 6 MO LIBOR   First Lien     10.3       17.3       4.5     6/15/2006     2       1       1  
Full Documentation
  A     0       0       0       0     1% of UPB     24       0       0     Fixed Rate Balloon   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     12       0       0     2/28 6 MO LIBOR   First Lien     9.25       16.25       3.65     6/15/2006     2       1       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       0       0     Fixed Rate   Second Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       71900       0     6 Mo int on UPB     60       0       0     Fixed Rate Balloon   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       170745       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   Second Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
No Income Verification
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       51500       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       139900       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       29900       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   Second Lien     0       0       0           0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate Balloon   First Lien     0       0       0           0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate Balloon   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  

Page 149 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate Balloon   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate Balloon   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  D     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       80000       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
No Income Verification
  A     0       0       0       0     1% of UPB     12       0       0     Fixed Rate Balloon   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       50000       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       177950       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       58000       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       64000       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       0       0     6 Mo int on UPB     12       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   Second Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate Balloon   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       120016       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Limited Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  

Page 150 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       180000       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       180000       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate Balloon   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Limited Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       67500       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       156000       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     12       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  D     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  

Page 151 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       36000       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     1% of UPB     24       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  C     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     12       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       170000       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       49500       0     6 Mo int on UPB     36       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     6 MO LIBOR   First Lien     9.9       16.9       5.7       38930       1       1       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       105465       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     6 Mo int on UPB     12       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  B     0       0       42000       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     2/28 6 MO LIBOR   First Lien     10.3       17.3       5.1       38930       2       1       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  

Page 152 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0           0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   Second Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Limited Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   Second Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate Balloon   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate Balloon   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate Balloon   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate Balloon   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  

Page 153 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Limited Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       98052       0     6 Mo int on UPB     36       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       113900       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       57500       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       144540       0     6 Mo int on UPB     36       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       144540       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       52500       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate Balloon   First Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   Second Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   Second Lien     0       0       0           0       0       1  
No Income Verification
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  

Page 154 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       40000       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Limited Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
No Income Verification
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     2 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate Balloon   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate Balloon   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       150000       0     6 Mo int on UPB     60       0       0     Fixed Rate   Second Lien     0       0       0           0       0       1  
Limited Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.99       15.99       6.8     9/1/2006     2       1       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Limited Documentation
  C     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       74000       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       233255       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0           0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  A     0       0       48500       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0           0       0       1  

Page 155 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       66000       0     6 Mo int on UPB     60       0       0     Fixed Rate Balloon   First Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       65000       0     6 Mo int on UPB     60       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     6.49       13.49       6.74       4/1/2007       3       1       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     10.4       17.4       8.95       4/15/2007       2       1       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.85       15.85       8.85       4/20/2007       3       1       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       14       0     2/28 6 MO LIBOR IO   First Lien     6.15       13.15       5.55       39203       1.5       1.5       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.5       16.5       7.6       39203       2       1       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       27       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     1% of UPB     24       15       0     2/28 6 MO LIBOR   First Lien     7.99       14.99       6.09       39234       2       1       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.49       14.49       6       39234       1.41       1       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       228000       0     6 Mo int on UPB     36       27       0     2/28 6 MO LIBOR IO   First Lien     4.5       12.75       4.5       6/1/2007       3       1.5       1  
Full Documentation
  A     0       0       131685       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.55       15.55       6.65       6/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.99       13.99       6.99       7/1/2007       1.5       1       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       28       0     2/28 6 MO LIBOR   First Lien     8.65       15.65       6.75       7/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.83       15.83       5.04       7/1/2007       3       1       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.3       13.3       4.3       7/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.99       14.99       5.99       8/1/2007       3       1       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     9.75       16.75       8.65       8/1/2008       1.5       1.5       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.4       14.4       7.25       8/1/2007       3       1       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     9.2       16.2       8.1       8/1/2008       1.5       1.5       1  
Full Documentation
  C     0       0       0       0     6 Mo int on UPB     24       17       0     2/28 6 MO LIBOR   First Lien     8.99       14.99       7.67       8/1/2007       3       1       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.3       14.3       5.1       8/15/2007       2       1       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     9.25       16.25       8.15       8/1/2008       1.5       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     9.5       16.5       8.4       8/1/2008       1.5       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR IO   First Lien     8       15       6.9       8/1/2008       1.5       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       17       0     2/28 6 MO LIBOR   First Lien     6.69       12.36       5.69       8/1/2007       3       1       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       17       0     2/28 6 MO LIBOR   First Lien     8.5       15.5       5.65       8/1/2007       3       1.5       1  
Full Documentation
  A     0       0       175000       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR IO   First Lien     7.5       14.5       5.75       8/1/2008       1.5       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8       15       5.8       39295       2       1       1  

Page 156 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR IO   First Lien     7.8       14.8       6.7       8/1/2008       1.5       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.375       13.375       7.375       8/1/2007       3       1       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.75       15.75       6.54       39295       2       1       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.65       15.65       6.45       39295       2       1       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR IO   First Lien     7.9       14.9       6.8       39661       1.5       1.5       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     8.8       15.8       7.05       8/1/2008       1.5       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR IO   First Lien     8.05       15.05       6.3       8/1/2008       1.5       1.5       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.4       15.4       8.4       39295       3       1       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     9.75       16.75       8       8/1/2008       1.5       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.75       13.75       6.75       39295       1.5       1       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR IO   First Lien     7.8       14.8       6.05       8/1/2008       1.5       1.5       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     24       17       0     2/28 6 MO LIBOR   First Lien     6.95       13.45       6.25       8/1/2007       1       1       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.95       14.95       5.75       8/1/2007       2       1       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       17       0     2/28 6 MO LIBOR   First Lien     5.85       11.85       3.85       8/1/2007       2       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     6.3       13.3       5.99       8/1/2008       3       2       1  
Limited Documentation
  A     0       0       235500       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       101000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8       15       5.8       8/1/2007       3       1.5       1  
Full Documentation
  A     0       0       618000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.99       13.99       4.99       8/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.25       16.25       7.05       8/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       17       0     2/28 6 MO LIBOR   First Lien     5.75       12.75       3.75       8/1/2007       3       1.5       1  
Full Documentation
  C     0       0       0       0     6 Mo int on UPB     36       29       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.2       14.2       5       8/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       29       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.25       13.25       4.25       8/1/2007       3       1.5       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     6.25       13.25       4.25       8/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       29       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       17       0     2/28 6 MO LIBOR IO   First Lien     6.25       13.25       4.05       8/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     7.9       14.9       5.7       8/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       29       0     3/27 6 MO LIBOR IO   First Lien     5.99       12.99       3.99       39661       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       29       0     2/28 6 MO LIBOR   First Lien     6.95       13.95       4.75       8/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       29       0     Fixed Rate   Second Lien     0       0       0               0       0       1  

Page 157 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.5       16.5       7.5       8/1/2007       3       1.5       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       29       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       17       0     2/28 6 MO LIBOR IO   First Lien     7.24       14.24       5.04       8/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       29       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       29       0     2/28 6 MO LIBOR   First Lien     6.5       13.5       4.3       8/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       29       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     8.7       15.7       6.95       8/1/2008       1.5       1.5       1  
Full Documentation
  C     0       0       0       0     6 Mo int on UPB     36       29       0     2/28 6 MO LIBOR   First Lien     8.2       15.2       6.99       8/1/2007       3       2       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       17       0     2/28 ARM 40/30 BALLOON   First Lien     6.325       12.825       5.75       8/1/2007       3       1       1  
Full Documentation
  A     0       0       135000       0     6 Mo int on UPB     36       29       0     3/27 6 MO LIBOR IO   First Lien     6.25       13.25       4.25       8/1/2008       3       1.5       1  
Full Documentation
  A     0       0       72610       0     6 Mo int on UPB     12       5       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       129900       0     6 Mo int on UPB     36       29       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       212500       0     6 Mo int on UPB     36       29       0     3/27 6 MO LIBOR   First Lien     5.75       12.75       3.75       39661       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       29       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.625       14.625       5.425       8/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       29       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     5.65       12.65       3.45       8/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.05       14.05       4.85       8/1/2007       3       1.5       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       29       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.48       13.48       4.48       8/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       29       0     3/27 6 MO LIBOR   First Lien     8.4       15.4       6.4       8/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       17       0     2/28 6 MO LIBOR   First Lien     7.95       14.95       5.95       8/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.49       14.49       5.29       8/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       29       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       29       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       29       0     Fixed Rate Balloon   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       29       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7       14       4.8       39295       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.5       14.5       5.3       8/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.27       14.27       5.07       39295       3       1.5       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.3       13.3       4.1       39295       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       29       0     3/27 6 MO LIBOR   First Lien     6.44       13.44       4.24       8/1/2008       3       1.5       1  

Page 158 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.4       14.4       5.2       8/1/2007       2       1       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       17       0     2/28 6 MO LIBOR IO   First Lien     6.37       13.37       5.25       8/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.8       13.8       5       8/1/2007       3       1       1  
Full Documentation
  A     0       0       123000       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR IO   First Lien     7.8       14.8       6.05       8/1/2008       1.5       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       29       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.75       12.75       4.75       39295       2       1.5       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       177149       0     6 Mo int on UPB     24       17       0     2/28 6 MO LIBOR   First Lien     7.45       14.45       5.25       8/1/2007       3       1.5       1  
Full Documentation
  A     0       0       275424       0     6 Mo int on UPB     24       17       0     2/28 6 MO LIBOR IO   First Lien     6.5       13.5       4.6       8/1/2007       3       1.5       1  
Full Documentation
  A     0       0       181269       0     6 Mo int on UPB     24       17       0     2/28 6 MO LIBOR   First Lien     6.85       13.85       4.85       8/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     2% of UPB     12       5       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       17       0     2/28 6 MO LIBOR IO   First Lien     6.99       13.99       4.79       39295       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       29       0     3/27 6 MO LIBOR IO   First Lien     5.8       12.8       3.6       8/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       29       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.99       16.99       7.79       39295       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       29       0     3/27 6 MO LIBOR   First Lien     5.75       12.75       3.55       8/1/2008       3       1.5       1  
Limited Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.25       16.25       7.05       39295       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       29       0     3/27 6 MO LIBOR   First Lien     7.25       14.25       5.05       39661       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.4       13.4       4.2       8/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       29       0     3/27 6 MO LIBOR   First Lien     6.49       13.49       4.29       8/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       29       0     3/27 6 MO LIBOR   First Lien     6.55       13.55       4.55       39661       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       29       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       29       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     12       5       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       17       0     2/28 6 MO LIBOR   First Lien     5.75       12.75       3.55       39295       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       29       0     3/27 6 MO LIBOR IO   First Lien     5.85       12.85       3.65       39661       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       29       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       29       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       29       0     2/28 6 MO LIBOR   First Lien     8.99       15.99       6.79       39295       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       29       0     3/27 6 MO LIBOR   First Lien     5.95       12.95       3.75       8/1/2008       3       1.5       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       29       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       29       0     3/27 6 MO LIBOR   First Lien     6.32       13.32       4.12       39661       3       1.5       1  

Page 159 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       29       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       70500       0     6 Mo int on UPB     24       17       0     2/28 6 MO LIBOR   First Lien     8.7       15.7       6.5       8/1/2007       3       1.5       1  
Full Documentation
  A     0       0       217590       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.7       13.7       4.5       39295       3       1.5       1  
Full Documentation
  A     0       0       137125       0     6 Mo int on UPB     24       17       0     2/28 6 MO LIBOR   First Lien     7.5       14.5       5.3       8/1/2007       3       1.5       1  
Full Documentation
  A     0       0       112000       0     6 Mo int on UPB     36       29       0     3/27 6 MO LIBOR IO   First Lien     6.65       13.65       4.45       39661       3       1.5       1  
Full Documentation
  A     0       0       310000       0     6 Mo int on UPB     36       29       0     3/27 6 MO LIBOR IO   First Lien     6.49       13.49       4.29       8/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     12       5       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       29       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.75       13.75       4.55       39295       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.5       14.5       5.3       8/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       17       0     2/28 6 MO LIBOR IO   First Lien     5.75       12.75       3.55       8/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       29       0     3/27 6 MO LIBOR IO   First Lien     5.6       12.6       3.4       8/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       29       0     2/28 6 MO LIBOR   First Lien     7.84       14.84       5.64       8/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       29       0     2/28 6 MO LIBOR IO   First Lien     5.49       12.49       3.29       8/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       29       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     1% of UPB     24       17       0     2/28 6 MO LIBOR   First Lien     6.99       13.99       4.79       8/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.45       14.45       4.75       8/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       29       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       29       0     3/27 6 MO LIBOR   First Lien     5.65       12.65       3.45       8/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       17       0     2/28 6 MO LIBOR   First Lien     7.45       14.45       5.25       8/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       29       0     2/28 6 MO LIBOR   First Lien     6.35       13.35       4.15       39295       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       17       0     2/28 6 MO LIBOR   First Lien     8.6       15.6       6.6       8/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       29       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       29       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       17       0     2/28 6 MO LIBOR   First Lien     6.15       13.15       3.95       39295       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       29       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       29       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     36       29       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       29       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       29       0     Fixed Rate Balloon   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  

Page 160 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       29       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     10.25       17.25       8.25       8/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.85       14.85       5.65       8/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       29       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       29       0     2/28 6 MO LIBOR   First Lien     6.65       13.65       4.45       39295       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       29       0     2/28 6 MO LIBOR   First Lien     6.15       13.15       3.95       39295       3       1.5       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       29       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     10.2       17.2       8       8/1/2007       2       1       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.9       15.9       8       8/1/2007       3       1       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       29       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       29       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       29       0     2/28 6 MO LIBOR   First Lien     7.33       13.33       6.33       8/1/2007       3       1       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.7       13.2       6.125       8/1/2007       3       1       1  
Full Documentation
  A     0       0       125000       0     6 Mo int on UPB     36       29       0     3/27 6 MO LIBOR   First Lien     7.6       14.6       5.6       8/1/2008       3       1.5       1  
Full Documentation
  A     0       0       63000       0     6 Mo int on UPB     36       29       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       129105       0     6 Mo int on UPB     36       29       0     3/27 6 MO LIBOR IO   First Lien     6.25       13.25       4.05       8/1/2008       3       1.5       1  
No Income Verification
  A     0       0       316000       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     6.7       13.7       4.5       8/1/2008       3       1.5       1  
No Income Verification
  A     0       0       336000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.85       13.85       4.85       8/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       29       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     7.99       14.99       5.79       39675       3       1.5       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       29       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.06       16.06       6.86       8/1/2007       3       1.5       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       29       0     3/27 6 MO LIBOR   First Lien     8.49       15.49       6.29       8/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     5.79       12.79       3.59       8/15/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.24       12.24       4.24       8/1/2007       2       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       17       0     2/28 6 MO LIBOR   First Lien     8.7       15.2       7       8/1/2007       3       1       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       29       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       29       0     3/27 6 MO LIBOR   First Lien     6.45       13.45       4.25       8/1/2008       3       1.5       1  
Full Documentation
  A     0       0       430817       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.45       14.45       5.55       39295       3       1.5       1  
Full Documentation
  A     0       0       121548       0     6 Mo int on UPB     24       17       0     2/28 6 MO LIBOR IO   First Lien     7.8       14.8       5.6       39295       3       1.5       1  
Full Documentation
  A     0       0       553401       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.2       14.2       5.3       8/1/2007       3       1.5       1  
Full Documentation
  A     0       0       381016       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.8       13.8       4.6       8/1/2007       3       1.5       1  
Full Documentation
  A     0       0       121900       0     6 Mo int on UPB     24       17       0     2/28 6 MO LIBOR   First Lien     7.35       14.35       5.15       8/1/2007       3       1.5       1  
No Income Verification
  A     0       0       118380       0     6 Mo int on UPB     36       29       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       120000       0     6 Mo int on UPB     36       29       0     3/27 6 MO LIBOR   First Lien     6.99       13.99       4.79       39661       3       1.5       1  
Full Documentation
  A     0       0       514000       0     6 Mo int on UPB     12       5       0     2/28 6 MO LIBOR IO   First Lien     5.73       12.73       3.53       8/1/2007       3       1.5       1  

Page 161 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
No Income Verification
  A     0       0       218500       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.6       13.6       4.4       39295       3       1.5       1  
Full Documentation
  A     0       0       334000       0     6 Mo int on UPB     36       29       0     2/28 6 MO LIBOR   First Lien     5.4       12.4       3.4       39295       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     1% of UPB     24       18       0     2/28 6 MO LIBOR   First Lien     6.99       13.99       4.79       8/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     2/28 6 MO LIBOR   First Lien     6.25       13.25       4.05       8/15/2007       3       1.5       1  
Full Documentation
  C     0       0       0       0     6 Mo int on UPB     24       18       0     2/28 6 MO LIBOR   First Lien     9.65       16.65       7.45       8/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.25       13.25       4.05       8/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       18       0     2/28 6 MO LIBOR   First Lien     7.7       14.7       5.5       8/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     7.75       14.75       5.55       8/15/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     6.35       13.35       4.15       8/15/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       160884       0     6 Mo int on UPB     36       29       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.7       14.7       5.4       39295       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       29       0     3/27 6 MO LIBOR   First Lien     9.65       16.65       7.65       8/1/2008       3       1.5       1  
Full Documentation
  A     0       0       139900       0     6 Mo int on UPB     36       29       0     3/27 6 MO LIBOR   First Lien     6.7       13.7       4.5       8/1/2008       3       1.5       1  
Full Documentation
  A     0       0       147900       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.15       14.15       4.95       39295       3       1.5       1  
Full Documentation
  A     0       0       204900       0     6 Mo int on UPB     36       29       0     3/27 6 MO LIBOR   First Lien     6.6       13.6       4.4       8/1/2008       3       1.5       1  
Full Documentation
  A     0       0       256546       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.2       16.2       7.2       8/1/2007       3       1.5       1  
Full Documentation
  A     0       0       231000       0     6 Mo int on UPB     36       29       0     2/28 6 MO LIBOR   First Lien     7       14       4.8       39295       3       1.5       1  
Full Documentation
  A     0       0       494085       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     5.85       12.85       3.95       8/1/2007       3       1.5       1  
Full Documentation
  A     0       0       162505       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     6.9       13.9       4.7       8/1/2008       3       1.5       1  
Full Documentation
  A     0       0       185000       0     6 Mo int on UPB     36       29       0     3/27 6 MO LIBOR IO   First Lien     6.79       13.79       4.59       8/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       29       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       409000       0     6 Mo int on UPB     24       17       0     2/28 6 MO LIBOR   First Lien     7.05       14.05       5.05       8/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.4       14.4       5.2       8/15/2007       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     24       18       0     2/28 6 MO LIBOR   First Lien     6.15       13.15       3.95       8/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR IO   First Lien     5.4       12.4       3.2       8/15/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR IO   First Lien     6.7       13.7       4.5       8/15/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       18       0     3/27 6 MO LIBOR   First Lien     6.35       13.35       4.15       8/15/2008       3       1.5       1  
Limited Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  

Page 162 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.75       13.75       4.55       8/1/2007       3       1.5       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       30       0     2/28 6 MO LIBOR   First Lien     10       16       8       9/1/2007       3       1       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       222000       0     6 Mo int on UPB     24       17       0     2/28 6 MO LIBOR   First Lien     7.25       13.25       6.25       8/1/2007       1.5       1       1  
Full Documentation
  A     0       0       99000       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR IO   First Lien     8       15       6.25       8/1/2008       1.5       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     5.95       12.95       3.65       8/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     7.32       13.32       6.32       8/4/2008       3       1       1  
No Income Verification
  A     0       0       239577       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     6.7       13.7       4.5       8/1/2008       3       1.5       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.05       16.05       6.85       39309       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.25       15.25       6.05       8/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     24       18       0     2/28 6 MO LIBOR   First Lien     7.45       14.45       5.25       8/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.15       14.15       4.95       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       490000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.65       13.65       4.45       39326       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     7.5       14.5       5.1       8/5/2008       2       1       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.5       16.5       7.3       8/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       18       0     2/28 6 MO LIBOR   First Lien     6.25       13.25       4.05       39309       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       18       0     2/28 6 MO LIBOR IO   First Lien     6.7       13.7       4.249       9/1/2007       3       1.5       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     12       6       0     2/28 6 MO LIBOR   First Lien     6.89       13.89       4.89       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       18       0     2/28 6 MO LIBOR   First Lien     6       13       5.99       9/1/2007       3       2       1  
Full Documentation
  A     0       0       403180       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.3       14.3       5.1       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     5.9       12.9       3.9       8/15/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  

Page 163 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     6.49       13.49       4.29       8/15/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR IO   First Lien     6.25       13.25       4.05       8/15/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     7.65       14.65       5.45       8/15/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     6.9       13.9       4.7       8/15/2008       3       1.5       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     7.75       14.75       5.75       8/15/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       18       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     9.29       16.29       7.09       8/15/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       18       0     2/28 6 MO LIBOR   First Lien     7.1       14.1       4.9       39309       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.625       15.525       8.625       9/1/2007       3       1       1  
Full Documentation
  B     0       0       63000       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.25       15.25       6.05       8/15/2007       3       1.5       1  
Full Documentation
  B     0       0       0       0     1% of UPB     24       18       0     2/28 6 MO LIBOR   First Lien     9.8       16.8       7.6       39309       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     12       6       0     2/28 6 MO LIBOR IO   First Lien     5.4       12.4       3.2       8/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.95       14.95       5.55       8/15/2007       3       1.5       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.3       15.3       6.1       8/15/2007       3       1.5       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     7.69       14.69       5.49       8/15/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.49       13.49       4.29       39309       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     2/28 6 MO LIBOR IO   First Lien     5.7       12.7       3.5       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR IO   First Lien     6.45       13.45       4.25       8/15/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       18       0     2/28 6 MO LIBOR   First Lien     7.85       14.85       5.45       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.55       16.55       7.15       8/9/2007       2       1       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     7.45       14.45       5.99       9/1/2008       3       2       1  
No Income Verification
  A     0       0       276295       0     6 Mo int on UPB     24       18       0     2/28 6 MO LIBOR   First Lien     6.99       13.99       4.59       39326       3       1.5       1  
Full Documentation
  A     0       0       544455       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       80000       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     7.35       14.35       4.95       8/15/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       30       0     2/28 6 MO LIBOR   First Lien     8.85       15.85       6.65       8/15/2007       3       1.5       1  

Page 164 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR IO   First Lien     6.7       13.7       4.3       8/15/2008       3       1.5       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     6.85       13.85       4.65       8/15/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     2/28 6 MO LIBOR IO   First Lien     5.5       12.5       3.1       9/1/2007       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       30       0     2/28 6 MO LIBOR IO   First Lien     6.4       13.4       4       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     7.75       14.75       5.55       39675       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       88500       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     6.2       13.2       4       39675       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.9       16.9       7.7       8/15/2007       3       1.5       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.2       14.2       5       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9       16       6.5       39309       2       1       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       18       0     2/28 6 MO LIBOR   First Lien     5.875       11.875       3.25       39326       3       1       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     5.75       12.75       3.35       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     7.625       13.625       6       9/1/2008       2       1       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.99       12.99       5.99       39326       1.5       1       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     24       18       0     2/28 6 MO LIBOR   First Lien     6.65       13.65       5.99       9/1/2007       3       2       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR IO   First Lien     5.4       12.4       3       8/11/2008       3       1.5       1  
Full Documentation
  A     0       0       110000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.25       14.25       4.55       8/15/2007       3       1.5       1  
Full Documentation
  A     0       0       85000       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.5       14.5       5.3       8/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     12       6       0     3/27 6 MO LIBOR IO   First Lien     6.4       13.4       4       8/15/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.5       15.5       6.3       8/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.24       16.24       7.04       39309       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.05       15.05       5.15       39309       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     7.99       14.99       5.59       8/15/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.35       14.35       5.15       39309       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  

Page 165 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.5       16.5       7.1       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     2/28 6 MO LIBOR   First Lien     6.1       13.1       3.9       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.6       15.6       6.2       8/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       18       0     2/28 6 MO LIBOR   First Lien     6.99       13.99       4.66       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate Balloon   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       57000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.25       14.25       5.05       8/15/2007       3       1.5       1  
Full Documentation
  A     0       0       161995       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     5.95       12.95       3.75       39326       3       1.5       1  
Full Documentation
  A     0       0       126000       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     7.85       14.85       5.45       39675       3       1.5       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8       15       5.8       8/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.5       16.5       7.1       8/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     5.79       12.79       3.39       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     2/28 6 MO LIBOR   First Lien     5.65       12.65       3.25       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.57       14.57       5.37       8/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR IO   First Lien     7.75       14.75       5.35       39675       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     6 MO LIBOR   First Lien     7.36       14.36       5.66       38944       1.5       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       30       0     2/28 6 MO LIBOR IO   First Lien     6.55       13.55       4.35       39326       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate Balloon   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       18       0     2/28 ARM 40/30 BALLOON   First Lien     7.2       14.2       5.99       9/1/2007       3       2       1  
Full Documentation
  A     0       0       64000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     5.9       12.9       3.7       8/15/2007       3       1.5       1  
Full Documentation
  A     0       0       144333       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     6.95       13.95       4.55       39675       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       18       0     2/28 6 MO LIBOR   First Lien     6.8       13.8       4.4       8/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     7.25       14.25       5.05       8/15/2008       3       1.5       1  

Page 166 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.6       15.6       6.6       8/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     8.85       15.85       6.45       8/15/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.85       13.85       4.65       39309       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       18       0     2/28 6 MO LIBOR   First Lien     8.69       15.69       6.29       8/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     7.99       14.99       5.59       8/15/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       18       0     2/28 6 MO LIBOR IO   First Lien     6.25       13.25       4.05       8/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     2/28 6 MO LIBOR   First Lien     7.45       14.45       5.05       8/15/2007       3       1.5       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.75       15.75       6.55       39309       3       1.5       1  
Full Documentation
  C     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     2 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     5.99       12.99       3.79       39692       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.6       15.6       6.4       8/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     2/28 6 MO LIBOR IO   First Lien     5.99       12.99       3.59       39326       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     8.29       15.29       5.89       39675       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.54       13.54       4.34       8/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     2/28 6 MO LIBOR IO   First Lien     6.25       13.25       4.05       8/15/2007       3       1.5       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     10.45       17.45       8.25       8/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     2/28 6 MO LIBOR   First Lien     5.775       12.775       3.775       9/1/2007       3       1.5       1  

Page 167 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.4       14.4       5       8/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.3       13.8       6.125       9/1/2007       3       1       1  
Full Documentation
  A     0       0       46500       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.9       13.9       4.7       8/15/2007       3       1.5       1  
Full Documentation
  A     0       0       111000       0     6 Mo int on UPB     24       18       0     3/27 6 MO LIBOR   First Lien     6.76       13.76       4.36       39675       3       1.5       1  
Full Documentation
  A     0       0       173800       0     6 Mo int on UPB     24       18       0     2/28 6 MO LIBOR   First Lien     7.6       14.6       5.2       39326       3       1.5       1  
Full Documentation
  A     0       0       183000       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     5.95       12.95       3.75       9/1/2008       3       1.5       1  
Full Documentation
  A     0       0       169640       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     6.93       13.93       4.73       8/15/2008       3       1.5       1  
Full Documentation
  A     0       0       148612       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.5       14.5       5.3       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.65       16.65       7.25       39326       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.05       14.05       4.85       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     2/28 6 MO LIBOR   First Lien     7.45       14.45       5.05       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     7.3       14.3       5.1       9/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     8.3       15.3       5.9       39692       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.45       13.45       4.25       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     7.55       14.55       5.15       39692       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     5.4       12.4       3       9/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR IO   First Lien     5.91       12.91       3.71       9/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR IO   First Lien     7.5       14.5       5.1       39692       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       18       0     2/28 6 MO LIBOR   First Lien     8       15       6.75       9/1/2007       3       2       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.49       13.49       6.49       39326       1.5       1       1  
Full Documentation
  A     0       0       180000       0     No Prepay Penalty     0       0       0     Fixed Rate Balloon   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       116000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.75       13.75       4.55       39309       3       1.5       1  
Limited Documentation
  A     0       0       377000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.05       14.05       4.65       8/15/2007       3       1.5       1  
No Income Verification
  A     0       0       522350       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.35       13.35       4.15       9/1/2007       3       1.5       1  
No Income Verification
  A     0       0       125305       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.4       14.4       5.2       39326       3       1.5       1  
No Income Verification
  A     0       0       150000       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     7.25       14.25       4.85       9/1/2008       3       1.5       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     10.5       17.5       8.3       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     6.7       13.7       4.7       9/1/2008       3       1.5       1  

Page 168 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     12       6       0     3/27 6 MO LIBOR   First Lien     6.45       13.45       4.05       39692       3       1.5       1  
Full Documentation
  A     0       0       180000       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR IO   First Lien     6.4       13.4       4.2       8/15/2008       3       1.5       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.7       13.7       4.5       9/1/2007       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     24       18       0     3/27 6 MO LIBOR   First Lien     6.8       13.8       4.4       39692       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       18       0     2/28 6 MO LIBOR IO   First Lien     6.45       13.45       4.05       39326       3       1.5       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.2       16.2       6.8       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.95       13.95       4.55       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     7.49       14.49       5.29       9/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     6.55       13.55       4.35       9/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     7.15       14.15       4.95       9/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.75       13.75       4.55       39326       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     2/28 6 MO LIBOR   First Lien     8.1       15.1       5.7       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     6.65       13.65       4.25       9/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     24       18       0     2/28 6 MO LIBOR   First Lien     5.9       12.9       3.05       9/1/2007       3       1.5       1  
No Income Verification
  A     0       0       525993       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.25       13.25       4.05       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       18       0     2/28 6 MO LIBOR   First Lien     6.125       12.125       3.125       9/1/2007       3       1       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.375       13.375       3.25       9/1/2007       3       1       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.15       15.15       5.65       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.55       15.55       6.15       9/1/2007       2       1       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       18       0     Fixed Rate Balloon   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       30       0     6 MO LIBOR   First Lien     7.5       14.5       5.6       9/1/2006       1.5       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     2/28 6 MO LIBOR   First Lien     6.25       13.25       4.05       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       18       0     2/28 6 MO LIBOR IO   First Lien     6.45       13.45       4.25       9/1/2007       3       1.5       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.25       13.25       4.125       39326       3       1       1  
Full Documentation
  A     0       0       121000       0     6 Mo int on UPB     24       18       0     2/28 6 MO LIBOR   First Lien     6.99       13.99       4.79       8/15/2007       3       1.5       1  
Full Documentation
  A     0       0       82500       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.9       13.9       4.7       8/15/2007       3       1.5       1  
Full Documentation
  A     0       0       165000       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       173205       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     6.5       13.5       4.3       39692       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.5       14.5       5.3       39326       3       1.5       1  
Full Documentation
  A     0       0       160000       0     6 Mo int on UPB     24       18       0     2/28 6 MO LIBOR   First Lien     6.75       13.75       4.35       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       70000       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     8.2       15.2       6       9/1/2008       3       1.5       1  
No Income Verification
  A     0       0       460990       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.5       13.5       4.1       9/1/2007       3       1.5       1  

Page 169 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       65000       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     7.7       14.7       5.5       8/15/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.8       14.8       5.4       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR IO   First Lien     6.25       13.25       3.85       9/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.35       13.35       3.95       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.05       13.05       3.65       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.85       13.85       4.65       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     5/25 6 MO LIBOR   First Lien     4.95       10.95       2.25       9/1/2010       2       2       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     12       6       0     2/28 6 MO LIBOR   First Lien     5.55       12.55       3.35       39326       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       30       0     2/28 6 MO LIBOR IO   First Lien     6.25       13.25       3.85       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     7.1       14.1       4.9       9/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     8.5       15.5       6.1       39692       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.08       14.08       4.68       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate Balloon   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       18       0     2/28 6 MO LIBOR   First Lien     7.875       13.875       6.625       9/1/2007       3       1       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.05       14.05       4.65       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.1       15.1       5.7       9/1/2007       2       1       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       30       0     2/28 ARM 40/30 BALLOON   First Lien     6.65       13.65       6.75       39326       3       2       1  
Full Documentation
  A     0       0       125000       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     7.05       14.05       4.65       9/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     6.39       13.39       4.19       9/1/2008       3       1.5       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     5.85       12.85       3.65       39326       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     12       6       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     7.05       14.05       4.65       39692       3       1.5       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.99       14.99       5.79       39326       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  

Page 170 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       18       0     2/28 6 MO LIBOR   First Lien     6.95       13.95       4.75       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     2/28 6 MO LIBOR   First Lien     5.95       12.95       3.55       39326       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       18       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.75       12.75       5.5       39326       3       1       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       18       0     2/28 6 MO LIBOR   First Lien     6.5       13.5       4.05       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       18       0     2/28 6 MO LIBOR IO   First Lien     6.265       12.265       4.265       9/1/2007       2       1.5       1  
Full Documentation
  A     0       0       145000       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     7.4       14.4       5.2       9/1/2008       3       1.5       1  
Full Documentation
  A     0       0       237950       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     9.75       16.75       7.55       9/1/2008       3       1.5       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       30       0     2/28 6 MO LIBOR   First Lien     10.8       17.8       8.6       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.25       13.25       3.85       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     6.99       13.99       4.59       9/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.6       15.6       6.2       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     2/28 6 MO LIBOR   First Lien     6.35       13.35       3.95       39326       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     2/28 6 MO LIBOR   First Lien     6.25       13.25       4.35       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.55       13.55       4.15       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     8.5       15.5       6.1       9/1/2008       3       1.5       1  
Full Documentation
  A     0       0       445000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     5.5       12.5       3.3       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       89000       0     6 Mo int on UPB     24       18       0     2/28 6 MO LIBOR   First Lien     8.54       15.54       6.14       9/1/2007       3       1.5       1  

Page 171 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       488162       0     6 Mo int on UPB     24       18       0     2/28 6 MO LIBOR IO   First Lien     6.75       13.75       4.35       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       145000       0     6 Mo int on UPB     24       18       0     2/28 6 MO LIBOR IO   First Lien     6.85       13.85       4.45       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       30       0     2/28 6 MO LIBOR   First Lien     6.25       13.25       4.05       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     6.45       13.45       4.05       9/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     7.55       14.55       5.15       9/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     5.45       12.45       3.05       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       18       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     2/28 6 MO LIBOR IO   First Lien     6.4       13.4       4       39326       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     2/28 6 MO LIBOR   First Lien     5.875       12.875       3.475       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.75       12.75       3.125       9/1/2007       3       1       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR IO   First Lien     8       15       6.25       39692       1.5       1.5       1  
Full Documentation
  A     0       0       84000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.55       16.55       7.15       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       59500       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       60000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.35       14.35       5.15       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       348361       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     5.6       12.6       3.2       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       193250       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.9       14.9       5.5       9/1/2007       3       1.5       1  
Full Documentation
  B     0       0       137500       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.38       16.38       6.98       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.99       13.99       4.59       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR IO   First Lien     5.4       12.4       3       9/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     7.99       14.99       5.59       39692       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     5/25 6 MO LIBOR   First Lien     4.6       10.6       2.25       9/1/2010       2       2       1  

Page 172 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     5.4       12.4       3       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     2/28 6 MO LIBOR   First Lien     7.7       14.7       5.3       9/1/2007       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     12       6       0     2/28 6 MO LIBOR   First Lien     5.99       12.99       3.59       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR IO   First Lien     5.99       12.99       3.59       9/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.95       16.95       7.95       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.85       16.85       7.45       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     12       6       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.52       14.52       5.12       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     8.2       15.2       5.7       9/1/2008       2       1       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.2       15.2       5.8       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.99       14.99       5.79       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     6 MO LIBOR   First Lien     6.35       13.35       4.65       9/1/2006       1.5       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     12       6       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       18       0     2/28 6 MO LIBOR   First Lien     5.75       11.75       3.75       9/1/2007       2       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       155225       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.74       13.74       4.34       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       359499       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.99       14.99       5.79       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     1% of UPB     24       18       0     2/28 6 MO LIBOR   First Lien     6.7       13.7       4.7       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.99       14.99       5.59       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR IO   First Lien     5.7       12.7       3.3       39692       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR IO   First Lien     6.3       13.3       3.9       39692       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.1       13.1       3.7       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       387125       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     5.99       12.99       3.59       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.3       13.3       3.9       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       30       0     2/28 6 MO LIBOR   First Lien     5.9       12.9       3.7       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  

Page 173 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     7.59       14.59       5.19       39692       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.6       13.6       4.2       9/1/2007       3       1.5       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.99       13.99       4.59       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.35       14.35       4.95       39326       2       1       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     9.15       16.15       7.4       39692       1.5       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     7.8       14.8       6.05       39692       1.5       1.5       1  
Full Documentation
  A     0       0       200000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.6       16.6       7.2       9/1/2007       3       1.5       1  
No Income Verification
  A     0       0       483166       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     5.65       12.65       3.45       39326       3       1.5       1  
Full Documentation
  A     0       0       164375       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       102000       0     6 Mo int on UPB     24       18       0     2/28 6 MO LIBOR   First Lien     6.3       13.3       3.9       9/1/2007       3       1.5       1  
No Income Verification
  A     0       0       188195       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.05       14.05       4.65       39326       3       1.5       1  
Full Documentation
  A     0       0       276950       0     6 Mo int on UPB     12       6       0     3/27 6 MO LIBOR IO   First Lien     6.5       13.5       4.1       9/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.25       16.25       7.05       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     7.75       14.75       5.55       9/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     6.75       13.75       4.35       39692       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.76       13.76       4.36       39326       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     2/28 6 MO LIBOR   First Lien     7.4       14.4       5       9/1/2007       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     7.35       14.35       5.15       39692       3       1.5       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     9.55       16.55       7.15       9/1/2008       3       1.5       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.25       13.25       4.05       39326       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       30       0     2/28 6 MO LIBOR IO   First Lien     5.99       12.99       3.59       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     8.49       15.49       6.59       9/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  

Page 174 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       30       0     2/28 6 MO LIBOR IO   First Lien     5.95       12.95       3.75       39326       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     2/28 6 MO LIBOR   First Lien     6.75       13.75       4.35       9/1/2007       3       1.5       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.99       16.99       7.79       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       18       0     2/28 6 MO LIBOR   First Lien     6.75       13.75       4.35       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.75       14.75       5.35       9/1/2007       2       1       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR IO   First Lien     7.65       14.65       5.9       39692       1.5       1.5       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       160460       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.2       14.2       4.8       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       141940       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       110000       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     6.65       13.65       4.25       9/1/2008       3       1.5       1  
Full Documentation
  A     0       0       270000       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     7.55       14.55       5.15       9/1/2008       3       1.5       1  
Full Documentation
  A     0       0       77000       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     7.05       14.05       4.65       9/1/2008       3       1.5       1  
Full Documentation
  A     0       0       220073       0     6 Mo int on UPB     24       18       0     2/28 6 MO LIBOR IO   First Lien     7.24       14.24       4.84       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       216300       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.43       14.43       5.03       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     7.65       14.65       5.45       9/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.5       14.5       5.1       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.25       13.25       3.85       9/1/2007       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       30       0     2/28 6 MO LIBOR   First Lien     6.65       13.65       4.25       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     12       6       0     2/28 6 MO LIBOR   First Lien     6       13       3.6       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR IO   First Lien     6.2       13.2       3.8       9/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     8.74       15.74       6.34       9/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.85       15.85       6.85       9/1/2007       3       1.5       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     24       18       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.9       15.9       6.5       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     2/28 6 MO LIBOR   First Lien     6.6       13.6       4.2       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  

Page 175 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.23       14.23       4.83       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     2/28 6 MO LIBOR   First Lien     6.25       13.25       4.05       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       30       0     2/28 6 MO LIBOR   First Lien     6.15       13.15       3.75       39326       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       437488       0     6 Mo int on UPB     36       30       0     2/28 6 MO LIBOR IO   First Lien     7.65       14.65       5.25       9/1/2007       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       18       0     2/28 6 MO LIBOR IO   First Lien     5.83       12.83       3.406       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.85       13.85       5.9       9/1/2007       1.5       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.95       14.95       6.41       9/1/2007       3       1       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR IO   First Lien     8.05       15.05       6.3       9/1/2008       1.5       1.5       1  
Full Documentation
  A     0       0       80000       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       149200       0     6 Mo int on UPB     24       18       0     2/28 6 MO LIBOR   First Lien     5.55       12.55       3.15       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       157500       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.15       14.15       5.15       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       145000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.14       16.14       6.74       39326       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     2/28 6 MO LIBOR   First Lien     6.25       13.25       3.85       39326       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       30       0     2/28 6 MO LIBOR IO   First Lien     6.25       13.25       3.85       39326       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.8       14.8       5.4       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.75       14.75       5.55       39326       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     1% of UPB     24       18       0     2/28 6 MO LIBOR   First Lien     7.85       14.85       5.45       39326       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     2/28 6 MO LIBOR   First Lien     7.45       14.45       5.05       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     2/28 6 MO LIBOR   First Lien     6.25       13.25       4.05       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  

Page 176 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR IO   First Lien     6.25       13.25       3.85       9/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     12       6       0     2/28 6 MO LIBOR IO   First Lien     6       13       3.6       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     2/28 6 MO LIBOR IO   First Lien     5.66       12.66       3.26       9/1/2007       3       1.5       1  
Full Documentation
  C     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     2/28 6 MO LIBOR IO   First Lien     6.65       13.65       4.25       9/1/2007       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       18       0     2/28 6 MO LIBOR   First Lien     7.4       14.4       5       39326       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       18       0     2/28 6 MO LIBOR   First Lien     6.99       13.99       4.59       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.45       15.45       6.05       39326       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       18       0     2/28 6 MO LIBOR   First Lien     6.25       13.25       6.1       39326       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR IO   First Lien     6.95       13.95       5.2       39692       1.5       1.5       1  
No Income Verification
  A     0       0       400000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.45       13.45       4.05       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       105000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.3       14.3       5.1       39326       3       1.5       1  
Full Documentation
  A     0       0       85500       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.75       13.75       4.35       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       105000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.25       13.25       3.85       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       139378       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.68       13.68       4.28       39326       3       1.5       1  
Full Documentation
  A     0       0       193450       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.95       13.95       4.55       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       119390       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR IO   First Lien     5.92       12.92       3.52       9/1/2008       3       1.5       1  
Full Documentation
  A     0       0       159699       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.7       13.7       4.3       39326       3       1.5       1  
Full Documentation
  A     0       0       166400       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     8.33       15.33       5.93       9/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     2 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       18       0     Fixed Rate   Second Lien     0       0       0               0       0       1  

Page 177 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.99       14.99       5.59       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.95       15.95       6.55       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.99       14.99       5.59       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.7       15.7       6.3       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     5.99       12.99       3.59       39692       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     6.95       13.95       4.55       39692       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     5.7       12.7       3.3       9/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       18       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     12       6       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR IO   First Lien     6.99       13.99       4.59       39706       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     8.25       15.25       5.85       9/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     7.59       14.59       5.19       39692       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR IO   First Lien     6.99       13.99       4.59       9/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.38       14.38       4.98       39326       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate Balloon   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     7.15       14.15       4.75       9/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       236000       0     6 Mo int on UPB     36       30       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     8       15       5.6       9/1/2008       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       18       0     Fixed Rate   First Lien     0       0       0               0       0       1  

Page 178 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     6.7       13.7       4.3       39692       3       1.5       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.25       16.25       6.85       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.95       13.95       4.75       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     2/28 6 MO LIBOR   First Lien     6.25       13.25       3.85       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     2/28 6 MO LIBOR   First Lien     6.25       13.25       3.85       39326       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       18       0     2/28 6 MO LIBOR   First Lien     7.65       14.65       5.25       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.35       13.35       3.95       9/1/2007       3       1.5       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       30       0     2/28 6 MO LIBOR   First Lien     9.1       16.1       6.7       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     2/28 6 MO LIBOR   First Lien     6.25       13.25       3.85       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9       16       6.6       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       30       0     2/28 6 MO LIBOR IO   First Lien     5.9       12.9       3.5       39326       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.4       13.4       4       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  

Page 179 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     2/28 6 MO LIBOR   First Lien     6.25       13.25       3.85       9/1/2007       3       1.5       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.45       15.45       6.05       9/1/2007       3       1.5       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       507500       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.27       14.27       4.87       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       18       0     2/28 6 MO LIBOR   First Lien     8.15       15.15       6.15       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR IO   First Lien     5.7       12.7       3.3       9/1/2008       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR IO   First Lien     6.25       13.25       3.7       9/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.2       13.2       4.85       9/1/2007       2       1       1  
Full Documentation
  A     0       0       199000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.85       13.85       4.4       39326       7       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.75       13.75       6.25       9/1/2007       3       1       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     5.9       11.9       3.9       39326       2       1.5       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     6.99       13.99       4.59       9/1/2008       2       1       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     6.9       13.9       5.15       9/1/2008       1.5       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       605000       0     6 Mo int on UPB     24       18       0     2/28 6 MO LIBOR IO   First Lien     5.4       12.4       3       39326       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     6.99       13.99       4.59       9/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     8.35       15.35       6.6       39692       1.5       1.5       1  
Full Documentation
  A     0       0       60000       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       137000       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     5.99       12.99       3.59       9/1/2008       3       1.5       1  
Full Documentation
  A     0       0       125000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.75       13.75       4.35       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       84000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.6       15.6       6.2       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       191850       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR IO   First Lien     6.25       13.25       3.85       9/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR   First Lien     7.55       14.55       5.15       39340       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR   First Lien     6.65       13.65       4.25       9/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR   First Lien     6.62       13.62       4.22       39340       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     2/28 6 MO LIBOR   First Lien     6.25       13.25       3.85       9/15/2007       3       1.5       1  

Page 180 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     2/28 6 MO LIBOR   First Lien     6.99       13.99       4.59       9/1/2007       3       1.5       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       18       0     2/28 6 MO LIBOR IO   First Lien     6       13       3.6       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     8       15       5.6       9/2/2008       2       1       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.6       16.6       7.6       9/2/2007       2       1       1  
Full Documentation
  A     0       0       202000       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     8.05       15.05       6.3       10/1/2008       1.5       1.5       1  
Full Documentation
  A     0       0       287000       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     6.48       13.48       4.08       9/1/2008       3       1.5       1  
Limited Documentation
  A     0       0       219003.75       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       144403       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       158000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.35       15.35       6.15       9/1/2007       3       1.5       1  
No Income Verification
  A     0       0       193000       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       129000       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     6.5       13.5       4.1       39692       3       1.5       1  
Full Documentation
  A     0       0       145000       0     6 Mo int on UPB     12       6       0     2/28 6 MO LIBOR   First Lien     7.35       14.35       4.95       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.45       15.45       6.05       9/15/2007       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     24       19       0     3/27 6 MO LIBOR IO   First Lien     5.99       12.99       3.59       9/15/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR IO   First Lien     5.75       12.75       3.35       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     2/28 6 MO LIBOR   First Lien     6.25       13.25       3.85       39340       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.99       13.99       4.49       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR IO   First Lien     7.2       14.2       5.45       9/1/2008       1.5       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     7.85       14.85       5.3       39692       3       1.5       1  
Full Documentation
  A     0       0       244738       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     6.25       13.25       3.85       9/1/2008       3       1.5       1  
Full Documentation
  A     0       0       151000       0     6 Mo int on UPB     36       30       0     2/28 6 MO LIBOR   First Lien     7.7       14.7       5.5       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       140000       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       127000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.9       13.9       4.5       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       148012       0     6 Mo int on UPB     24       18       0     2/28 6 MO LIBOR IO   First Lien     5.4       12.4       3       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       155500       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     7.1       14.1       4.7       9/1/2008       3       1.5       1  
Full Documentation
  A     0       0       89900       0     6 Mo int on UPB     36       30       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  

Page 181 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     11.1       18.1       8.7       9/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.95       14.95       5.55       9/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.55       13.55       4.35       9/15/2007       3       1.5       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     5.95       12.95       3.55       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     2/28 6 MO LIBOR   First Lien     8.5       15.5       6.3       9/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.08       16.08       6.68       39340       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR IO   First Lien     6       13       3.6       10/1/2008       3       1.5       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR IO   First Lien     7.25       14.25       4.15       9/7/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.85       14.85       5.645       9/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.2       14.2       4.995       39326       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       125000       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR IO   First Lien     7.95       14.95       6.2       9/1/2008       1.5       1.5       1  
Full Documentation
  A     0       0       142000       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     7.425       14.425       5.05       9/1/2008       1.5       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.5       15.5       6.55       10/1/2007       2       1       1  
Full Documentation
  A     0       0       106000       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     7.75       14.75       5.35       9/1/2008       3       1.5       1  
No Income Verification
  A     0       0       145000       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR   First Lien     6.95       13.95       4.55       9/1/2008       3       1.5       1  
Full Documentation
  A     0       0       166200       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR   First Lien     6.65       13.65       4.25       10/1/2007       3       1.5       1  
No Income Verification
  A     0       0       464228       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.5       13.5       4.1       39326       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR   First Lien     6.7       13.7       4.3       39706       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     2/28 6 MO LIBOR   First Lien     6.25       13.25       3.85       39340       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.99       13.99       4.59       39340       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR   First Lien     6.15       13.15       3.75       9/15/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR   First Lien     9.4       16.4       7       9/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.85       13.85       4.45       9/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR   First Lien     7.6       14.6       5.2       9/15/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  

Page 182 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.25       13.25       3.85       9/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     2/28 6 MO LIBOR   First Lien     6.63       13.63       4.43       9/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     5/25 6 MO LIBOR   First Lien     4.35       10.35       2.25       10/1/2010       2       2       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       31       0     2/28 6 MO LIBOR IO   First Lien     6.98       13.98       4.58       39356       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     2/28 6 MO LIBOR   First Lien     6.25       13.25       3.85       9/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     2/28 6 MO LIBOR   First Lien     6.25       13.25       3.85       39340       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR IO   First Lien     6.6       13.6       4.2       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.85       15.85       6.3       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR   First Lien     7.3       14.3       4.75       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     8.1       15.1       6.35       10/1/2008       1.5       1.5       1  
Full Documentation
  A     0       0       310500       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.4       14.4       5       39340       3       1.5       1  
Full Documentation
  A     0       0       193614       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR   First Lien     7.8       14.8       5.4       39356       3       1.5       1  
Full Documentation
  A     0       0       129620       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR   First Lien     6.8       13.8       4.4       10/1/2008       3       1.5       1  
Full Documentation
  A     0       0       260000       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR   First Lien     7.65       14.65       5.25       9/15/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       559950       0     6 Mo int on UPB     36       31       0     2/28 6 MO LIBOR   First Lien     6       13       3.6       39356       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.99       14.99       5.59       9/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR   First Lien     5.9       12.9       3.5       9/15/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     12       7       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR   First Lien     8.14       15.14       5.94       39706       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     2 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     2/28 6 MO LIBOR   First Lien     6.25       13.25       3.85       9/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  

Page 183 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR   First Lien     5.4       12.4       3       9/15/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       19       0     3/27 6 MO LIBOR IO   First Lien     6.69       13.69       4.49       39706       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     12       7       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       245000       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR IO   First Lien     7.5       14.5       5.1       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.15       14.15       4.75       39356       3       1.5       1  
Full Documentation
  A     0       0       75000       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR   First Lien     7.65       14.65       5.25       9/15/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.25       14.25       4.55       9/9/2007       2       1       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR IO   First Lien     6.5       13.5       3.92       39356       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR   First Lien     7.5       14.5       5.2       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     2/28 6 MO LIBOR IO   First Lien     6.25       13.25       3.85       39356       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR IO   First Lien     5.95       12.95       3.55       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       308000       0     6 Mo int on UPB     36       31       0     2/28 6 MO LIBOR IO   First Lien     6.9       13.9       4.7       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     2/28 6 MO LIBOR   First Lien     6.9       13.9       4.5       9/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.25       13.25       3.85       9/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR   First Lien     8.25       15.25       5.85       39340       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR IO   First Lien     6.15       13.15       3.75       9/15/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR IO   First Lien     5.84       12.84       3.44       9/15/2008       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     2/28 6 MO LIBOR   First Lien     6.4       13.4       4       9/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     2/28 6 MO LIBOR   First Lien     5.6       12.6       3.2       39356       3       1.5       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  

Page 184 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8       15       5.6       10/1/2007       3       1.5       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     11.45       18.45       8.05       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.5       14.5       4.8       39337       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     6.95       13.95       5.2       10/1/2008       1.5       1.5       1  
Full Documentation
  A     0       0       134200       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR   First Lien     6.65       13.65       4.25       39706       3       1.5       1  
Full Documentation
  A     0       0       92000       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       206466       0     6 Mo int on UPB     24       19       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.5       15.5       6.1       39340       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.35       13.35       3.95       9/15/2007       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.3       14.3       4.9       9/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     12       7       0     3/27 6 MO LIBOR IO   First Lien     6.7       13.7       4.3       10/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.25       13.25       3.85       10/1/2007       3       1.5       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR   First Lien     7.65       14.65       5.25       9/15/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     5% of UPB     24       19       0     2/28 6 MO LIBOR   First Lien     8.99       15.99       6.59       9/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     24       19       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.99       13.99       4.44       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.25       16.25       6.55       9/12/2007       2       1       1  
Full Documentation
  A     0       0       97500       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       76500       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.75       13.75       4.35       9/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  

Page 185 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR   First Lien     6.3       13.3       3.9       39706       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR   First Lien     6.4       13.4       4       39706       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR   First Lien     7.05       14.05       4.65       10/1/2008       3       1.5       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.54       13.54       4.14       9/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR   First Lien     8.93       15.93       6.53       10/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR IO   First Lien     7.15       14.15       4.75       9/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     2 Mo int on UPB     36       31       0     2/28 6 MO LIBOR   First Lien     9.2       16.2       6.8       39340       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.5       14.5       5.1       9/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     5/25 6 MO LIBOR   First Lien     5.25       11.25       2.25       40452       2       2       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     2/28 6 MO LIBOR   First Lien     6.3       13.3       3.9       9/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR IO   First Lien     6.85       13.85       4.45       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     2/28 6 MO LIBOR   First Lien     6.25       13.25       3.85       9/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.61       15.61       6.21       9/15/2007       3       1.5       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     10.68       17.68       8.28       9/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.5       14.5       4.8       9/13/2007       2       1       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.35       15.35       5.65       9/28/2007       2       1       1  
Full Documentation
  A     0       0       165000       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR   First Lien     7       14       4.6       9/15/2008       3       1.5       1  
Full Documentation
  A     0       0       86000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.25       14.25       4.85       9/15/2007       3       1.5       1  
Full Documentation
  A     0       0       313360       0     No Prepay Penalty     0       0       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       129194       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR   First Lien     6.54       13.54       4.14       39356       3       1.5       1  
No Income Verification
  A     0       0       149609       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       114900       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR   First Lien     7.25       14.25       4.85       10/1/2007       3       1.5       1  

Page 186 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     10.35       17.35       7.95       39340       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     2/28 6 MO LIBOR   First Lien     6.65       13.65       4.25       9/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     10.5       17.5       8.1       39340       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.99       15.99       6.59       9/15/2007       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR   First Lien     5.4       12.4       3       9/15/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       19       0     3/27 6 MO LIBOR IO   First Lien     5.8       12.8       3.4       10/1/2008       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     8.7       15.7       6.3       9/15/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       19       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.99       15.99       6.59       9/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR IO   First Lien     6.35       13.35       3.95       9/15/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR   First Lien     7.33       14.33       4.93       9/15/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     2 Mo int on UPB     24       19       0     2/28 6 MO LIBOR   First Lien     8.65       15.65       6.25       39340       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR   First Lien     6.45       13.45       4.05       10/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     2/28 6 MO LIBOR IO   First Lien     6.25       13.25       3.85       39340       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     2/28 6 MO LIBOR   First Lien     6.3       13.3       3.9       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  

Page 187 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.25       13.25       3.85       9/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     2/28 6 MO LIBOR IO   First Lien     6.45       13.45       4.05       10/1/2007       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.25       14.25       4.85       9/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR   First Lien     6.2       13.2       3.8       9/15/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       505927       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.45       14.45       5.05       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     7.28       14.28       4.88       10/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR   First Lien     6.35       13.35       3.8       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.5       14.5       4.8       9/14/2007       2       1       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.7       13.7       4       9/14/2007       2       1       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.25       13.25       3.85       39340       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.25       13.25       3.85       9/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.35       16.35       6.95       9/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR   First Lien     7.625       14.625       5.225       10/1/2007       3       1.5       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.5       15.5       5.8       9/15/2007       2       1       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       326000       0     5% of UPB     12       7       0     2/28 6 MO LIBOR IO   First Lien     6.99       13.99       4.59       9/15/2007       3       1.5       1  
Full Documentation
  A     0       0       234900       0     6 Mo int on UPB     36       31       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       160000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.15       16.15       6.95       9/15/2007       3       1.5       1  
Full Documentation
  A     0       0       131542       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR   First Lien     6.99       13.99       4.59       9/15/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  

Page 188 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR IO   First Lien     5.55       12.55       3.15       10/1/2007       3       1.5       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR   First Lien     6.6       13.6       4.2       10/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR   First Lien     8.4       15.4       6       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR   First Lien     5.5       12.5       3.1       10/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     2/28 6 MO LIBOR   First Lien     6.25       13.25       3.85       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.99       16.99       7.59       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.45       14.45       5.05       10/1/2007       2       1       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR   First Lien     6       13       3.59       10/1/2007       3       1.5       1  
No Income Verification
  A     0       0       308490       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.6       14.6       5.2       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       265000       0     6 Mo int on UPB     36       31       0     2/28 6 MO LIBOR   First Lien     5.4       12.4       3       9/15/2007       3       1.5       1  
Full Documentation
  A     0       0       200000       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR   First Lien     8.9       15.9       6.7       9/15/2008       3       1.5       1  
Full Documentation
  A     0       0       117000       0     6 Mo int on UPB     12       7       0     2/28 6 MO LIBOR   First Lien     6.25       13.25       3.85       9/15/2007       3       1.5       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR IO   First Lien     6.75       13.75       4.35       10/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR   First Lien     7.49       14.49       5.09       10/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR IO   First Lien     6.375       13.375       3.975       10/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     2/28 6 MO LIBOR IO   First Lien     5.75       12.75       3.35       39356       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR IO   First Lien     5.4       12.4       3       10/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR IO   First Lien     6.85       13.85       4.45       10/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       31       0     2/28 6 MO LIBOR IO   First Lien     6.25       13.25       3.85       10/1/2007       3       1.5       1  

Page 189 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
No Income Verification
  A     0       0       0       0     1% of UPB     24       19       0     2/28 6 MO LIBOR   First Lien     5.8       12.8       3.4       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     2/28 6 MO LIBOR   First Lien     6.25       13.25       3.85       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR IO   First Lien     6.1       13.1       3.55       39356       3       1.5       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR   First Lien     7.925       13.925       7.925       10/1/2008       3       1       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR   First Lien     7.29       14.29       7.25       10/1/2007       3       1       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.5       14.5       7.25       10/1/2007       3       1       1  
Full Documentation
  A     0       0       173450       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR IO   First Lien     7.5       14.5       5.1       10/1/2008       3       1.5       1  
Full Documentation
  A     0       0       213350       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR IO   First Lien     6.75       13.75       4.35       10/1/2008       3       1.5       1  
Full Documentation
  A     0       0       340000       0     6 Mo int on UPB     36       31       0     2/28 6 MO LIBOR IO   First Lien     5.7       12.7       3.3       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR   First Lien     6.35       13.35       3.95       10/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.1       13.1       3.7       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.05       15.05       5.65       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     2 Mo int on UPB     24       19       0     2/28 6 MO LIBOR   First Lien     7.3       14.3       4.9       10/1/2007       3       1.5       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR   First Lien     6.35       13.35       3.95       10/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR   First Lien     6.55       13.55       4.15       39356       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR   First Lien     8.4       15.4       6       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.35       13.35       3.95       39356       3       1.5       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     8.2       15.2       6.15       39722       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       30       0     3/27 6 MO LIBOR IO   First Lien     5.5       12.5       2.8       9/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR   First Lien     8.15       15.15       5.6       39356       2       1       1  
Full Documentation
  A     0       0       210500       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.15       14.15       4.75       9/15/2007       3       1.5       1  
Full Documentation
  A     0       0       55000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.25       13.25       3.85       9/15/2007       3       1.5       1  
Full Documentation
  A     0       0       335000       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR IO   First Lien     5.99       12.99       3.59       9/15/2008       3       1.5       1  
No Income Verification
  A     0       0       609000       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR IO   First Lien     6.25       13.25       3.85       10/1/2007       3       1.5       1  
Full Documentation
  C     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR   First Lien     6.25       13.25       3.85       10/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     1% of UPB     24       19       0     2/28 6 MO LIBOR   First Lien     8.2       15.2       5.8       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     2/28 6 MO LIBOR IO   First Lien     5.65       12.65       3.25       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR   First Lien     5.45       12.45       3.05       39722       3       1.5       1  

Page 190 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR   First Lien     6.48       13.48       4.08       10/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR   First Lien     6.45       13.45       4.05       10/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.55       13.55       4.15       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       31       0     2/28 6 MO LIBOR   First Lien     7.99       14.99       5.59       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     11.18       18.18       8.78       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       31       0     2/28 6 MO LIBOR   First Lien     6.23       13.23       3.83       10/1/2007       3       1.5       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR IO   First Lien     6.25       13.25       3.85       10/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR   First Lien     5.55       12.55       3.15       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.85       13.85       4.45       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR   First Lien     6.25       13.25       3.85       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.2       14.2       4.5       10/1/2007       2       1       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR   First Lien     7.5       14.5       4.95       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     8.1       15.1       5.518       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.7       13.7       4.11       39356       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.1       14.1       4.4       10/1/2007       2       1       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.95       13.95       4.55       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     2/28 6 MO LIBOR   First Lien     7.99       14.99       7.25       10/1/2007       3       1       1  
Full Documentation
  A     0       0       273500       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       184704       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.4       14.4       5       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       536252       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.2       14.2       4.8       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR IO   First Lien     6.29       13.29       3.89       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       194670       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR IO   First Lien     6.85       13.85       4.45       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       200000       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR IO   First Lien     7.15       14.15       4.75       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       355000       0     6 Mo int on UPB     12       7       0     2/28 6 MO LIBOR IO   First Lien     5.99       12.99       3.59       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR   First Lien     6.95       13.95       4.55       10/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  

Page 191 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       182750       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR   First Lien     6.8       13.8       4.4       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.75       13.75       4.35       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     2/28 6 MO LIBOR IO   First Lien     7.65       14.65       5.25       39356       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR IO   First Lien     5.9       12.9       3.5       10/1/2008       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       328322       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.99       15.99       6.59       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR   First Lien     6.73       13.73       4.33       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       259900       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR IO   First Lien     6.45       13.45       4.05       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.05       14.05       4.65       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     2/28 6 MO LIBOR   First Lien     6.25       13.25       3.85       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.75       13.75       4.35       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR   First Lien     8.55       15.55       6       10/1/2007       2.95       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.3       15.3       5.9       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR IO   First Lien     7.15       14.15       4.75       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.6       14.6       7.6       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       44000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.99       13.99       4.59       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       329900       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.25       13.25       3.85       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       387000       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR   First Lien     6.5       13.5       4.1       10/1/2008       3       1.5       1  

Page 192 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR   First Lien     7.15       14.15       4.75       39356       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR   First Lien     7.3       14.3       4.9       10/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       19       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR   First Lien     7.95       14.95       5.55       10/1/2008       3       1.5       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       31       0     2/28 6 MO LIBOR   First Lien     11.15       18.15       8.75       39356       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.25       13.25       3.85       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     12       7       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.8       13.8       4.4       10/1/2007       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR IO   First Lien     6.25       13.25       4.05       10/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR IO   First Lien     6.95       13.95       4.55       39722       3       1.5       1  
Full Documentation
  A     0       0       86000       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       212660       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.35       13.35       4.45       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       250000       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR   First Lien     6.7       13.7       4.3       10/1/2007       3       1.5       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       31       0     2/28 6 MO LIBOR   First Lien     10.65       17.65       8.25       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       31       0     2/28 6 MO LIBOR   First Lien     9.2       16.2       6.8       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.24       15.24       5.84       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR IO   First Lien     6.5       13.5       4.1       10/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     2/28 6 MO LIBOR   First Lien     6.25       13.25       3.85       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.84       16.84       7.44       39356       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  

Page 193 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR IO   First Lien     5.85       12.85       3.45       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR   First Lien     7.2       14.2       4.8       10/1/2007       3       1.5       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR   First Lien     7.05       14.05       4.65       10/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR IO   First Lien     6.95       13.95       4.379       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.85       13.95       4.25       39356       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.75       14.75       5.2       39356       2       1       1  
Full Documentation
  A     0       0       270000       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       225100       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR IO   First Lien     6.5       13.5       4.1       10/1/2008       3       1.5       1  
Full Documentation
  A     0       0       331560       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.3       14.3       4.9       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       229900       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR   First Lien     5.75       12.75       3.35       10/1/2008       3       1.5       1  
Full Documentation
  A     0       0       243900       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR IO   First Lien     5.45       12.45       3.05       10/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR   First Lien     6.85       13.85       4.45       39356       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR IO   First Lien     5.9       12.9       3.5       10/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.95       13.95       4.55       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       19       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  

Page 194 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     11.31       18.31       8.91       10/1/2007       3       1.5       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.9       14.9       5.35       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.65       15.65       5.9       10/1/2007       2       1       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR IO   First Lien     5.9       12.9       3.29       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       128355       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR   First Lien     7.15       14.15       4.75       39356       3       1.5       1  
No Income Verification
  A     0       0       310000       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       202415       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.2       14.2       4.8       10/1/2007       3       1.5       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     5.75       12.75       3.35       39356       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR IO   First Lien     5.5       12.5       3.1       10/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.75       13.75       4.35       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.46       14.46       5.06       39356       3       1.5       1  
No Income Verification
  A     0       0       0       0     1% of UPB     24       19       0     2/28 6 MO LIBOR   First Lien     6.85       13.85       4.45       39356       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       19       0     3/27 6 MO LIBOR   First Lien     6.99       13.99       4.59       10/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     24       19       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR IO   First Lien     6.4       13.4       4       10/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR   First Lien     6.85       13.85       4.45       10/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     5/25 6 MO LIBOR   First Lien     5       11       2.25       10/1/2010       2       2       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR   First Lien     9.19       16.19       6.79       10/1/2008       3       1.5       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     12       7       0     Fixed Rate   First Lien     0       0       0               0       0       1  

Page 195 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR IO   First Lien     6.25       13.25       3.85       39356       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR   First Lien     6.59       13.59       4.19       10/1/2007       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR   First Lien     6.95       13.95       4.55       10/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     2/28 6 MO LIBOR IO   First Lien     5.4       12.4       3       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.99       13.99       4.44       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.85       13.85       4.45       10/1/2007       3       1.5       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       31       0     2/28 6 MO LIBOR   First Lien     7.33       14.33       4.82       10/1/2007       3       1       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.25       12.25       4.25       10/1/2007       2       1.5       1  
Full Documentation
  A     0       0       155000       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR   First Lien     6.98       13.98       4.58       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       507413       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.2       13.2       3.8       10/1/2007       3       1.5       1  
No Income Verification
  A     0       0       310000       0     6 Mo int on UPB     12       7       0     2/28 6 MO LIBOR IO   First Lien     6.45       13.45       4.05       39356       3       1.5       1  
Full Documentation
  A     0       0       169900       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.6       13.6       4.2       10/1/2007       3       1.5       1  
No Income Verification
  A     0       0       167172       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR   First Lien     7.4       14.4       5       10/1/2008       3       1.5       1  
Full Documentation
  A     0       0       165000       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR   First Lien     6.2       13.2       3.8       10/1/2008       3       1.5       1  
Full Documentation
  A     0       0       309900       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR   First Lien     5.5       12.5       3.1       10/1/2008       3       1.5       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR IO   First Lien     5.99       12.99       3.59       10/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     1% of UPB     12       7       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR IO   First Lien     5.79       12.79       3.39       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR IO   First Lien     6.85       13.85       4.45       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.25       15.25       5.85       39356       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     12       7       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR   First Lien     9.8       16.8       7.4       10/1/2008       3       1.5       1  

Page 196 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR   First Lien     8.25       15.25       5.85       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     2/28 6 MO LIBOR IO   First Lien     6.25       13.25       3.85       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.99       13.99       4.59       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.55       15.55       6.15       39356       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     6 Mo int on UPB     36       31       0     2/28 6 MO LIBOR   First Lien     10.1       17.1       7.7       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.4       14.4       5       39356       3       1.5       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     10.2       17.2       7.8       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     2/28 6 MO LIBOR   First Lien     7.85       14.85       5.45       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR   First Lien     6.88       13.88       4.48       10/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     2/28 6 MO LIBOR   First Lien     6.25       13.25       3.85       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       31       0     2/28 6 MO LIBOR IO   First Lien     6.6       13.6       4.2       10/1/2007       3       1.5       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate Balloon   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR   First Lien     7.35       14.35       4.95       10/1/2008       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR IO   First Lien     7.58       14.58       5.18       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR IO   First Lien     7.2       14.2       4.8       39722       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.64       14.64       5.24       39356       3       1.5       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.8       13.8       4.4       39356       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.04       14.04       4.64       39356       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     2/28 6 MO LIBOR   First Lien     6.25       13.25       3.85       10/1/2007       3       1.5       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.6       16.6       7.2       10/1/2007       3       1.5       1  

Page 197 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     2/28 6 MO LIBOR   First Lien     9.2       15.2       8.2       39356       3       1       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR   First Lien     6.1       13.1       3.7       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR IO   First Lien     6.59       13.59       4.19       10/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.55       13.55       4       10/1/2007       3       1.5       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       170000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7       14       4.6       39356       3       1.5       1  
Full Documentation
  A     0       0       384500       0     6 Mo int on UPB     36       31       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       671482       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     4.9       11.9       2.5       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       142554       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       258654       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR IO   First Lien     6.79       13.79       4.39       10/1/2008       3       1.5       1  
Full Documentation
  A     0       0       438000       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR IO   First Lien     6.4       13.4       4       10/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     2 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     5.85       12.85       3.45       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR   First Lien     5.99       12.99       3.59       10/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  

Page 198 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR IO   First Lien     6.5       13.5       4.1       10/1/2008       3       1.5       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR IO   First Lien     6.35       13.35       3.95       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       19       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.4       15.4       6       39356       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR   First Lien     5.4       12.4       3       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     2/28 6 MO LIBOR   First Lien     6.25       13.25       3.85       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.3       14.3       4.9       39356       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.05       13.05       3.65       39356       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.3       16.3       6.9       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR   First Lien     7.95       14.95       5.55       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR IO   First Lien     6.05       13.05       3.65       10/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR   First Lien     8.45       15.45       6.05       39356       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       31       0     2/28 6 MO LIBOR   First Lien     7.5       14.5       5.1       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.6       16.6       7.2       39356       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     2/28 6 MO LIBOR   First Lien     6.25       13.25       3.85       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     2/28 6 MO LIBOR IO   First Lien     6.25       13.25       3.85       10/1/2007       3       1.5       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     2 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  

Page 199 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.45       14.45       5.05       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.45       13.45       4.05       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     2/28 6 MO LIBOR   First Lien     5.65       12.65       3.25       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     2/28 6 MO LIBOR   First Lien     6.4       13.4       4       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     2/28 6 MO LIBOR   First Lien     6.3       13.3       3.9       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     2/28 6 MO LIBOR   First Lien     6.3       13.3       3.9       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR   First Lien     7.5       14.5       5.1       10/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR   First Lien     8.1       15.1       5.55       10/1/2007       3       1.5       1  
Limited Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     12       7       0     2/28 6 MO LIBOR   First Lien     7.82       13.82       6.625       10/1/2007       2       1.5       1  
Full Documentation
  A     0       0       145900       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.45       14.45       5.05       10/1/2007       3       1.5       1  
No Income Verification
  A     0       0       190000       0     5% of UPB     24       19       0     2/28 6 MO LIBOR   First Lien     6.39       13.39       3.99       10/1/2007       3       1.5       1  
No Income Verification
  A     0       0       179990       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       172483       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR   First Lien     7.2       14.2       4.8       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       232500       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.24       14.24       4.84       39356       3       1.5       1  
Full Documentation
  A     0       0       311500       0     6 Mo int on UPB     36       31       0     2/28 6 MO LIBOR IO   First Lien     5.75       12.75       3.35       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     2/28 6 MO LIBOR   First Lien     6.2       13.2       3.8       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.6       13.6       4.2       10/15/2007       3       1.5       1  

Page 200 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR   First Lien     5.5       12.5       3.1       10/1/2007       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR   First Lien     6.75       13.75       4.35       39736       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     6.5       13.5       4.1       10/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     6.25       13.25       3.85       39370       3       1.5       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.25       13.25       3.85       10/1/2007       3       1.5       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.4       14.4       4.5       10/1/2007       3       1       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       19       0     2/28 ARM 40/30 BALLOON   First Lien     6.375       12.375       4.375       10/1/2007       2       1.5       1  
Full Documentation
  A     0       0       144900       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR   First Lien     7.4       14.4       5       10/1/2008       3       1.5       1  
Full Documentation
  A     0       0       126000       0     6 Mo int on UPB     36       31       0     2/28 6 MO LIBOR   First Lien     8       15       5.6       10/1/2007       3       1.5       1  
No Income Verification
  A     0       0       224320       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR IO   First Lien     6.65       13.65       4.25       10/1/2008       3       1.5       1  
No Income Verification
  A     0       0       175544       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.15       14.15       4.75       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       160211       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       126499       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       80000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.88       16.88       7.48       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       551040       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.3       14.3       4.9       10/1/2007       3       1.5       1  
No Income Verification
  A     0       0       379000       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR IO   First Lien     6.25       13.25       3.85       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       150000       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR   First Lien     6.6       13.6       4.2       10/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR IO   First Lien     6.24       13.24       3.84       39736       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR   First Lien     6.9       13.9       4.5       10/15/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR   First Lien     8.1       15.1       5.7       10/15/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     6.25       13.25       3.85       39370       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  

Page 201 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR   First Lien     9.85       16.85       7.85       10/15/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     1% of UPB     24       20       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR IO   First Lien     7.25       14.25       4.85       39356       3       1.5       1  
Full Documentation
  A     0       0       144000       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       272000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.99       13.99       4.59       39356       3       1.5       1  
Full Documentation
  A     0       0       154000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.15       14.15       4.75       39356       3       1.5       1  
Full Documentation
  A     0       0       263565       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.4       13.4       4       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       222375       0     6 Mo int on UPB     36       31       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       148567       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.15       14.15       4.75       39356       3       1.5       1  
Full Documentation
  A     0       0       625768       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       150000       0     6 Mo int on UPB     12       7       0     3/27 6 MO LIBOR IO   First Lien     6.99       13.99       4.59       39722       3       1.5       1  
Full Documentation
  A     0       0       151900       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR IO   First Lien     5.7       12.7       3.3       10/1/2008       3       1.5       1  
Full Documentation
  A     0       0       235000       0     6 Mo int on UPB     36       31       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       135900       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR IO   First Lien     7       14       4.6       39356       3       1.5       1  
Full Documentation
  A     0       0       100000       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR   First Lien     7.5       14.5       5.1       39722       3       1.5       1  
Full Documentation
  A     0       0       147900       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       480000       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR   First Lien     6.5       13.5       4.1       10/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     6.9       13.9       4.5       10/15/2007       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR   First Lien     6.63       13.63       4.23       10/15/2008       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR IO   First Lien     6.45       13.45       4.05       39370       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.99       13.99       4.59       10/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.75       14.75       5.35       10/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     6.25       13.25       3.85       39370       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR   First Lien     6.625       13.625       4.225       39753       3       1.5       1  
Full Documentation
  A     0       0       0       0     1% of UPB     24       20       0     2/28 6 MO LIBOR   First Lien     6.9       13.9       4.5       10/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     6.3       13.3       3.9       39370       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR IO   First Lien     7.42       14.42       5.02       39736       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR   First Lien     6.8       13.8       4.4       11/1/2008       3       1.5       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.7       13.7       4.15       10/1/2007       3       1.5       1  

Page 202 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate Balloon   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       124900       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR IO   First Lien     6.6       13.6       4.2       10/1/2008       3       1.5       1  
Full Documentation
  A     0       0       154900       0     6 Mo int on UPB     24       19       0     2/28 6 MO LIBOR   First Lien     6.6       13.6       4.2       39356       3       1.5       1  
Full Documentation
  A     0       0       164950       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR   First Lien     6.5       13.5       4.1       39722       3       1.5       1  
Full Documentation
  A     0       0       78060       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       224950       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.35       13.35       3.95       10/1/2007       3       1.5       1  
Full Documentation
  A     0       0       200000       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       428710       0     6 Mo int on UPB     36       31       0     2/28 6 MO LIBOR IO   First Lien     5.9       12.9       3.5       39356       3       1.5       1  
Full Documentation
  A     0       0       496956       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.05       13.05       3.65       10/1/2007       3       1.5       1  
No Income Verification
  A     0       0       447095       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.3       13.3       3.9       39356       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     3/27 6 MO LIBOR   First Lien     7.35       14.35       4.95       39722       3       1.5       1  
Full Documentation
  A     0       0       132000       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       460000       0     6 Mo int on UPB     12       7       0     Fixed Rate Balloon   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.55       14.55       5.15       10/15/2007       3       1.5       1  
Full Documentation
  A     0       0       390000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.75       13.75       4.35       39356       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9       16       6.6       39370       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.99       14.99       5.59       39370       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     1% of UPB     24       20       0     2/28 6 MO LIBOR   First Lien     5.4       12.4       3       39370       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     6.25       13.25       3.85       10/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     12       8       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     6.99       13.99       4.59       10/15/2007       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR IO   First Lien     6.25       13.25       3.85       39387       3       1.5       1  

Page 203 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate Balloon   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     5.93       12.93       3.53       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR IO   First Lien     6.25       13.25       3.55       10/5/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       31       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR   First Lien     10.3       16.3       7       11/1/2008       3       1       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     6.75       13.75       7.25       11/1/2007       3       1       1  
Full Documentation
  A     0       0       169000       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     9.25       16.25       7.5       11/1/2008       1.5       1.5       1  
Full Documentation
  A     0       0       123000       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     9.2       16.2       7.45       10/1/2008       1.5       1.5       1  
No Income Verification
  A     0       0       263500       0     6 Mo int on UPB     12       7       0     3/27 6 MO LIBOR   First Lien     7.43       14.43       4.87       10/1/2008       3       1       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       213000       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     8.9       15.9       7.15       11/1/2008       1.5       1.5       1  
No Income Verification
  A     0       0       465000       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR   First Lien     6       13       3.6       11/1/2008       3       1.5       1  
No Income Verification
  A     0       0       183000       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       86500       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.35       13.35       3.95       39370       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR   First Lien     8.45       15.45       6.05       10/15/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     7.45       14.45       5.05       39370       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.4       14.4       5       39370       3       1.5       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR   First Lien     7.19       14.19       4.79       10/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     10.1       17.1       7.7       10/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR   First Lien     7.85       14.85       5.15       11/1/2007       3       1.5       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  

Page 204 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       132000       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       275000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.35       13.35       3.95       10/15/2007       3       1.5       1  
Full Documentation
  A     0       0       145000       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       275000       0     No Prepay Penalty     0       0       0     Fixed Rate Balloon   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     6.25       13.25       3.85       10/15/2007       3       1.5       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.8       14.8       5.4       10/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     7.6       14.6       5.2       39370       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR IO   First Lien     5.75       12.75       3.35       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR IO   First Lien     6.25       13.25       3.85       39370       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.55       13.55       3.96       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.25       14.25       4.85       39387       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       137950       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       470000       0     6 Mo int on UPB     36       32       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       137000       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       172900       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR IO   First Lien     6.3       13.3       3.9       10/15/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       320000       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       320000       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     7.7       14.7       5.3       39370       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     12       8       0     2/28 6 MO LIBOR IO   First Lien     5.99       12.99       3.59       10/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR   First Lien     6.29       13.29       3.89       39736       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     5/25 6 MO LIBOR   First Lien     5.75       11.75       2.25       11/1/2010       2       2       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR   First Lien     6.25       13.25       3.85       39387       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     7.6       14.6       5.2       39370       3       1.5       1  

Page 205 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR   First Lien     6.8       13.8       4.4       10/15/2008       3       1.5       1  
Limited Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR IO   First Lien     7.99       14.99       5.59       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       170000       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     9.85       16.85       8.1       11/1/2008       1.5       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR   First Lien     6.75       12.75       4.75       11/1/2007       2       1.5       1  
Full Documentation
  A     0       0       306075       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.2       13.2       4.3       10/15/2007       3       1.5       1  
Full Documentation
  A     0       0       231000       0     6 Mo int on UPB     24       20       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       389860       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR   First Lien     8.1       15.1       5.7       39736       3       1.5       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.25       13.25       3.55       10/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     12       8       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.31       15.31       5.91       10/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     1% of UPB     24       20       0     2/28 6 MO LIBOR   First Lien     7.49       14.49       4.79       39370       3       1.5       1  
Limited Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.25       13.25       3.85       39370       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  

Page 206 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     7.2       14.2       4.8       10/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.25       13.25       3.85       10/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     12       8       0     2/28 6 MO LIBOR IO   First Lien     6.8       13.8       4.4       39387       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     5% of UPB     12       8       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.95       14.95       5.55       10/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.65       15.65       3.92       10/12/2007       2       1       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR   First Lien     6.99       13.99       7.25       11/1/2007       3       1       1  
Full Documentation
  A     0       0       192000       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     8.4       15.4       3.67       39727       2       1       1  
Full Documentation
  A     0       0       188000       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR   First Lien     6.4       13.4       4       10/15/2007       3       1.5       1  
No Income Verification
  A     0       0       172500       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       47900       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       75000       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       395000       0     6 Mo int on UPB     24       20       0     Fixed Rate Balloon   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       320000       0     6 Mo int on UPB     24       20       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     6.4       13.4       4       10/15/2007       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR   First Lien     6.2       13.2       3.8       10/15/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR   First Lien     5.6       12.6       3.2       11/1/2008       3       1.5       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     7.99       14.99       5.59       10/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.99       15.99       6.59       39370       3       1.5       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.4       15.4       6       39370       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     5/25 6 MO LIBOR   First Lien     6.75       12.75       2.25       11/1/2010       2       2       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     10.43       17.43       8.03       39370       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     7.3       14.3       4.9       10/15/2007       3       1.5       1  

Page 207 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR   First Lien     8.15       15.15       5.75       39736       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     8.05       15.05       5.65       10/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     5.85       12.85       3.45       10/15/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       20       0     Fixed Rate Balloon   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.75       15.75       8.5       11/1/2007       3       1       1  
Full Documentation
  A     0       0       260000       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     8.3       15.3       6.55       11/1/2008       1.5       1.5       1  
Full Documentation
  A     0       0       186250       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     5.79       12.79       3.39       39387       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     6.45       13.45       4.05       10/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR IO   First Lien     5.85       12.85       3.15       10/15/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     5.45       12.45       3.05       11/1/2007       3       1.5       1  
No Income Verification
  A     0       0       429000       0     6 Mo int on UPB     24       20       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR IO   First Lien     6.5       13.5       4.1       10/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     7.99       14.99       5.59       10/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR   First Lien     7.3       14.3       4.6       39387       3       1.5       1  
Full Documentation
  A     0       0       158000       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     10.35       17.35       8.6       11/1/2008       1.5       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR IO   First Lien     7.7       14.7       5.02       11/1/2008       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR IO   First Lien     6.49       13.49       4.09       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     6.4       13.4       4       10/15/2007       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR IO   First Lien     6.15       13.15       3.75       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       147500       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR IO   First Lien     6.9       13.9       4.5       10/15/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     10.79       17.79       8.39       10/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR IO   First Lien     6.75       13.75       4.35       11/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     1% of UPB     24       20       0     2/28 6 MO LIBOR   First Lien     8.1       15.1       5.4       10/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  

Page 208 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     5.89       12.89       3.49       10/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR   First Lien     8.2       15.2       5.5       10/15/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     9.4       16.4       7       39370       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     6.425       13.425       4.025       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     7.99       14.99       5.59       10/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.8       16.8       7.4       10/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR   First Lien     7.6       14.6       5.2       39736       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR   First Lien     7.51       14.51       5.11       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR IO   First Lien     6.45       13.45       3.75       10/15/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.5       15.5       3.77       39370       2       1       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.65       15.65       6.9       11/1/2007       3       1       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR IO   First Lien     5.75       12.75       1.02       39369       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       160000       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     9.2       16.2       7.45       11/1/2008       1.5       1.5       1  
Full Documentation
  A     0       0       176900       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       285000       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       321815       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR IO   First Lien     5.8       12.8       3.4       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       113000       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR   First Lien     6.15       13.15       3.75       10/15/2008       3       1.5       1  
Full Documentation
  A     0       0       110000       0     No Prepay Penalty     0       0       0     Fixed Rate Balloon   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     1% of UPB     24       20       0     2/28 6 MO LIBOR   First Lien     5.85       12.85       3.45       10/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  

Page 209 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     6.99       13.99       4.29       39387       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     10.4       17.4       8       10/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     8.75       15.75       6.05       10/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     9       16       6.8       10/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     6.9       13.9       4.5       10/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     7.25       14.25       4.85       10/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.75       14.75       5.35       10/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.95       14.95       5.55       39370       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.55       13.55       4.15       10/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR IO   First Lien     6.45       13.45       4.05       10/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR IO   First Lien     6.6       13.6       4.2       10/15/2007       3       1.5       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     6.25       13.25       3.85       39370       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     12       8       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     10.93       17.93       8.73       10/15/2007       3       1.5       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     2 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     9.6       16.6       7.2       39370       3       1.5       1  
Full Documentation
  C     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     9.8       16.8       7.4       39370       3       1.5       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     10.05       17.05       7.35       39370       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  

Page 210 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR IO   First Lien     6.2       13.2       3.8       11/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR   First Lien     5.99       12.99       3.29       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR IO   First Lien     6.7       13.7       4       11/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR   First Lien     5.99       12.99       3.29       11/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     1% of UPB     24       20       0     2/28 6 MO LIBOR   First Lien     8.9       15.9       6.2       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.15       14.15       4.75       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7       14       4.6       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR IO   First Lien     6.23       13.23       3.83       11/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     12       8       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR   First Lien     7.74       14.74       7.25       11/1/2008       3       1       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       628000       0     6 Mo int on UPB     24       20       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       360000       0     6 Mo int on UPB     24       20       0     Fixed Rate Balloon   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       151320       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     6.25       13.25       3.85       11/1/2007       3       1.5       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.35       13.35       3.95       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       309000       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.25       13.25       3.85       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR IO   First Lien     5.6       12.6       3.2       39387       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     2 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     9.5       16.5       7.1       39387       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  

Page 211 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR IO   First Lien     6.35       13.35       3.95       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.3       16.3       6.9       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR   First Lien     7.45       14.45       5.05       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     7.99       14.99       5.59       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       395000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.85       13.85       4.15       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       189500       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR IO   First Lien     6.75       13.75       4.05       10/15/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.75       14.75       3.02       39387       2       1       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate Balloon   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       263615.17       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     7.6       14.6       5.2       10/15/2007       3       1.5       1  
No Income Verification
  A     0       0       121866       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR   First Lien     6.6       13.6       4.2       11/1/2007       3       1.5       1  
No Income Verification
  A     0       0       111605       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       131560       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       307772       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.2       13.2       3.5       39387       3       1.5       1  
Full Documentation
  A     0       0       163147       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR   First Lien     7.65       14.65       5.25       39753       3       1.5       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR IO   First Lien     6.15       13.15       3.45       11/1/2008       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.38       13.38       3.68       11/1/2007       3       1.5       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       259000       0     6 Mo int on UPB     36       32       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR IO   First Lien     6.7       13.7       4       39753       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR IO   First Lien     6.15       13.15       3.45       11/1/2008       3       1.5       1  
Full Documentation
  C     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR   First Lien     10.9       17.9       8.5       11/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  

Page 212 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       395000       0     1% of UPB     24       20       0     2/28 6 MO LIBOR IO   First Lien     5.8       12.8       3.1       11/1/2007       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR IO   First Lien     6.99       13.99       4.59       11/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     7.65       14.65       5.25       11/1/2007       3       1.5       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.25       13.25       3.55       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR   First Lien     6.85       13.85       4.15       11/1/2008       3       1.5       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.95       13.95       4.55       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR IO   First Lien     7.15       14.15       4.75       11/1/2008       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.25       16.25       4.52       11/1/2007       2       1       1  
Full Documentation
  A     0       0       245700       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR IO   First Lien     6.65       13.65       4.25       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       166748       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.05       16.05       4.32       39387       2       1       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.8       15.8       6.1       11/1/2007       2.1       1       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR   First Lien     7.63       14.63       4.6       11/1/2007       3       1       1  
Full Documentation
  A     0       0       99000       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       55600       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.55       16.55       7.15       39370       3       1.5       1  
No Income Verification
  A     0       0       400000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.3       14.3       4.9       39370       3       1.5       1  
No Income Verification
  A     0       0       400000       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     10.9       17.9       8.5       10/15/2007       3       1.5       1  
Full Documentation
  A     0       0       245000       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     7.99       14.99       5.59       39370       3       1.5       1  
Full Documentation
  A     0       0       145955       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR   First Lien     8.15       15.15       5.75       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       145955       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       362000       0     6 Mo int on UPB     36       32       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       169494       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       149865       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       132713       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       328775       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.2       14.2       4.5       11/1/2007       3       1.5       1  
No Income Verification
  A     0       0       345288       0     No Prepay Penalty     0       0       0     Fixed Rate Balloon   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       330000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.55       13.55       4.15       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.25       14.25       4.85       11/1/2007       3       1.5       1  
No Income Verification
  A     0       0       420000       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR IO   First Lien     6.8       13.8       4.1       39753       3       1.5       1  

Page 213 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       110310       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR IO   First Lien     6.6       13.6       3.9       11/1/2008       3       1.5       1  
No Income Verification
  A     0       0       505000       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR IO   First Lien     6.25       13.25       3.55       11/1/2007       3       1.5       1  
No Income Verification
  A     0       0       279340       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       420000       0     6 Mo int on UPB     24       20       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       120000       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       253500       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       277580       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     6.45       13.45       4.05       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.6       14.6       4.9       11/1/2007       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR IO   First Lien     6.99       13.99       4.29       39753       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.5       14.5       5.1       39387       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     1% of UPB     12       8       0     3/27 6 MO LIBOR IO   First Lien     5.85       12.85       3.45       11/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR   First Lien     10.5       17.5       8.1       11/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     6.99       13.99       4.59       11/1/2007       3       1.5       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     6.85       13.85       4.45       39387       3       1.5       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     11.06       18.06       8.66       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.95       13.95       4.25       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  

Page 214 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       303875       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       325000       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR IO   First Lien     6.39       13.39       3.99       39387       3       1.5       1  
Full Documentation
  A     0       0       128193       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.3       15.3       3.57       11/1/2007       2       1       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       159500       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR IO   First Lien     8.7       15.7       6.95       11/1/2008       1.5       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     9.3       16.3       7.55       11/1/2008       1.5       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.05       13.05       3.35       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate Balloon   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR IO   First Lien     6.3       13.3       3.9       11/1/2007       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     12       8       0     3/27 6 MO LIBOR IO   First Lien     7.35       14.35       4.95       11/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     9.55       16.55       4.82       11/1/2008       2       1       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR   First Lien     6.875       13.875       4.073       39753       3       1.5       1  
No Income Verification
  A     0       0       132603       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR   First Lien     7.15       14.15       4.45       11/1/2007       3       1.5       1  
Full Documentation
  B     0       0       132550       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR   First Lien     8.35       15.35       5.95       39753       3       1.5       1  
Full Documentation
  A     0       0       247500       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR IO   First Lien     6       13       3.3       39753       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     24       20       0     3/27 6 MO LIBOR   First Lien     6.4       13.4       3.7       11/1/2008       3       1.5       1  
Full Documentation
  A     0       0       269900       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.05       14.05       4.35       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       247000       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR IO   First Lien     6.93       13.93       4.23       39753       3       1.5       1  
Full Documentation
  A     0       0       133000       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR   First Lien     6.58       13.58       4.18       11/1/2008       3       1.5       1  
No Income Verification
  A     0       0       295000       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR IO   First Lien     5.4       12.4       2.7       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR   First Lien     8.05       15.05       5.65       11/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR IO   First Lien     5.69       12.69       3.29       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     1% of UPB     24       20       0     2/28 6 MO LIBOR   First Lien     9.85       16.85       7.15       39387       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     12       8       0     Fixed Rate   First Lien     0       0       0               0       0       1  

Page 215 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     10.81       17.81       8.41       39387       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     6.95       13.95       4.55       39387       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     12       8       0     2/28 6 MO LIBOR   First Lien     5.5       12.5       2.8       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     10.76       17.76       8.36       39387       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.6       13.6       4.2       11/1/2007       3       1.5       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.3       14.3       4.6       39387       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       20       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       395600       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR IO   First Lien     5.875       12.875       3.475       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR IO   First Lien     5.4       12.4       3.29       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR   First Lien     8.5       15.5       5.65       39387       3       1.5       1  
Full Documentation
  A     0       0       160000       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     7.75       14.75       6       11/1/2008       1.5       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       410000       0     6 Mo int on UPB     36       32       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       198429       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       268199       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.5       13.5       4.1       11/1/2007       3       1.5       1  
No Income Verification
  A     0       0       459900       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       330000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.25       14.25       4.55       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       209995       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR IO   First Lien     6.45       13.45       3.75       11/1/2007       3       1.5       1  
No Income Verification
  A     0       0       282500       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.6       13.6       4.2       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       174000       0     No Prepay Penalty     0       0       0     Fixed Rate Balloon   Second Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       559000       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8       15       5.3       11/1/2007       3       1.5       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR IO   First Lien     6.25       13.25       3.55       11/1/2008       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR IO   First Lien     6.3       13.3       3.9       11/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  

Page 216 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     11.05       18.05       8.35       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR IO   First Lien     6.35       13.35       3.95       39387       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR IO   First Lien     6.49       13.49       3.777       39387       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR   First Lien     6.2       13.2       3.5       11/1/2008       3       1.5       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.65       14.65       5.45       11/1/2007       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR IO   First Lien     5.4       12.4       2.7       11/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       94000       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     9.25       16.25       7.5       11/1/2008       1.5       1.5       1  
Full Documentation
  A     0       0       370000       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     8.7       15.7       6.95       11/1/2008       1.5       1.5       1  
Full Documentation
  A     0       0       123715       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       273652       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR IO   First Lien     6.09       13.09       3.39       39753       3       1.5       1  
Full Documentation
  A     0       0       275000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.55       13.55       3.85       39387       3       1.5       1  
Full Documentation
  A     0       0       85500       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       95000       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       134678       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       143881       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR   First Lien     6.1       13.1       3.4       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       132730       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       215000       0     6 Mo int on UPB     12       8       0     3/27 6 MO LIBOR IO   First Lien     6.65       13.65       3.95       11/1/2008       3       1.5       1  
Full Documentation
  A     0       0       400000       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR   First Lien     5.75       12.75       3.05       11/1/2008       3       1.5       1  
No Income Verification
  A     0       0       214900       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR   First Lien     6.4       13.4       4       11/1/2008       3       1.5       1  
Full Documentation
  A     0       0       460000       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       276798       0     6 Mo int on UPB     12       8       0     2/28 6 MO LIBOR IO   First Lien     6.15       13.15       3.45       11/1/2007       3       1.5       1  
No Income Verification
  A     0       0       387000       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR IO   First Lien     6.99       13.99       4.29       11/1/2007       3       1.5       1  
No Income Verification
  A     0       0       626000       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR IO   First Lien     6.6       13.6       4.2       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     6.95       13.95       4.25       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     10.6       17.6       8.2       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  

Page 217 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR   First Lien     6.4       13.4       4       11/1/2008       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR IO   First Lien     5.65       12.65       2.95       11/1/2007       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR IO   First Lien     6.95       13.95       4.25       11/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       20       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     7.2       14.2       4.5       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     5.88       12.88       3.18       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       100000       0     1% of UPB     24       20       0     2/28 6 MO LIBOR   First Lien     7.15       14.15       4.75       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR   First Lien     7.95       14.95       5.25       11/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR   First Lien     7.7       14.7       5       11/1/2008       3       1.5       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR   First Lien     7.6       14.6       4.9       39753       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     7.45       14.45       4.75       39387       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     7.75       14.75       5.35       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR IO   First Lien     6.35       13.35       3.65       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.45       14.45       5.05       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR IO   First Lien     5.99       12.99       3.29       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     1% of UPB     24       20       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR IO   First Lien     6.3       13.3       3.9       11/1/2007       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       344555       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR IO   First Lien     6.65       13.65       3.95       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     12       8       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       20       0     2/28 ARM 40/30 BALLOON   First Lien     5.74       11.74       3.74       11/1/2007       2       1.5       1  
Full Documentation
  A     0       0       78000       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       540000       0     6 Mo int on UPB     36       32       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       219900       0     2 Mo int on UPB     36       32       0     3/27 6 MO LIBOR IO   First Lien     7.2       14.2       4.8       11/1/2008       3       1.5       1  
No Income Verification
  A     0       0       147990       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       153740       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       75000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.7       14.7       5       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       135000       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR IO   First Lien     6.4       13.4       4       39753       3       1.5       1  
Full Documentation
  A     0       0       189000       0     6 Mo int on UPB     12       8       0     2/28 6 MO LIBOR IO   First Lien     6.75       13.75       4.05       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       338106       0     6 Mo int on UPB     12       8       0     2/28 6 MO LIBOR IO   First Lien     5.99       12.99       3.59       39387       3       1.5       1  
Full Documentation
  A     0       0       338106       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  

Page 218 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       509286       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR IO   First Lien     5.99       12.99       3.59       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR IO   First Lien     6.25       13.25       3.55       39753       3       1.5       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     12       8       0     3/27 6 MO LIBOR IO   First Lien     5.6       12.6       2.9       11/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.79       15.79       6.09       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     8.6       15.6       5.9       11/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR IO   First Lien     5.99       12.99       3.59       11/1/2007       3       1.5       1  
No Income Verification
  A     0       0       0       0     2 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     9.8       16.8       7.4       39387       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     8.3       15.3       5.6       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  D     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     5.7       12.7       3       39387       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       337100       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR IO   First Lien     5.87       12.87       3.17       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR IO   First Lien     6.45       13.45       4.05       11/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     1% of UPB     24       20       0     2/28 6 MO LIBOR   First Lien     7       14       4.3       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     4.7       14.4       4.7       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.45       15.45       6.73       10/25/2007       3       1       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     11.7       18.7       9.3       39387       3       1.5       1  
Full Documentation
  A     0       0       124500       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       192000       0     6 Mo int on UPB     36       32       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  

Page 219 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       59900       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR   First Lien     9.6       16.6       7.2       11/1/2008       3       1.5       1  
Full Documentation
  A     0       0       74000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.25       13.25       3.55       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       132886       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.4       13.4       3.7       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       255362       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR IO   First Lien     6.56       13.56       3.86       39387       3       1.5       1  
Full Documentation
  A     0       0       132886       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       121378       0     6 Mo int on UPB     24       20       0     3/27 6 MO LIBOR IO   First Lien     6.85       13.85       4.15       11/1/2008       3       1.5       1  
No Income Verification
  A     0       0       504481       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR IO   First Lien     6.54       13.54       4.34       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       536489       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.54       13.54       4.14       11/1/2007       3       1.5       1  
No Income Verification
  A     0       0       235634       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       122501       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       163250       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR IO   First Lien     7.45       14.45       4.75       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       167675       0     6 Mo int on UPB     24       20       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       147900       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR   First Lien     6.92       13.92       4.22       11/1/2007       3       1.5       1  
No Income Verification
  A     0       0       451000       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR IO   First Lien     6.375       13.375       3.675       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       157000       0     No Prepay Penalty     0       0       0     2/28 ARM 40/30 BALLOON   First Lien     6.35       13.35       3.65       11/1/2007       3       1.5       1  
No Income Verification
  A     0       0       519313       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       450719       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.65       13.65       4.25       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       93000       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR   First Lien     6.2       13.2       3.5       11/1/2008       3       1.5       1  
Full Documentation
  A     0       0       195000       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR IO   First Lien     6.9       13.9       4.2       11/1/2008       3       1.5       1  
Full Documentation
  A     0       0       445000       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  B     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     9.4       16.4       6.7       11/1/2007       3       1.5       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR   First Lien     7.45       14.45       4.75       39753       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR IO   First Lien     6.99       13.99       4.29       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR IO   First Lien     6.75       13.75       4.05       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR IO   First Lien     5.75       12.75       3.05       11/1/2007       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR   First Lien     5.5       12.5       2.8       39387       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR IO   First Lien     5.99       12.99       3.29       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     12       8       0     3/27 6 MO LIBOR IO   First Lien     6.49       13.49       3.79       11/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.53       15.53       6.13       39387       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate Balloon   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR   First Lien     6.3       13.3       3.6       11/1/2008       3       1.5       1  

Page 220 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     12       8       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR IO   First Lien     6.8       13.8       4.1       11/1/2007       3       1.5       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     7.9       14.9       5.2       39387       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     6.95       13.95       4.25       39387       3       1.5       1  
Full Documentation
  A     0       0       398000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     5.85       12.85       3.15       39387       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR   First Lien     7.1       14.1       4.4       11/1/2008       3       1.5       1  
No Income Verification
  A     0       0       410000       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR IO   First Lien     5.99       12.99       3.29       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     8.4       15.4       5.7       11/1/2008       3       1.5       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.95       13.95       4.25       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.45       13.45       3.75       39387       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR   First Lien     8.2       15.2       5.8       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       274950       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.25       13.25       3.55       39387       3       1.5       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR IO   First Lien     6.4       13.4       4       11/1/2008       3       1.5       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate Balloon   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR   First Lien     5.4       12.4       2.7       11/1/2007       3       1.5       1  
No Income Verification
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     6.925       13.925       4.525       11/1/2007       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR IO   First Lien     6.6       13.6       3.9       11/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     12       8       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR IO   First Lien     6.125       13.125       3.425       11/1/2008       3       1.5       1  
Full Documentation
  A     0       0       185000       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR   First Lien     6.15       13.15       3.45       11/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR IO   First Lien     8.35       15.35       5.975       11/1/2008       1.5       1.5       1  
No Income Verification
  A     0       0       116000       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  

Page 221 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       469000       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     6.889       13.889       4.489       39387       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR   First Lien     7.2       14.2       4.5       39753       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       20       0     2/28 ARM 40/30 BALLOON   First Lien     6.75       12.75       4.625       11/1/2007       8.75       1.5       1  
No Income Verification
  A     0       0       161648       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR IO   First Lien     7.05       14.05       4.35       11/1/2008       3       1.5       1  
No Income Verification
  A     0       0       268251       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR IO   First Lien     6.8       13.8       4.1       39387       3       1.5       1  
Full Documentation
  A     0       0       205940       0     6 Mo int on UPB     36       32       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       268251       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       177600       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       200386       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       187435       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       265000       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR IO   First Lien     5.6       12.6       3.2       11/1/2008       3       1.5       1  
No Income Verification
  A     0       0       385000       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       135900       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR IO   First Lien     6.5       13.5       3.8       39753       3       1.5       1  
Limited Documentation
  A     0       0       600000       0     No Prepay Penalty     0       0       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       300000       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR   First Lien     6.3       13.3       3.6       11/1/2007       3       1.5       1  
No Income Verification
  A     0       0       895000       0     No Prepay Penalty     0       0       0     Fixed Rate Balloon   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     24       20       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       76595       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR   First Lien     7.35       14.35       4.65       11/1/2008       3       1.5       1  
No Income Verification
  A     0       0       235000       0     6 Mo int on UPB     24       20       0     Fixed Rate Balloon   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.25       14.25       4.85       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.69       15.69       5.99       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     -       -       -       -     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0.000       0.000       0.000               0.000       0.000       1  
Limited Documentation
  A     -       -       -       -     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0.000       0.000       0.000               0.000       0.000       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     12       8       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.5       14.5       5.1       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     7.95       14.95       5.55       11/1/2007       3       1.5       1  

Page 222 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     6.45       13.45       3.75       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     2 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR IO   First Lien     6.85       13.85       4.15       11/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR IO   First Lien     7.81       14.81       5.11       39387       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR   First Lien     6.15       13.15       3.45       11/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     6.55       13.55       4.15       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     5.6       12.6       2.9       39753       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.45       13.45       3.75       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.99       14.99       5.4       39387       3       1.5       1  
Full Documentation
  A     0       0       97900       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       88000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.5       15.5       6.1       39387       3       1.5       1  
Full Documentation
  A     0       0       469000       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR IO   First Lien     6.4       13.4       3.7       11/1/2007       3       1.5       1  
No Income Verification
  A     0       0       508468       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.05       14.05       4.35       39387       3       1.5       1  
Full Documentation
  A     0       0       469000       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       112000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.65       15.65       5.95       39387       3       1.5       1  
Full Documentation
  A     0       0       123900       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.85       14.85       5.15       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       282995       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR IO   First Lien     7.26       14.26       4.56       39387       3       1.5       1  
Full Documentation
  A     0       0       165000       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR IO   First Lien     7.35       14.35       4.65       39753       3       1.5       1  
Full Documentation
  A     0       0       129900       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.95       14.95       5.25       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       116850       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       577000       0     6 Mo int on UPB     12       8       0     2/28 6 MO LIBOR IO   First Lien     6.8       13.8       4.1       11/1/2007       3       1.5       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     2 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     10.56       17.56       8.16       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     5.95       12.95       3.25       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR   First Lien     7.6       14.6       4.9       11/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 ARM 40/30 BALLOON   First Lien     6.4       13.4       4       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR   First Lien     7.8       14.8       5.1       39753       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.45       14.45       4.75       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       260000       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR IO   First Lien     6.3       13.3       3.9       11/1/2007       3       1.5       1  

Page 223 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9       16       6.3       39387       3       1.5       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.2       15.2       5.5       39387       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR IO   First Lien     6.4       13.4       3.7       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.25       14.25       4.55       39387       3       1.5       1  
No Income Verification
  B     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     10.5       17.5       8.1       39387       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.95       15.95       6.25       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  B     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     10.2       17.2       7.8       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     5/25 6 MO LIBOR   First Lien     5.75       11.75       2.25       11/1/2010       2       2       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR IO   First Lien     6.99       13.99       4.29       11/1/2007       3       1.5       1  
Full Documentation
  D     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     8.45       15.45       6.05       39387       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 ARM 40/30 BALLOON   First Lien     5.95       12.95       3.25       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR IO   First Lien     6.15       13.15       3.45       39387       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate Balloon   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     2 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     10.1       17.1       7.4       11/1/2007       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR IO   First Lien     6.99       13.99       4.59       39387       3       1.5       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     10.65       17.65       8.25       11/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR   First Lien     9.65       16.65       6.95       39387       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  

Page 224 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR   First Lien     7       14       4.124       39387       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       110000       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       168960       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR IO   First Lien     6.8       13.8       4.1       39387       3       1.5       1  
Full Documentation
  A     0       0       103515       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       268370       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.15       13.15       3.45       39387       3       1.5       1  
Full Documentation
  A     0       0       368368       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.45       13.45       3.75       39387       3       1.5       1  
Full Documentation
  A     0       0       187000       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       343760       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       424000       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR IO   First Lien     6.65       13.65       3.95       39387       3       1.5       1  
No Income Verification
  A     0       0       334900       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR IO   First Lien     6.65       13.65       4.25       39387       3       1.5       1  
No Income Verification
  A     0       0       334900       0     No Prepay Penalty     0       0       0     Fixed Rate Balloon   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       350000       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR IO   First Lien     7.56       14.56       4.86       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     6.95       13.95       4.55       11/1/2007       3       1.5       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     6.2       13.2       3.5       39753       3       1.5       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.5       15.5       5.8       39387       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     10.7       17.7       8.3       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.6       15.6       5.9       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       20       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR IO   First Lien     6.55       13.55       3.85       39753       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR IO   First Lien     6.7       13.7       4       11/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR   First Lien     6.8       13.8       4.1       39753       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR   First Lien     6.5       13.5       3.8       11/1/2007       3       1.5       1  

Page 225 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       478490       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR IO   First Lien     6.95       13.95       4.25       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR IO   First Lien     6.75       13.75       4.05       11/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR IO   First Lien     6.9       13.9       4.2       11/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.99       15.99       6.29       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR   First Lien     8.3       15.3       5.6       11/1/2007       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     12       8       0     3/27 6 MO LIBOR   First Lien     7.15       14.15       4.45       11/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.45       13.45       3.75       11/1/2007       3       1.5       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     7.4       14.4       4.7       39387       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     10.55       17.55       7.85       39387       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.65       13.65       3.95       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.75       13.75       4.05       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.05       16.05       6.65       39387       3       1.5       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     12       8       0     2/28 6 MO LIBOR IO   First Lien     6       13       3.6       39387       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR IO   First Lien     6.5       13.5       3.8       39753       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR   First Lien     6       13       3.3       11/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR   First Lien     7.25       14.25       4.85       11/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR   First Lien     6.65       13.65       4.25       11/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR   First Lien     6.78       13.78       4.08       11/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     2 Mo int on UPB     24       20       0     2/28 6 MO LIBOR   First Lien     9.51       16.51       6.81       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     7.55       14.55       5.15       39387       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     8       15       5.3       39387       3       1.5       1  

Page 226 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     6.99       13.99       4.59       39387       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     8.75       15.75       6.35       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     7.9       14.9       5.2       39387       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  B     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     8.99       15.99       6.29       39387       3       1.5       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Limited Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     10.81       17.81       8.41       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.25       14.25       4.85       11/1/2007       3       1.5       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     11.18       18.18       8.78       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     7.75       14.75       5.05       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.6       16.6       7.2       39387       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.15       16.15       6.45       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     7.85       14.85       5.15       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     7.55       14.55       4.85       39387       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     7.05       14.05       4.35       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  

Page 227 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.8       14.8       5.4       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     3% of UPB     24       20       0     2/28 6 MO LIBOR   First Lien     8.7       15.7       6.3       39387       3       1.5       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  B     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     8.99       15.99       6.59       39387       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR IO   First Lien     6.55       13.55       3.85       11/1/2007       3       1.5       1  
No Income Verification
  A     0       0       499000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     5.95       12.95       3.25       39387       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR   First Lien     6.5       13.5       3.8       39753       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.99       14.99       5.29       39387       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  D     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.5       13.5       3.8       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     12       8       0     2/28 6 MO LIBOR IO   First Lien     5.55       12.55       2.85       39387       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR IO   First Lien     6.99       13.99       4.29       39387       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR IO   First Lien     6.99       13.99       4.29       39387       3       1.5       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     10.15       17.15       7.45       39387       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR IO   First Lien     5.75       12.75       3.05       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR   First Lien     6.45       13.45       4.05       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       77000       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.99       14.99       5.99       39387       3       1       1  
Full Documentation
  A     0       0       100000       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       200000       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR IO   First Lien     6.3       13.3       3.6       39753       3       1.5       1  
Full Documentation
  A     0       0       365000       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR IO   First Lien     6.05       13.05       3.35       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       146500       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       174900       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.99       13.99       4.29       39387       3       1.5       1  
Full Documentation
  A     0       0       71000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.85       13.85       4.15       39387       3       1.5       1  
Full Documentation
  A     0       0       71000       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       107228       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR   First Lien     6.35       13.35       3.65       11/1/2007       3       1.5       1  

Page 228 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
No Income Verification
  A     0       0       295000       0     6 Mo int on UPB     12       8       0     2/28 6 MO LIBOR IO   First Lien     6.85       13.85       4.15       39387       3       1.5       1  
Full Documentation
  A     0       0       124922       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR   First Lien     5.8       12.8       3.1       11/1/2007       3       1.5       1  
No Income Verification
  A     0       0       295000       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       416990       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.6       13.6       4.7       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       353591       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR IO   First Lien     5.3       12.3       2.6       11/1/2008       3       1.5       1  
No Income Verification
  A     0       0       146474       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       165250       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.4       14.4       4.7       39387       3       1.5       1  
No Income Verification
  A     0       0       150630       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       224890       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.65       13.65       3.95       39387       3       1.5       1  
Full Documentation
  A     0       0       176700       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.4       13.4       3.7       39387       3       1.5       1  
No Income Verification
  A     0       0       185000       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR   First Lien     6.2       13.2       3.5       39753       3       1.5       1  
Full Documentation
  A     0       0       305273       0     6 Mo int on UPB     36       32       0     Fixed Rate Balloon   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       350000       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR IO   First Lien     6.4       13.4       3.7       39753       3       1.5       1  
Full Documentation
  A     0       0       177768       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       182077       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       107228       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       190088       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       120000       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR IO   First Lien     5.6       12.6       2.9       39753       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR IO   First Lien     6.6       13.6       3.9       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     5.9       12.9       3.2       39401       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.15       13.15       3.45       11/15/2007       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR IO   First Lien     6.75       13.75       4.55       39387       3       1.5       1  
Full Documentation
  A     0       0       93900       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.25       14.25       4.55       11/15/2007       3       1.5       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     7.25       14.25       4.85       11/15/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       20       0     Fixed Rate Balloon   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.99       15.99       6.59       11/15/2007       3       1.5       1  
Full Documentation
  A     0       0       118750       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR   First Lien     6.5       13.5       3.8       39387       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR IO   First Lien     6.15       13.15       3.45       11/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.65       13.65       3.95       39387       3       1.5       1  

Page 229 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.65       13.65       3.79       39387       3       1       1  
Full Documentation
  A     0       0       405000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.1       15.1       5.7       39387       3       1.5       1  
Full Documentation
  A     0       0       891000       0     6 Mo int on UPB     12       8       0     Fixed Rate Balloon   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       77910       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       78000       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       107500       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       295000       0     6 Mo int on UPB     24       20       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       148742       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       399000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.25       13.25       3.55       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       170374       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.95       15.95       5.75       39387       3       1.5       1  
No Income Verification
  A     0       0       154642       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       119608       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR   First Lien     6.25       13.25       3.55       39387       3       1.5       1  
No Income Verification
  A     0       0       172450       0     No Prepay Penalty     0       0       0     Fixed Rate Balloon   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       170374       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       433990       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.7       13.7       4       39387       3       1.5       1  
Full Documentation
  A     0       0       453990       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.09       13.09       3.39       11/1/2007       3       1.5       1  
No Income Verification
  A     0       0       558150       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.8       13.8       4.1       11/1/2007       3       1.5       1  
No Income Verification
  A     0       0       482693       0     6 Mo int on UPB     12       8       0     2/28 6 MO LIBOR IO   First Lien     5.35       12.35       2.65       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       170341       0     6 Mo int on UPB     24       20       0     2/28 6 MO LIBOR   First Lien     6.3       13.3       3.9       11/1/2007       3       1.5       1  
No Income Verification
  A     0       0       162906       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       145864       0     6 Mo int on UPB     36       32       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       127537       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       134280       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR   First Lien     6.35       13.35       3.65       11/1/2008       3       1.5       1  
Full Documentation
  A     0       0       284988       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       155000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.35       13.35       3.65       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       228900       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR IO   First Lien     7.19       14.19       4.49       11/1/2008       3       1.5       1  
Limited Documentation
  A     0       0       124900       0     6 Mo int on UPB     12       8       0     2/28 6 MO LIBOR   First Lien     5.99       12.99       3.29       39387       3       1.5       1  
No Income Verification
  A     0       0       94668       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.25       14.25       4.55       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       118000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.2       13.2       3.5       11/1/2007       3       1.5       1  
No Income Verification
  A     0       0       125000       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       94668       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       309547       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       482693       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       284988       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       155000       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       157775       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR   First Lien     7.5       14.5       4.8       11/1/2008       3       1.5       1  
No Income Verification
  A     0       0       600000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.75       14.75       5.35       11/1/2007       3       1.5       1  
No Income Verification
  A     0       0       101959.6       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  

Page 230 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     6.9       13.9       4.2       11/15/2007       3       1.5       1  
Full Documentation
  A     0       0       315000       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR IO   First Lien     6.55       13.55       3.85       11/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     8.63       15.63       5.93       11/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR IO   First Lien     6.95       13.95       4.25       39387       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 ARM 40/30 BALLOON   First Lien     6.99       13.99       4.29       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  B     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     10.55       17.55       8.15       39387       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     7.99       14.99       5.29       11/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     7.8       14.8       5.1       11/15/2008       3       1.5       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     8.55       17.45       8.55       39753       1.5       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.8       15.8       4.07       39389       2       1       1  
Full Documentation
  A     0       0       112000       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR   First Lien     7.15       14.15       4.45       11/1/2008       3       1.5       1  
No Income Verification
  A     0       0       260000       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR IO   First Lien     6.85       13.85       4.15       39753       3       1.5       1  
Full Documentation
  A     0       0       120000       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR   First Lien     7.1       14.1       4.4       11/1/2008       3       1.5       1  
Full Documentation
  A     0       0       129900       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6       13       3.3       39387       3       1.5       1  
Full Documentation
  A     0       0       114900       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       95000       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       194300       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       128826       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       402552       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR IO   First Lien     6.3       13.3       3.9       11/1/2008       3       1.5       1  
Full Documentation
  A     0       0       319345       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.15       13.15       3.45       11/1/2007       3       1.5       1  
No Income Verification
  A     0       0       402784       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.15       14.15       4.45       11/1/2007       3       1.5       1  
No Income Verification
  A     0       0       155750       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       114540       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       155750       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       163500       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.75       15.75       6.35       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.29       14.29       4.89       39387       3       1.5       1  
No Income Verification
  A     0       0       259900       0     2 Mo int on UPB     12       8       0     2/28 6 MO LIBOR IO   First Lien     7.54       14.54       4.84       39387       3       1.5       1  
No Income Verification
  A     0       0       431990       0     No Prepay Penalty     0       0       0     Fixed Rate Balloon   Second Lien     0       0       0               0       0       1  

Page 231 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
No Income Verification
  A     0       0       436990       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.7       13.7       4.5       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       114255       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       195000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.25       14.25       4.55       11/1/2007       3       1.5       1  
No Income Verification
  A     0       0       549000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.9       13.9       4.2       39387       3       1.5       1  
No Income Verification
  A     0       0       109500       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.85       14.85       5.15       11/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6       13       3.3       39401       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     24       21       0     2/28 6 MO LIBOR   First Lien     7.2       14.2       4.5       39401       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       91520       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR   First Lien     6.4       13.4       3.7       39753       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     8.5       15.5       5.8       39401       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       340000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.4       13.4       3.7       39387       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.85       15.85       6.15       39387       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.4       14.4       4.54       39387       3       1       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.1       14.1       2.37       39390       3       1.5       1  
Limited Documentation
  A     0       0       105000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.55       16.55       6.85       39401       3       1.5       1  
Full Documentation
  A     0       0       375000       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR IO   First Lien     6.45       13.45       3.75       11/15/2008       3       1.5       1  
Full Documentation
  A     0       0       138000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.5       15.5       6.1       39401       3       1.5       1  
Full Documentation
  A     0       0       375000       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       245855       0     6 Mo int on UPB     24       21       0     2/28 6 MO LIBOR IO   First Lien     6.1       13.1       3.4       12/1/2007       3       1.5       1  
No Income Verification
  A     0       0       203761       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.9       13.9       4.2       11/1/2007       3       1.5       1  
No Income Verification
  A     0       0       389000       0     6 Mo int on UPB     36       32       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       151000       0     6 Mo int on UPB     36       32       0     3/27 6 MO LIBOR   First Lien     7.75       14.75       5.05       11/1/2008       3       1.5       1  
Full Documentation
  A     0       0       345200       0     6 Mo int on UPB     36       32       0     2/28 6 MO LIBOR IO   First Lien     6.9       13.9       4.2       11/1/2007       3       1.5       1  
Full Documentation
  A     0       0       127482       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       217500       0     6 Mo int on UPB     24       20       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       290000       0     6 Mo int on UPB     36       33       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       79500       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     9.29       16.29       6.59       39767       3       1.5       1  
Full Documentation
  A     0       0       426990       0     6 Mo int on UPB     24       21       0     2/28 6 MO LIBOR IO   First Lien     6.9       13.9       4.7       39417       3       1.5       1  
No Income Verification
  A     0       0       450000       0     No Prepay Penalty     0       0       0     Fixed Rate Balloon   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.45       13.45       3.75       11/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     11.18       18.18       8.48       39401       3       1.5       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR IO   First Lien     5.8       12.8       3.1       11/15/2008       3       1.5       1  

Page 232 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.4       14.4       4.7       11/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.3       16.3       6.6       11/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.75       14.75       5.05       11/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       32       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.45       13.45       3.75       12/1/2007       3       1.5       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     6.99       13.99       4.29       11/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       21       0     2/28 6 MO LIBOR   First Lien     6.09       13.09       3.39       11/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.35       16.35       6.65       39401       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.7       15.7       3.97       39393       2       1       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.15       16.15       4.42       39401       2       1       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     24       21       0     2/28 6 MO LIBOR IO   First Lien     7       14       4.14       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       103000       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     6.9       13.9       4.2       39401       3       1.5       1  
Full Documentation
  A     0       0       164900       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR IO   First Lien     6.35       13.35       3.65       39767       3       1.5       1  
No Income Verification
  A     0       0       102500       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.55       16.55       6.85       39417       3       1.5       1  
Full Documentation
  A     0       0       109900       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     8.1       15.1       5.4       11/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     8.2       15.2       5.8       11/15/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.55       14.55       4.85       11/15/2007       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     24       21       0     2/28 6 MO LIBOR IO   First Lien     6.65       13.65       3.95       39417       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.3       16.3       6.9       11/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.49       14.49       4.79       11/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     7.75       14.75       5.05       11/15/2008       3       1.5       1  

Page 233 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     7.5       14.5       4.8       11/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 ARM 40/30 BALLOON   First Lien     8       14       6       39417       2       1.5       1  
Full Documentation
  A     0       0       237000       0     5% of UPB     24       21       0     2/28 6 MO LIBOR   First Lien     6.05       13.05       3.35       11/15/2007       3       1.5       1  
No Income Verification
  A     0       0       750720       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.5       14.5       4.8       12/1/2007       3       1.5       1  
No Income Verification
  A     0       0       510000       0     6 Mo int on UPB     24       21       0     2/28 6 MO LIBOR IO   First Lien     7.45       14.45       5.05       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     7.55       14.55       4.85       39401       3       1.5       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.64       15.64       5.94       39401       3       1.5       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     5.6       12.6       3.2       39401       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     3/27 ARM 40/30 BALLOON   First Lien     5.85       12.85       3.45       39767       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate Balloon   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.5       13.5       4.1       11/15/2007       3       1.5       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     5.8       12.8       3.4       11/15/2007       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     9.65       16.65       6.95       11/15/2007       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     24       21       0     2/28 6 MO LIBOR IO   First Lien     7.7       14.7       5       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     7.2       14.2       4.5       39401       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 ARM 40/30 BALLOON   First Lien     9.75       16.75       7.05       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.43       15.43       7.25       39417       3       1       1  
No Income Verification
  A     0       0       170000       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR IO   First Lien     7.44       14.44       4.74       11/15/2008       3       1.5       1  
No Income Verification
  A     0       0       208845       0     6 Mo int on UPB     24       21       0     2/28 6 MO LIBOR IO   First Lien     5.74       12.74       3.04       12/1/2007       3       1.5       1  
No Income Verification
  A     0       0       121219       0     6 Mo int on UPB     24       21       0     2/28 6 MO LIBOR   First Lien     6.8       13.8       4.1       39417       3       1.5       1  

Page 234 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
No Income Verification
  A     0       0       317000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.7       13.7       4       39417       3       1.5       1  
Full Documentation
  A     0       0       129775       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.15       14.15       4.45       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       134244       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       121219       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       135683       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       249000       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR IO   First Lien     6.9       13.9       4.2       39767       3       1.5       1  
Full Documentation
  A     0       0       169000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.5       13.5       3.8       39417       3       1.5       1  
No Income Verification
  A     0       0       249000       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       404900       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     7.75       14.75       4.8       39767       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7       14       4.3       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR IO   First Lien     6.89       13.89       4.19       12/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     3/27 ARM 40/30 BALLOON   First Lien     6.39       13.39       3.69       39783       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     24       21       0     3/27 6 MO LIBOR   First Lien     5.75       12.75       3.05       39783       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     7.4       14.4       4.7       11/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.5       15.5       5.8       11/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     6.45       13.45       4.05       11/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     6.26       13.26       3.56       11/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  B     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     8.75       15.75       6.05       39401       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR IO   First Lien     6.45       13.45       3.75       11/15/2007       3       1.5       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.1       16.1       6.7       11/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     6.45       13.45       3.75       39767       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       21       0     2/28 6 MO LIBOR   First Lien     5.8       12.8       3.1       12/1/2007       3       1.5       1  

Page 235 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
No Income Verification
  A     0       0       113300       0     6 Mo int on UPB     24       21       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       113300       0     No Prepay Penalty     0       0       0     Fixed Rate Balloon   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     8.45       15.45       5.75       39783       3       1.5       1  
Full Documentation
  A     0       0       623000       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR IO   First Lien     6.25       13.25       3.3       12/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.537       15.535       8.537       39417       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     6.375       13.375       2.75       12/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     8.45       15.45       5.75       39401       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     7.99       14.99       5.29       39401       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.95       15.95       5.75       39396       2       1       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       136000       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       191915       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR IO   First Lien     7.1       14.1       4.2       39783       3       1.5       1  
Full Documentation
  A     0       0       164207       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.5       13.5       3.8       39417       3       1.5       1  
Full Documentation
  A     0       0       128523       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       210000       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR IO   First Lien     5.95       12.95       3.25       11/15/2008       3       1.5       1  
No Income Verification
  A     0       0       275767       0     6 Mo int on UPB     12       9       0     2/28 6 MO LIBOR IO   First Lien     6.8       13.8       4.1       39417       3       1.5       1  
No Income Verification
  A     0       0       0       0     2 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     9.9       16.9       7.2       39401       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     12       9       0     Fixed Rate Balloon   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     7.25       14.25       4.55       39783       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     8.9       15.9       6.2       39767       3       1.5       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.5       14.5       4.8       39401       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.25       14.25       4.55       11/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 ARM 40/30 BALLOON   First Lien     5.95       12.95       3.25       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.55       15.55       5.85       11/15/2007       3       1.5       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     7.35       14.35       4.65       11/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR IO   First Lien     6.63       13.63       3.93       12/1/2007       3       1.5       1  

Page 236 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       21       0     3/27 6 MO LIBOR IO   First Lien     5.65       12.65       2.95       11/15/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     6.45       13.45       3.75       11/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       428000       0     6 Mo int on UPB     24       21       0     2/28 ARM 40/30 BALLOON   First Lien     6.15       13.15       3.2       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9       16.1       5.8       39400       2       1       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 ARM 40/30 BALLOON   First Lien     8.5       14.5       6.5       39417       2       1.5       1  
Full Documentation
  A     0       0       178200       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       143630       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       188590       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       206894       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       410000       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR IO   First Lien     7.7       14.7       5       11/15/2008       3       1.5       1  
No Income Verification
  A     0       0       410000       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     9.2       16.2       6.5       39767       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     8.78       15.78       6.08       39767       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR IO   First Lien     6.75       13.75       3.8       39783       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     12       9       0     2/28 6 MO LIBOR IO   First Lien     6.8       13.8       4.1       39417       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     12       9       0     Fixed Rate Balloon   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       21       0     2/28 6 MO LIBOR   First Lien     8.35       15.35       5.4       11/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 ARM 40/30 BALLOON   First Lien     6.3       13.3       3.35       11/15/2007       3       1.5       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.995       13.995       4.295       39417       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     6.9       13.9       4.2       11/15/2007       3       1.5       1  
No Income Verification
  B     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.75       16.75       7.35       39401       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  

Page 237 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 ARM 40/30 BALLOON   First Lien     6.45       13.45       3.75       39401       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.54       16.54       7.14       39401       3       1.5       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     6.45       13.45       3.75       11/15/2008       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       33       0     3/27 ARM 40/30 BALLOON   First Lien     6.3       13.3       3.6       39783       3       1.5       1  
No Income Verification
  B     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     9.95       16.95       7.25       39401       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     6.75       13.75       4.05       39767       3       1.5       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.85       16.85       7.15       39401       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.5       15.5       5.3       11/14/2007       2       1       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       21       0     2/28 6 MO LIBOR IO   First Lien     6.5       12.5       4.5       39417       2       1.5       1  
Full Documentation
  A     0       0       145000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     5.61       12.61       2.91       11/15/2007       3       1.5       1  
No Income Verification
  A     0       0       613700       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.25       14.25       4.55       39417       3       1.5       1  
No Income Verification
  A     0       0       139760       0     6 Mo int on UPB     24       21       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       136430       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       136430       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       170000       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       240000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.85       13.85       4.15       39401       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       359900       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     6.55       13.55       3.85       39401       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     8.75       15.75       6.05       11/15/2007       3       1.5       1  
Full Documentation
  C     0       0       0       0     2 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.71       14.71       4.76       11/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.55       15.55       5.6       11/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR IO   First Lien     5.99       12.99       3.29       12/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7       14       4.05       11/15/2007       3       1.5       1  
Limited Documentation
  A     0       0       480000       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR IO   First Lien     6.28       13.28       3.58       39783       3       1.5       1  

Page 238 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate Balloon   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.65       16.65       6.7       11/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     7.4       14.4       4.7       39401       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.68       15.68       6.28       11/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.9       14.9       5.2       39401       3       1.5       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR IO   First Lien     8.75       15.75       5.8       39401       3       1.5       1  
No Income Verification
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     12       9       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     7.4       14.4       4.7       11/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 ARM 40/30 BALLOON   First Lien     6.9       13.9       4.2       11/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     12       9       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Limited Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     10.19       17.19       7.49       11/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     6 Mo int on UPB     12       9       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     10.65       17.65       7.7       39401       3       1.5       1  

Page 239 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     7.01       14.01       4.31       11/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.51       15.51       5.81       11/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.55       13.55       3.85       39401       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     6.1       13.1       3.4       39401       3       1.5       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate Balloon   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     5.78       12.78       2.83       39767       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     6.83       13.83       3.88       39767       3       1.5       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     6.25       13.25       3.55       11/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     6.3       13.3       3.6       39767       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     12       9       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     11       18       8.3       39401       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     12       9       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     6.45       13.45       3.75       39401       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.5       15.5       5.55       11/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.3       14.3       4.6       11/15/2007       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR IO   First Lien     6.05       13.05       3.35       39783       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.58       16.58       6.88       39401       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       33       0     3/27 ARM 40/30 BALLOON   First Lien     6.85       13.85       4.15       12/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.9       14.9       7.4       39417       3       1       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.8       16.8       6.6       39414       2       1       1  
Full Documentation
  A     0       0       177000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.45       14.45       4.75       11/15/2007       3       1.5       1  
Full Documentation
  A     0       0       265000       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR IO   First Lien     7.11       14.11       4.41       39767       3       1.5       1  
Full Documentation
  A     0       0       226285       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR IO   First Lien     6.05       13.05       3.35       39783       3       1.5       1  
Limited Documentation
  A     0       0       202058       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR IO   First Lien     6.8       13.8       3.85       39783       3       1.5       1  
No Income Verification
  A     0       0       147980       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     6.4       13.4       3.7       39783       3       1.5       1  
Full Documentation
  A     0       0       126522.99       0     No Prepay Penalty     0       0       0     Fixed Rate Balloon   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       310000       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR IO   First Lien     6.37       13.37       3.42       39767       3       1.5       1  
No Income Verification
  A     0       0       455000       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR IO   First Lien     6.96       13.96       4.26       12/1/2008       3       1.5       1  
No Income Verification
  A     0       0       248000       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR IO   First Lien     7.5       14.5       4.55       39767       3       1.5       1  

Page 240 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       86000       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     8.86       15.86       6.46       39767       3       1.5       1  
No Income Verification
  A     0       0       337000       0     6 Mo int on UPB     24       21       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       169000       0     6 Mo int on UPB     12       9       0     2/28 6 MO LIBOR IO   First Lien     6.9       13.9       3.95       11/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.55       15.55       5.6       12/1/2007       3       1.5       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR IO   First Lien     6.99       13.99       4.29       12/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.15       15.15       5.45       39417       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       21       0     2/28 6 MO LIBOR   First Lien     9.3       16.3       6.6       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     8.4       15.4       5.7       12/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     8.49       15.49       5.54       39783       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     12       9       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  D     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR IO   First Lien     6.55       13.55       3.85       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       257689       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.3       13.3       3.6       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     6.99       13.99       4.29       39783       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     10       17       7.3       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       368071       0     6 Mo int on UPB     12       9       0     2/28 6 MO LIBOR IO   First Lien     7.05       14.05       4.1       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  

Page 241 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.5       13.5       3.3       11/28/2007       3       1.5       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.35       15.35       5.39       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.46       13.46       5       12/1/2007       3       1       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9       16       7.2       39417       3       1       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       21       0     2/28 ARM 40/30 BALLOON   First Lien     8.49       15.49       5.79       39417       3       1.5       1  
No Income Verification
  A     0       0       184138       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       119490       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       128815       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     6.4       13.4       3.7       12/1/2008       3       1.5       1  
Full Documentation
  B     0       0       269000       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     9.3       16.3       6.6       39783       3       1.5       1  
Full Documentation
  A     0       0       155000       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       414897       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       272900       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     7.06       14.06       4.11       39767       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.35       14.35       4.65       39417       3       1.5       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     9.45       16.45       6.75       39417       3       1.5       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.88       16.88       7.48       39417       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       21       0     2/28 ARM 40/30 BALLOON   First Lien     8       15       5.3       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       21       0     3/27 6 MO LIBOR   First Lien     7.45       14.45       4.5       12/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 ARM 40/30 BALLOON   First Lien     6.95       13.95       4       39417       3       1.5       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       21       0     2/28 6 MO LIBOR   First Lien     8.68       15.68       5.73       39417       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.1       14.1       4.4       39417       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.99       14.99       5.04       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     6.2       13.2       3.25       12/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     7.1       14.1       4.4       12/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  

Page 242 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     6.7       13.7       3.75       12/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.6       14.6       4.65       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.4       16.4       6.2       39402       2       1       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.3       13.3       3.6       39417       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.375       13.375       5.375       39417       2       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7       13       5       39417       2       1.5       1  
Full Documentation
  C     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR IO   First Lien     6.5       13.5       3.8       39783       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.05       15.05       4.85       39417       2       1       1  
No Income Verification
  A     0       0       179550       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       165000       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     9.4       16.4       7       39767       3       1.5       1  
Full Documentation
  A     0       0       75000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.45       16.45       6.75       11/15/2007       3       1.5       1  
No Income Verification
  A     0       0       130579       0     6 Mo int on UPB     24       21       0     2/28 6 MO LIBOR   First Lien     7.6       14.6       4.9       39417       3       1.5       1  
No Income Verification
  A     0       0       460990       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.75       13.75       4.05       12/1/2007       3       1.5       1  
No Income Verification
  A     0       0       171715       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       162100       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR IO   First Lien     7.2       14.2       4.5       39767       3       1.5       1  
Full Documentation
  A     0       0       134500       0     6 Mo int on UPB     36       33       0     3/27 ARM 40/30 BALLOON   First Lien     7.3       14.3       4.35       11/15/2008       3       1.5       1  
No Income Verification
  A     0       0       549950       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     6.95       13.95       4       11/15/2008       3       1.5       1  
Full Documentation
  A     0       0       41900       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.75       13.75       4.05       39401       3       1.5       1  
Full Documentation
  A     0       0       641140       0     6 Mo int on UPB     24       21       0     2/28 6 MO LIBOR IO   First Lien     7.97       14.97       5.27       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       122067       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       212000       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR IO   First Lien     6.5       13.5       3.8       11/15/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     6.1       13.1       3.4       12/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.8       14.8       4.85       39417       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9       16       6.3       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     10.35       17.35       7.65       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  

Page 243 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.15       16.15       6.45       39417       3       1.5       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     10.95       17.95       7.8       12/1/2007       3       1.5       1  
No Income Verification
  A     0       0       283121       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       321000       0     6 Mo int on UPB     24       21       0     2/28 6 MO LIBOR IO   First Lien     7.25       14.25       4.55       39417       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9       16       6.05       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     7.05       14.05       5.5       39783       1.5       1.5       1  
Full Documentation
  A     0       0       101000       0     6 Mo int on UPB     24       21       0     2/28 6 MO LIBOR   First Lien     8.6       15.6       5.9       11/15/2007       3       1.5       1  
No Income Verification
  A     0       0       80900       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7       14       4.3       11/15/2007       3       1.5       1  
No Income Verification
  A     0       0       80900       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       97000       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       122180       0     6 Mo int on UPB     24       21       0     2/28 6 MO LIBOR   First Lien     6.85       13.85       4.15       39417       3       1.5       1  
Full Documentation
  A     0       0       200746       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.5       13.5       3.8       39417       3       1.5       1  
Full Documentation
  A     0       0       139400       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       196954       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       160650       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       176157       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     6.41       13.41       3.46       39783       3       1.5       1  
Full Documentation
  A     0       0       405000       0     6 Mo int on UPB     24       21       0     2/28 6 MO LIBOR IO   First Lien     6.25       13.25       3.55       12/1/2007       3       1.5       1  
No Income Verification
  A     0       0       488000       0     6 Mo int on UPB     24       21       0     2/28 6 MO LIBOR IO   First Lien     7.55       14.55       4.6       39417       3       1.5       1  
Full Documentation
  A     0       0       139000       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       157900       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       405000       0     6 Mo int on UPB     24       21       0     Fixed Rate Balloon   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       201057       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       244000       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     10.9       17.9       8.2       12/1/2007       3       1.5       1  
Limited Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     10.93       17.93       8.23       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.25       14.25       4.3       39417       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR IO   First Lien     6.22       13.22       3.27       39783       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     12       9       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 ARM 40/30 BALLOON   First Lien     7.84       14.84       4.89       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       21       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  

Page 244 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.95       13.95       4       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     7.52       14.52       4.82       39783       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     9.53       16.53       6.58       39783       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     6.45       13.45       3.75       39783       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       322617       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.6       15.6       5.65       39417       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate Balloon   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.2       14.2       4       39417       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.7       15.7       5.75       12/1/2007       2       1       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate Balloon   Second Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate Balloon   Second Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 ARM 40/30 BALLOON   First Lien     7       13       5       39417       2       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       124500       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     6.28       13.28       3.33       39783       3       1.5       1  
Full Documentation
  A     0       0       177500       0     6 Mo int on UPB     36       33       0     Fixed Rate Balloon   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       359900       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.63       13.63       3.93       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       146500       0     6 Mo int on UPB     24       21       0     2/28 6 MO LIBOR   First Lien     6.99       13.99       4.04       39417       3       1.5       1  
No Income Verification
  A     0       0       140185       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     7.45       14.45       4.5       39783       3       1.5       1  
No Income Verification
  A     0       0       140207       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR IO   First Lien     7.2       14.2       4.5       39783       3       1.5       1  
Full Documentation
  A     0       0       241900       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       157000       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  

Page 245 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     7.25       14.25       4.55       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     2 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.55       14.55       4.85       39417       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     7.75       14.75       5.05       39783       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     7.99       14.99       5.04       12/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     6.6       13.6       3.65       39783       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     6.8       13.8       4.1       39417       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  D     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       21       0     2/28 ARM 40/30 BALLOON   First Lien     7.9       14.9       4.95       12/1/2007       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.1       14.1       4.4       39417       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     6.89       13.89       4.19       39783       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.65       16.65       6.7       39417       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     6.99       13.99       4.04       39417       3       1.5       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     12       9       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       191000       0     6 Mo int on UPB     24       21       0     2/28 6 MO LIBOR IO   First Lien     6.55       13.55       3.6       12/1/2007       3       1.5       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     24       21       0     2/28 ARM 40/30 BALLOON   First Lien     7.9       14.9       4.83       39417       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.75       14.75       4.8       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.55       13.55       3.35       12/1/2007       2       1       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate Balloon   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       21       0     2/28 ARM 40/30 BALLOON   First Lien     6.25       12.25       4.25       12/1/2007       2       1.5       1  
Full Documentation
  A     0       0       309000       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR IO   First Lien     6.6       13.6       3.9       39783       3       1.5       1  
Full Documentation
  A     0       0       259935       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.1       14.1       3.9       39417       3       1.5       1  
No Income Verification
  A     0       0       477990       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.2       14.2       4.5       39417       3       1.5       1  

Page 246 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       282175       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       191500       0     1% of UPB     12       9       0     2/28 6 MO LIBOR IO   First Lien     6.49       13.49       3.79       12/1/2007       3       1.5       1  
Limited Documentation
  A     0       0       183000       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       181537       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.9       13.9       3.45       12/1/2007       3       1.5       1  
No Income Verification
  A     0       0       475000       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     6.75       13.75       3.8       12/1/2008       3       1.5       1  
No Income Verification
  A     0       0       195000       0     6 Mo int on UPB     24       21       0     2/28 6 MO LIBOR   First Lien     7.54       14.54       4.59       12/1/2007       3       1.5       1  
No Income Verification
  A     0       0       607000       0     6 Mo int on UPB     24       21       0     2/28 6 MO LIBOR   First Lien     6.88       13.88       4.18       39417       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     6.92       13.92       3.97       39783       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     6.32       13.32       3.62       12/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     7.2       14.2       4.5       12/1/2008       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR IO   First Lien     6.99       13.99       4.04       39783       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     9.53       16.53       6.58       12/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate Balloon   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     6.65       13.65       3.95       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     7.72       14.72       5.32       39417       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.1       13.1       3.4       39417       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       21       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     5/25 6 MO LIBOR   First Lien     7.45       13.45       2.25       40513       2       2       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     7.58       14.58       4.63       39783       3       1.5       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.8       14.8       5.1       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     12       9       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     24       21       0     3/27 ARM 40/30 BALLOON   First Lien     6.99       13.99       4.04       39783       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  

Page 247 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.9       15.9       6.2       39417       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.9       13.9       4.2       12/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.9       13.9       3.7       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.2       16.2       7.2       12/1/2007       3       1       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       21       0     2/28 6 MO LIBOR   First Lien     6.75       13.75       6       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       247000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.7       14.7       5       39417       3       1.5       1  
No Income Verification
  A     0       0       235000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.43       14.43       4.48       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       247000       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       169024       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       134655       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       405430       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.66       13.66       3.96       39417       3       1.5       1  
Full Documentation
  A     0       0       128625       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.95       14.95       5       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       596000       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR IO   First Lien     6.15       13.15       3.2       39783       3       1.5       1  
Full Documentation
  A     0       0       149585       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     6.4       13.4       3.45       12/1/2008       3       1.5       1  
No Income Verification
  A     0       0       134655       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.65       14.65       4.7       39417       3       1.5       1  
Full Documentation
  A     0       0       169024       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       165603       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.89       13.89       4.19       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       167279       0     No Prepay Penalty     0       0       0     Fixed Rate Balloon   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       505000       0     6 Mo int on UPB     24       21       0     2/28 6 MO LIBOR IO   First Lien     7.48       14.48       4.53       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       231000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.18       14.18       4.23       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.28       14.28       4.58       12/1/2007       3       1.5       1  
No Income Verification
  A     0       0       412000       0     6 Mo int on UPB     12       9       0     2/28 6 MO LIBOR IO   First Lien     7.15       14.15       4.75       39417       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     6.15       13.15       3.2       39417       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     12       9       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.75       14.75       5.05       39417       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.19       16.19       6.24       39417       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     5.89       12.89       2.94       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.4       13.4       3.7       39417       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       21       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     6.99       13.99       4.29       39783       3       1.5       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  

Page 248 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.99       16.99       7.04       39417       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     6.33       13.33       3.38       39417       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.4       14.4       4.7       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     7.81       14.81       4.86       39417       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     7.18       14.18       4.48       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     9.99       16.99       7.04       39783       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     7.82       14.82       4.87       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.5       13.5       3.55       39417       3       1.5       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.27       15.27       5.32       39417       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     7.95       14.95       5.25       12/1/2007       3       1.5       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.76       16.76       7.06       39417       3       1.5       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.99       16.99       7.29       39417       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.7       16.7       6.25       39417       3       1.5       1  
No Income Verification
  A     0       0       195234       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       346346       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.35       14.35       4.4       39417       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     7.8       14.8       4.85       12/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.1       15.1       5.15       39417       3       1.5       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     24       21       0     2/28 6 MO LIBOR IO   First Lien     6.99       12.99       4.99       12/1/2007       2       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     8.575       15.575       7.075       39783       1.5       1.5       1  

Page 249 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
No Income Verification
  A     0       0       534000       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR IO   First Lien     6.6       13.6       3.65       12/1/2008       3       1.5       1  
No Income Verification
  A     0       0       534000       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     5/25 6 MO LIBOR   First Lien     6.99       12.99       2.25       40513       2       2       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.99       13.99       4.29       39417       3       1.5       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       100000       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     8.7       15.7       6       39783       3       1.5       1  
Full Documentation
  A     0       0       114500       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       137981       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       166754       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       151930       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       225000       0     2% of UPB     12       9       0     2/28 6 MO LIBOR IO   First Lien     5.7       12.7       3       12/1/2007       3       1.5       1  
No Income Verification
  A     0       0       185000       0     6 Mo int on UPB     12       9       0     2/28 6 MO LIBOR   First Lien     7.18       14.18       4.23       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       460990       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.8       13.8       3.85       39417       3       1.5       1  
Full Documentation
  A     0       0       311626.78       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       249000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.45       14.45       4.5       12/1/2007       3       1.5       1  
No Income Verification
  A     0       0       249000       0     No Prepay Penalty     0       0       0     Fixed Rate Balloon   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       215593       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       206940       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     9.72       16.72       7.02       12/1/2007       3       1.5       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     12       9       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     9.49       16.49       6.54       12/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       21       0     2/28 6 MO LIBOR   First Lien     8.82       15.82       5.87       12/1/2007       3       1.5       1  
Limited Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     5.78       12.78       2.83       12/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     8.15       15.15       5.45       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  

Page 250 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     12       9       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     7.05       14.05       4.35       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     6.95       13.95       4.25       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 ARM 40/30 BALLOON   First Lien     6.1       13.1       3.4       12/1/2007       3       1.5       1  
No Income Verification
  A     0       0       161889       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.9       13.9       3.95       12/1/2007       3       1.5       1  
Limited Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.7       16.7       7       12/1/2007       3       1.5       1  
Limited Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.73       14.73       5.03       12/1/2007       3       1.5       1  
No Income Verification
  A     0       0       192900       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR IO   First Lien     6.99       13.99       4.04       39783       3       1.5       1  
No Income Verification
  B     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.99       16.99       7.29       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     7.35       14.35       4.65       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     12       9       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     9.25       16.25       6.3       12/1/2008       3       1.5       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.55       14.55       4.85       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     6.88       13.88       3.93       12/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.75       15.75       5.55       39417       2       1       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.5       15.5       8.25       12/1/2007       3       1       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     7.85       14.85       5.7       12/1/2008       1.5       1.5       1  
Full Documentation
  A     0       0       285000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.2       14.2       4.25       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       59900       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       59900       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.25       13.25       3.55       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       152472       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       99986       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       687477       0     6 Mo int on UPB     12       9       0     3/27 6 MO LIBOR IO   First Lien     6.09       13.09       3.39       12/1/2008       3       1.5       1  
Full Documentation
  A     0       0       306950       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     7.25       14.25       4.55       12/1/2008       3       1.5       1  
Full Documentation
  A     0       0       376766       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR IO   First Lien     6.49       13.49       3.54       39783       3       1.5       1  
Full Documentation
  A     0       0       208543       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     5.8       12.8       2.85       12/1/2007       3       1.5       1  
No Income Verification
  A     0       0       431255       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.75       13.75       4.05       12/1/2007       3       1.5       1  
No Income Verification
  A     0       0       325000       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR IO   First Lien     6.8       13.8       3.85       12/1/2008       3       1.5       1  
Full Documentation
  A     0       0       218000       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       550650       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.55       13.55       4.15       12/1/2007       3       1.5       1  

Page 251 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     8.88       15.88       5.93       12/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate Balloon   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     9.53       16.53       6.58       12/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     12       9       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.85       13.85       3.9       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.38       13.38       3.43       39417       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 ARM 40/30 BALLOON   First Lien     6.1       13.1       3.4       12/1/2007       3       1.5       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     2 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     12       10       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     8.23       15.23       5.28       39783       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.49       15.49       5.54       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       499999       0     6 Mo int on UPB     24       21       0     3/27 6 MO LIBOR IO   First Lien     6.08       13.08       3.13       12/1/2008       3       1.5       1  
Full Documentation
  A     0       0       135553       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate Balloon   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.1       13.1       3.4       12/1/2007       3       1.5       1  

Page 252 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     7.8       14.8       4.85       39417       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     7.85       14.85       4.9       12/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.17       14.17       4.22       39417       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     7.5       14.5       4.55       39417       3       1.5       1  
Full Documentation
  A     0       0       194276       0     6 Mo int on UPB     12       9       0     2/28 6 MO LIBOR IO   First Lien     8.47       15.47       5.52       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.6       15.6       5.65       12/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     6.99       13.99       4.29       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.99       13.99       4.04       39417       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate Balloon   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       21       0     2/28 6 MO LIBOR   First Lien     7       13       5       39417       2       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 ARM 40/30 BALLOON   First Lien     7.8       14.8       5.95       39417       1.5       1.5       1  
Full Documentation
  A     0       0       75000       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     9.25       16.25       6.3       39783       3       1.5       1  
Full Documentation
  A     0       0       157700       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       585000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.35       13.35       3.4       39417       3       1.5       1  
Full Documentation
  A     0       0       62500       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.88       15.88       5.93       39417       3       1.5       1  
Full Documentation
  A     0       0       185000       0     6 Mo int on UPB     36       33       0     Fixed Rate Balloon   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       104000       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       201063       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       148749       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       148717       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9       16       5.55       39417       3       1.5       1  
Full Documentation
  A     0       0       172940       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.4       14.4       5       39417       3       1.5       1  
No Income Verification
  A     0       0       150591       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.58       14.58       4.63       39417       3       1.5       1  
No Income Verification
  A     0       0       167823       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.3       14.3       4.6       12/1/2007       3       1.5       1  
No Income Verification
  A     0       0       148749       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       109196       0     6 Mo int on UPB     24       21       0     2/28 6 MO LIBOR   First Lien     7.1       14.1       4.15       39417       3       1.5       1  

Page 253 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
No Income Verification
  A     0       0       430000       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR IO   First Lien     6.78       13.78       4.08       39783       3       1.5       1  
Full Documentation
  A     0       0       206000       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR IO   First Lien     7.48       14.48       4.53       12/1/2008       3       1.5       1  
Full Documentation
  A     0       0       299000       0     6 Mo int on UPB     12       9       0     2/28 6 MO LIBOR IO   First Lien     7.05       14.05       4.1       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       103500       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       134000       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     8.04       15.04       5.09       39783       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.69       16.69       6.74       39417       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       21       0     2/28 6 MO LIBOR   First Lien     7.89       14.89       4.94       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.5       15.5       5.55       12/1/2007       3       1.5       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     24       21       0     2/28 6 MO LIBOR   First Lien     10.75       17.75       7.8       39417       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.89       14.89       4.94       39417       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       21       0     2/28 ARM 40/30 BALLOON   First Lien     7.99       14.99       5.04       39417       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.6       14.6       4.65       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     5% of UPB     24       21       0     2/28 6 MO LIBOR   First Lien     7.79       14.79       4.84       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.99       16.99       7.04       39417       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     7.79       14.79       5.09       12/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.6       14.6       4.65       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.6       14.6       4.9       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.99       13.99       4.04       12/1/2007       3       1.5       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  

Page 254 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.9       13.9       4.2       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     5/25 6 MO LIBOR   First Lien     8.94       14.94       2.25       40513       2       2       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       53250       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     7.8       14.8       4.85       39783       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     12       9       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.6       14.6       4.65       39417       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     6.1       13.1       3.15       39417       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     12       9       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     6.18       13.18       3.23       12/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8       15       5.05       39417       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     8.55       15.55       6.15       39417       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.99       14.99       5.04       39417       3       1.5       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.42       14.42       4.47       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Limited Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.99       16.99       7.04       39417       3       1.5       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     7.5       14.5       4.55       12/1/2007       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     7.7       14.7       4.75       12/1/2008       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR IO   First Lien     6.85       13.85       3.9       39417       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     3/27 ARM 40/30 BALLOON   First Lien     7.95       14.95       5       39783       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     24       21       0     2/28 6 MO LIBOR   First Lien     8.02       15.02       5.07       12/1/2007       3       1.5       1  

Page 255 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.99       15.99       6.04       12/1/2007       3       1.5       1  
No Income Verification
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  B     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     8.8       15.8       6.1       12/1/2007       3       1.5       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 ARM 40/30 BALLOON   First Lien     7.45       14.45       4.5       12/1/2007       3       1.5       1  
Limited Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Limited Documentation
  B     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     8.99       15.99       6.04       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     8.65       15.65       5.95       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     7.75       14.75       4.8       39417       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     1% of UPB     12       9       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       21       0     2/28 6 MO LIBOR   First Lien     7.95       14.95       5       39417       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     2/28 6 MO LIBOR   First Lien     7.65       14.65       4.95       12/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     6.55       13.55       3.85       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     6.325       13.325       3.375       39417       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     12       9       0     2/28 6 MO LIBOR   First Lien     7.85       14.85       4.9       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.53       13.53       3.58       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     6.74       13.74       4.04       12/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     7.7       14.7       4.75       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     6.1       13.1       3.15       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       455990       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.35       14.35       4.4       12/1/2007       3       1.5       1  
No Income Verification
  A     0       0       455990       0     No Prepay Penalty     0       0       0     Fixed Rate Balloon   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       92500       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     9.34       16.34       6.39       12/1/2007       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     24       21       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.95       16.95       6.878       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     6.5       13.5       3.55       12/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.35       15.35       6.35       39417       3       1       1  

Page 256 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       21       0     2/28 6 MO LIBOR IO   First Lien     7.625       13.625       5.625       39417       2       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     7.99       13.99       6.99       12/1/2007       3       1       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     8.5       15.5       7       39783       1.5       1.5       1  
No Income Verification
  A     0       0       345000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.925       15.925       5.83       2/1/2008       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     12       9       0     2/28 6 MO LIBOR IO   First Lien     6.5       13.5       3.8       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       180000       0     6 Mo int on UPB     36       33       0     3/27 ARM 40/30 BALLOON   First Lien     6.68       13.68       3.73       39783       3       1.5       1  
Full Documentation
  C     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR IO   First Lien     6.1       13.1       3.15       39417       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     7.79       14.79       4.84       39783       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     6.25       13.25       3.3       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       21       0     2/28 6 MO LIBOR   First Lien     8.8       15.8       5.85       12/1/2007       3       1.5       1  
Full Documentation
  D     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.69       16.69       6.74       12/1/2007       3       1.5       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     10.2       17.2       7.5       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       21       0     2/28 6 MO LIBOR   First Lien     7.35       14.35       4.4       39417       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     6.1       13.1       3.15       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     2/28 6 MO LIBOR   First Lien     7.99       14.99       5.29       39417       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.9       16.9       6.95       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       100000       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     9.2       16.2       6.5       12/1/2008       3       1.5       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.55       15.55       5.85       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.65       14.65       4.7       39417       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.05       16.05       7.55       39417       1.5       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR IO   First Lien     8.95       15.95       7.45       39783       1.5       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR IO   First Lien     8.175       15.175       6.675       12/1/2008       1.5       1.5       1  

Page 257 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
No Income Verification
  A     0       0       360000       0     6 Mo int on UPB     24       21       0     2/28 6 MO LIBOR   First Lien     6.33       13.33       3.38       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     9.9       16.9       8.4       12/1/2008       1.5       1.5       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     8.175       15.175       6.05       12/1/2008       1.5       1.5       1  
Full Documentation
  A     0       0       127900       0     No Prepay Penalty     0       0       0     5/25 ARM IO   First Lien     5.99       11.99       2.25       40513       2       2       1  
Full Documentation
  A     0       0       143830       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.9       13.9       3.95       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       171698       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       252093       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     8.3       15.3       5.6       12/1/2007       3       1.5       1  
No Income Verification
  A     0       0       135520       0     No Prepay Penalty     0       0       0     Fixed Rate Balloon   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       84700       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       191411       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     6.3       13.3       3.35       39783       3       1.5       1  
Full Documentation
  A     0       0       144784       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.15       14.15       4.75       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       202001       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       509990       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR IO   First Lien     6.95       13.95       4.55       12/1/2008       3       1.5       1  
No Income Verification
  A     0       0       135520       0     6 Mo int on UPB     24       21       0     2/28 6 MO LIBOR   First Lien     6.85       13.85       3.9       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       127900       0     6 Mo int on UPB     24       21       0     2/28 6 MO LIBOR IO   First Lien     6.86       13.86       3.91       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       60000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.99       13.99       4.29       12/1/2007       3       1.5       1  
No Income Verification
  A     0       0       186290       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       376910       0     6 Mo int on UPB     12       9       0     2/28 6 MO LIBOR   First Lien     6.48       13.48       3.78       12/1/2007       3       1.5       1  
No Income Verification
  A     0       0       555000       0     6 Mo int on UPB     12       9       0     3/27 ARM 40/30 BALLOON   First Lien     5.99       12.99       3.04       12/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     1% of UPB     12       10       0     2/28 6 MO LIBOR   First Lien     5.82       12.82       2.87       12/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       22       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       21       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     24       21       0     2/28 6 MO LIBOR   First Lien     6.73       13.73       3.78       12/1/2007       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR IO   First Lien     7.43       14.43       4.48       39783       3       1.5       1  
Full Documentation
  A     0       0       126500       0     6 Mo int on UPB     24       21       0     2/28 6 MO LIBOR   First Lien     8.05       15.05       5.1       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate Balloon   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     7.875       14.875       6.375       1/1/2009       1.5       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       181000       0     6 Mo int on UPB     24       21       0     2/28 ARM 40/30 BALLOON   First Lien     6.05       13.05       3.1       39417       3       1.5       1  
Full Documentation
  A     0       0       473000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.55       13.55       3.85       39417       3       1.5       1  

Page 258 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
No Income Verification
  A     0       0       171000       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     7.35       14.35       4.4       39783       3       1.5       1  
Full Documentation
  A     0       0       160197       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       123086       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       212000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.25       15.25       5.3       12/1/2007       3       1.5       1  
No Income Verification
  A     0       0       147000       0     6 Mo int on UPB     24       21       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       139420       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       199000       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     8.8       15.8       6.1       12/1/2008       3       1.5       1  
No Income Verification
  A     0       0       540000       0     6 Mo int on UPB     36       33       0     3/27 ARM 40/30 BALLOON   First Lien     6.43       13.43       3.48       12/1/2008       3       1.5       1  
No Income Verification
  A     0       0       138338       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       209565       0     6 Mo int on UPB     24       21       0     2/28 6 MO LIBOR   First Lien     7.5       14.5       4.55       39417       3       1.5       1  
No Income Verification
  A     0       0       190792       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     6.65       13.65       3.7       12/1/2008       3       1.5       1  
No Income Verification
  A     0       0       226499       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.9       13.9       3.95       39417       3       1.5       1  
Full Documentation
  A     0       0       305000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.98       13.98       4.03       39417       3       1.5       1  
No Income Verification
  A     0       0       521000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.95       13.95       4       12/1/2007       3       1.5       1  
No Income Verification
  A     0       0       355000       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     6.99       13.99       4.29       39783       3       1.5       1  
No Income Verification
  A     0       0       274524       0     6 Mo int on UPB     12       9       0     2/28 6 MO LIBOR IO   First Lien     6.95       13.95       4.25       39417       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.07       14.07       4.12       12/15/2007       3       1.5       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.2       14.2       4.25       39448       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     2/28 6 MO LIBOR   First Lien     7.73       14.73       4.78       12/15/2007       3       1.5       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     12       10       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.67       16.67       6.72       12/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       34       0     2/28 6 MO LIBOR   First Lien     8.85       15.85       6.15       39431       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     3/27 6 MO LIBOR   First Lien     7.75       14.75       4.8       12/15/2008       3       1.5       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.9       15.9       5.95       39417       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.25       15.25       5.29       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate Balloon   Second Lien     0       0       0               0       0       1  

Page 259 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate Balloon   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 ARM 40/30 BALLOON   First Lien     7.8       14.8       4.85       12/5/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.5       13.5       3.3       12/5/2007       2       1       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     9.525       16.525       6.15       12/1/2008       1.5       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR IO   First Lien     9.15       16.15       7.65       1/1/2009       1.5       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     8.775       15.775       7.275       39814       1.5       1.5       1  
Full Documentation
  A     0       0       156308       0     6 Mo int on UPB     36       33       0     Fixed Rate Balloon   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       164900       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       164000       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     6.34       13.34       3.94       12/1/2008       3       1.5       1  
Full Documentation
  A     0       0       79000       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       120500       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       280000       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       84900       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     5.99       12.99       3.04       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       54000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.35       14.35       4.4       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       331000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.39       13.39       3.44       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       156308       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       104000       0     No Prepay Penalty     0       0       0     Fixed Rate Balloon   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       410000       0     6 Mo int on UPB     36       33       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       129900       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       410000       0     6 Mo int on UPB     36       33       0     3/27 6 MO LIBOR   First Lien     7.08       14.08       4.13       39783       3       1.5       1  
Full Documentation
  A     0       0       549990       0     6 Mo int on UPB     12       9       0     2/28 6 MO LIBOR IO   First Lien     6.3       13.3       3.35       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       114000       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       143000       0     6 Mo int on UPB     24       21       0     2/28 6 MO LIBOR   First Lien     5.99       12.99       3.04       39417       3       1.5       1  
Full Documentation
  A     0       0       229351       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.2       14.2       5       39417       3       1.5       1  
No Income Verification
  A     0       0       530924       0     6 Mo int on UPB     12       9       0     2/28 6 MO LIBOR IO   First Lien     6.95       13.95       4       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       94950       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       497090       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     5.95       12.95       3.55       12/1/2007       3       1.5       1  
No Income Verification
  A     0       0       148205       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       142724       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       22       0     2/28 6 MO LIBOR   First Lien     8.43       15.43       5.48       12/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.35       13.35       3.4       12/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     12       10       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  

Page 260 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  C     0       0       0       0     6 Mo int on UPB     12       10       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.35       13.35       3.4       39431       3       1.5       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       136938       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       196201       0     6 Mo int on UPB     12       9       0     2/28 6 MO LIBOR IO   First Lien     6.65       13.65       3.7       39417       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.8       16.8       6.85       39431       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     12       10       0     2/28 6 MO LIBOR   First Lien     7.18       14.18       4.23       12/15/2007       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     24       22       0     2/28 ARM 40/30 BALLOON   First Lien     7.33       14.33       4.38       12/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.75       15.75       5.8       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       22       0     2/28 6 MO LIBOR   First Lien     7.95       14.95       5       39448       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.15       16.15       6.2       1/1/2008       3       1.5       1  
Full Documentation
  A     0       0       165000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.8       15.8       5.85       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     9.8       16.8       8.3       1/1/2009       1.5       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     10.1       17.1       8.6       1/1/2009       1.5       1.5       1  
Full Documentation
  A     0       0       216000       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR IO   First Lien     8.325       15.325       6.825       39783       1.5       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     10       17       8.5       39814       1.5       1.5       1  
Full Documentation
  A     0       0       342500       0     6 Mo int on UPB     24       21       0     2/28 6 MO LIBOR IO   First Lien     6.75       12.75       5.75       12/1/2007       3       1       1  
Full Documentation
  A     0       0       245900       0     6 Mo int on UPB     36       34       0     2/28 6 MO LIBOR IO   First Lien     7.9       14.9       4.95       39431       3       1.5       1  
Full Documentation
  A     0       0       209950       0     6 Mo int on UPB     36       34       0     3/27 6 MO LIBOR IO   First Lien     6.75       13.75       3.8       12/15/2008       3       1.5       1  
No Income Verification
  A     0       0       472786       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.75       13.75       4.05       12/1/2007       3       1.5       1  
No Income Verification
  A     0       0       195500       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       124900       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.99       14.99       5.04       12/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     3/27 6 MO LIBOR IO   First Lien     6.99       13.99       4.04       39797       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     3/27 6 MO LIBOR   First Lien     7.88       14.88       4.93       39797       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.49       13.49       3.54       1/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     2/28 6 MO LIBOR   First Lien     9.73       16.73       7.33       12/15/2007       3       1.5       1  

Page 261 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.15       16.15       6.2       39431       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     3/27 6 MO LIBOR IO   First Lien     6.92       13.92       4.22       12/15/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     12       10       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     2/28 6 MO LIBOR   First Lien     8.05       15.05       5.1       39431       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       22       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       34       0     3/27 6 MO LIBOR   First Lien     7.25       14.25       4.3       39797       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  B     0       0       0       0     6 Mo int on UPB     36       34       0     2/28 6 MO LIBOR   First Lien     10.21       17.21       7.26       12/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     3/27 6 MO LIBOR   First Lien     6.88       13.88       3.93       39797       3       1.5       1  
Full Documentation
  A     0       0       317910       0     6 Mo int on UPB     36       34       0     3/27 6 MO LIBOR IO   First Lien     6.99       13.99       4.59       39797       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.75       16.75       6.8       12/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       22       0     2/28 6 MO LIBOR   First Lien     6.15       13.15       3.08       1/1/2008       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       34       0     3/27 6 MO LIBOR   First Lien     6.59       13.59       3.89       39797       3       1.5       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.2       16.2       6       12/6/2007       2       1       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     8.45       15.45       6.95       1/1/2009       1.5       1.5       1  
Full Documentation
  A     0       0       125000       0     6 Mo int on UPB     36       34       0     2/28 6 MO LIBOR   First Lien     6.13       13.13       3.18       12/15/2007       3       1.5       1  
Full Documentation
  A     0       0       62500       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       172138       0     6 Mo int on UPB     36       33       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       320000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.78       13.78       3.83       39448       3       1.5       1  
Full Documentation
  A     0       0       409424       0     6 Mo int on UPB     24       21       0     2/28 6 MO LIBOR IO   First Lien     6.35       13.35       3.4       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       92700       0     6 Mo int on UPB     36       34       0     2/28 6 MO LIBOR   First Lien     7.48       14.48       4.53       39431       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       34       0     2/28 ARM 40/30 BALLOON   First Lien     7.22       14.22       4.27       12/15/2007       3       1.5       1  
No Income Verification
  A     0       0       200000       0     6 Mo int on UPB     36       34       0     3/27 ARM 40/30 BALLOON   First Lien     6.86       13.86       4.16       39814       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     2 Mo int on UPB     36       34       0     Fixed Rate   Second Lien     0       0       0               0       0       1  

Page 262 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     2/28 6 MO LIBOR   First Lien     6.3       13.3       3.35       12/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.66       14.66       4.96       39431       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       34       0     3/27 6 MO LIBOR   First Lien     7.7       14.7       4.75       12/15/2008       3       1.5       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Limited Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     2/28 6 MO LIBOR   First Lien     7.6       14.6       4.65       1/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       185000       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     8.6       15.6       7.1       1/1/2009       1.5       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR IO   First Lien     8.7       15.7       7.2       39814       1.5       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     9.55       16.55       8.05       1/1/2009       1.5       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR IO   First Lien     8.725       15.725       7.225       1/1/2009       1.5       1.5       1  
Full Documentation
  A     0       0       174400       0     6 Mo int on UPB     12       10       0     2/28 6 MO LIBOR IO   First Lien     7.5       14.5       4.55       1/1/2008       3       1.5       1  
Full Documentation
  A     0       0       106724       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  

Page 263 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       166000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.99       13.99       4.04       1/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     2/28 6 MO LIBOR   First Lien     6.9       13.9       4.2       39431       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     24       22       0     2/28 ARM 40/30 BALLOON   First Lien     6.29       13.29       3.34       39448       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       22       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     3/27 6 MO LIBOR   First Lien     8.1       15.1       5.15       12/15/2008       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     24       22       0     2/28 6 MO LIBOR   First Lien     7.73       14.73       4.78       12/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.17       14.17       4.22       12/15/2007       3       1.5       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.35       14.35       4.65       12/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       124570       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.99       14.99       5.04       1/1/2008       3       1.5       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     9.2       16.2       7.7       39814       1.5       1.5       1  
No Income Verification
  A     0       0       159508       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       102100       0     6 Mo int on UPB     36       34       0     2/28 6 MO LIBOR   First Lien     6.28       13.28       3.33       39431       3       1.5       1  
Full Documentation
  A     0       0       436429       0     6 Mo int on UPB     24       21       0     3/27 6 MO LIBOR IO   First Lien     6.95       13.95       4       39783       3       1.5       1  
No Income Verification
  A     0       0       440990       0     6 Mo int on UPB     36       34       0     3/27 ARM 40/30 BALLOON   First Lien     7.59       14.59       4.64       1/1/2009       3       1.5       1  
No Income Verification
  A     0       0       405000       0     6 Mo int on UPB     36       34       0     3/27 ARM 40/30 BALLOON   First Lien     6.86       13.86       3.91       1/1/2009       3       1.5       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  

Page 264 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     3/27 6 MO LIBOR IO   First Lien     7.18       14.18       4.23       39797       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     3/27 6 MO LIBOR IO   First Lien     6.18       13.18       3.23       12/15/2008       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       34       0     3/27 6 MO LIBOR   First Lien     6.99       13.99       4.04       12/15/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       22       0     2/28 6 MO LIBOR   First Lien     6.99       13.99       4.04       12/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       22       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     3/27 6 MO LIBOR   First Lien     7.99       14.99       5.04       12/15/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.33       13.33       3.38       12/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.35       16.35       6.4       12/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.59       15.59       5.64       12/15/2007       3       1.5       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       34       0     2/28 6 MO LIBOR   First Lien     7.6       14.6       4.65       12/15/2007       3       1.5       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       34       0     3/27 6 MO LIBOR   First Lien     9.26       16.26       6.31       12/15/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.25       14.25       4.3       12/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.6       13.6       3.65       39431       3       1.5       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.1       15.1       5.4       12/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     2/28 6 MO LIBOR   First Lien     6.22       13.22       3.52       12/15/2007       3       1.5       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.99       14.99       5.29       12/15/2007       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     24       22       0     2/28 6 MO LIBOR   First Lien     7.05       14.05       4.1       39448       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       34       0     2/28 6 MO LIBOR   First Lien     7.85       14.85       4.9       12/15/2007       3       1.5       1  
No Income Verification
  A     0       0       377000       0     6 Mo int on UPB     24       22       0     3/27 6 MO LIBOR IO   First Lien     7.25       14.25       4.3       39814       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       34       0     2/28 6 MO LIBOR   First Lien     6.7       13.7       3.75       12/15/2007       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       34       0     2/28 6 MO LIBOR   First Lien     7.5       14.5       4.55       12/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.25       14.25       4.15       12/26/2007       2       1       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     9       16       7.5       39814       1.5       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     7.95       14.95       6.45       1/1/2009       1.5       1.5       1  
Full Documentation
  A     0       0       98580       0     6 Mo int on UPB     36       34       0     Fixed Rate Balloon   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       162446       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     8.6       15.6       5.65       39448       3       1.5       1  
Full Documentation
  A     0       0       162446       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       325238       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.5       14.5       4.05       39448       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     2/28 6 MO LIBOR   First Lien     7.28       14.28       4.58       12/15/2007       3       1.5       1  

Page 265 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.4       13.4       3.45       1/1/2008       3       1.5       1  
Full Documentation
  C     0       0       0       0     6 Mo int on UPB     36       34       0     2/28 6 MO LIBOR   First Lien     9.75       16.75       6.8       12/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.77       15.77       5.82       39431       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate Balloon   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.95       16.95       7       12/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     3/27 6 MO LIBOR   First Lien     8.65       15.65       5.7       39797       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     6 Mo int on UPB     36       34       0     2/28 6 MO LIBOR   First Lien     9.25       16.25       6.3       12/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     2/28 6 MO LIBOR   First Lien     6.25       13.25       3.55       39431       3       1.5       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  D     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     3/27 6 MO LIBOR   First Lien     7.5       14.5       4.55       1/1/2009       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.08       13.08       3.13       12/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       34       0     2/28 6 MO LIBOR   First Lien     6.9       13.9       3.95       12/15/2007       3       1.5       1  
No Income Verification
  A     0       0       146164       0     6 Mo int on UPB     36       34       0     Fixed Rate Balloon   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       34       0     3/27 ARM 40/30 BALLOON   First Lien     6.89       13.89       3.94       1/1/2009       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  B     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.21       16.21       6.26       12/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       22       0     2/28 ARM 40/30 BALLOON   First Lien     8.3       15.3       5.35       12/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     10.2       17.2       7.1       39448       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.54       14.54       4.59       12/15/2007       3       1.5       1  

Page 266 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.5       16.5       5.5       1/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.35       14.35       4.25       12/12/2007       2       1       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       22       0     2/28 6 MO LIBOR   First Lien     7.95       14.95       5.17       1/1/2008       3       1       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.95       15.95       5.85       1/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     9.65       16.65       8.15       1/1/2009       1.5       1.5       1  
Full Documentation
  A     0       0       135970       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.3       14.3       4.9       1/1/2008       3       1.5       1  
Full Documentation
  A     0       0       135970       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       113000       0     1% of UPB     24       22       0     2/28 6 MO LIBOR   First Lien     6.48       13.48       3.53       12/15/2007       3       1.5       1  
Full Documentation
  A     0       0       320000       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       337000       0     6 Mo int on UPB     12       10       0     2/28 6 MO LIBOR IO   First Lien     7.42       14.42       4.47       1/1/2008       3       1.5       1  
No Income Verification
  A     0       0       134565       0     6 Mo int on UPB     24       22       0     2/28 6 MO LIBOR   First Lien     6.35       13.35       3.4       1/1/2008       3       1.5       1  
Full Documentation
  A     0       0       212000       0     6 Mo int on UPB     36       34       0     3/27 6 MO LIBOR IO   First Lien     6.98       13.98       4.03       12/15/2008       3       1.5       1  
No Income Verification
  A     0       0       158000       0     6 Mo int on UPB     24       22       0     2/28 6 MO LIBOR   First Lien     7.28       14.28       4.33       12/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.17       14.17       4.22       12/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     2/28 6 MO LIBOR   First Lien     9.15       16.15       6.2       39431       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR IO   First Lien     7.57       14.57       4.62       39797       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.95       14.95       5       12/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     3/27 6 MO LIBOR IO   First Lien     7.45       14.45       4.5       12/15/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.25       14.25       4.3       39431       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     6.04       13.04       3.09       12/15/2008       3       1.5       1  
Full Documentation
  C     0       0       0       0     6 Mo int on UPB     36       34       0     2/28 6 MO LIBOR   First Lien     10.89       17.89       7.79       12/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       22       0     2/28 6 MO LIBOR   First Lien     6.57       13.57       3.62       12/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       22       0     2/28 6 MO LIBOR   First Lien     7.68       14.68       4.73       39431       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       34       0     2/28 6 MO LIBOR   First Lien     10.33       17.33       7.38       12/15/2007       3       1.5       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     3/27 6 MO LIBOR   First Lien     6.25       13.25       3.3       39797       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     2/28 6 MO LIBOR   First Lien     6.77       13.77       3.82       39431       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.95       14.95       5       39431       3       1.5       1  
Limited Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     2/28 6 MO LIBOR   First Lien     6.3       13.3       3.35       39431       3       1.5       1  

Page 267 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     2 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       34       0     2/28 6 MO LIBOR   First Lien     8.81       15.81       5.86       12/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     2/28 6 MO LIBOR   First Lien     6.28       13.28       3.33       39448       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     2/28 6 MO LIBOR   First Lien     8.68       15.68       5.73       39431       3       1.5       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.16       15.16       5.21       39431       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.89       14.89       4.94       39431       3       1.5       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.4       16.4       6.7       39431       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.55       15.55       5.6       39431       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.18       15.18       5.23       39431       3       1.5       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 ARM 40/30 BALLOON   First Lien     8.38       15.38       5.43       39431       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     2/28 6 MO LIBOR IO   First Lien     6.32       13.32       3.37       39431       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.99       14.99       4.84       1/1/2008       3       1.5       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.875       14.875       4.775       12/12/2007       2       1       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     9.325       16.325       7.2       1/1/2009       1.5       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR IO   First Lien     8.8       15.8       7.3       39814       1.5       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR IO   First Lien     8.825       15.825       7.325       39814       1.5       1.5       1  
Full Documentation
  A     0       0       79250       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       351000       0     6 Mo int on UPB     24       22       0     3/27 ARM 40/30 BALLOON   First Lien     8.43       15.43       5.48       12/15/2008       3       1.5       1  
Full Documentation
  A     0       0       254067       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.1       14.1       4.15       39448       3       1.5       1  
Full Documentation
  A     0       0       279048       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.96       14.96       4.86       1/1/2008       3       1.5       1  
Full Documentation
  A     0       0       131795       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       130000       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       177000       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     6.25       13.25       3.3       39431       3       1.5       1  
Full Documentation
  A     0       0       177000       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       230485       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.75       16.75       6.85       39448       3       1.5       1  
Full Documentation
  A     0       0       131795       0     No Prepay Penalty     0       0       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       211225       0     6 Mo int on UPB     24       22       0     2/28 6 MO LIBOR   First Lien     8.5       15.5       5.55       39448       3       1.5       1  
No Income Verification
  A     0       0       505000       0     No Prepay Penalty     0       0       0     2/28 ARM 40/30 BALLOON   First Lien     6.99       13.99       4.04       1/1/2008       3       1.5       1  
Full Documentation
  A     0       0       170000       0     6 Mo int on UPB     36       34       0     3/27 6 MO LIBOR   First Lien     7.8       14.8       4.85       12/15/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.9       14.9       4.95       12/15/2007       3       1.5       1  

Page 268 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.85       15.85       5.9       12/15/2007       3       1.5       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     10.99       17.99       8.04       39431       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.99       15.99       6.04       39431       3       1.5       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     6 Mo int on UPB     36       34       0     2/28 6 MO LIBOR   First Lien     10.93       17.93       8.23       12/15/2007       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       34       0     3/27 6 MO LIBOR   First Lien     6.95       13.95       4       39797       3       1.5       1  
Full Documentation
  C     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.99       16.99       7.04       39431       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     2/28 6 MO LIBOR   First Lien     8.25       15.25       5.3       12/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.99       15.99       6.04       39431       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     3/27 6 MO LIBOR   First Lien     6.03       13.03       2.93       12/15/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     2/28 6 MO LIBOR IO   First Lien     6.65       13.65       3.95       1/1/2008       3       1.5       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  B     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     10.74       17.74       7.79       39431       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     6.6       13.6       3.65       12/15/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.23       14.23       4.28       12/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       22       0     2/28 6 MO LIBOR   First Lien     8.85       15.85       5.75       39448       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       22       0     2/28 6 MO LIBOR   First Lien     7.79       14.79       4.69       39431       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.5       13.5       3.55       39431       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.68       15.68       5.58       12/15/2007       3       1.5       1  
Limited Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       34       0     2/28 6 MO LIBOR   First Lien     7.36       14.36       4.66       12/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   Second Lien     0       0       0               0       0       1  

Page 269 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate IO   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     10.81       17.81       7.86       12/15/2007       3       1.5       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.69       16.69       6.74       12/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       34       0     2/28 6 MO LIBOR   First Lien     9.46       16.46       6.51       39431       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     2/28 6 MO LIBOR   First Lien     6.36       13.36       3.26       39431       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.5       16.5       6.4       12/15/2007       3       1.5       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     2/28 6 MO LIBOR   First Lien     7.25       14.25       4.3       12/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     3/27 6 MO LIBOR   First Lien     7.73       14.73       4.78       39814       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     3/27 6 MO LIBOR   First Lien     7.49       14.49       4.54       12/15/2008       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.63       15.63       5.68       12/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     2/28 ARM 40/30 BALLOON   First Lien     6.3       13.3       3.35       12/15/2007       3       1.5       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.72       15.72       5.77       39431       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.81       16.81       6.86       39431       3       1.5       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     12       10       0     3/27 ARM 40/30 BALLOON   First Lien     7.48       14.48       4.53       39797       3       1.5       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.02       14.02       4.07       39431       3       1.5       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     10.35       17.35       7.25       12/15/2007       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     24       22       0     2/28 ARM 40/30 BALLOON   First Lien     7.73       14.73       4.78       39448       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     2/28 6 MO LIBOR   First Lien     8.7       15.7       5.75       39431       3       1.5       1  
No Income Verification
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  

Page 270 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.49       14.49       4.54       12/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     2/28 ARM 40/30 BALLOON   First Lien     6.5       13.5       3.55       1/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 ARM 40/30 BALLOON   First Lien     6.5       13.5       3.41       12/1/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     12       10       0     2/28 6 MO LIBOR IO   First Lien     8.7       15.7       5.6       1/1/2008       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     24       22       0     2/28 6 MO LIBOR   First Lien     8.3       15.3       5.35       39448       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     2/28 6 MO LIBOR   First Lien     7.87       14.87       4.92       39431       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     2/28 6 MO LIBOR   First Lien     7.4       14.4       4.45       12/15/2007       3       1.5       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       34       0     2/28 6 MO LIBOR IO   First Lien     8.99       15.99       5.89       39448       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     2/28 ARM 40/30 BALLOON   First Lien     6.97       13.97       4.02       39448       3       1.5       1  
No Income Verification
  A     0       0       667347       0     6 Mo int on UPB     12       10       0     2/28 6 MO LIBOR IO   First Lien     6.9       13.9       4.7       1/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       22       0     2/28 ARM 40/30 BALLOON   First Lien     7.7       14.7       4.55       39448       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       22       0     2/28 6 MO LIBOR   First Lien     7.4       14.4       4.3       1/1/2008       3       1.5       1  
No Income Verification
  A     0       0       267850       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR IO   First Lien     8.3       15.3       5.35       1/1/2009       3       1.5       1  
Full Documentation
  A     0       0       247000       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     8.95       15.95       6.825       1/1/2009       1.5       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     2/28 6 MO LIBOR   First Lien     8.43       15.43       5.33       12/15/2007       3       1.5       1  
Full Documentation
  A     0       0       110000       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 ARM 40/30 BALLOON   First Lien     7.72       14.72       4.77       39431       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     2/28 6 MO LIBOR   First Lien     6.73       13.73       4.33       39431       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     2/28 6 MO LIBOR   First Lien     9.99       16.99       7.04       39431       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     5/25 6 MO LIBOR   First Lien     7.14       13.14       2.25       40544       2       2       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.57       13.57       3.62       12/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.25       14.25       4.3       12/15/2007       3       1.5       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     10.43       17.43       8.03       12/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.25       16.25       6.3       39431       3       1.5       1  
No Income Verification
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     2/28 6 MO LIBOR   First Lien     7.76       14.76       4.81       12/15/2007       3       1.5       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.21       16.21       6.26       12/15/2007       3       1.5       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  

Page 271 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.55       15.55       5.6       12/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.12       16.12       6.17       39431       3       1.5       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     10.43       17.43       7.48       39431       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     2/28 ARM 40/30 BALLOON   First Lien     6.7       13.7       3.75       12/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     2/28 6 MO LIBOR   First Lien     6.99       13.99       3.89       39431       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.46       13.46       3.51       39431       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     2/28 6 MO LIBOR   First Lien     7.75       14.75       4.8       12/15/2007       3       1.5       1  
No Income Verification
  B     0       0       0       0     6 Mo int on UPB     36       34       0     2/28 6 MO LIBOR   First Lien     9.91       16.91       6.96       12/15/2007       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       34       0     2/28 6 MO LIBOR   First Lien     7.99       14.99       5.04       39431       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     24       22       0     2/28 6 MO LIBOR IO   First Lien     7.7       14.7       4.55       39448       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.9       15.9       5.8       39448       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       34       0     2/28 6 MO LIBOR   First Lien     9.08       16.08       6.13       12/15/2007       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       218000       0     6 Mo int on UPB     36       34       0     Fixed Rate Balloon   First Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       551026       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.5       14.5       5.3       1/1/2008       3       1.5       1  
No Income Verification
  A     0       0       196954       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     10.2       17.2       7.1       1/1/2009       3       1.5       1  
No Income Verification
  A     0       0       196954       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       159750       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     7.28       14.28       4.33       39797       3       1.5       1  
Limited Documentation
  A     0       0       89950       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       236330       0     No Prepay Penalty     0       0       0     2/28 ARM 40/30 BALLOON   First Lien     7.2       14.2       4.1       1/1/2008       3       1.5       1  
Full Documentation
  A     0       0       114000       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       142000       0     6 Mo int on UPB     36       34       0     2/28 6 MO LIBOR   First Lien     7.53       14.53       4.83       39431       3       1.5       1  
Full Documentation
  A     0       0       162058       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9       16       6.3       39448       3       1.5       1  
Full Documentation
  A     0       0       130000       0     6 Mo int on UPB     36       34       0     Fixed Rate Balloon   First Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       225500       0     6 Mo int on UPB     36       34       0     3/27 6 MO LIBOR IO   First Lien     7.88       14.88       4.93       39814       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.96       15.96       6.26       39448       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.55       15.55       5.45       1/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     2/28 6 MO LIBOR   First Lien     6.7       13.7       3.6       1/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  

Page 272 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate Balloon   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.9       14.9       4.95       1/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     3/27 6 MO LIBOR IO   First Lien     6.67       13.67       3.57       1/1/2009       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     6.3       13.3       3.35       1/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     3/27 6 MO LIBOR   First Lien     5.95       12.95       3       39814       3       1.5       1  
No Income Verification
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     2/28 6 MO LIBOR   First Lien     6.56       13.56       3.61       1/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     8.1       15.1       5.15       1/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     2/28 6 MO LIBOR   First Lien     6.3       13.3       3.35       39448       3       1.5       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.84       16.84       6.89       1/1/2008       3       1.5       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.89       16.89       7.19       1/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     10.96       17.96       8.01       39448       3       1.5       1  
Full Documentation
  C     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     2/28 6 MO LIBOR   First Lien     7.5       14.5       4.8       39448       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Full Documentation
  B     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
Limited Documentation
  B     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     10.55       17.55       7.6       1/1/2008       3       1.5       1  
No Income Verification
  A     0       0       0       0     6 Mo int on UPB     36       34       0     3/27 6 MO LIBOR IO   First Lien     6.75       13.75       3.8       1/1/2009       3       1.5       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     12       10       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     9.76       16.76       6.81       1/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  D     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.5       14.5       4.55       1/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     12       10       0     2/28 6 MO LIBOR   First Lien     7.85       14.85       4.75       1/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  

Page 273 of 274


 

New Castle 2006-1: Final Pool (Schedule balances as of 3/1/2006)
                                                                                                                             
                                Actual               Remaining                   Minimum   Maximum           Next   Initial        
    Risk   Appraisal   Review           Unpaid       Prepayment   Prepayment   Rounding           Mortgage   Mortgage   Gross   Adjustment   Periodic   Subsequent    
Documentation Program   Grade   Value   Appraisal   Sale Price   Balance   Prepayment Penalty   Term   Term   Code   Product   Lien Position   Rate   Rate   Margin   Date   Rate Cap   Rate Cap   Group
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     8.65       15.65       5.55       39432       3       1.5       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       22       0     2/28 6 MO LIBOR   First Lien     5.1       15.25       5.1       1/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR IO   First Lien     9.85       16.85       8.35       1/1/2009       1.5       1.5       1  
Full Documentation
  C     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR   First Lien     9.2       16.2       7.7       39814       1.5       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     3/27 6 MO LIBOR IO   First Lien     9.5       16.5       8       39814       1.5       1.5       1  
Full Documentation
  A     0       0       174000       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       175770       0     6 Mo int on UPB     36       34       0     3/27 6 MO LIBOR IO   First Lien     7.43       14.43       4.48       12/15/2008       3       1.5       1  
Full Documentation
  A     0       0       199450       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       277950       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.39       14.39       4.29       1/1/2008       3       1.5       1  
Full Documentation
  A     0       0       165491       0     6 Mo int on UPB     24       22       0     2/28 6 MO LIBOR   First Lien     6.05       13.05       3.1       1/1/2008       3       1.5       1  
No Income Verification
  A     0       0       209286       0     6 Mo int on UPB     12       10       0     2/28 6 MO LIBOR IO   First Lien     7.6       14.6       5.4       1/1/2008       3       1.5       1  
No Income Verification
  A     0       0       686664       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR IO   First Lien     7.26       14.26       4.31       1/1/2008       3       1.5       1  
Full Documentation
  A     0       0       476054       0     6 Mo int on UPB     12       10       0     3/27 6 MO LIBOR IO   First Lien     6.2       13.2       3.5       1/1/2009       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.82       14.82       4.87       1/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   Second Lien     0       0       0               0       0       1  
No Income Verification
  A     0       0       0       0     2 Mo int on UPB     36       34       0     2/28 6 MO LIBOR   First Lien     8.99       15.99       6.04       1/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     2/28 6 MO LIBOR   First Lien     7.98       14.98       5.03       1/1/2008       3       1.5       1  
Full Documentation
  A     0       0       0       0     No Prepay Penalty     0       0       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Limited Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0       0       0               0       0       1  
Full Documentation
  A     0       0       0       0     6 Mo int on UPB     24       22       0     2/28 6 MO LIBOR IO   First Lien     6.25       13.25       3.3       1/1/2008       3       1.5       1  
 
Full Documentation
  A                           6 Mo int on UPB     36       34       0     Fixed Rate   First Lien     0.000       0.000       0.000               0.000       0.000       1  
 
No Income Verification
  A                           6 Mo int on UPB     36       34       0     3/27 6 MO LIBOR IO   First Lien     7.130       14.130       4.030       39814       3.000       1.500       1  
 

Page 274 of 274


 

EXHIBIT C
FORM OF REQUEST FOR RELEASE
(for Indenture Trustee)
LOAN INFORMATION
         
Name of Mortgagor:
       
 
 
 
   
Servicer Loan No.:
       
 
 
 
   
 
       
INDENTURE TRUSTEE
   
 
       
Name:
       
 
 
 
   
Address:
       
 
 
 
   
 
       
 
 
 
   
Trustee Mortgage
       
File No.:
       
 
 
 
   
 
       
ISSUER
       
 
       
Name:
  NEWCASTLE MORTGAGE SECURITIES TRUST 2006-1
 
       
Address:
       
Notes:
  Asset-Backed Notes, Series 2006-1.    
          The undersigned Servicer hereby acknowledges that it has received from JPMorgan Chase Bank, N.A., as Indenture Trustee for the Holders of Asset-Backed Notes, Series 2006-1, the documents referred to below (the “Documents”). All capitalized terms not otherwise defined in this Request for Release shall have the meanings given them in the Sale and Servicing Agreement, dated as of April 6, 2006, among the Indenture Trustee, the Issuer, the Servicer and the Depositor (the “Sale and Servicing Agreement”).
( )   Promissory Note dated _______________, 20__, in the original principal sum of $__________, made by _____________________, payable to, or endorsed to the order of, the Indenture Trustee.
( )   Mortgage recorded on _________________________ as instrument no. ____________________ in the County Recorder’s Office of the County of _______________, State of __________________ in book/reel/docket_________________ of official records at page/image ____________.
( )   Deed of Trust recorded on ___________________ as instrument no. ________________ in the County Recorder’s Office of the County of _________________, State of ____________________ in book/reel/docket _________________ of official records at page/image _____________.

 


 

( )   Assignment of Mortgage or Deed of Trust to the Indenture Trustee, recorded on __________________ as instrument no. _________ in the County Recorder’s Office of the County of _______________, State of _______________________ in book/reel/docket ____________ of official records at page/image ___________.
( )   Other documents, including any amendments, assignments or other assumptions of the Mortgage Note or Mortgage.
         
( )
 
 
   
 
( )
 
 
   
 
( )
 
 
   
 
( )
 
 
   

 


 

          The undersigned Servicer hereby acknowledges and agrees as follows:
          (1) The Servicer shall hold and retain possession of the Documents in trust for the benefit of the Indenture Trustee, solely for the purposes provided in the Sale and Servicing Agreement.
          (2) The Servicer shall not cause or permit the Documents to become subject to, or encumbered by, any claim, liens, security interest, charges, writs of attachment or other impositions nor shall the Servicer assert or seek to assert any claims or rights of setoff to or against the Documents or any proceeds thereof.
          (3) The Servicer shall return each and every Document previously requested from the Mortgage File to the Indenture Trustee when the need therefor no longer exists, unless the Mortgage Loan relating to the Documents has been liquidated and the proceeds thereof have been remitted to the Collection Account and except as expressly provided in the Sale and Servicing Agreement.
          (4) The Documents and any proceeds thereof, including any proceeds of proceeds, coming into the possession or control of the Servicer shall at all times be earmarked for the account of the Indenture Trustee, and the Servicer shall keep the Documents and any proceeds separate and distinct from all other property in the Servicer’s possession, custody or control.
Dated:
         
  CENTEX HOME EQUITY COMPANY, LLC
 
 
  By:      
    Name:      
    Title:      

 


 

         
EXHIBIT D-1
FORM OF INDENTURE TRUSTEE’S INITIAL CERTIFICATION
         
 
                [Date]
 
 
  Newcastle Mortgage Securities Trust 2006-1   Financial Asset Securities Corp.
 
  c/o Wilmington Trust Company   600 Steamboat Road
 
  Rodney Square North   Greenwich, Connecticut 06830
 
  1100 North Market Street    
 
  Wilmington, Delaware 19990-0001    
 
  Attention: Corporate Trust Administration    
  Re:    Sale and Servicing Agreement, dated April 6, 2006, among Financial Asset Securities Corp., Newcastle Mortgage Securities Trust 2006-1, Centex Home Equity Company, LLC and JPMorgan Chase Bank, N.A.
Ladies and Gentlemen:
          In accordance with Section 2.01(i)-(vi) of the Sale and Servicing Agreement, the undersigned, as Indenture Trustee, hereby certifies that as to each Mortgage Loan listed in the Mortgage Loan Schedule (other than any Mortgage Loan paid in full or any Mortgage Loan specifically identified in the exception report annexed hereto as not being covered by such certification) (i) all documents constituting part of such Mortgage File (other than such documents described in Section 2.01 (vi) of the Sale and Servicing Agreement) required to be delivered to it pursuant to the Agreement are in its possession, (ii) such documents have been reviewed by it and appear regular on their face and relate to such Mortgage Loan and (iii) based on its examination and only as to the foregoing, the information set forth in the Mortgage Loan Schedule that corresponds to items (i), (iii), (x), (xi), (xii), (xviii), (xxiv) and (xxv) (but only as to Gross Margin, Maximum Mortgage Rate and Periodic Rate Cap) of the definition of “Mortgage Loan Schedule” accurately reflects information set forth in the Mortgage File.
          The Indenture Trustee makes no representations as to: (i) the validity, legality, sufficiency, enforceability, recordability or genuineness of any of the documents contained in the Mortgage File of any of the Mortgage Loans identified on the Mortgage Loan Schedule, (ii) the collectability, insurability, effectiveness or suitability of any such Mortgage Loan, or (iii) whether any Mortgage File included any of the documents specified in clause (vi) of Section 2.01 of the Sale and Servicing Agreement.

 


 

          Capitalized words and phrases used herein shall have the respective meanings assigned to them in the above-captioned Indenture.
         
  JPMORGAN CHASE BANK, N.A., as Indenture Trustee
 
 
  By:      
    Name:      
    Title:      
 

 


 

EXHIBIT D-2
FORM OF INDENTURE TRUSTEE’S FINAL CERTIFICATION
[Date]                                                                         
Financial Asset Securities Corp.
600 Steamboat Road
Greenwich, Connecticut 06830
  Re:   Sale and Servicing Agreement, dated April 6, 2006, among Financial Asset Securities Corp., Newcastle Mortgage Securities Trust 2006-1, Centex Home Equity Company, LLC and JPMorgan Chase Bank, N.A.
Ladies and Gentlemen:
          In accordance with Section 2.01(i)-(vi) of the Sale and Servicing Agreement, the undersigned, as Indenture Trustee, hereby certifies that as to each Mortgage Loan listed in the Mortgage Loan Schedule (other than any Mortgage Loan paid in full or any Mortgage Loan specifically identified in the exception report annexed hereto as not being covered by such certification) (i) all documents constituting part of such Mortgage File (other than such documents described in Section 2.01 (vi) of the Sale and Servicing Agreement) required to be delivered to it pursuant to the Sale and Servicing Agreement are in its possession.
          The undersigned hereby certifies that as to each Mortgage Loan identified on the Mortgage Loan Schedule, other than any Mortgage Loan listed on Schedule I hereto, it has reviewed the documents listed above and has determined that each such document appears to be regular on its face and relates to such Mortgage Loan and, based on an examination of such documents, the information set forth in (i) of the definition of Mortgage Loan Schedule accurately reflects information in the Mortgage File.
          We have made no independent examination of any documents contained in each Mortgage File beyond the review specifically required in the Sale and Servicing Agreement. We make no representations as to (i) the validity, legality, sufficiency, recordability, enforceability or genuineness of any of the documents contained in the Mortgage File pertaining to the Mortgage Loans identified on the Mortgage Loan Schedule, (ii) the collectability, insurability, effectiveness or suitability of any such Mortgage Loan or (iii) whether any Mortgage File includes any of the documents specified in clause (vi) of Section 2.01 of the Sale and Servicing Agreement.

 


 

          Capitalized words and phrases used herein shall have the respective meanings assigned to them in the Agreements. This Certificate is qualified in all respects by the terms of said Agreements.
         
  [TRUSTEE / CUSTODIAN]
 
 
  By:      
    Name:      
    Title:      

 


 

         
EXHIBIT E
FORM OF LOST NOTE AFFIDAVIT
          Personally appeared before me the undersigned authority to administer oaths, _____________________ who first being duly sworn deposes and says: Deponent is ___________________________ of ____________________________, successor by merger to _________________________ (“Seller”) and who has personal knowledge of the facts set out in this affidavit.
          On _______________________, ____________________________ did execute and deliver a promissory note in the principal amount of $___________________.
          That said note has been misplaced or lost through causes unknown and is presently lost and unavailable after diligent search has been made. Seller’s records show that an amount of principal and interest on said note is still presently outstanding, due, and unpaid, and Seller is still owner and holder in due course of said lost note.
          Seller executes this Affidavit for the purpose of inducing JPMorgan Chase Bank, N.A., as indenture trustee on behalf of Newcastle Mortgage Securities Trust 2006-1, Asset-Backed Notes, Series 2006-1, to accept the transfer of the above described loan from Seller.
          Seller agrees to indemnify JPMorgan Chase Bank, N.A. and Financial Asset Securities Corp. harmless for any losses incurred by such parties resulting from the above described promissory note has been lost or misplaced.
         
  By:      
       
         
STATE OF
    )  
 
    ) SS:  
COUNTY OF
    )  
          On this ______ day of ______________, 20_, before me, a Notary Public, in and for said County and State, appeared , who acknowledged the extension of the foregoing and who, having been duly sworn, states that any representations therein contained are true.
          Witness my hand and Notarial Seal this _________ day of 20_.
__________________________
__________________________
My commission expires __________________________

 


 

EXHIBIT F
FORM OF POWER OF ATTORNEY
          KNOW ALL MEN BY THESE PRESENTS, that JPMorgan Chase Bank, National Association, a national banking association, having a place of business at 4 New York Plaza, 6th Floor, New York, N.Y. 10004, as Indenture Trustee (and in no personal or other representative capacity), under the Sale and Servicing Agreement, dated April 6, 2006, among Financial Asset Securities Corp., as depositor, Centex Home Equity Company, LLC, as servicer, Newcastle Mortgage Securities Trust 2006-1, as issuer and JPMorgan Chase Bank, National Association, as indenture trustee (as amended, restated, supplemented or otherwise modified from time to time, the “Agreement”; capitalized terms not defined herein have the definitions assigned to such terms in the Agreement), relating to Newcastle Mortgage Securities 2006-1, hereby appoints ______________________, in its capacity as the Servicer under the Agreement as the Indenture Trustee’s true and lawful Special Attorney-in-Fact, in the Indenture Trustee’s name, place and stead and for the Indenture Trustee’s benefit, but only in its capacity as Indenture Trustee aforesaid, to perform all acts and execute all documents as may be customary, necessary and appropriate to effectuate the following enumerated transactions in respect of any mortgage, deed of trust, promissory note or real estate owned from time to time owned (beneficially or in title, whether the Indenture Trustee is named therein as mortgagee or beneficiary or has become mortgagee or beneficiary by virtue of endorsement, assignment or other conveyance) or held by or registered to the Indenture Trustee (directly or through custodians or nominees), or in respect of which the Indenture Trustee has a security interest or other lien, all as provided under the Agreement and only to the extent the Indenture Trustee has an interest therein under the Agreement, and in respect of which the Servicer is acting as servicer pursuant to the Agreement (collectively the “Mortgage Documents”).
          This appointment shall apply to the following enumerated transactions under the Agreement only:
          1. The modification or re-recording of any Mortgage Document for the purpose of correcting it to conform to the original intent of the parties thereto or to correct title errors discovered after title insurance was issued and where such modification or re-recording does not adversely affect the lien under the Mortgage Document as insured.
          2. The subordination of the lien under a Mortgage Document to an easement in favor of a public utility company or a state or federal agency or unit with powers of eminent domain including, without limitation, the execution of partial satisfactions/releases, partial reconveyances and the execution of requests to trustees to accomplish same.
          3. The conveyance of the properties subject to a Mortgage Document to the applicable mortgage insurer, or the closing of the title to the property to be acquired as real estate so owned, or conveyance of title to real estate so owned.
          4. The completion of loan assumption and modification agreements in respect of Mortgage Documents.
          5. The full or partial satisfaction/release of a Mortgage Document or full conveyance upon payment and discharge of all sums secured thereby, including, without limitation, cancellation of the related note.
          6. The assignment of any Mortgage Document, in connection with the repurchase of the mortgage loan secured and evidenced thereby.
          7. The full assignment of a Mortgage Document upon payment and discharge of all sums secured

 


 

          thereby in conjunction with the refinancing thereof, including, without limitation, the assignment of the related note.
          8. With respect to a Mortgage Document, the foreclosure, the taking of a deed in lieu of foreclosure, or the completion of judicial or non-judicial foreclosure or termination, cancellation or rescission of any such foreclosure, including, without limitation, any and all of the following acts:
          a. the substitution of indenture trustee(s) serving under a deed of trust, in accordance with state law and the deed of trust;
          b. the preparation and issuance of statements of breach or non-performance;
          c. the preparation and filing of notices of default and/or notices of sale;
          d. the cancellation/rescission of notices of default and/or notices of sale;
          e. the taking of a deed in lieu of foreclosure; and
          f. the preparation and execution of such other documents and performance of such other actions as may be necessary under the terms of the Mortgage Document or state law to expeditiously complete said transactions in paragraphs 8(a) through 8(e), above.
          9. Demand, sue for, recover, collection and receive each and every sum of money, debt, account and interest (which now is, or hereafter shall become due and payable) belonging to or claimed by the Indenture Trustee under the Mortgage Documents, and to use or take any lawful means for recovery thereof by legal process or otherwise.
          10. Endorse on behalf of the Indenture Trustee all checks, drafts and/or negotiable instruments made payable to the Indenture Trustee in respect of the Mortgage Documents.
          The Indenture Trustee gives the Special Attorney-in-Fact full power and authority to execute such instruments and to do and perform all and every act and thing necessary and proper to carry into effect the power or powers granted by this Limited Power of Attorney, subject to the terms and conditions set forth in the Agreement including the standard of care applicable to servicers in the Agreement, and hereby does ratify and confirm to what such Special Attorney-in-Fact shall lawfully do or cause to be done by authority hereof.
          This Power of Attorney is effective for one (1) year from the date hereof or the earlier of (i) revocation by the Indenture Trustee, (ii) the Attorney shall no longer be retained on behalf of the Indenture Trustee or an affiliate of the Indenture Trustee; or (iii) the expiration of one year from the date of execution.
          The authority granted to the attorney-in-fact by the Power of Attorney is not transferable to any other party or entity.
          This Agreement shall be governed by, and construed in accordance with, the laws of the State of New York without regard to its conflicts of law principles.

 


 

          IN WITNESS WHEREOF, the Indenture Trustee has caused its corporate name and seal to be hereto signed and affixed and these presents to be acknowledged by its duly elected and authorized officer this ______ day of _________, 200__.
         
  JPMORGAN CHASE BANK, N.A.,
as Indenture Trustee
 
 
  By:      
    Name:      
    Title:      
 
  WITNESS:
 
 
  By:      
    Name:      
    Title:      
 
  WITNESS:
 
 
  By:      
    Name:      
    Title:      
 
         
STATE OF NEW YORK
    )  
 
    )    ss.:  
COUNTY OF NEW YORK
    )  
          On _______________, 2006, before me, the undersigned, a Notary Public in and for said state, personally appeared _______________________, personally known to me to be the person whose name is subscribed to the within instrument and to be a duly authorized and acting Senior Vice President of JPMorgan Chase Bank, N.A., and such person acknowledged to me that such person executed the within instrument in such person’s authorized capacity as a Senior Vice President of JPMorgan Chase Bank, N.A., and that by such signature on the within instrument the entity upon behalf of which such person acted executed the instrument.
          WITNESS my hand and official seal.
         
       
    Notary Public    

 


 

EXHIBIT G-1
FORM OF CERTIFICATION TO BE PROVIDED BY THE SERVICER WITH FORM 10-K
Certification
     Re: Newcastle Mortgage Securities Trust 2006-1 (the “Trust” or the “Issuer”)
               Asset-Backed Notes, Series 2006-1
          I, [identify the certifying individual], certify, that:
          1. I have reviewed this report on Form 10-K, and all reports on Form 10-D required to be filed in respect of the period covered by this report on Form 10-K of Newcastle Mortgage Securities Trust 2006-1, Asset Backed Notes, Series 2006-1 (the “Exchange Act periodic reports”);
          2. Based on my knowledge, the Exchange Act periodic reports, taken as a whole, do not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;
          3. Based on my knowledge, all of the distribution, servicing and other information required to be provided under Form 10-D for the period covered by this report is included in the Exchange Act periodic reports;
          4. I am responsible for reviewing the activities performed by the servicer and based on my knowledge and the compliance review conducted in preparing the servicer compliance statements as required in this report under Item 1123 of Regulation AB, and except as disclosed in the Exchange Act periodic reports, the servicer has fulfilled its obligations under the sale and servicing agreement; and
          5. All of the reports on assessment of compliance with servicing criteria for asset-backed securities and their related attestation reports on assessment of compliance with servicing criteria for asset-backed securities required to be included in this report in accordance with Item 1122 of Regulation AB and Exchange Act Rules 13a-18 and 15d-18 have been included as an exhibit to this report, except as otherwise disclosed in this report. Any material instances of noncompliance described in such reports have been disclosed in this report on From 10-K.
          In giving the certifications above, I have reasonably relied on information provided to me by the following unaffiliated parties: JPMorgan Chase Bank, N.A, as indenture trustee.
         
  CENTEX HOME EQUITY COMPANY, LLC
 
 
  By:      
    Name:      
    Title:      
    Date:     

 


 

         
EXHIBIT G-2
FORM OF CERTIFICATION TO BE
PROVIDED TO THE SERVICER BY THE INDENTURE TRUSTEE
     Re: Newcastle Mortgage Securities Trust 2006-1 (the “Trust” or the “Issuer”)
               Asset-Backed Notes, Series 2006-1
          I, [identify the certifying individual], a [title] of JPMorgan Chase Bank, N.A., as Indenture Trustee, hereby certify to Centex Home Equity Company, LLC (the “Servicer”), and its officers, directors and affiliates, and with the knowledge and intent that they will rely upon this certification, that:
          1. I have reviewed the annual report on Form 10-K for the fiscal year 2006, and all reports on Form 10-D containing distribution reports filed in respect of periods included in the year covered by that annual report, of the Depositor relating to the above-referenced trust;
          2. Based on my knowledge, the information in these distribution reports prepared by the Indenture Trustee, taken as a whole, does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by that annual report; and
          3. Based on my knowledge, the distribution information required to be provided under Form 10-D by the Indenture Trustee under Section 4.02(a) of the Sale and Servicing Agreement is included in these distribution reports.
          Capitalized terms used but not defined herein have the meanings ascribed to them in Appendix A to the Indenture, dated April 6, 2006 (the “Indenture”), between Newcastle Mortgage Securities Trust 2006-1, as issuer, and JPMorgan Chase Bank, N.A., as indenture trustee.
         
  JPMORGAN CHASE BANK, N.A., as Indenture Trustee
 
 
  By:      
    Name:      
    Title:      
    Date:     

 


 

EXHIBIT H
SERVICING CRITERIA TO BE ADDRESSED
IN ASSESSMENT OF COMPLIANCE
Definitions
Primary Servicer — transaction party having borrower contact
Master Servicer — aggregator of pool assets
Securities Administrator — waterfall calculator (may be the Indenture Trustee, or may be the Servicer)
Custodian — safe keeper of pool assets
Paying Agent — distributor of funds to ultimate investor
Indenture Trustee — fiduciary of the transaction
Note: The definitions above describe the essential function that the party performs, rather than the party’s title. So, for example, in a particular transaction, the indenture trustee may perform the “paying agent” and “securities administrator” functions, while in another transaction, the securities administrator may perform these functions.
Where there are multiple checks for criteria the attesting party will identify in their management assertion that they are attesting only to the portion of the distribution chain they are responsible for in the related transaction agreements.
     Key: X — obligation
          XX — only needs to be provided if transaction documents require custodial accounts to be maintained at a federally insured depository institution
          XXX — will be provided by entity acting as custodian
          [X] — under consideration for obligation
                 
        Primary   Master   Indenture
Reg AB Reference   Servicing Criteria   Servicer   Servicer   Trustee
 
  General Servicing Considerations            
 
               
1122(d)(1)(i)
  Policies and procedures are instituted to monitor any performance or other triggers and events of default in accordance with the transaction agreements.   X   X   X
 
               
1122(d)(1)(ii)
  If any material servicing activities are outsourced to third parties, policies and procedures are instituted to monitor the third party’s performance and compliance with such servicing activities.   To the extent
applicable
  X    
 
               
1122(d)(1)(iii)
  Any requirements in the transaction agreements to maintain a back-up servicer for the Pool Assets are maintained.            
 
               
1122(d)(1)(iv)
  A fidelity bond and errors and omissions policy is in effect on the party participating in the servicing function throughout the reporting period in the amount of coverage required by and otherwise in accordance with the terms of the transaction agreements.   X   X    
 
               
 
  Cash Collection and Administration            
 
               
 
  Payments on pool assets are deposited into the appropriate custodial bank accounts and related bank   X   X   X

 


 

                 
        Primary   Master   Indenture
Reg AB Reference   Servicing Criteria   Servicer   Servicer   Trustee
1122(d)(2)(i)
  clearing accounts no more than two business days following receipt, or such other number of days specified in the transaction agreements.            
 
               
1122(d)(2)(ii)
  Disbursements made via wire transfer on behalf of an obligor or to an investor are made only by authorized personnel.   X   X   X
 
               
1122(d)(2)(iii)
  Advances of funds or guarantees regarding collections, cash flows or paymnets, and any interest or other fees charged for such advances, are made, reviewed and approved as specified in the transaction agreements.   X   X    
 
               
1122(d)(2)(iv)
  The related accounts for the transaction, such as cash reserve accounts or accounts established as a form of over collateralization, are separately maintained (e.g., with respect to commingling of cash) as set forth in the transaction agreements.   X   [X]   X
 
               
1122(d)(2)(v)
  Each custodial account is maintained at a federally insured depository institution as set forth in the transaction agreements. For purposes of this criterion, “federally insured depository institution” with respect to a foreign financial institution means a foreign financial institution that meets the requirements of Rule 13k-1(b)(1) of the Securities Exchange Act.   X   X   XX
 
               
1122(d)(2)(vi)
  Unissued checks are safeguarded so as to prevent unauthorized access.   If applicable        
 
               
1122(d)(2)(vii)
  Reconciliations are prepared on a monthly basis for all asset-backed securities related bank accounts, including custodial accounts and related bank clearing accounts. These reconciliations are (A) mathematically accurate; (B) prepared within 30 calendar days after the bank statement cutoff date, or such other number of days specified in the transaction agreements; (C) reviewed and approved by someone other than the person who prepared the reconciliation; and (D) contain explanations for reconciling items. These reconciling items are resolved within 90 calendar days of their original identification, or such other number of days specified in the transaction agreements.   X   X   X
 
               
 
  Investor Remittances and Reporting            
 
               
1122(d)(3)(i)
  Reports to investors, including those to be filed with the Commission, are maintained in accordance with the transaction agreements and applicable Commission requirements. Specifically, such reports (A) are prepared in accordance with timeframes and other terms set forth in the transaction agreements; (B) provide information calculated in accordance with the terms specified in the transaction agreements; (C) are filed with the Commission as required by its rules and regulations; and (D) agree with investors’ or the indenture trustee’s records as to the total unpaid principal balance and number of Pool Assets serviced by the Servicer.   X   X   X

 


 

                 
        Primary   Master   Indenture
Reg AB Reference   Servicing Criteria   Servicer   Servicer   Trustee
1122(d)(3)(ii)
  Amounts due to investors are allocated and remitted in accordance with timeframes, distribution priority and other terms set forth in the transaction agreements.   X   X   X
 
               
1122(d)(3)(iii)
  Disbursements made to an investor are posted within two business days to the Servicer’s investor records, or such other number of days specified in the transaction agreements.   X   X   X
 
               
1122(d)(3)(iv)
  Amounts remitted to investors per the investor reports agree with cancelled checks, or other form of payment, or custodial bank statements.   X   X   X
 
               
 
  Pool Asset Administration            
 
               
1122(d)(4)(i)
  Collateral or security on pool assets is maintained as required by the transaction agreements or related pool asset documents.       X   XXX
 
               
1122(d)(4)(ii)
  Pool assets and related documents are safeguarded as required by the transaction agreements       X   XXX
 
               
1122(d)(4)(iii)
  Any additions, removals or substitutions to the asset pool are made, reviewed and approved in accordance with any conditions or requirements in the transaction agreements.   X   X   X
 
               
1122(d)(4)(iv)
  Payments on pool assets, including any payoffs, made in accordance with the related pool asset documents are posted to the Servicer’s obligor records maintained no more than two business days after receipt, or such other number of days specified in the transaction agreements, and allocated to principal, interest or other items (e.g., escrow) in accordance with the related pool asset documents.   X        
 
               
1122(d)(4)(v)
  The Servicer’s records regarding the pool assets agree with the Servicer’s records with respect to an obligor’s unpaid principal balance.   X        
 
               
1122(d)(4)(vi)
  Changes with respect to the terms or status of an obligor’s pool assets (e.g., loan modifications or re-agings) are made, reviewed and approved by authorized personnel in accordance with the transaction agreements and related pool asset documents.   X   X    
 
               
1122(d)(4)(vii)
  Loss mitigation or recovery actions (e.g., forbearance plans, modifications and deeds in lieu of foreclosure, foreclosures and repossessions, as applicable) are initiated, conducted and concluded in accordance with the timeframes or other requirements established by the transaction agreements.   X   X    
 
               
1122(d)(4)(viii)
  Records documenting collection efforts are maintained during the period a pool asset is delinquent in accordance with the transaction agreements. Such records are maintained on at least a monthly basis, or such other period specified in the transaction agreements, and describe the entity’s activities in monitoring delinquent pool assets including, for example, phone calls, letters and payment rescheduling plans in cases where delinquency is deemed temporary (e.g., illness or unemployment).   X        

 


 

                 
        Primary   Master   Indenture
Reg AB Reference   Servicing Criteria   Servicer   Servicer   Trustee
1122(d)(4)(ix)
  Adjustments to interest rates or rates of return for pool assets with variable rates are computed based on the related pool asset documents.   X   X    
 
               
1122(d)(4)(x)
  Regarding any funds held in trust for an obligor (such as escrow accounts): (A) such funds are analyzed, in accordance with the obligor’s pool asset documents, on at least an annual basis, or such other period specified in the transaction agreements; (B) interest on such funds is paid, or credited, to obligors in accordance with applicable pool asset documents and state laws; and (C) such funds are returned to the obligor within 30 calendar days of full repayment of the related pool assets, or such other number of days specified in the transaction agreements.   X        
 
               
1122(d)(4)(xi)
  Payments made on behalf of an obligor (such as tax or insurance payments) are made on or before the related penalty or expiration dates, as indicated on the appropriate bills or notices for such payments, provided that such support has been received by the servicer at least 30 calendar days prior to these dates, or such other number of days specified in the transaction agreements.   X        
 
               
1122(d)(4)(xii)
  Any late payment penalties in connection with any payment to be made on behalf of an obligor are paid from the Servicer’s funds and not charged to the obligor, unless the late payment was due to the obligor’s error or omission.   X        
 
               
1122(d)(4)(xiii)
  Disbursements made on behalf of an obligor are posted within two business days to the obligor’s records maintained by the servicer, or such other number of days specified in the transaction agreements.   X        
 
               
1122(d)(4)(xiv)
  Delinquencies, charge-offs and uncollectible accounts are recognized and recorded in accordance with the transaction agreements.   X   X    
 
               
1122(d)(4)(xv)
  Any external enhancement or other support, identified in Item 1114(a)(1) through (3) or Item 1115 of Regulation AB, is maintained as set forth in the transaction agreements.       X   X

 


 

EXHIBIT I
FORM 10-D, FORM 8-K AND FORM 10-K
REPORTING RESPONSIBILITY
As to each item described below, the entity indicated as the Responsible Entity shall be primarily responsible for reporting the information to the Indenture Trustee pursuant to Section 4.02(b). If the Indenture Trustee is indicated below as to any item, then the Indenture Trustee is primarily responsible for obtaining that information.
Under Item 1 of Form 10-D: a) items marked “7.05 statement” are satisfied by the provision of the periodic Payment Date statement under Section 7.05 of the Indenture, provided by the Indenture Trustee based on information received from the Servicer; and b) items marked “Form 10-D report” are required to be in the Form 10-D report but not the 7.05 statement, provided by the party indicated. Information under all other Items of Form 10-D is to be included in the Form 10-D report.
                 
Form   Item   Description   Responsible Entity
10-D   Must be filed within 15 days of the Payment Date.    
 
               
 
    1     Distribution and Pool Performance Information    
 
               
 
          Item 1121(a) — Distribution and Pool Performance Information    
 
               
 
          (1) Any applicable record dates, accrual dates, determination dates for calculating payments and actual payment dates for the payment period.   7.05 statement
 
               
 
          (2) Cash flows received and the sources thereof for payments, fees and expenses.   7.05 statement
 
               
 
          (3) Calculated amounts and distribution of the flow of funds for the period itemized by type and priority of payment, including:   7.05 statement
 
               
 
               (i) Fees or expenses accrued and paid, with an identification of the general purpose of such fees and the party receiving such fees or expenses.   7.05 statement
 
               
 
               (ii) Payments accrued or paid with respect to enhancement or other support identified in Item 1114 of Regulation AB (such as insurance premiums or other enhancement maintenance fees), with an identification of the general purpose of such payments and the party receiving such payments.   7.05 statement
 
               
 
               (iii) Principal, interest and other distributions accrued and paid on the asset-backed securities by type and by class or series and any principal or interest shortfalls or carryovers.   7.05 statement
 
               
 
               (iv) The amount of excess cash flow or excess spread and the disposition of excess cash flow.   7.05 statement
 
               
 
          (4) Beginning and ending principal balances of the asset-backed securities.   7.05 statement

 


 

             
Form   Item   Description   Responsible Entity
 
      (5) Interest rates applicable to the pool assets and the asset-backed securities, as applicable. Consider providing interest rate information for pool assets in appropriate distributional groups or incremental ranges.   7.05 statement
 
           
 
      (6) Beginning and ending balances of transaction accounts, such as reserve accounts, and material account activity during the period.   7.05 statement
 
           
 
      (7) Any amounts drawn on any credit enhancement or other support identified in Item 1114 of Regulation AB, as applicable, and the amount of coverage remaining under any such enhancement, if known and applicable.   7.05 statement
 
           
 
      (8) Number and amount of pool assets at the beginning and ending of each period, and updated pool composition information, such as weighted average coupon, weighted average life, weighted average remaining term, pool factors and prepayment amounts.   7.05 statement


Updated pool composition information fields to be as specified by Depositor from time to time
 
           
 
      (9) Delinquency and loss information for the period.   7.05 statement.
 
           
 
      In addition, describe any material changes to the information specified in Item 1100(b)(5) of Regulation AB regarding the pool assets.   Form 10-D report: Depositor
 
           
 
      (10) Information on the amount, terms and general purpose of any advances made or reimbursed during the period, including the general use of funds advanced and the general source of funds for reimbursements.   7.05 statement
 
           
 
      (11) Any material modifications, extensions or waivers to pool asset terms, fees, penalties or payments during the distribution period or that have cumulatively become material over time.   Form 10-D report; Servicer
 
           
 
      (12) Material breaches of pool asset representations or warranties or transaction covenants.   Form 10-D report: Servicer
 
           
 
      (13) Information on ratio, coverage or other tests used for determining any early amortization, liquidation or other performance trigger and whether the trigger was met.   7.05 statement
 
           
 
      (14) Information regarding any new issuance of asset-backed securities backed by the same asset pool,   Form 10-D report: Depositor

Form 10-D report: Depositor
 
 
      [information regarding] any pool asset changes (other than in connection with a pool asset converting into cash in accordance with its terms), such as additions or removals in connection with a prefunding or revolving period and pool asset substitutions and repurchases (and purchase rates, if applicable), and cash flows   Form 10-D report: Depositor

 


 

                 
Form   Item   Description   Responsible Entity
 
          available for future purchases, such as the balances of any prefunding or revolving accounts, if applicable.    
 
          Disclose any material changes in the solicitation, credit-granting, underwriting, origination, acquisition or pool selection criteria or procedures, as applicable, used to originate, acquire or select the new pool assets.    
 
               
 
          Item 1121(b) — Pre-Funding or Revolving Period Information   Depositor
 
          Updated pool information as required under Item 1121(b).    
 
               
 
    2     Legal Proceedings    
 
               
 
          Item 1117 — Legal proceedings pending against the following entities, or their respective property, that is material to Noteholders, including proceedings known to be contemplated by governmental authorities:   Seller
Depositor
 
          Seller   Indenture Trustee
 
          Depositor   Depositor
 
          Indenture Trustee   Master Servicer
 
          Issuing entity   Servicer
 
          Master Servicer   Originator
 
          Servicer   Custodian
 
          Originator    
 
          Custodian    
 
               
 
    3     Sales of Securities and Use of Proceeds  
 
               
 
          Information from Item 2(a) of Part II of Form 10- Q:    
 
               
 
          With respect to any sale of securities by the sponsor, depositor or issuing entity, that are backed by the same asset pool or are otherwise issued by the issuing entity, whether or not registered, provide the sales and use of proceeds information in Item 701 of Regulation S-K. Pricing information can be omitted if securities were not registered.   Depositor
 
               
 
    4     Defaults Upon Senior Securities  
 
               
 
          Information from Item 3 of Part II of Form 10-Q:    
 
               
 
          Report the occurrence of any Event of Default (after expiration of any grace period and provision of any required notice)   N/A
 
               
 
    5     Submission of Matters to a Vote of Security Holders    
 
               
 
          Information from Item 4 of Part II of Form 10-Q   Indenture Trustee
 
               
 
    6     Significant Obligors of Pool Assets    
 
               
 
          Item 1112(b) — Significant Obligor Financial Information*   N/A
 
               
 
          *This information need only be reported on the Form 10-D for the distribution period in which updated information is required pursuant to the Item.    

 


 

                 
Form   Item   Description   Responsible Entity
 
    7     Significant Enhancement Provider Information    
 
               
 
          Item 1114(b)(2) — Credit Enhancement Provider Financial Information*   N/A
 
          Determining applicable disclosure threshold Obtaining required financial information or effecting incorporation by reference   N/A
 
               
 
          Item 1115(b) — Derivative Counterparty Financial Information*   [TBD]
 
          Determining current maximum probable exposure   [TBD]
 
          Determining current significance percentage
Obtaining required financial information or effecting incorporation by reference
 
Depositor
 
               
 
          *This information need only be reported on the Form 10-D for the distribution period in which updated information is required pursuant to the Items.    
 
               
 
    8     Other Information    
 
               
 
          Disclose any information required to be reported on Form 8-K during the period covered by the Form 10-D but not reported   The Responsible Entity for the applicable
Form 8-K item as indicated below
 
               
 
    9     Exhibits    
 
               
 
          Distribution report   Indenture Trustee
 
               
 
          Exhibits required by Item 601 of Regulation S-K, such as material agreements   Depositor
 
               
8-K   Must be filed within four business days of an event reportable on Form 8-K.
 
               
 
    1.01     Entry into a Material Definitive Agreement    
 
               
 
          Disclosure is required regarding entry into or amendment of any definitive agreement that is material to the securitization, even if depositor is not a party.   Depositor
 
          Examples: Sale and Servicing Agreement, custodial agreement.    
 
          Note: disclosure not required as to definitive agreements that are fully disclosed in the prospectus    
 
               
 
    1.02     Termination of a Material Definitive Agreement    
 
               
 
          Disclosure is required regarding termination of any definitive agreement that is material to the securitization (other than expiration in accordance with its terms), even if depositor is not a party.   Depositor
 
          Examples: Sale and Servicing Agreement, custodial agreement.    
 
               
 
    1.03     Bankruptcy or Receivership    
 
               
 
          Disclosure is required regarding the bankruptcy or receivership, if known to the Depositor or Servicer, with respect to any of the following:   Depositor/Servicer
 
          Sponsor (Seller), Depositor, Servicer, Indenture Trustee, Swap Provider, Cap Provider, Custodian    

 


 

                 
Form   Item   Description   Responsible Entity
 
    2.04     Triggering Events that Accelerate or Increase a Direct
Financial Obligation or an Obligation under an
Off-Balance Sheet Arrangement
   
 
               
 
          Includes an early amortization, performance trigger or other event, including event of default, that would materially alter the payment priority/distribution of cash flows/amortization schedule.   N/A
 
          Disclosure will be made of events other than waterfall triggers which are disclosed in the 7.05 statement    
 
               
 
    3.03     Material Modification to Rights of Security Holders    
 
               
 
          Disclosure is required of any material modification to documents defining the rights of Noteholders, including the Pooling and Sale and Servicing Agreement   Party requesting material modification
 
               
 
    5.03     Amendments to Articles of Incorporation or Bylaws; Change in Fiscal Year    
 
               
 
          Disclosure is required of any amendment “to the governing documents of the issuing entity”   Depositor
 
               
 
    5.06     Change in Shell Company Status   Depositor
 
               
 
          [Not applicable to ABS issuers]    
 
               
 
    6.01     ABS Informational and Computational Material    
 
               
 
          [Not included in reports to be filed under Section 4.07]   Depositor
 
               
 
    6.02     Change of Master Servicer, Servicer or Indenture Trustee    
 
               
 
          Requires disclosure of any removal, replacement, substitution or addition of any master servicer, affiliated servicer, other servicer servicing 10% or more of pool assets at time of report, other material servicers or indenture trustee (in the case of the Indenture Trustee, only with respect to itself). Reg AB disclosure about any new servicer or indenture trustee is also required.   Indenture Trustee, Servicer or Master
Servicer
 
               
 
    6.03     Change in Credit Enhancement or Other External Support    
 
               
 
          Covers termination of any enhancement in manner other than by its terms, the addition of an enhancement, or a material change in the enhancement provided. Applies to external credit enhancements as well as derivatives. Reg AB disclosure about any new enhancement provider is also required.   Depositor
 
               
 
    6.04     Failure to Make a Required Payment   Indenture Trustee
 
               
 
    6.05     Securities Act Updating Disclosure    
 
               
 
          If any material pool characteristic differs by 5% or more at the time of issuance of the securities from the description in the final prospectus, provide updated Reg AB disclosure about the actual asset pool.   Depositor

 


 

                 
Form   Item   Description   Responsible Entity
 
          If there are any new servicers or originators required to be disclosed under Regulation AB as a result of the foregoing, provide the information called for in Items 1108 and 1110 respectively.   Depositor
 
               
 
    7.01     Regulation FD Disclosure   Depositor
 
               
 
    8.01     Other Events    
 
               
 
          Any event, with respect to which information is not otherwise called for in Form 8-K, that the registrant deems of importance to security holders.   Depositor
 
               
 
    9.01     Financial Statements and Exhibits   The Responsible Entity applicable to reportable event
 
               
10-K   Must be filed within 90 days of the fiscal year end for the registrant.
 
               
 
    9B     Other Information    
 
               
 
          Disclose any information required to be reported on Form 8-K during the fourth quarter covered by the Form 10-K but not reported   The Responsible Entity for the applicable Form 8-K item as indicated above
 
               
 
    15     Exhibits and Financial Statement Schedules    
 
               
 
          Item 1112(b) — Significant Obligor Financial Information   N/A
 
               
 
          Item 1114(b)(2) — Credit Enhancement Provider Financial Information   N/A
 
          Determining applicable disclosure threshold
Obtaining required financial information or effecting incorporation by reference
 
N/A
 
               
 
          Item 1115(b) — Derivative Counterparty Financial Information   [TBD]
 
          Determining current maximum probable exposure   [TBD]
 
          Determining current significance percentage
Obtaining required financial information or effecting incorporation by reference
 
Depositor
 
               
 
          Item 1119 — Affiliations and relationships between the following entities, or their respective affiliates, that are material to Noteholders:   Seller
 
          Seller   Depositor
 
          Depositor   Indenture Trustee
 
          Indenture Trustee   Issuing entity
 
          Issuing entity   Master Servicer
 
          Master Servicer   Servicer
 
          Servicer   Originator
 
          Originator   Custodian
 
          Custodian   Depositor
 
          Credit Enhancer/Support Provider, if any   Depositor
 
          Significant Obligor, if any    
 
               
 
          Item 1122 — Assessment of Compliance with Servicing Criteria   Each Party participating in the servicing function
 
               
 
          Item 1123 — Servicer Compliance Statement   Servicer