EX-99 5 csfb2004ar8compmattables.htm EXHIBIT 99.1 COMPUTATIONAL MATERIALS Computational Materials

X.  COLLATERAL DETAILS

 

 

 

 

 

 

 

 

NOTE: PRELIMINARY INFORMATION CONTAINED HEREIN REFLECTS THE August 1, 2004 CUT-OFF DATE SCHEDULED BALANCES.

 

 

 

 

 

 

 

 

 

 

 

 

COLLATERAL INFORMATION CONTAINED HEREIN IS PRELIMINARY AND INDICATIVE. ON THE CLOSING DATE, THE AGGREGATE

 

 

PRINCIPAL BALANCE OF THE  MORTGAGE LOANS IN LOAN GROUPS 1, 2, 3, 4, 5, 6, 7  WILL EQUAL THE AGGREGATE PRINCIPAL BALANCE

 

 

OF THE GROUPS 1, 2, 3, 4, 5, 6, 7 AND C-B CERTIFICATES.

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Summary Statistics

 


 

 

 

 

 

 

 

 

 

 

 

Group 1

Group 2

Group 3

Group 4

Group 5

Group 6

Group 7

Group 1-7

 

Count

288

378

250

192

477

976

134

2,695

 

Scheduled Balance ($)

106,154,651.34

205,511,977.30

62,941,211.33

50,680,120.15

95,169,887.97

197,339,398.47

75,269,748.52

793,066,995.08

 

Avg. Scheduled Balance ($)

368,592.54

543,682.48

251,764.85

263,958.96

199,517.58

202,192.01

561,714.54

294,273.47

 

Min Scheduled Balance ($)

77,200.00

334,193.29

94,500.00

27,258.70

48,691.43

39,894.46

336,000.00

27,258.70

 

Max Scheduled Balance ($)

1,000,000.00

2,000,000.00

1,240,000.00

892,875.22

445,972.31

538,300.51

2,000,000.00

2,000,000.00

 

Wgt. Avg. Gross Rate (%)

5.157

5.083

3.545

5.195

4.692

5.201

4.537

4.909

 

Wgt. Avg. Net Rate (%)

4.842

4.677

3.170

4.806

4.312

4.806

4.116

4.523

 

Wgt. Avg. Gross Margin (%)

2.319

2.307

1.956

2.412

2.347

2.424

2.250

2.316

 

Wgt. Avg. Net Margin (%)

2.004

1.900

1.581

2.023

1.967

2.029

1.829

1.930

 

Wgt. Avg. Remaining Term (Months)

359

358

359

357

358

358

358

358

 

Wgt. Avg. Original Term (Months)

360

360

360

360

360

360

360

360

 

Wgt. Avg. Months to Roll

34

58

5

81

31

58

58

49

 

Wgt. Avg. Seasoning (Months)

1

2

1

3

2

2

2

2

 

Wgt. Avg. Original LTV (%)

76.61

72.36

69.52

69.78

74.44

73.92

69.88

72.94

 

Wgt. Avg. FICO

713

727

732

735

711

721

737

724

 

Wgt. Avg. Initial Cap (%)

3.873

5.044

8.455

5.041

2.956

4.900

5.005

4.868

 

Wgt. Avg. Annualized Periodic Cap (%)

2.022

2.078

8.455

2.000

2.003

2.126

2.009

2.568

 

Wgt. Avg. Periodic Cap (%)

1.235

1.784

8.455

1.541

1.157

1.526

2.000

2.106

 

Wgt. Avg. Maximum Rate (%)

10.926

10.127

12.000

10.256

9.925

10.287

9.541

10.351

 

 

 

 

 

 

 

 

 

 

 


 

Rate Index

 

 

 

 

 

 

 

 

 

 

 

Index

Group 1 (%)

Group 2 (%)

Group 3 (%)

Group 4 (%)

Group 5 (%)

Group 6 (%)

Group 7 (%)

Group 1-7 (%)

 

Treasury – 1 Year

2.47

1.05

0.00

16.73

0.32

6.38

0.00

3.30

 

Libor – 6 Month

77.63

25.46

100.00

45.85

84.44

53.67

0.45

51.39

 

Libor – 1 Year

19.90

73.49

0.00

37.42

15.23

39.94

99.55

45.31

 

Total:

100.00

100.00

100.00

100.00

100.00

100.00

100.00

100.00

 

          


 

Months to Next Rate Adjustment Date

 

 

 

 

 

 

 

 

 

 

 

Month

Group 1 (%)

Group 2 (%)

Group 3 (%)

Group 4 (%)

Group 5 (%)

Group 6 (%)

Group 7 (%)

Group 1-7 (%)

 

2

0.00

0.00

1.86

0.00

0.00

0.00

0.00

0.15

 

3

0.00

0.00

1.59

0.00

0.00

0.00

0.00

0.13

 

4

0.00

0.00

37.86

0.00

0.00

0.00

0.00

3.00

 

5

0.00

0.00

48.64

0.00

0.00

0.00

0.00

3.86

 

6

0.00

0.00

10.06

0.00

0.00

0.00

0.00

0.80

 

19

0.00

0.00

0.00

0.00

0.38

0.00

0.00

0.05

 

20

0.38

0.00

0.00

0.00

4.16

0.00

0.00

0.55

 

21

1.44

0.00

0.00

0.00

6.26

0.00

0.00

0.94

 

22

3.95

0.00

0.00

0.00

9.06

0.00

0.00

1.62

 

23

0.57

0.00

0.00

0.00

3.60

0.00

0.00

0.51

 

24

0.00

0.00

0.00

0.00

0.21

0.00

0.00

0.02

 

29

0.90

0.00

0.00

0.00

0.00

0.00

0.00

0.12

 

31

0.80

0.00

0.00

0.00

0.82

0.00

0.00

0.20

 

32

0.00

0.00

0.00

0.00

3.04

0.00

0.00

0.36

 

33

3.64

0.00

0.00

0.00

9.90

0.00

0.00

1.68

 

34

31.21

0.00

0.00

0.00

45.91

0.00

0.00

9.69

 

35

50.58

0.00

0.00

0.00

15.33

0.00

0.00

8.61

 

36

6.52

0.00

0.00

0.00

1.33

0.00

0.00

1.03

 

49

0.00

0.00

0.00

0.00

0.00

0.08

0.00

0.02

 

50

0.00

0.00

0.00

0.00

0.00

0.07

0.00

0.02

 

51

0.00

0.00

0.00

0.00

0.00

0.19

0.00

0.05

 

52

0.00

0.00

0.00

0.00

0.00

0.12

0.00

0.03

 

53

0.00

0.00

0.00

0.00

0.00

0.16

0.00

0.04

 

54

0.00

0.00

0.00

0.00

0.00

0.18

0.00

0.04

 

55

0.00

0.00

0.00

0.00

0.00

0.42

0.00

0.11

 

56

0.00

1.17

0.00

0.00

0.00

3.83

0.00

1.25

 

57

0.00

3.87

0.00

0.00

0.00

14.71

0.00

4.66

 

58

0.00

82.77

0.00

0.00

0.00

59.55

100.00

45.76

 

59

0.00

10.96

0.00

0.00

0.00

17.83

0.00

7.28

 

60

0.00

1.24

0.00

0.00

0.00

2.84

0.00

1.03

 

72

0.00

0.00

0.00

1.10

0.00

0.00

0.00

0.07

 

75

0.00

0.00

0.00

0.30

0.00

0.00

0.00

0.02

 

76

0.00

0.00

0.00

0.40

0.00

0.00

0.00

0.03

 

77

0.00

0.00

0.00

0.52

0.00

0.00

0.00

0.03

 

78

0.00

0.00

0.00

0.90

0.00

0.00

0.00

0.06

 

79

0.00

0.00

0.00

3.38

0.00

0.00

0.00

0.22

 

80

0.00

0.00

0.00

9.36

0.00

0.00

0.00

0.60

 

81

0.00

0.00

0.00

17.91

0.00

0.00

0.00

1.14

 

82

0.00

0.00

0.00

52.89

0.00

0.00

0.00

3.38

 

83

0.00

0.00

0.00

12.02

0.00

0.00

0.00

0.77

 

84

0.00

0.00

0.00

1.22

0.00

0.00

0.00

0.08

 

Total:

100.00

100.00

100.00

100.00

100.00

100.00

100.00

100.00

 

 

 

 

 

 

 

 

 

 

 


 

Current Mortgage Rates

 

 

 

 

 

 

 

 

 

 

 

(%)

Group 1 (%)

Group 2 (%)

Group 3 (%)

Group 4 (%)

Group 5 (%)

Group 6 (%)

Group 7 (%)

Group 1-7 (%)

 

2.001 – 2.250

0.00

0.00

0.53

0.00

0.00

0.00

0.00

0.04

 

2.251 – 2.500

0.00

0.00

1.28

0.00

0.26

0.00

0.00

0.13

 

2.501 – 2.750

0.00

0.00

1.92

0.00

0.00

0.00

0.00

0.15

 

2.751 – 3.000

0.34

0.00

12.26

0.00

2.36

0.00

0.00

1.30

 

3.001 – 3.250

0.00

0.00

13.01

0.22

2.56

0.00

0.00

1.35

 

3.251 – 3.500

0.52

0.00

14.09

0.00

1.46

0.22

0.00

1.42

 

3.501 – 3.750

0.94

0.18

21.65

0.00

1.12

0.50

0.00

2.15

 

3.751 – 4.000

1.80

0.00

31.69

1.50

4.04

0.80

1.55

3.68

 

4.001 – 4.250

4.25

0.91

3.57

1.75

5.90

2.46

2.97

2.80

 

4.251 – 4.500

10.03

0.98

0.00

5.25

10.76

5.73

50.50

9.44

 

4.501 – 4.750

9.17

17.12

0.00

19.79

19.06

12.80

44.99

16.67

 

4.751 – 5.000

12.49

43.92

0.00

23.03

26.68

20.31

0.00

22.78

 

5.001 – 5.250

13.31

13.90

0.00

12.69

25.82

14.56

0.00

12.91

 

5.251 – 5.500

16.26

9.33

0.00

12.48

0.00

13.52

0.00

8.76

 

5.501 – 5.750

23.00

6.93

0.00

11.84

0.00

15.16

0.00

9.40

 

5.751 – 6.000

7.89

6.72

0.00

2.49

0.00

13.94

0.00

6.43

 

6.001 – 6.250

0.00

0.00

0.00

3.44

0.00

0.00

0.00

0.22

 

6.251 – 6.500

0.00

0.00

0.00

0.91

0.00

0.00

0.00

0.06

 

6.501 – 6.750

0.00

0.00

0.00

2.79

0.00

0.00

0.00

0.18

 

6.751 – 7.000

0.00

0.00

0.00

1.13

0.00

0.00

0.00

0.07

 

7.001 – 7.250

0.00

0.00

0.00

0.30

0.00

0.00

0.00

0.02

 

7.251 – 7.500

0.00

0.00

0.00

0.39

0.00

0.00

0.00

0.03

 

Total:

100.00

100.00

100.00

100.00

100.00

100.00

100.00

100.00

 

 

 

 

 

 

 

 

 

 

 


 

Scheduled Balances

 

 

 

 

 

 

 

 

 

 

 

$

Group 1 (%)

Group 2 (%)

Group 3 (%)

Group 4 (%)

Group 5 (%)

Group 6 (%)

Group 7 (%)

Group 1-7 (%)

 

0.01 - 50,000.00

0.00

0.00

0.00

0.20

0.05

0.04

0.00

0.03

 

50,000.01 - 100,000.00

0.42

0.00

0.94

0.78

2.18

2.95

0.00

1.17

 

100,000.01 - 150,000.00

2.40

0.00

13.02

9.13

14.00

13.14

0.00

6.89

 

150,000.01 - 200,000.00

4.21

0.00

16.04

12.67

26.46

22.22

0.00

11.35

 

200,000.01 - 250,000.00

4.74

0.00

15.14

11.05

17.79

21.46

0.00

10.02

 

250,000.01 - 300,000.00

7.97

0.00

8.79

10.86

24.09

19.96

0.00

10.32

 

300,000.01 - 350,000.00

7.52

3.66

9.03

14.04

13.73

18.49

1.35

9.95

 

350,000.01 - 400,000.00

18.32

15.04

6.02

8.83

0.78

0.76

9.37

8.56

 

400,000.01 - 450,000.00

14.45

12.04

4.82

9.08

0.92

0.20

15.77

7.67

 

450,000.01 - 500,000.00

12.44

13.56

3.72

5.59

0.00

0.24

10.09

6.85

 

500,000.01 - 550,000.00

4.49

7.67

1.73

0.00

0.00

0.54

9.67

3.78

 

550,000.01 - 600,000.00

7.09

7.89

0.00

6.88

0.00

0.00

10.78

4.46

 

600,000.01 - 650,000.00

5.35

9.56

8.08

6.25

0.00

0.00

10.95

5.28

 

650,000.01 - 700,000.00

0.64

5.34

2.16

1.38

0.00

0.00

2.76

1.99

 

700,000.01 - 750,000.00

1.36

2.82

1.18

0.00

0.00

0.00

4.83

1.47

 

750,000.01 - 800,000.00

1.48

1.52

2.53

1.50

0.00

0.00

7.32

1.58

 

800,000.01 - 850,000.00

0.76

1.61

1.31

0.00

0.00

0.00

2.19

0.83

 

850,000.01 - 900,000.00

0.85

2.99

0.00

1.76

0.00

0.00

2.38

1.23

 

900,000.01 - 950,000.00

0.87

1.80

0.00

0.00

0.00

0.00

2.47

0.82

 

950,000.01 - 1,000,000.00

4.64

5.69

1.59

0.00

0.00

0.00

2.59

2.47

 

1,050,000.01 - 1,100,000.00

0.00

2.13

0.00

0.00

0.00

0.00

1.44

0.69

 

1,100,000.01 - 1,150,000.00

0.00

0.54

0.00

0.00

0.00

0.00

0.00

0.14

 

1,150,000.01 - 1,200,000.00

0.00

2.91

0.00

0.00

0.00

0.00

0.00

0.75

 

>= 1,200,000.01

0.00

3.23

3.90

0.00

0.00

0.00

6.03

1.72

 

Total:

100.00

100.00

100.00

100.00

100.00

100.00

100.00

100.00

 

 

 

 

 

 

 

 

 

 

 


 

Geographic Distribution

 

 

 

 

 

 

 

 

 

 

 

State

Group 1 (%)

Group 2 (%)

Group 3 (%)

Group 4 (%)

Group 5 (%)

Group 6 (%)

Group 7 (%)

Group 1-7 (%)

 

California

59.25

56.28

14.49

38.06

28.13

29.59

65.41

43.04

 

Colorado

4.79

5.60

3.60

1.53

5.03

7.20

11.17

5.93

 

Arizona

2.81

8.89

2.69

0.44

2.61

5.94

6.99

5.38

 

Michigan

1.63

1.18

25.37

1.21

14.88

2.98

0.70

5.21

 

Nevada

2.02

2.81

2.56

3.20

10.77

6.46

2.26

4.52

 

Florida

3.13

1.04

8.67

2.06

5.50

4.84

1.24

3.49

 

New York

4.60

2.58

4.18

4.78

2.53

3.64

1.15

3.24

 

Illinois

2.26

1.95

1.49

3.73

4.16

4.85

3.84

3.23

 

New Jersey

1.90

2.64

4.56

4.66

3.28

3.45

0.00

2.85

 

Massachusetts

1.85

2.30

1.35

7.63

1.24

4.17

0.00

2.62

 

Other

15.76

14.73

31.03

32.72

21.87

26.87

7.24

20.48

 

Total:

100.00

100.00

100.00

100.00

100.00

100.00

100.00

100.00

 

 

 

 

 

 

 

 

 

 

 


 

Gross Margin

 

 

 

 

 

 

 

 

 

 

 

(%)

Group 1 (%)

Group 2 (%)

Group 3 (%)

Group 4 (%)

Group 5 (%)

Group 6 (%)

Group 7 (%)

Group 1-7 (%)

 

0.751 – 1.000

0.00

0.00

0.53

0.00

0.00

0.00

0.00

0.04

 

1.001 – 1.250

0.00

0.00

15.07

0.00

0.00

0.00

0.00

1.20

 

1.251 – 1.500

0.00

0.00

6.54

0.00

0.00

0.00

0.00

0.52

 

1.501 – 1.750

0.00

0.00

5.63

0.00

0.00

0.00

0.00

0.45

 

1.751 – 2.000

0.00

0.00

29.01

0.00

0.00

0.04

0.00

2.31

 

2.001 – 2.250

92.95

92.41

30.37

71.11

85.61

68.95

100.00

80.26

 

2.251 – 2.500

1.63

1.83

4.98

2.30

6.09

5.69

0.00

3.38

 

2.501 – 2.750

3.45

2.82

7.87

22.67

4.72

14.69

0.00

7.49

 

2.751 – 3.000

0.00

1.05

0.00

2.23

0.92

4.94

0.00

1.76

 

3.001 – 3.250

0.00

0.42

0.00

0.72

0.17

3.35

0.00

1.01

 

3.251 – 3.500

0.34

0.80

0.00

0.00

0.34

1.57

0.00

0.68

 

3.501 – 3.750

0.00

0.00

0.00

0.30

0.00

0.57

0.00

0.16

 

3.751 – 4.000

0.00

0.00

0.00

0.00

0.34

0.00

0.00

0.04

 

4.251 – 4.500

0.00

0.00

0.00

0.00

0.00

0.07

0.00

0.02

 

4.501 – 4.750

0.00

0.00

0.00

0.39

0.34

0.00

0.00

0.07

 

4.751 – 5.000

1.62

0.67

0.00

0.29

1.48

0.13

0.00

0.62

 

Total:

100.00

100.00

100.00

100.00

100.00

100.00

100.00

100.00

 

 

 

 

 

 

 

 

 

 

 


 

Maximum Rate

 

 

 

 

 

 

 

 

 

 

 

(%)

Group 1 (%)

Group 2 (%)

Group 3 (%)

Group 4 (%)

Group 5 (%)

Group 6 (%)

Group 7 (%)

Group 1-7 (%)

 

7.251 - 7.500

0.00

0.00

0.00

0.00

0.26

0.00

0.00

0.03

 

7.751 - 8.000

0.34

0.00

0.00

0.00

2.36

0.00

0.00

0.33

 

8.001 - 8.250

0.00

0.00

0.00

0.22

2.56

0.00

0.00

0.32

 

8.251 - 8.500

0.52

0.00

0.00

0.00

1.83

0.15

0.00

0.33

 

8.501 - 8.750

0.00

0.18

0.00

0.00

0.88

0.50

0.00

0.28

 

8.751 - 9.000

0.32

0.00

0.00

1.50

2.68

0.80

1.55

0.81

 

9.001 - 9.250

2.00

0.91

0.00

1.75

4.14

2.46

2.97

2.01

 

9.251 - 9.500

3.39

0.53

0.00

4.35

8.14

5.57

50.50

8.02

 

9.501 - 9.750

5.07

16.63

0.00

18.30

14.38

12.13

44.53

15.13

 

9.751 - 10.000

7.80

43.61

0.00

22.19

21.28

19.17

0.00

21.08

 

10.001 - 10.250

8.26

13.15

0.00

12.69

22.36

13.38

0.00

11.34

 

10.251 - 10.500

6.64

8.89

0.00

13.38

3.01

11.38

0.00

7.24

 

10.501 - 10.750

5.04

7.17

0.00

10.87

4.46

13.57

0.45

7.18

 

10.751 - 11.000

6.18

5.77

0.00

3.33

5.48

14.32

0.00

6.76

 

11.001 - 11.250

7.30

0.75

0.00

3.03

5.68

1.25

0.00

2.36

 

11.251 - 11.500

16.26

0.90

0.00

0.91

0.00

2.34

0.00

3.05

 

11.501 - 11.750

23.00

0.24

0.00

5.25

0.00

2.16

0.00

4.01

 

11.751 - 12.000

7.89

1.27

100.00

1.13

0.27

0.80

0.00

9.63

 

12.001 - 12.250

0.00

0.00

0.00

0.71

0.00

0.00

0.00

0.05

 

12.251 - 12.500

0.00

0.00

0.00

0.39

0.00

0.00

0.00

0.03

 

15.001 - 15.250

0.00

0.00

0.00

0.00

0.24

0.00

0.00

0.03

 

Total:

100.00

100.00

100.00

100.00

100.00

100.00

100.00

100.00

 

 

 

 

 

 

 

 

 

 

 


 

Credit Score

 

 

 

 

 

 

 

 

 

 

 

FICO Score

Group 1 (%)

Group 2 (%)

Group 3 (%)

Group 4 (%)

Group 5 (%)

Group 6 (%)

Group 7 (%)

Group 1-7 (%)

 

601 – 625

0.00

0.47

0.00

0.25

0.96

0.91

0.00

0.48

 

626 – 650

2.03

2.07

0.00

4.89

6.02

5.35

0.47

3.22

 

651 – 675

12.17

7.23

5.87

6.71

15.58

11.40

5.20

9.60

 

676 – 700

27.62

19.19

15.98

6.73

21.70

17.58

16.10

18.88

 

701 – 725

24.62

20.33

15.90

21.32

19.69

17.47

12.06

19.04

 

726 – 750

15.21

19.43

32.03

17.79

16.35

16.76

24.30

19.19

 

751 – 775

10.65

14.72

16.48

24.99

10.26

18.94

25.09

16.47

 

776 – 800

7.45

14.02

11.35

15.89

8.28

10.17

16.04

11.59

 

801 – 825

0.25

2.55

2.39

1.43

1.04

1.43

0.74

1.53

 

>= 826

0.00

0.00

0.00

0.00

0.11

0.00

0.00

0.01

 

Total:

100.00

100.00

100.00

100.00

100.00

100.00

100.00

100.00

 

 

 

 

 

 

 

 

 

 

 


 

Property Type

 

 

 

 

 

 

 

 

 

 

 

Type

Group 1 (%)

Group 2 (%)

Group 3 (%)

Group 4 (%)

Group 5 (%)

Group 6 (%)

Group 7 (%)

Group 1-7 (%)

 

Single Family Residence

56.81

67.22

73.50

66.05

62.47

61.43

66.44

64.17

 

Condo

14.56

10.05

8.84

7.84

13.18

14.56

8.01

11.72

 

2-4 Family

1.30

1.60

0.39

4.36

3.81

5.18

0.00

2.64

 

Co-op

0.00

0.96

0.71

0.95

0.84

0.26

1.15

0.64

 

PUD

27.33

20.17

16.56

20.80

19.70

18.57

24.39

20.83

 

Total:

100.00

100.00

100.00

100.00

100.00

100.00

100.00

100.00

 

 

 

 

 

 

 

 

 

 

 


 

Occupancy Status

 

 

 

 

 

 

 

 

 

 

 

Status

Group 1 (%)

Group 2 (%)

Group 3 (%)

Group 4 (%)

Group 5 (%)

Group 6 (%)

Group 7 (%)

Group 1-7 (%)

 

Primary

97.56

94.23

91.87

90.05

85.97

86.63

96.68

91.57

 

Second Home

1.24

4.19

7.06

3.55

4.06

3.66

3.32

3.75

 

Investment

1.20

1.58

1.07

6.41

9.97

9.71

0.00

4.68

 

Total:

100.00

100.00

100.00

100.00

100.00

100.00

100.00

100.00

 

 

 

 

 

 

 

 

 

 

 


 

Loan Purpose

 

 

 

 

 

 

 

 

 

 

 

Purpose

Group 1 (%)

Group 2 (%)

Group 3 (%)

Group 4 (%)

Group 5 (%)

Group 6 (%)

Group 7 (%)

Group 1-7 (%)

 

Purchase

59.77

49.44

28.53

41.42

50.17

48.78

18.84

45.67

 

Refinance – Rate Term

20.43

17.72

55.51

39.03

26.82

23.95

33.58

26.59

 

Refinance – Cashout

19.80

32.83

15.97

19.54

23.01

27.26

47.58

27.73

 

Total:

100.00

100.00

100.00

100.00

100.00

100.00

100.00

100.00

 

 

 

 

 

 

 

 

 

 

 


 

Original Loan to Value Ratio

 

 

 

 

 

 

 

 

 

 

 

Original LTV

Group 1 (%)

Group 2 (%)

Group 3 (%)

Group 4 (%)

Group 5 (%)

Group 6 (%)

Group 7 (%)

Group 1-7 (%)

 

<= 50.00

1.42

4.34

8.79

11.37

5.63

6.28

7.67

5.71

 

50.01 - 55.00

1.37

3.95

5.89

4.34

2.14

2.78

5.81

3.45

 

55.01 - 60.00

3.67

6.85

9.87

6.99

4.14

4.71

2.90

5.44

 

60.01 - 65.00

3.41

5.80

4.37

11.22

4.20

5.23

9.37

5.72

 

65.01 - 70.00

5.07

12.02

18.57

10.91

10.82

7.70

10.88

10.21

 

70.01 - 75.00

6.70

12.82

13.05

10.22

10.37

8.18

20.43

11.13

 

75.01 - 80.00

76.71

52.75

33.21

38.75

55.82

57.16

42.49

54.00

 

80.01 - 85.00

0.43

0.61

0.74

2.37

1.02

1.23

0.45

0.90

 

85.01 - 90.00

0.00

0.40

2.35

2.38

2.01

3.49

0.00

1.55

 

90.01 - 95.00

1.22

0.45

3.16

1.45

3.85

2.88

0.00

1.80

 

95.01 - 100.00

0.00

0.00

0.00

0.00

0.00

0.36

0.00

0.09

 

Total:

100.00

100.00

100.00

100.00

100.00

100.00

100.00

100.00

 

 

 

 

 

 

 

 

 

 

 


 

Documentation Type

 

 

 

 

 

 

 

 

 

 

 

Documentation

Group 1 (%)

Group 2 (%)

Group 3 (%)

Group 4 (%)

Group 5 (%)

Group 6 (%)

Group 7 (%)

Group 1-7 (%)

 

Full/Alternative

21.72

44.33

76.42

62.64

47.09

49.41

54.44

47.57

 

Reduced

61.73

33.86

23.58

32.86

37.07

34.82

25.97

36.59

 

Stated/Stated

5.79

20.09

0.00

1.78

7.68

8.17

19.59

10.91

 

No Income/ No Asset

10.77

1.72

0.00

2.73

8.17

7.60

0.00

4.93

 

Total:

100.00

100.00

100.00

100.00

100.00

100.00

100.00

100.00

 

 

 

 

 

 

 

 

 

 

 


 

Original Term

 

 

 

 

 

 

 

 

 

 

 

Months

Group 1 (%)

Group 2 (%)

Group 3 (%)

Group 4 (%)

Group 5 (%)

Group 6 (%)

Group 7 (%)

Group 1-7 (%)

 

360

100.00

100.00

100.00

100.00

100.00

100.00

100.00

100.00

 

Total:

100.00

100.00

100.00

100.00

100.00

100.00

100.00

100.00

 

 

 

 

 

 

 

 

 

 

 


 

Remaining Term

 

 

 

 

 

 

 

 

 

 

 

Months

Group 1 (%)

Group 2 (%)

Group 3 (%)

Group 4 (%)

Group 5 (%)

Group 6 (%)

Group 7 (%)

Group 1-7 (%)

 

321 – 360

100.00

100.00

100.00

100.00

100.00

100.00

100.00

100.00

 

Total:

100.00

100.00

100.00

100.00

100.00

100.00

100.00

100.00

 

 

 

 

 

 

 

 

 

 

 


 

Seasoning

 

 

 

 

Months

Group 1 (%)

Group 2 (%)

Group 3 (%)

Group 4 (%)

Group 5 (%)

Group 6 (%)

Group 7 (%)

Group 1-7 (%)

 

0

6.52

1.24

10.06

1.22

1.33

2.84

0.00

2.94

 

1 - 5

92.58

98.76

89.94

95.56

98.46

96.34

100.00

96.51

 

6 - 10

0.90

0.00

0.00

2.12

0.00

0.73

0.00

0.44

 

11 - 15

0.00

0.00

0.00

1.10

0.21

0.08

0.00

0.12

 

Total:

100.00

100.00

100.00

100.00

100.00

100.00

100.00

100.00

 

 

 

 

 

 

 

 

 

 

 


 

Initial Rate Cap

 

 

 

 

 

 

 

 

 

 

 

(%)

Group 1 (%)

Group 2 (%)

Group 3 (%)

Group 4 (%)

Group 5 (%)

Group 6 (%)

Group 7 (%)

Group 1-7 (%)

 

1.000

0.00

0.00

0.00

0.00

0.37

0.00

0.00

0.04

 

2.000

22.37

0.00

0.00

0.66

16.21

5.94

0.00

6.46

 

3.000

23.37

0.00

0.00

0.00

77.65

0.14

0.00

12.48

 

4.000

0.00

0.00

0.00

0.00

0.00

0.05

0.00

0.01

 

5.000

53.15

95.59

0.00

93.24

4.75

85.68

99.55

69.18

 

6.000

1.12

4.41

0.00

6.10

1.03

8.19

0.45

3.89

 

7.750

0.00

0.00

1.45

0.00

0.00

0.00

0.00

0.11

 

7.875

0.00

0.00

2.12

0.00

0.00

0.00

0.00

0.17

 

8.000

0.00

0.00

12.43

0.00

0.00

0.00

0.00

0.99

 

8.125

0.00

0.00

19.26

0.00

0.00

0.00

0.00

1.53

 

8.250

0.00

0.00

8.50

0.00

0.00

0.00

0.00

0.67

 

8.375

0.00

0.00

13.15

0.00

0.00

0.00

0.00

1.04

 

8.500

0.00

0.00

10.70

0.00

0.00

0.00

0.00

0.85

 

8.625

0.00

0.00

3.39

0.00

0.00

0.00

0.00

0.27

 

8.750

0.00

0.00

4.27

0.00

0.00

0.00

0.00

0.34

 

8.875

0.00

0.00

8.74

0.00

0.00

0.00

0.00

0.69

 

9.000

0.00

0.00

7.10

0.00

0.00

0.00

0.00

0.56

 

9.125

0.00

0.00

5.16

0.00

0.00

0.00

0.00

0.41

 

9.250

0.00

0.00

1.63

0.00

0.00

0.00

0.00

0.13

 

9.375

0.00

0.00

0.29

0.00

0.00

0.00

0.00

0.02

 

9.500

0.00

0.00

0.31

0.00

0.00

0.00

0.00

0.02

 

9.625

0.00

0.00

0.97

0.00

0.00

0.00

0.00

0.08

 

9.750

0.00

0.00

0.53

0.00

0.00

0.00

0.00

0.04

 

Total:

100.00

100.00

100.00

100.00

100.00

100.00

100.00

100.00

 

 

 

 

 

 

 

 

 

 

 


 

Interest Only Period

 

 

 

 

 

 

 

 

 

 

 

Month

Group 1 (%)

Group 2 (%)

Group 3 (%)

Group 4 (%)

Group 5 (%)

Group 6 (%)

Group 7 (%)

Group 1-7 (%)

 

0

12.02

20.58

4.76

63.77

40.24

47.69

22.17

30.19

 

24

3.97

0.00

0.00

0.00

6.08

0.00

0.00

1.26

 

36

82.84

0.00

0.00

0.00

49.84

0.00

0.00

17.07

 

60

0.34

75.83

0.00

0.00

0.34

46.19

77.83

38.62

 

84

0.00

0.00

0.00

33.77

0.00

0.00

0.00

2.16

 

120

0.83

3.59

95.24

2.46

3.51

6.12

0.00

10.70

 

Total:

100.00

100.00

100.00

100.00

100.00

100.00

100.00

100.00

 

 

 

 

 

 

 

 

 

 

 


 

Prepayment Penalty Period

 

 

 

 

 

 

 

 

 

 

 

Month

Group 1 (%)

Group 2 (%)

Group 3 (%)

Group 4 (%)

Group 5 (%)

Group 6 (%)

Group 7 (%)

Group 1-7 (%)

 

0

82.30

91.12

88.48

89.93

69.93

79.54

100.00

85.07

 

3

0.00

0.00

1.75

0.00

0.16

0.00

0.00

0.16

 

6

0.00

0.00

1.22

0.00

0.34

0.22

0.00

0.19

 

12

0.34

0.88

3.52

0.00

1.02

1.79

0.00

1.12

 

24

5.05

3.60

0.00

2.96

21.08

5.73

0.00

5.75

 

36

10.93

3.21

5.03

3.45

6.87

7.57

0.00

5.62

 

60

1.38

1.20

0.00

3.66

0.59

5.16

0.00

2.08

 

Total:

100.00

100.00

100.00

100.00

100.00

100.00

100.00

100.00

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 


X.  COLLATERAL DETAILS

 

 

 

 

 

 

 

 

NOTE: PRELIMINARY INFORMATION CONTAINED HEREIN REFLECTS THE August 1, 2004 CUT-OFF DATE SCHEDULED BALANCES.

 

 

 

 

 

 

 

 

 

 

 

 

COLLATERAL INFORMATION CONTAINED HEREIN IS PRELIMINARY AND INDICATIVE. ON THE CLOSING DATE, THE AGGREGATE

 

 

PRINCIPAL BALANCE OF THE  MORTGAGE LOANS IN LOAN GROUPS 8A, 8B AND 8C WILL EQUAL THE AGGREGATE PRINCIPAL BALANCE

 

OF THE GROUPS 8A, 8B, 8C AND C-B CERTIFICATES.

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Summary Statistics

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Group 8A

Group 8B

Group 8C

Group 8A-8C

 

 

 

 

 

Count

1407

791

206

2404

 

 

 

 

 

Scheduled Balance ($)

262,317,868.16

260,335,415.06

55,160,315.85

577,813,599.06

 

 

 

 

 

Avg. Scheduled Balance ($)

186,437.72

329,121.89

267,768.52

240,355.07

 

 

 

 

 

Min Scheduled Balance ($)

31,952.35

39,551.85

24,711.11

24,711.11

 

 

 

 

 

Max Scheduled Balance ($)

612,000.00

2,495,467.69

999,999.99

2,495,467.69

 

 

 

 

 

Wgt. Avg. Gross Rate (%)

6.327

6.341

4.632

6.172

 

 

 

 

 

Wgt. Avg. Net Rate (%)

6.060

6.069

4.285

5.895

 

 

 

 

 

Wgt. Avg. Gross Margin (%)

3.147

3.184

2.071

3.061

 

 

 

 

 

Wgt. Avg. Net Margin (%)

2.880

2.912

1.723

2.784

 

 

 

 

 

Wgt. Avg. Remaining Term (Months)

358

358

358

358

 

 

 

 

 

Wgt. Avg. Original Term (Months)

360

360

360

360

 

 

 

 

 

Wgt. Avg. Months to Roll

34

34

5

31

 

 

 

 

 

Wgt. Avg. Seasoning (Months)

2

2

2

2

 

 

 

 

 

Wgt. Avg. Original LTV (%)

79.89

78.59

77.06

79.04

 

 

 

 

 

Wgt. Avg. FICO**

700

701

718

702

 

 

 

 

 

Wgt. Avg. Initial Cap (%)

3.586

3.555

1.100

3.335

 

 

 

 

 

Wgt. Avg. Annualized Periodic Cap (%)

2.014

2.027

2.000

2.019

 

 

 

 

 

Wgt. Avg. Periodic Cap (%)

1.037

1.082

1.088

1.063

 

 

 

 

 

Wgt. Avg. Maximum Rate (%)

11.455

11.518

10.758

11.417

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Rate Index

  

 

 

 

 

 

 

 

 

 

 

 

 

 

Index

Group 8A(%)

Group 8B (%)

Group 8C (%)

Group 8A-8C (%)

 

 

 

 

 

Treasury - 1 Year

0.29

0.29

0.00

0.26

 

 

 

 

 

Libor - 6 Month

96.99

93.13

91.16

94.69

 

 

 

 

 

Libor - 1 Year

2.72

6.58

8.84

5.04

 

 

 

 

 

Total:

100.00

100.00

100.00

100.00

 

 

 

 

 

    

 

 

 

 

 

 

 

Months to Next Rate Adjustment Date

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Month

Group 8A(%)

Group 8B (%)

Group 8C (%)

Group 6A-6B (%)

 

 

 

 

 

2

0.00

0.00

0.50

0.05

 

 

 

 

 

3

0.10

0.00

2.91

0.32

 

 

 

 

 

4

0.00

0.00

26.35

2.52

 

 

 

 

 

5

0.00

0.00

60.87

5.81

 

 

 

 

 

6

0.00

0.00

0.54

0.05

 

 

 

 

 

8

0.15

0.05

0.00

0.09

 

 

 

 

 

9

0.45

0.32

2.00

0.54

 

 

 

 

 

10

1.57

3.95

6.43

3.11

 

 

 

 

 

11

0.30

1.54

0.41

0.87

 

 

 

 

 

15

0.06

0.10

0.00

0.07

 

 

 

 

 

17

0.04

0.15

0.00

0.08

 

 

 

 

 

18

0.00

0.06

0.00

0.03

 

 

 

 

 

19

0.57

0.54

0.00

0.50

 

 

 

 

 

20

2.34

1.71

0.00

1.84

 

 

 

 

 

21

7.48

5.85

0.00

6.03

 

 

 

 

 

22

19.02

19.29

0.00

17.33

 

 

 

 

 

23

10.04

9.35

0.00

8.77

 

 

 

 

 

29

0.11

0.09

0.00

0.09

 

 

 

 

 

30

0.17

0.09

0.00

0.12

 

 

 

 

 

31

0.19

0.07

0.00

0.12

 

 

 

 

 

32

0.39

0.80

0.00

0.54

 

 

 

 

 

33

4.72

2.54

0.00

3.29

 

 

 

 

 

34

13.44

12.95

0.00

11.94

 

 

 

 

 

35

13.78

15.39

0.00

13.19

 

 

 

 

 

36

1.90

1.68

0.00

1.62

 

 

 

 

 

54

0.00

0.12

0.00

0.05

 

 

 

 

 

55

0.19

0.00

0.00

0.09

 

 

 

 

 

56

0.15

0.07

0.00

0.10

 

 

 

 

 

57

2.15

1.01

0.00

1.44

 

 

 

 

 

58

9.45

10.44

0.00

8.99

 

 

 

 

 

59

10.19

11.00

0.00

9.58

 

 

 

 

 

60

1.06

0.83

0.00

0.85

 

 

 

 

 

Total:

100.00

100.00

100.00

100.00

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Current Mortgage Rates

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

(%)

Group 8A(%)

Group 8B (%)

Group 8C (%)

Group 8A-8C (%)

 

 

 

 

 

2.501 - 2.750

0.08

0.05

0.04

0.06

 

 

 

 

 

2.751 - 3.000

0.08

0.00

0.00

0.04

 

 

 

 

 

3.001 - 3.250

0.10

0.00

3.19

0.35

 

 

 

 

 

3.251 - 3.500

0.03

0.00

3.07

0.31

 

 

 

 

 

3.501 - 3.750

0.00

0.12

14.87

1.48

 

 

 

 

 

3.751 - 4.000

0.14

0.06

4.69

0.54

 

 

 

 

 

4.001 - 4.250

0.14

0.12

5.13

0.61

 

 

 

 

 

4.251 - 4.500

0.37

1.41

15.23

2.26

 

 

 

 

 

4.501 - 4.750

0.54

0.79

9.71

1.53

 

 

 

 

 

4.751 - 5.000

0.73

1.16

13.78

2.17

 

 

 

 

 

5.001 - 5.250

0.42

2.09

9.52

2.04

 

 

 

 

 

5.251 - 5.500

9.27

8.26

10.94

8.97

 

 

 

 

 

5.501 - 5.750

10.13

9.40

4.32

9.25

 

 

 

 

 

5.751 - 6.000

13.81

11.82

4.74

12.04

 

 

 

 

 

6.001 - 6.250

13.29

12.64

0.76

11.80

 

 

 

 

 

6.251 - 6.500

18.81

16.80

0.00

16.11

 

 

 

 

 

6.501 - 6.750

12.01

12.02

0.00

10.87

 

 

 

 

 

6.751 - 7.000

8.30

8.38

0.00

7.55

 

 

 

 

 

7.001 - 7.250

3.88

3.25

0.00

3.22

 

 

 

 

 

7.251 - 7.500

3.39

3.74

0.00

3.22

 

 

 

 

 

7.501 - 7.750

1.68

3.94

0.00

2.54

 

 

 

 

 

7.751 - 8.000

1.33

3.17

0.00

2.03

 

 

 

 

 

8.001 - 8.250

0.64

0.22

0.00

0.39

 

 

 

 

 

8.251 - 8.500

0.23

0.40

0.00

0.28

 

 

 

 

 

8.501 - 8.750

0.61

0.14

0.00

0.34

 

 

 

 

 

Total:

100.00

100.00

100.00

100.00

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Scheduled Balances

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

$

Group 8A(%)

Group 8B (%)

Group 8C (%)

Group 8A-8C (%)

 

 

 

 

 

0.01 - 50,000.00

0.27

0.07

0.04

0.16

 

 

 

 

 

50,000.01 - 100,000.00

5.58

1.48

1.57

3.35

 

 

 

 

 

100,000.01 - 150,000.00

15.56

5.24

7.93

10.18

 

 

 

 

 

150,000.01 - 200,000.00

21.07

6.17

12.70

13.56

 

 

 

 

 

200,000.01 - 250,000.00

21.82

6.59

12.37

14.05

 

 

 

 

 

250,000.01 - 300,000.00

19.61

7.18

11.17

13.20

 

 

 

 

 

300,000.01 - 350,000.00

13.13

7.78

12.46

10.66

 

 

 

 

 

350,000.01 - 400,000.00

1.55

14.20

11.51

8.20

 

 

 

 

 

400,000.01 - 450,000.00

0.81

10.34

5.58

5.56

 

 

 

 

 

450,000.01 - 500,000.00

0.37

9.30

3.43

4.68

 

 

 

 

 

500,000.01 - 550,000.00

0.00

5.67

7.58

3.28

 

 

 

 

 

550,000.01 - 600,000.00

0.00

5.75

3.10

2.89

 

 

 

 

 

600,000.01 - 650,000.00

0.23

6.32

4.55

3.39

 

 

 

 

 

650,000.01 - 700,000.00

0.00

1.58

0.00

0.71

 

 

 

 

 

700,000.01 - 750,000.00

0.00

1.67

2.59

1.00

 

 

 

 

 

750,000.01 - 800,000.00

0.00

2.10

0.00

0.94

 

 

 

 

 

800,000.01 - 850,000.00

0.00

0.64

0.00

0.29

 

 

 

 

 

850,000.01 - 900,000.00

0.00

1.34

1.60

0.75

 

 

 

 

 

900,000.01 - 950,000.00

0.00

1.08

0.00

0.48

 

 

 

 

 

950,000.01 - 1,000,000.00

0.00

4.15

1.81

2.04

 

 

 

 

 

1,000,000.01 - 1,050,000.00

0.00

0.40

0.00

0.18

 

 

 

 

 

>= 1,200,000.01

0.00

0.96

0.00

0.43

 

 

 

 

 

Total:

100.00

100.00

100.00

100.00

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Geographic Distribution

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

State

Group 8A(%)

Group 8B (%)

Group 8C (%)

Group 8A-8C (%)

 

 

 

 

 

California

27.44

43.91

39.26

35.99

 

 

 

 

 

Nevada

19.80

13.73

2.20

15.39

 

 

 

 

 

New York

4.82

7.58

1.56

5.75

 

 

 

 

 

New Jersey

5.33

5.41

1.06

4.96

 

 

 

 

 

Florida

4.37

5.17

4.32

4.73

 

 

 

 

 

Arizona

6.71

2.46

5.58

4.69

 

 

 

 

 

Colorado

3.36

2.26

6.38

3.15

 

 

 

 

 

Virginia

3.66

1.59

5.21

2.87

 

 

 

 

 

Massachusetts

2.50

3.04

2.92

2.79

 

 

 

 

 

Washington

2.37

1.75

4.55

2.30

 

 

 

 

 

Other

19.64

13.09

26.95

17.39

 

 

 

 

 

Total:

100.00

100.00

100.00

100.00

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Gross Margin

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

(%)

Group 8A(%)

Group 8B (%)

Group 8C (%)

Group 8A-8C (%)

 

 

 

 

 

1.251 - 1.500

0.00

0.00

0.04

0.00

 

 

 

 

 

1.501 - 1.750

0.00

0.00

1.11

0.11

 

 

 

 

 

1.751 - 2.000

0.00

0.00

70.82

6.76

 

 

 

 

 

2.001 - 2.250

21.52

22.03

18.96

21.51

 

 

 

 

 

2.251 - 2.500

9.04

11.25

8.84

10.02

 

 

 

 

 

2.501 - 2.750

8.17

6.96

0.22

6.87

 

 

 

 

 

2.751 - 3.000

10.81

9.36

0.00

9.12

 

 

 

 

 

3.001 - 3.250

13.77

10.21

0.00

10.85

 

 

 

 

 

3.251 - 3.500

10.66

10.53

0.00

9.58

 

 

 

 

 

3.501 - 3.750

8.12

8.83

0.00

7.67

 

 

 

 

 

3.751 - 4.000

4.84

3.91

0.00

3.96

 

 

 

 

 

4.001 - 4.250

3.89

3.57

0.00

3.37

 

 

 

 

 

4.251 - 4.500

1.92

4.68

0.00

2.98

 

 

 

 

 

4.501 - 4.750

1.07

3.11

0.00

1.89

 

 

 

 

 

4.751 - 5.000

6.06

5.33

0.00

5.15

 

 

 

 

 

5.001 - 5.250

0.12

0.06

0.00

0.08

 

 

 

 

 

5.251 - 5.500

0.00

0.06

0.00

0.03

 

 

 

 

 

5.751 - 6.000

0.00

0.10

0.00

0.04

 

 

 

 

 

Total:

100.00

100.00

100.00

100.00

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Maximum Rate

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

(%)

Group 8A(%)

Group 8B (%)

Group 8C (%)

Group 8A-8C (%)

 

 

 

 

 

8.501 - 8.750

0.08

0.05

0.00

0.06

 

 

 

 

 

8.751 - 9.000

0.08

0.00

0.00

0.04

 

 

 

 

 

9.001 - 9.250

0.10

0.00

0.00

0.04

 

 

 

 

 

9.251 - 9.500

0.03

0.00

2.56

0.26

 

 

 

 

 

9.501 - 9.750

0.05

0.12

13.00

1.32

 

 

 

 

 

9.751 - 10.000

0.14

0.06

2.43

0.32

 

 

 

 

 

10.001 - 10.250

0.18

0.12

0.90

0.22

 

 

 

 

 

10.251 - 10.500

9.19

8.46

1.76

8.15

 

 

 

 

 

10.501 - 10.750

10.14

8.94

2.20

8.84

 

 

 

 

 

10.751 - 11.000

12.17

11.06

74.71

17.64

 

 

 

 

 

11.001 - 11.250

11.42

11.30

2.22

10.49

 

 

 

 

 

11.251 - 11.500

17.65

16.45

0.00

15.43

 

 

 

 

 

11.501 - 11.750

10.66

11.94

0.00

10.22

 

 

 

 

 

11.751 - 12.000

10.01

9.89

0.00

9.00

 

 

 

 

 

12.001 - 12.250

5.97

6.58

0.00

5.67

 

 

 

 

 

12.251 - 12.500

4.94

5.30

0.00

4.63

 

 

 

 

 

12.501 - 12.750

3.55

4.84

0.00

3.79

 

 

 

 

 

12.751 - 13.000

1.85

3.71

0.00

2.51

 

 

 

 

 

13.001 - 13.250

0.64

0.24

0.00

0.40

 

 

 

 

 

13.251 - 13.500

0.29

0.25

0.00

0.24

 

 

 

 

 

13.501 - 13.750

0.61

0.45

0.00

0.48

 

 

 

 

 

13.751 - 14.000

0.07

0.00

0.00

0.03

 

 

 

 

 

14.001 - 14.250

0.10

0.09

0.00

0.08

 

 

 

 

 

14.251 - 14.500

0.00

0.15

0.00

0.07

 

 

 

 

 

15.251 - 15.500

0.00

0.00

0.22

0.02

 

 

 

 

 

16.001 - 16.250

0.04

0.00

0.00

0.02

 

 

 

 

 

16.501 - 16.750

0.05

0.00

0.00

0.02

 

 

 

 

 

Total:

100.00

100.00

100.00

100.00

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Credit Score

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

FICO Score

Group 8A(%)

Group 8B (%)

Group 8C (%)

Group 8A-8C (%)

 

 

 

 

 

Unavailable

0.18

0.65

0.00

0.38

 

 

 

 

 

576 - 600

0.07

0.30

0.00

0.17

 

 

 

 

 

601 - 625

2.15

1.43

0.00

1.62

 

 

 

 

 

626 - 650

10.52

8.59

3.48

8.98

 

 

 

 

 

651 - 675

16.74

20.26

11.16

17.79

 

 

 

 

 

676 - 700

23.76

20.74

20.53

22.09

 

 

 

 

 

701 - 725

19.70

20.73

23.17

20.49

 

 

 

 

 

726 - 750

12.24

13.07

20.12

13.37

 

 

 

 

 

751 - 775

10.43

8.51

12.72

9.78

 

 

 

 

 

776 - 800

3.83

4.26

7.65

4.39

 

 

 

 

 

801 - 825

0.38

1.46

1.17

0.94

 

 

 

 

 

Total:

100.00

100.00

100.00

100.00

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Property Type

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Type

Group 8A(%)

Group 8B (%)

Group 8C (%)

Group 8A-8C (%)

 

 

 

 

 

Single Family Residence

52.20

53.14

62.66

53.62

 

 

 

 

 

Condo

10.40

8.24

7.11

9.11

 

 

 

 

 

2-4 Family

11.29

12.54

2.02

10.97

 

 

 

 

 

Co-op

0.17

0.12

0.12

0.14

 

 

 

 

 

PUD

25.94

25.96

28.09

26.16

 

 

 

 

 

Total:

100.00

100.00

100.00

100.00

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Occupancy Status

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Status

Group 8A(%)

Group 8B (%)

Group 8C (%)

Group 8A-8C (%)

 

 

 

 

 

Primary

73.79

73.84

99.29

76.24

 

 

 

 

 

Second Home

2.55

3.00

0.49

2.55

 

 

 

 

 

Investment

23.66

23.17

0.23

21.20

 

 

 

 

 

Total:

100.00

100.00

100.00

100.00

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Loan Purpose

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Purpose

Group 8A(%)

Group 8B (%)

Group 8C (%)

Group 8A-8C (%)

 

 

 

 

 

Purchase

76.45

77.64

56.35

75.06

 

 

 

 

 

Refinance - Rate Term

8.73

6.74

24.10

9.30

 

 

 

 

 

Refinance - Cashout

14.82

15.63

19.55

15.64

 

 

 

 

 

Total:

100.00

100.00

100.00

100.00

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Original Loan to Value Ratio

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Original LTV

Group 8A(%)

Group 8B (%)

Group 8C (%)

Group 8A-8C (%)

 

 

 

 

 

<= 50.00

0.68

1.27

2.58

1.13

 

 

 

 

 

50.01 - 55.00

0.12

0.34

0.35

0.24

 

 

 

 

 

55.01 - 60.00

1.04

0.59

2.01

0.93

 

 

 

 

 

60.01 - 65.00

1.14

2.57

2.60

1.92

 

 

 

 

 

65.01 - 70.00

3.37

4.48

4.77

4.00

 

 

 

 

 

70.01 - 75.00

8.33

11.21

8.17

9.61

 

 

 

 

 

75.01 - 80.00

72.66

71.15

75.25

72.23

 

 

 

 

 

80.01 - 85.00

1.19

0.46

0.44

0.79

 

 

 

 

 

85.01 - 90.00

4.70

4.34

1.81

4.26

 

 

 

 

 

90.01 - 95.00

6.66

3.60

2.02

4.84

 

 

 

 

 

95.01 - 100.00

0.11

0.00

0.00

0.05

 

 

 

 

 

Total:

100.00

100.00

100.00

100.00

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Documentation Type

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Documentation

Group 8A(%)

Group 8B (%)

Group 8C (%)

Group 8A-8C (%)

 

 

 

 

 

Full/Alternative

14.49

14.20

23.39

15.21

 

 

 

 

 

Reduced

60.30

63.07

71.15

62.58

 

 

 

 

 

Stated/Stated

10.57

12.12

0.00

10.26

 

 

 

 

 

No Income/ No Asset

14.65

10.61

5.47

11.95

 

 

 

 

 

Total:

100.00

100.00

100.00

100.00

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Original Term

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Months

Group 8A(%)

Group 8B (%)

Group 8C (%)

Group 8A-8C (%)

 

 

 

 

 

180

0.00

0.25

0.00

0.11

 

 

 

 

 

360

100.00

99.75

100.00

99.89

 

 

 

 

 

Total:

100.00

100.00

100.00

100.00

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Remaining Term

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Months

Group 8A(%)

Group 8B (%)

Group 8C (%)

Group 8A-8C (%)

 

 

 

 

 

121 - 180

0.00

0.25

0.00

0.11

 

 

 

 

 

321 - 360

100.00

99.75

100.00

99.89

 

 

 

 

 

Total:

100.00

100.00

100.00

100.00

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Seasoning

 

 

 

 

 

 

 

 

 

 

 

 

 

Months

Group 8A(%)

Group 8B (%)

Group 8C (%)

Group 8A-8C (%)

 

 

 

 

 

0

2.96

2.51

0.00

2.47

 

 

 

 

 

1 - 5

96.58

96.88

95.02

96.57

 

 

 

 

 

6 - 10

0.46

0.61

4.98

0.96

 

 

 

 

 

Total:

100.00

100.00

100.00

100.00

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Initial Rate Cap

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

(%)

Group 8A(%)

Group 8B (%)

Group 8C (%)

Group 8A-8C (%)

 

 

 

 

 

1.000

0.00

0.12

90.94

8.74

 

 

 

 

 

2.000

3.08

6.99

8.84

5.39

 

 

 

 

 

3.000

66.47

62.28

0.00

58.24

 

 

 

 

 

5.000

29.73

29.08

0.00

26.60

 

 

 

 

 

6.000

0.72

1.53

0.22

1.04

 

 

 

 

 

Total:

100.00

100.00

100.00

100.00

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Interest Only Period

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Month

Group 8A(%)

Group 8B (%)

Group 8C (%)

Group 8A-8C (%)

 

 

 

 

 

0

59.55

59.37

6.15

54.37

 

 

 

 

 

24

8.90

7.01

0.00

7.20

 

 

 

 

 

36

15.88

15.05

0.00

13.99

 

 

 

 

 

60

11.80

14.71

8.14

12.76

 

 

 

 

 

120

3.88

3.86

85.71

11.68

 

 

 

 

 

Total:

100.00

100.00

100.00

100.00

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Prepayment Penalty Period

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Month

Group 8A(%)

Group 8B (%)

Group 8C (%)

Group 8A-8C (%)

 

 

 

 

 

0

50.51

54.36

68.83

54.00

 

 

 

 

 

3

0.18

1.14

0.00

0.59

 

 

 

 

 

6

0.87

0.79

0.00

0.75

 

 

 

 

 

12

3.00

3.08

0.00

2.75

 

 

 

 

 

24

29.17

26.57

0.00

25.21

 

 

 

 

 

36

13.90

10.74

31.17

14.13

 

 

 

 

 

60

2.38

3.32

0.00

2.58

 

 

 

 

 

Total:

100.00

100.00

100.00

100.00

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

**Where Available