EX-99.1 4 heat20061compmatsdeclaration.htm EXHIBIT 99.1 COMPUTATIONAL MATERIALS heat20061compmatsdeclaration

DERIVED INFORMATION [11/22/05]


[$775,200,000]

Senior, Mezzanine & Subordinate Bonds Offered

(Approximate)


[$781,600,100]

Total Certificates Offered & Non-Offered


Home Equity Pass-Through Certificates, Series 2006-1


Credit Suisse First Boston Mortgage Securities Corp.

Depositor


[TBD]

Trustee


The information contained in the attached materials is referred to as the “Information”.


The Information has been provided by Credit Suisse First Boston. Neither the Issuer of the certificates nor any of its affiliates makes any representation as to the accuracy or completeness of the Information herein.


The Information contained herein is preliminary and will be superseded by the applicable prospectus supplement and by any other information subsequently filed with the Securities and Exchange Commission.


The Information contained herein will be superseded by the description of the mortgage pool contained in the prospectus supplement relating to the certificates. The Information addresses only certain aspects of the applicable certificate’s characteristics and thus does not provide a complete assessment. As such, the Information may not reflect the impact of all structural characteristics of the certificate. The assumptions underlying the Information, including structure and collateral, may be modified from time to time to reflect changed circumstances.


Although a registration statement (including the prospectus) relating to the certificates discussed in this communication has been filed with the Securities and Exchange Commission and is effective, the final prospectus supplement relating to the certificates discussed in this communication has not been filed with the Securities and Exchange Commission. This communication shall not constitute an offer to sell or the solicitation of an offer to buy nor shall there be any offer or sale of the certificates discussed in this communication in any state in which such offer, solicitation or sale would be unlawful prior to registration or qualification under the securities laws of any such state. Prospective purchasers are referred to the final prospectus and prospectus supplement relating to the certificates discussed in this communication for definitive Information on any matter discussed in this communication. Any investment decision should be based only on the data in the prospectus and the prospectus supplement (“Offering Documents”) and the then current version of the Information. Offering Documents contain data that is current as of their publication dates and after publication may no longer be complete or current. A final prospectus and prospectus supplement may be obtained by contacting the Credit Suisse First Boston Trading Desk at (212)

538-8373.


Statistical Collateral Summary – Aggregate Collateral


All information on the Mortgage Loans is approximate, includes a portion of the prefunding, and is based off of rolled scheduled balances as of the 12/01/05 cutoff date. Approximately 29.9% of the mortgage loans do not provide for any payments of principal in the first two, three, five or ten years following origination. The final numbers will be found in the prospectus supplement. Thirty-day delinquencies and sixty-day delinquencies will represent less than 1.5% and 0.5% of the Mortgage Loans, respectively. The Original Loan-to-Value (OLTV) ratio displayed in the tables below employs the Combined Loan-to-Value (CLTV) ratio in the case of second liens.


 

 

 

 

 

 

 

 

 

 

 

 

%

 

 

 

 

 

 

 

 

 

%

 

 

 

WA

WA

WA

 

FULL

%

%

%

%

%

Current Rate

COUNT

TOTAL SCHED_BAL

AVG SCHED_BAL

SCHED_BAL

SEASONING

WAC

WARM

FICO

LTV

CBLTV

WA DTI

DOC

PRIMARY

SFR & PUD

CASHOUT

2nd Lien

IO

0.001 - 9.500

3,771

727,352,674

192,881

93.8

2

7.09

363

623

79.5

83.8

41.7

73.0

94.9

89.5

64.7

0.1

31.8

9.501 - 10.000

243

16,877,360

69,454

2.2

4

9.80

356

600

85.1

85.6

40.8

71.7

95.3

92.3

48.9

37.0

0.7

10.001 - 10.500

158

9,819,908

62,151

1.3

5

10.31

351

587

88.8

88.9

40.1

81.5

91.1

91.4

39.0

43.9

1.8

10.501 - 11.000

164

7,671,937

46,780

1.0

4

10.78

354

604

91.3

92.1

37.8

82.5

99.3

91.5

31.3

63.7

0.0

11.001 - 12.000

325

12,170,355

37,447

1.6

3

11.55

355

594

95.8

95.8

40.3

89.3

99.4

93.6

16.5

87.7

0.0

12.001 - 13.000

23

1,246,024

54,175

0.2

25

12.32

326

572

76.0

76.0

38.9

84.1

95.2

70.9

71.9

18.7

0.0

13.001 >=

3

103,360

34,453

0.0

59

13.83

199

574

64.1

64.1

28.7

77.7

100.0

56.4

56.4

0.0

0.0

Total:

4,687

775,241,618

165,403

100.0

2

7.31

362

621

80.1

84.2

41.6

73.4

95.0

89.6

62.9

3.5

29.9

                  

 

 

 

 

 

 

 

 

 

 

 

 

%

 

 

 

 

 

 

 

 

 

%

 

 

 

WA

WA

WA

 

FULL

%

%

%

%

%

FICO

COUNT

TOTAL SCHED_BAL

AVG SCHED_BAL

SCHED_BAL

SEASONING

WAC

WARM

FICO

LTV

CBLTV

WA DTI

DOC

PRIMARY

SFR & PUD

CASHOUT

2nd Lien

IO

1 - 500

12

1,148,252

95,688

0.1

21

9.67

334

494

71.9

71.9

38.3

90.1

100.0

100.0

95.4

0.0

0.0

501 - 525

199

26,361,858

132,472

3.4

3

8.87

363

515

70.9

71.3

41.7

71.6

95.7

93.8

87.0

0.0

0.0

526 - 550

316

46,409,632

146,866

6.0

2

8.34

362

539

73.4

73.7

40.3

75.7

96.5

89.3

85.5

0.0

0.5

551 - 575

512

80,758,560

157,732

10.4

3

7.57

360

565

76.8

77.0

41.6

82.9

97.7

94.2

81.7

0.0

3.2

576 - 600

826

116,767,840

141,365

15.1

2

7.55

363

588

79.9

82.5

40.8

84.3

95.0

92.2

69.7

5.3

18.9

601 - 625

913

151,072,340

165,468

19.5

2

7.31

364

613

82.2

86.6

42.0

75.9

96.8

88.8

58.9

3.6

32.0

626 - 650

816

143,338,801

175,660

18.5

2

7.06

365

638

81.2

86.5

42.3

70.8

95.0

88.2

60.7

4.0

39.2

651 >=

1,093

209,384,334

191,568

27.0

2

6.81

360

688

81.9

88.7

41.6

63.2

92.2

87.4

48.2

4.6

48.8

Total:

4,687

775,241,618

165,403

100.0

2

7.31

362

621

80.1

84.2

41.6

73.4

95.0

89.6

62.9

3.5

29.9

                  

 

 

 

 

 

 

 

 

 

 

 

 

%

 

 

 

 

 

 

 

 

 

%

 

 

 

WA

WA

WA

 

FULL

%

%

%

%

%

Balance

COUNT

TOTAL SCHED_BAL

AVG SCHED_BAL

SCHED_BAL

SEASONING

WAC

WARM

FICO

LTV

CBLTV

WA DTI

DOC

PRIMARY

SFR & PUD

CASHOUT

2nd Lien

IO

0.01 - 50,000.00

703

21,698,972

30,866

2.8

5

10.31

348

615

90.5

90.6

37.8

90.1

94.6

92.3

30.1

66.2

0.0

50,000.01 - 75,000.00

536

33,566,734

62,625

4.3

3

8.85

354

605

82.3

85.7

37.5

83.1

91.3

92.6

49.1

18.5

1.4

75,000.01 - 100,000.00

490

43,065,061

87,888

5.6

3

8.02

355

609

81.4

85.0

38.6

88.9

95.0

92.5

56.0

8.4

5.9

100,000.01 - 125,000.00

516

58,041,533

112,484

7.5

2

7.77

358

607

80.1

84.5

39.7

78.4

94.9

90.4

58.2

3.5

12.2

125,000.01 - 150,000.00

428

58,705,952

137,163

7.6

2

7.45

358

614

78.6

83.5

40.8

80.4

94.9

89.2

59.7

1.2

18.6

150,000.01 - 175,000.00

334

54,354,806

162,739

7.0

2

7.28

359

610

78.3

81.6

40.9

80.0

92.5

91.5

67.5

0.0

20.1

175,000.01 - 200,000.00

307

57,833,827

188,384

7.5

2

7.17

365

613

78.5

82.3

41.2

79.1

94.5

94.2

69.0

0.0

24.3

200,000.01 - 225,000.00

230

48,834,619

212,324

6.3

2

7.03

363

617

79.8

83.0

42.3

81.6

95.7

91.7

68.6

0.0

21.1

225,000.01 - 250,000.00

194

45,915,335

236,677

5.9

2

7.10

364

620

78.4

81.2

42.2

78.4

94.8

87.6

70.0

0.0

28.9

250,000.01 - 275,000.00

170

44,527,315

261,925

5.7

2

6.98

368

621

79.4

83.1

42.4

72.3

95.9

89.4

70.7

0.0

33.6

275,000.01 - 300,000.00

128

36,919,402

288,433

4.8

2

6.90

363

622

79.1

83.1

43.2

69.7

96.1

88.3

62.4

0.0

38.2

300,000.01 - 325,000.00

125

39,093,579

312,749

5.0

2

7.08

365

627

81.5

87.0

44.2

59.9

96.8

82.4

63.0

0.0

38.5

325,000.01 - 350,000.00

82

27,741,162

338,307

3.6

2

7.01

365

623

77.9

82.6

43.1

58.6

95.2

90.3

60.1

0.0

35.3

350,000.01 - 375,000.00

77

27,977,519

363,344

3.6

2

7.13

367

630

80.2

84.3

43.5

62.5

92.2

83.1

64.8

0.0

44.2

375,000.01 - 400,000.00

66

25,748,430

390,128

3.3

2

6.93

370

632

80.3

85.9

42.4

66.7

97.0

84.9

69.7

0.0

48.7

400,000.01 - 500,000.00

187

83,792,363

448,088

10.8

2

6.79

367

640

80.9

86.3

42.7

55.8

95.8

85.8

66.9

0.0

49.6

500,000.01 - 600,000.00

73

39,694,783

543,764

5.1

2

6.68

366

635

81.3

85.9

43.7

71.3

98.5

90.0

70.0

0.0

58.8

600,000.01 >=

41

27,730,225

676,347

3.6

2

6.64

364

652

78.7

83.7

42.0

65.7

93.0

97.8

50.5

0.0

66.0

Total:

4,687

775,241,618

165,403

100.0

2

7.31

362

621

80.1

84.2

41.6

73.4

95.0

89.6

62.9

3.5

29.9

                  

 

 

 

 

 

 

 

 

 

 

 

 

%

 

 

 

 

 

 

 

 

 

%

 

 

 

WA

WA

WA

 

FULL

%

%

%

%

%

Original LTV

COUNT

TOTAL SCHED_BAL

AVG SCHED_BAL

SCHED_BAL

SEASONING

WAC

WARM

FICO

LTV

CBLTV

WA DTI

DOC

PRIMARY

SFR & PUD

CASHOUT

2nd Lien

IO

<= 80.0

2,595

484,611,834

186,748

62.5

2

7.06

364

620

73.9

80.4

41.2

67.1

94.8

88.0

63.7

0.0

34.2

80.1 - 85.0

407

77,810,426

191,180

10.0

2

7.42

367

605

84.5

84.9

41.9

77.5

92.6

90.9

79.2

0.0

21.8

85.1 - 90.0

689

132,658,339

192,538

17.1

2

7.35

358

623

89.6

89.7

41.9

82.0

95.2

94.3

73.4

0.5

28.4

90.1 - 95.0

247

34,100,383

138,058

4.4

2

7.68

357

647

94.7

94.7

43.8

94.4

96.2

88.6

54.0

6.5

30.2

95.1 - 100.0

749

46,060,636

61,496

5.9

2

9.40

357

639

99.9

99.9

42.5

92.4

99.4

91.0

4.0

52.3

1.6

Total:

4,687

775,241,618

165,403

100.0

2

7.31

362

621

80.1

84.2

41.6

73.4

95.0

89.6

62.9

3.5

29.9

                  

 

 

 

 

 

 

 

 

 

 

 

 

%

 

 

 

 

 

 

 

 

 

%

 

 

 

WA

WA

WA

 

FULL

%

%

%

%

%

Stated or Reduced

COUNT

TOTAL SCHED_BAL

AVG SCHED_BAL

SCHED_BAL

SEASONING

WAC

WARM

FICO

LTV

CBLTV

WA DTI

DOC

PRIMARY

SFR & PUD

CASHOUT

2nd Lien

IO

Full

3,731

569,066,859

152,524

73.4

2

7.29

361

617

80.8

84.0

41.7

100.0

95.9

90.5

64.6

4.1

26.0

Reduced

368

75,507,312

205,183

9.7

3

7.19

362

636

80.2

85.6

40.9

0.0

90.9

87.5

40.1

3.8

38.3

No Income/ No Asset

6

1,036,421

172,737

0.1

6

7.76

345

680

69.0

71.6

38.2

0.0

100.0

100.0

100.0

0.0

0.0

Stated Income / Stated Assets

582

129,631,027

222,734

16.7

2

7.48

370

630

77.2

84.3

41.6

0.0

93.5

86.8

68.7

0.4

42.2

Total:

4,687

775,241,618

165,403

100.0

2

7.31

362

621

80.1

84.2

41.6

73.4

95.0

89.6

62.9

3.5

29.9

                  

 

 

 

 

 

 

 

 

 

 

 

 

%

 

 

 

 

 

 

 

 

 

%

 

 

 

WA

WA

WA

 

FULL

%

%

%

%

%

Investment & Second Home

COUNT

TOTAL SCHED_BAL

AVG SCHED_BAL

SCHED_BAL

SEASONING

WAC

WARM

FICO

LTV

CBLTV

WA DTI

DOC

PRIMARY

SFR & PUD

CASHOUT

2nd Lien

IO

Second Home

15

2,445,108

163,007

0.3

3

7.19

353

644

81.4

84.1

40.2

68.2

0.0

84.0

32.9

0.0

20.3

Investor

238

36,347,131

152,719

4.7

2

7.61

370

641

77.3

78.5

39.9

59.8

0.0

73.1

53.8

0.0

11.7

Other

4,434

736,449,379

166,091

95.0

2

7.30

362

620

80.2

84.5

41.7

74.1

100.0

90.4

63.5

3.7

30.8

Total:

4,687

775,241,618

165,403

100.0

2

7.31

362

621

80.1

84.2

41.6

73.4

95.0

89.6

62.9

3.5

29.9

                  

 

 

 

 

 

 

 

 

 

 

 

 

%

 

 

 

 

 

 

 

 

 

%

 

 

 

WA

WA

WA

 

FULL

%

%

%

%

%

CashOut

COUNT

TOTAL SCHED_BAL

AVG SCHED_BAL

SCHED_BAL

SEASONING

WAC

WARM

FICO

LTV

CBLTV

WA DTI

DOC

PRIMARY

SFR & PUD

CASHOUT

2nd Lien

IO

Refinance - Cashout

2,635

487,927,661

185,172

62.9

2

7.20

363

610

77.6

79.0

41.4

75.3

95.8

91.1

100.0

0.6

24.3

Other

2,052

287,313,958

140,017

37.1

2

7.50

361

639

84.3

93.1

41.9

70.1

93.6

87.1

0.0

8.4

39.3

Total:

4,687

775,241,618

165,403

100.0

2

7.31

362

621

80.1

84.2

41.6

73.4

95.0

89.6

62.9

3.5

29.9

                  

 

 

 

 

 

 

 

 

 

 

 

 

%

 

 

 

 

 

 

 

 

 

%

 

 

 

WA

WA

WA

 

FULL

%

%

%

%

%

Condo or 2-4 Family

COUNT

TOTAL SCHED_BAL

AVG SCHED_BAL

SCHED_BAL

SEASONING

WAC

WARM

FICO

LTV

CBLTV

WA DTI

DOC

PRIMARY

SFR & PUD

CASHOUT

2nd Lien

IO

Condo

231

37,261,175

161,304

4.8

2

7.29

361

630

81.3

87.6

43.1

74.1

96.1

0.0

40.8

5.2

36.7

2 Family

159

34,855,724

219,218

4.5

2

7.16

364

632

77.4

82.8

43.9

60.9

86.0

0.0

60.6

0.6

31.5

3-4 Family

31

7,991,403

257,787

1.0

3

7.18

357

639

74.8

74.8

41.7

59.2

51.7

0.0

88.1

0.0

30.7

Other

4,266

695,133,316

162,947

89.7

2

7.32

362

620

80.2

84.2

41.4

74.2

95.9

99.9

64.0

3.6

29.4

Total:

4,687

775,241,618

165,403

100.0

2

7.31

362

621

80.1

84.2

41.6

73.4

95.0

89.6

62.9

3.5

29.9

                  

 

 

 

 

 

 

 

 

 

 

 

 

%

 

 

 

 

 

 

 

 

 

%

 

 

 

WA

WA

WA

 

FULL

%

%

%

%

%

Rate Type

COUNT

TOTAL SCHED_BAL

AVG SCHED_BAL

SCHED_BAL

SEASONING

WAC

WARM

FICO

LTV

CBLTV

WA DTI

DOC

PRIMARY

SFR & PUD

CASHOUT

2nd Lien

IO

Fixed Rate

1,212

105,560,088

87,096

13.6

3

8.13

348

635

81.3

81.8

40.8

88.5

97.5

90.1

62.7

25.5

3.2

ARM

3,475

669,681,530

192,714

86.4

2

7.18

365

619

79.9

84.6

41.7

71.0

94.6

89.5

63.0

0.0

34.1

Total:

4,687

775,241,618

165,403

100.0

2

7.31

362

621

80.1

84.2

41.6

73.4

95.0

89.6

62.9

3.5

29.9

                  

 

 

 

 

 

 

 

 

 

 

 

 

%

 

 

 

 

 

 

 

 

 

%

 

 

 

WA

WA

WA

 

FULL

%

%

%

%

%

State

COUNT

TOTAL SCHED_BAL

AVG SCHED_BAL

SCHED_BAL

SEASONING

WAC

WARM

FICO

LTV

CBLTV

WA DTI

DOC

PRIMARY

SFR & PUD

CASHOUT

2nd Lien

IO

California

631

185,158,160

293,436

23.9

3

6.79

371

637

77.2

82.4

42.9

64.6

94.4

88.8

67.2

3.2

54.7

Georgia

165

21,723,430

131,657

2.8

2

7.79

361

623

83.1

89.1

38.9

69.8

92.2

99.9

47.0

3.8

25.1

Massachusetts

39

7,723,539

198,039

1.0

2

7.30

371

631

82.1

88.6

43.2

72.4

100.0

67.0

37.4

6.0

23.5

New York

130

33,430,584

257,158

4.3

2

7.24

362

628

78.3

82.0

42.5

58.1

94.0

69.3

65.4

1.2

28.0

Other

3,722

527,205,905

141,646

68.0

2

7.48

359

615

81.1

84.7

41.2

77.6

95.3

91.1

62.3

3.7

21.6

Total:

4,687

775,241,618

165,403

100.0

2

7.31

362

621

80.1

84.2

41.6

73.4

95.0

89.6

62.9

3.5

29.9

                  

 

 

 

 

 

 

 

 

 

 

 

 

%

 

 

 

 

 

 

 

 

 

%

 

 

 

WA

WA

WA

 

FULL

%

%

%

%

%

DTI

COUNT

TOTAL SCHED_BAL

AVG SCHED_BAL

SCHED_BAL

SEASONING

WAC

WARM

FICO

LTV

CBLTV

WA DTI

DOC

PRIMARY

SFR & PUD

CASHOUT

2nd Lien

IO

0.000 - 9.999

27

3,923,130

145,301

0.5

3

7.72

361

637

75.7

76.4

6.9

51.4

91.2

93.4

65.6

11.3

0.0

10.000 - 19.999

155

17,882,484

115,371

2.3

3

7.58

355

622

76.2

79.5

16.4

74.6

90.1

93.8

66.6

4.1

20.8

20.000 - 29.999

585

73,573,442

125,767

9.5

2

7.49

356

612

78.1

80.6

25.9

79.8

93.3

92.5

69.2

4.0

21.0

30.000 - 39.999

1,189

181,921,002

153,003

23.5

3

7.35

361

619

80.0

83.9

35.6

73.2

96.0

92.7

65.4

3.4

32.2

40.000 - 49.999

2,100

377,911,827

179,958

48.7

2

7.29

364

626

80.5

85.6

45.5

68.0

94.6

87.9

58.8

3.7

38.1

50.000 >=

631

120,029,734

190,221

15.5

2

7.14

363

616

80.9

83.3

52.7

87.3

96.5

87.9

67.8

2.2

8.2

Total:

4,687

775,241,618

165,403

100.0

2

7.31

362

621

80.1

84.2

41.6

73.4

95.0

89.6

62.9

3.5

29.9

                  

 

 

 

 

 

 

 

 

 

 

 

 

%

 

 

 

 

 

 

 

 

 

%

 

 

 

WA

WA

WA

 

FULL

%

%

%

%

%

Interest Only

COUNT

TOTAL SCHED_BAL

AVG SCHED_BAL

SCHED_BAL

SEASONING

WAC

WARM

FICO

LTV

CBLTV

WA DTI

DOC

PRIMARY

SFR & PUD

CASHOUT

2nd Lien

IO

N

3,853

543,603,514

141,086

70.1

2

7.54

364

609

79.9

82.0

41.6

77.5

93.7

90.2

67.9

5.0

0.0

Y

834

231,638,104

277,744

29.9

2

6.78

358

650

80.7

89.3

41.6

63.9

98.0

88.3

51.2

0.0

100.0

Total:

4,687

775,241,618

165,403

100.0

2

7.31

362

621

80.1

84.2

41.6

73.4

95.0

89.6

62.9

3.5

29.9

                  

 

 

 

 

 

 

 

 

 

 

 

 

%

 

 

 

 

 

 

 

 

 

%

 

 

 

WA

WA

WA

 

FULL

%

%

%

%

%

Second Lien

COUNT

TOTAL SCHED_BAL

AVG SCHED_BAL

SCHED_BAL

SEASONING

WAC

WARM

FICO

LTV

CBLTV

WA DTI

DOC

PRIMARY

SFR & PUD

CASHOUT

2nd Lien

IO

1st Lien

4,009

748,310,615

186,658

96.5

2

7.19

363

621

79.4

83.7

41.6

72.9

94.8

89.5

64.8

0.0

31.0

2nd Lien

678

26,931,003

39,721

3.5

3

10.77

356

638

99.3

99.3

40.5

87.5

100.0

92.0

10.4

100.0

0.0

Total:

4,687

775,241,618

165,403

100.0

2

7.31

362

621

80.1

84.2

41.6

73.4

95.0

89.6

62.9

3.5

29.9

                  

 

 

 

 

 

 

 

 

 

 

 

 

%

 

 

 

 

 

 

 

 

 

%

 

 

 

WA

WA

WA

 

FULL

%

%

%

%

%

Silent Second

COUNT

TOTAL SCHED_BAL

AVG SCHED_BAL

SCHED_BAL

SEASONING

WAC

WARM

FICO

LTV

CBLTV

WA DTI

DOC

PRIMARY

SFR & PUD

CASHOUT

2nd Lien

IO

2nd Lien Exists

821

166,009,139

202,204

21.4

2

6.90

364

651

79.7

98.9

42.3

58.4

97.7

87.1

21.8

0.0

62.1

No 2nd Lien Exists

3,866

609,232,479

157,587

78.6

2

7.42

362

613

80.2

80.2

41.4

77.5

94.3

90.3

74.1

4.4

21.1

Total:

4,687

775,241,618

165,403

100.0

2

7.31

362

621

80.1

84.2

41.6

73.4

95.0

89.6

62.9

3.5

29.9


 

LTV

LTV

LTV

LTV

Additional Strats

<70

70-80

80-100

>=100

IO, FullDoc,Owner Occ FICO<550

0.0

0.0

0.0

0.0

IO, FullDoc,Owner Occ FICO 550-570

0.1

0.0

0.0

0.0

IO, FullDoc,Owner Occ FICO 570-590

0.2

0.2

1.0

0.0

IO, FullDoc,Owner Occ FICO 590-610

0.2

0.8

2.4

0.1

IO, FullDoc,Owner Occ FICO 610-630

0.2

0.7

2.4

0.0

IO, FullDoc,Owner Occ FICO 630-650

0.3

0.8

2.4

0.0

IO, FullDoc,Owner Occ FICO 650-670

0.1

0.5

2.0

0.0

IO, FullDoc,Owner Occ FICO 670-690

0.1

0.3

1.5

0.0

IO, FullDoc,Owner Occ FICO 690-710

0.0

0.0

0.8

0.0

IO, FullDoc,Owner Occ FICO 710-730

0.0

0.0

0.5

0.0

IO, FullDoc,Owner Occ FICO>-730

0.0

0.2

1.0

0.0

IO,FullDoc,NotOwnerOcc FICO 570-590

0.0

0.0

0.0

0.0

IO,FullDoc,NotOwnerOcc FICO 590-610

0.0

0.0

0.0

0.0

IO,FullDoc,NotOwnerOcc FICO 630-650

0.0

0.0

0.0

0.0

IO,FullDoc,NotOwnerOcc FICO 650-670

0.0

0.0

0.0

0.0

IO,FullDoc,NotOwnerOcc FICO 670-690

0.0

0.0

0.1

0.0

IO,FullDoc,NotOwnerOcc FICO 690-710

0.0

0.0

0.1

0.0

IO,FullDoc,NotOwnerOcc FICO>-730

0.0

0.0

0.1

0.0

IO,NotFullDoc,OwnerOcc FICO 550-570

0.0

0.1

0.0

0.0

IO,NotFullDoc,OwnerOcc FICO 570-590

0.1

0.0

0.0

0.0

IO,NotFullDoc,OwnerOcc FICO 590-610

0.0

0.2

0.4

0.0

IO,NotFullDoc,OwnerOcc FICO 610-630

0.0

0.1

1.2

0.0

IO,NotFullDoc,OwnerOcc FICO 630-650

0.3

0.5

1.4

0.0

IO,NotFullDoc,OwnerOcc FICO 650-670

0.0

0.4

1.8

0.0

IO,NotFullDoc,OwnerOcc FICO 670-690

0.1

0.2

1.4

0.0

IO,NotFullDoc,OwnerOcc FICO 690-710

0.0

0.3

0.6

0.0

IO,NotFullDoc,OwnerOcc FICO 710-730

0.0

0.2

0.5

0.0

IO,NotFullDoc,OwnerOcc FICO>-730

0.1

0.1

0.6

0.0

IO,NotFullDoc,NotOwnerOcc FICO 590-610

0.0

0.0

0.0

0.0

IO,NotFullDoc,NotOwnerOcc FICO 670-690

0.0

0.1

0.1

0.0

IO,NotFullDoc,NotOwnerOcc FICO 710-730

0.0

0.0

0.0

0.0

IO,NotFullDoc,NotOwnerOcc FICO>-730

0.0

0.0

0.1

0.0

NotIO, FullDoc,Owner Occ FICO<550

2.0

2.1

2.7

0.0

NotIO, FullDoc,Owner Occ FICO 550-570

1.3

1.3

3.2

0.0

NotIO, FullDoc,Owner Occ FICO 570-590

1.5

1.6

4.8

0.3

NotIO, FullDoc,Owner Occ FICO 590-610

0.9

1.2

4.6

0.8

NotIO, FullDoc,Owner Occ FICO 610-630

0.7

0.9

4.7

1.3

NotIO, FullDoc,Owner Occ FICO 630-650

1.0

1.0

3.3

1.0

NotIO, FullDoc,Owner Occ FICO 650-670

0.3

0.6

2.4

0.7

NotIO, FullDoc,Owner Occ FICO 670-690

0.4

0.2

1.2

0.2

NotIO, FullDoc,Owner Occ FICO 690-710

0.1

0.4

0.7

0.1

NotIO, FullDoc,Owner Occ FICO 710-730

0.1

0.1

0.3

0.2

NotIO, FullDoc,Owner Occ FICO>-730

0.3

0.1

0.4

0.2

NotIO,FullDoc,NotOwnerOcc FICO<550

0.1

0.1

0.0

0.0

NotIO,FullDoc,NotOwnerOcc FICO 550-570

0.0

0.0

0.0

0.0

NotIO,FullDoc,NotOwnerOcc FICO 570-590

0.1

0.0

0.1

0.0

NotIO,FullDoc,NotOwnerOcc FICO 590-610

0.1

0.1

0.0

0.0

NotIO,FullDoc,NotOwnerOcc FICO 610-630

0.0

0.1

0.3

0.0

NotIO,FullDoc,NotOwnerOcc FICO 630-650

0.1

0.0

0.2

0.0

NotIO,FullDoc,NotOwnerOcc FICO 650-670

0.1

0.0

0.2

0.0

NotIO,FullDoc,NotOwnerOcc FICO 670-690

0.0

0.0

0.1

0.0

NotIO,FullDoc,NotOwnerOcc FICO 690-710

0.0

0.0

0.2

0.0

NotIO,FullDoc,NotOwnerOcc FICO 710-730

0.0

0.0

0.1

0.0

NotIO,FullDoc,NotOwnerOcc FICO>-730

0.1

0.1

0.2

0.0

NotIO,NotFullDoc,OwnerOcc FICO<550

0.7

0.5

1.0

0.0

NotIO,NotFullDoc,OwnerOcc FICO 550-570

0.3

0.3

0.6

0.0

NotIO,NotFullDoc,OwnerOcc FICO 570-590

0.2

0.3

0.8

0.0

NotIO,NotFullDoc,OwnerOcc FICO 590-610

0.3

0.7

1.0

0.0

NotIO,NotFullDoc,OwnerOcc FICO 610-630

0.5

0.3

1.6

0.0

NotIO,NotFullDoc,OwnerOcc FICO 630-650

0.1

0.2

1.3

0.1

NotIO,NotFullDoc,OwnerOcc FICO 650-670

0.1

0.2

1.0

0.1

NotIO,NotFullDoc,OwnerOcc FICO 670-690

0.1

0.1

0.4

0.1

NotIO,NotFullDoc,OwnerOcc FICO 690-710

0.1

0.1

0.4

0.0

NotIO,NotFullDoc,OwnerOcc FICO 710-730

0.1

0.0

0.2

0.0

NotIO,NotFullDoc,OwnerOcc FICO>-730

0.0

0.0

0.2

0.0

NotIO,NotFullDoc,NotOwnerOcc FICO<550

0.0

0.1

0.0

0.0

NotIO,NotFullDoc,NotOwnerOcc FICO 550-570

0.0

0.0

0.0

0.0

NotIO,NotFullDoc,NotOwnerOcc FICO 570-590

0.0

0.0

0.0

0.0

NotIO,NotFullDoc,NotOwnerOcc FICO 590-610

0.0

0.2

0.0

0.0

NotIO,NotFullDoc,NotOwnerOcc FICO 610-630

0.0

0.0

0.2

0.0

NotIO,NotFullDoc,NotOwnerOcc FICO 630-650

0.0

0.1

0.2

0.0

NotIO,NotFullDoc,NotOwnerOcc FICO 650-670

0.0

0.1

0.3

0.0

NotIO,NotFullDoc,NotOwnerOcc FICO 670-690

0.0

0.0

0.0

0.0

NotIO,NotFullDoc,NotOwnerOcc FICO 690-710

0.0

0.0

0.0

0.0

NotIO,NotFullDoc,NotOwnerOcc FICO>-730

0.0

0.0

0.0

0.0

Total:

13.8

19.0

61.8

5.4



Statistical Collateral Summary – Second Lien Collateral


 All information on the Mortgage Loans is approximate, includes a portion of the prefunding, and is based off of rolled scheduled balances as of the 12/01/05 cutoff date. The final numbers will be found in the prospectus supplement. Thirty-day delinquencies and sixty-day delinquencies will represent less than 1.5% and 0.5% of the Mortgage Loans, respectively. The Original Loan-to-Value (OLTV) ratio displayed in the tables below employs the Combined Loan-to-Value (CLTV) ratio in the case of second liens.


 

 

 

 

 

 

 

 

 

 

 

 

%

 

 

 

 

 

 

 

 

 

%

 

 

 

WA

WA

WA

 

FULL

%

%

%

%

%

Current Rate

COUNT

TOTAL SCHED_BAL

AVG SCHED_BAL

SCHED_BAL

SEASONING

WAC

WARM

FICO

LTV

CBLTV

WA DTI

DOC

PRIMARY

SFR & PUD

CASHOUT

2nd Lien

IO

0.001 - 9.500

11

575,156

52,287

2.1

3

9.03

357

696

99.0

99.0

39.9

81.2

100.0

100.0

26.7

100.0

0.0

9.501 - 10.000

132

6,239,920

47,272

23.2

3

9.81

355

689

99.4

99.4

41.8

79.3

100.0

88.2

8.8

100.0

0.0

10.001 - 10.500

95

4,312,960

45,400

16.0

3

10.33

357

644

99.3

99.3

40.6

88.3

100.0

90.2

13.4

100.0

0.0

10.501 - 11.000

131

4,890,742

37,334

18.2

3

10.80

355

638

99.5

99.5

38.5

89.1

100.0

93.4

9.8

100.0

0.0

11.001 - 12.000

300

10,678,875

35,596

39.7

3

11.57

356

603

99.1

99.1

40.6

91.4

100.0

93.6

8.9

100.0

0.0

12.001 - 13.000

9

233,351

25,928

0.9

2

12.28

351

591

99.0

99.0

46.0

100.0

100.0

100.0

34.2

100.0

0.0

Total:

678

26,931,003

39,721

100.0

3

10.77

356

638

99.3

99.3

40.5

87.5

100.0

92.0

10.4

100.0

0.0

                  

 

 

 

 

 

 

 

 

 

 

 

 

%

 

 

 

 

 

 

 

 

 

%

 

 

 

WA

WA

WA

 

FULL

%

%

%

%

%

FICO

COUNT

TOTAL SCHED_BAL

AVG SCHED_BAL

SCHED_BAL

SEASONING

WAC

WARM

FICO

LTV

CBLTV

WA DTI

DOC

PRIMARY

SFR & PUD

CASHOUT

2nd Lien

IO

551 - 575

2

32,217

16,109

0.1

3

10.77

306

564

99.0

99.0

44.4

100.0

100.0

21.0

21.0

100.0

0.0

576 - 600

179

6,171,617

34,478

22.9

3

11.70

357

590

99.1

99.1

40.8

94.8

100.0

94.6

6.3

100.0

0.0

601 - 625

147

5,454,642

37,106

20.3

3

11.20

355

612

99.2

99.2

41.3

93.2

100.0

93.7

11.4

100.0

0.0

626 - 650

137

5,661,945

41,328

21.0

3

10.67

355

638

99.6

99.6

38.7

90.4

100.0

92.0

13.6

100.0

0.0

651 >=

213

9,610,582

45,120

35.7

3

10.00

356

683

99.2

99.2

41.0

78.0

100.0

89.5

10.5

100.0

0.0

Total:

678

26,931,003

39,721

100.0

3

10.77

356

638

99.3

99.3

40.5

87.5

100.0

92.0

10.4

100.0

0.0

                  

 

 

 

 

 

 

 

 

 

 

 

 

%

 

 

 

 

 

 

 

 

 

%

 

 

 

WA

WA

WA

 

FULL

%

%

%

%

%

Balance

COUNT

TOTAL SCHED_BAL

AVG SCHED_BAL

SCHED_BAL

SEASONING

WAC

WARM

FICO

LTV

CBLTV

WA DTI

DOC

PRIMARY

SFR & PUD

CASHOUT

2nd Lien

IO

0.01 - 50,000.00

511

14,358,269

28,098

53.3

3

10.94

355

631

99.3

99.3

39.9

91.6

100.0

92.5

9.6

100.0

0.0

50,000.01 - 75,000.00

102

6,223,693

61,017

23.1

3

10.56

356

644

99.2

99.2

41.8

84.8

100.0

90.5

8.6

100.0

0.0

75,000.01 - 100,000.00

42

3,607,440

85,891

13.4

3

10.70

357

642

98.8

98.8

40.7

82.8

100.0

95.6

14.8

100.0

0.0

100,000.01 - 125,000.00

18

2,042,467

113,470

7.6

3

10.57

357

646

99.5

99.5

40.8

79.1

100.0

89.9

17.1

100.0

0.0

125,000.01 - 150,000.00

5

699,134

139,827

2.6

3

10.24

357

676

100.0

100.0

41.6

78.6

100.0

81.5

0.0

100.0

0.0

Total:

678

26,931,003

39,721

100.0

3

10.77

356

638

99.3

99.3

40.5

87.5

100.0

92.0

10.4

100.0

0.0

                  

 

 

 

 

 

 

 

 

 

 

 

 

%

 

 

 

 

 

 

 

 

 

%

 

 

 

WA

WA

WA

 

FULL

%

%

%

%

%

Original LTV

COUNT

TOTAL SCHED_BAL

AVG SCHED_BAL

SCHED_BAL

SEASONING

WAC

WARM

FICO

LTV

CBLTV

WA DTI

DOC

PRIMARY

SFR & PUD

CASHOUT

2nd Lien

IO

85.1 - 90.0

14

620,193

44,300

2.3

2

11.16

358

621

89.6

89.6

42.2

100.0

100.0

100.0

22.1

100.0

0.0

90.1 - 95.0

62

2,220,884

35,821

8.2

3

10.86

356

633

94.7

94.7

42.4

93.6

100.0

90.7

42.3

100.0

0.0

95.1 - 100.0

602

24,089,926

40,016

89.5

3

10.76

356

639

99.9

99.9

40.3

86.7

100.0

91.9

7.1

100.0

0.0

Total:

678

26,931,003

39,721

100.0

3

10.77

356

638

99.3

99.3

40.5

87.5

100.0

92.0

10.4

100.0

0.0

                  

 

 

 

 

 

 

 

 

 

 

 

 

%

 

 

 

 

 

 

 

 

 

%

 

 

 

WA

WA

WA

 

FULL

%

%

%

%

%

Stated or Reduced

COUNT

TOTAL SCHED_BAL

AVG SCHED_BAL

SCHED_BAL

SEASONING

WAC

WARM

FICO

LTV

CBLTV

WA DTI

DOC

PRIMARY

SFR & PUD

CASHOUT

2nd Lien

IO

Full

608

23,577,213

38,778

87.5

3

10.81

356

635

99.2

99.2

40.6

100.0

100.0

92.0

10.6

100.0

0.0

Reduced

63

2,873,418

45,610

10.7

3

10.57

353

657

99.6

99.6

40.2

0.0

100.0

96.1

10.4

100.0

0.0

Stated Income / Stated Assets

7

480,373

68,625

1.8

4

10.08

350

662

100.0

100.0

40.0

0.0

100.0

66.5

0.0

100.0

0.0

Total:

678

26,931,003

39,721

100.0

3

10.77

356

638

99.3

99.3

40.5

87.5

100.0

92.0

10.4

100.0

0.0

                  

 

 

 

 

 

 

 

 

 

 

 

 

%

 

 

 

 

 

 

 

 

 

%

 

 

 

WA

WA

WA

 

FULL

%

%

%

%

%

Investment & Second Home

COUNT

TOTAL SCHED_BAL

AVG SCHED_BAL

SCHED_BAL

SEASONING

WAC

WARM

FICO

LTV

CBLTV

WA DTI

DOC

PRIMARY

SFR & PUD

CASHOUT

2nd Lien

IO

Other

678

26,931,003

39,721

100.0

3

10.77

356

638

99.3

99.3

40.5

87.5

100.0

92.0

10.4

100.0

0.0

Total:

678

26,931,003

39,721

100.0

3

10.77

356

638

99.3

99.3

40.5

87.5

100.0

92.0

10.4

100.0

0.0

                  

 

 

 

 

 

 

 

 

 

 

 

 

%

 

 

 

 

 

 

 

 

 

%

 

 

 

WA

WA

WA

 

FULL

%

%

%

%

%

CashOut

COUNT

TOTAL SCHED_BAL

AVG SCHED_BAL

SCHED_BAL

SEASONING

WAC

WARM

FICO

LTV

CBLTV

WA DTI

DOC

PRIMARY

SFR & PUD

CASHOUT

2nd Lien

IO

Refinance - Cashout

72

2,794,656

38,815

10.4

3

10.76

355

636

97.5

97.5

42.3

89.4

100.0

94.9

100.0

100.0

0.0

Other

606

24,136,347

39,829

89.6

3

10.78

356

638

99.5

99.5

40.3

87.3

100.0

91.6

0.0

100.0

0.0

Total:

678

26,931,003

39,721

100.0

3

10.77

356

638

99.3

99.3

40.5

87.5

100.0

92.0

10.4

100.0

0.0

                  

 

 

 

 

 

 

 

 

 

 

 

 

%

 

 

 

 

 

 

 

 

 

%

 

 

 

WA

WA

WA

 

FULL

%

%

%

%

%

Condo or 2-4 Family

COUNT

TOTAL SCHED_BAL

AVG SCHED_BAL

SCHED_BAL

SEASONING

WAC

WARM

FICO

LTV

CBLTV

WA DTI

DOC

PRIMARY

SFR & PUD

CASHOUT

2nd Lien

IO

Condo

45

1,954,997

43,444

7.3

3

10.63

356

642

99.4

99.4

41.4

91.3

100.0

0.0

7.3

100.0

0.0

2 Family

4

211,231

52,808

0.8

3

10.36

357

654

99.3

99.3

41.9

50.9

100.0

0.0

0.0

100.0

0.0

Other

629

24,764,775

39,372

92.0

3

10.79

356

637

99.2

99.2

40.5

87.6

100.0

100.0

10.7

100.0

0.0

Total:

678

26,931,003

39,721

100.0

3

10.77

356

638

99.3

99.3

40.5

87.5

100.0

92.0

10.4

100.0

0.0

                  

 

 

 

 

 

 

 

 

 

 

 

 

%

 

 

 

 

 

 

 

 

 

%

 

 

 

WA

WA

WA

 

FULL

%

%

%

%

%

Rate Type

COUNT

TOTAL SCHED_BAL

AVG SCHED_BAL

SCHED_BAL

SEASONING

WAC

WARM

FICO

LTV

CBLTV

WA DTI

DOC

PRIMARY

SFR & PUD

CASHOUT

2nd Lien

IO

Fixed Rate

678

26,931,003

39,721

100.0

3

10.77

356

638

99.3

99.3

40.5

87.5

100.0

92.0

10.4

100.0

0.0

Total:

678

26,931,003

39,721

100.0

3

10.77

356

638

99.3

99.3

40.5

87.5

100.0

92.0

10.4

100.0

0.0

                  

 

 

 

 

 

 

 

 

 

 

 

 

%

 

 

 

 

 

 

 

 

 

%

 

 

 

WA

WA

WA

 

FULL

%

%

%

%

%

State

COUNT

TOTAL SCHED_BAL

AVG SCHED_BAL

SCHED_BAL

SEASONING

WAC

WARM

FICO

LTV

CBLTV

WA DTI

DOC

PRIMARY

SFR & PUD

CASHOUT

2nd Lien

IO

California

77

5,930,951

77,025

22.0

3

10.61

357

647

98.7

98.7

41.4

83.3

100.0

81.7

14.7

100.0

0.0

Georgia

25

818,148

32,726

3.0

2

11.04

342

624

99.8

99.8

40.9

72.0

100.0

100.0

3.4

100.0

0.0

Massachusetts

8

461,550

57,694

1.7

2

10.14

358

671

100.0

100.0

40.9

66.6

100.0

92.2

0.0

100.0

0.0

New York

6

409,358

68,226

1.5

3

10.69

357

636

97.1

97.1

37.3

82.5

100.0

100.0

0.0

100.0

0.0

Other

562

19,310,996

34,361

71.7

3

10.83

356

635

99.4

99.4

40.3

90.1

100.0

94.6

9.8

100.0

0.0

Total:

678

26,931,003

39,721

100.0

3

10.77

356

638

99.3

99.3

40.5

87.5

100.0

92.0

10.4

100.0

0.0

                  

 

 

 

 

 

 

 

 

 

 

 

 

%

 

 

 

 

 

 

 

 

 

%

 

 

 

WA

WA

WA

 

FULL

%

%

%

%

%

DTI

COUNT

TOTAL SCHED_BAL

AVG SCHED_BAL

SCHED_BAL

SEASONING

WAC

WARM

FICO

LTV

CBLTV

WA DTI

DOC

PRIMARY

SFR & PUD

CASHOUT

2nd Lien

IO

0.000 - 9.999

8

442,741

55,343

1.6

4

10.16

356

661

99.7

99.7

6.9

94.9

100.0

100.0

5.1

100.0

0.0

10.000 - 19.999

22

726,014

33,001

2.7

4

11.04

356

632

99.4

99.4

14.4

85.1

100.0

97.4

0.0

100.0

0.0

20.000 - 29.999

82

2,964,623

36,154

11.0

3

10.72

353

636

99.7

99.7

26.0

85.3

100.0

89.9

11.1

100.0

0.0

30.000 - 39.999

168

6,225,266

37,055

23.1

3

10.88

357

629

99.3

99.3

36.0

88.5

100.0

95.2

10.5

100.0

0.0

40.000 - 49.999

338

13,956,435

41,291

51.8

3

10.76

356

640

99.1

99.1

45.6

88.2

100.0

89.8

9.0

100.0

0.0

50.000 >=

60

2,615,924

43,599

9.7

2

10.67

353

643

99.4

99.4

53.8

83.7

100.0

95.5

20.1

100.0

0.0

Total:

678

26,931,003

39,721

100.0

3

10.77

356

638

99.3

99.3

40.5

87.5

100.0

92.0

10.4

100.0

0.0

                  

 

 

 

 

 

 

 

 

 

 

 

 

%

 

 

 

 

 

 

 

 

 

%

 

 

 

WA

WA

WA

 

FULL

%

%

%

%

%

Interest Only

COUNT

TOTAL SCHED_BAL

AVG SCHED_BAL

SCHED_BAL

SEASONING

WAC

WARM

FICO

LTV

CBLTV

WA DTI

DOC

PRIMARY

SFR & PUD

CASHOUT

2nd Lien

IO

N

678

26,931,003

39,721

100.0

3

10.77

356

638

99.3

99.3

40.5

87.5

100.0

92.0

10.4

100.0

0.0

Total:

678

26,931,003

39,721

100.0

3

10.77

356

638

99.3

99.3

40.5

87.5

100.0

92.0

10.4

100.0

0.0

                  

 

 

 

 

 

 

 

 

 

 

 

 

%

 

 

 

 

 

 

 

 

 

%

 

 

 

WA

WA

WA

 

FULL

%

%

%

%

%

Second Lien

COUNT

TOTAL SCHED_BAL

AVG SCHED_BAL

SCHED_BAL

SEASONING

WAC

WARM

FICO

LTV

CBLTV

WA DTI

DOC

PRIMARY

SFR & PUD

CASHOUT

2nd Lien

IO

2nd Lien

678

26,931,003

39,721

100.0

3

10.77

356

638

99.3

99.3

40.5

87.5

100.0

92.0

10.4

100.0

0.0

Total:

678

26,931,003

39,721

100.0

3

10.77

356

638

99.3

99.3

40.5

87.5

100.0

92.0

10.4

100.0

0.0

                  

 

 

 

 

 

 

 

 

 

 

 

 

%

 

 

 

 

 

 

 

 

 

%

 

 

 

WA

WA

WA

 

FULL

%

%

%

%

%

Silent Second

COUNT

TOTAL SCHED_BAL

AVG SCHED_BAL

SCHED_BAL

SEASONING

WAC

WARM

FICO

LTV

CBLTV

WA DTI

DOC

PRIMARY

SFR & PUD

CASHOUT

2nd Lien

IO

No 2nd Lien Exists

678

26,931,003

39,721

100.0

3

10.77

356

638

99.3

99.3

40.5

87.5

100.0

92.0

10.4

100.0

0.0

Total:

678

26,931,003

39,721

100.0

3

10.77

356

638

99.3

99.3

40.5

87.5

100.0

92.0

10.4

100.0

0.0


 

LTV

LTV

LTV

LTV

Additional Strats

<70

70-80

80-100

>=100

NotIO, FullDoc,Owner Occ FICO 550-570

0.0

0.0

0.0

0.1

NotIO, FullDoc,Owner Occ FICO 570-590

0.0

0.0

1.5

9.1

NotIO, FullDoc,Owner Occ FICO 590-610

0.0

0.0

4.6

15.2

NotIO, FullDoc,Owner Occ FICO 610-630

0.0

0.0

1.0

12.7

NotIO, FullDoc,Owner Occ FICO 630-650

0.0

0.0

1.7

13.4

NotIO, FullDoc,Owner Occ FICO 650-670

0.0

0.0

4.1

10.1

NotIO, FullDoc,Owner Occ FICO 670-690

0.0

0.0

0.4

4.7

NotIO, FullDoc,Owner Occ FICO 690-710

0.0

0.0

0.4

2.3

NotIO, FullDoc,Owner Occ FICO 710-730

0.0

0.0

0.2

3.3

NotIO, FullDoc,Owner Occ FICO>-730

0.0

0.0

0.4

2.4

NotIO,NotFullDoc,OwnerOcc FICO 570-590

0.0

0.0

0.0

0.6

NotIO,NotFullDoc,OwnerOcc FICO 590-610

0.0

0.0

0.0

0.8

NotIO,NotFullDoc,OwnerOcc FICO 610-630

0.0

0.0

0.2

1.4

NotIO,NotFullDoc,OwnerOcc FICO 630-650

0.0

0.0

0.0

1.6

NotIO,NotFullDoc,OwnerOcc FICO 650-670

0.0

0.0

0.6

2.8

NotIO,NotFullDoc,OwnerOcc FICO 670-690

0.0

0.0

0.2

2.1

NotIO,NotFullDoc,OwnerOcc FICO 690-710

0.0

0.0

0.1

1.0

NotIO,NotFullDoc,OwnerOcc FICO 710-730

0.0

0.0

0.1

0.2

NotIO,NotFullDoc,OwnerOcc FICO>-730

0.0

0.0

0.0

0.7

Total:

0.0

0.0

15.4

84.6


Statistical Collateral Summary – Interest Only Collateral


All information on the Mortgage Loans is approximate, includes a portion of the prefunding, and is based off of rolled scheduled balances as of the 12/01/05 cutoff date. None of the mortgage loans provide for any payments of principal inthe first two, three, five or ten years following origination. The final numbers will be found in the prospectus supplement. Thirty-day delinquencies and sixty-day delinquencies will represent less than 1.5% and 0.5% of the Mortgage Loans, respectively.


 

 

 

 

 

 

 

 

 

 

 

 

%

 

 

 

 

 

 

 

 

 

%

 

 

 

WA

WA

WA

 

FULL

%

%

%

%

%

Current Rate

COUNT

TOTAL SCHED_BAL

AVG SCHED_BAL

SCHED_BAL

SEASONING

WAC

WARM

FICO

LTV

CBLTV

WA DTI

DOC

PRIMARY

SFR & PUD

CASHOUT

2nd Lien

IO

0.001 - 9.500

832

231,340,848

278,054

99.9

2

6.77

358

650

80.7

89.2

41.6

63.9

98.0

88.3

51.3

0.0

100.0

9.501 - 10.000

1

122,256

122,256

0.1

1

9.65

359

600

80.0

100.0

33.0

0.0

100.0

100.0

0.0

0.0

100.0

10.001 - 10.500

1

175,000

175,000

0.1

6

10.40

354

608

100.0

100.0

39.6

100.0

100.0

100.0

0.0

0.0

100.0

Total:

834

231,638,104

277,744

100.0

2

6.78

358

650

80.7

89.3

41.6

63.9

98.0

88.3

51.2

0.0

100.0

                  

 

 

 

 

 

 

 

 

 

 

 

 

%

 

 

 

 

 

 

 

 

 

%

 

 

 

WA

WA

WA

 

FULL

%

%

%

%

%

FICO

COUNT

TOTAL SCHED_BAL

AVG SCHED_BAL

SCHED_BAL

SEASONING

WAC

WARM

FICO

LTV

CBLTV

WA DTI

DOC

PRIMARY

SFR & PUD

CASHOUT

2nd Lien

IO

526 - 550

1

217,500

217,500

0.1

4

7.29

356

531

73.7

73.7

48.5

100.0

100.0

100.0

100.0

0.0

100.0

551 - 575

9

2,586,050

287,339

1.1

3

6.96

357

570

72.3

72.3

42.4

59.7

100.0

100.0

100.0

0.0

100.0

576 - 600

86

22,127,170

257,293

9.6

3

7.02

357

590

80.1

85.5

42.3

87.3

96.7

91.0

66.6

0.0

100.0

601 - 625

184

48,344,164

262,740

20.9

2

7.02

358

612

81.7

89.0

42.2

76.5

100.0

89.1

57.8

0.0

100.0

626 - 650

200

56,152,659

280,763

24.2

2

6.80

358

638

79.8

87.9

41.0

64.7

99.2

90.7

58.8

0.0

100.0

651 >=

354

102,210,561

288,730

44.1

2

6.59

358

690

81.0

91.4

41.5

52.5

96.5

85.7

39.3

0.0

100.0

Total:

834

231,638,104

277,744

100.0

2

6.78

358

650

80.7

89.3

41.6

63.9

98.0

88.3

51.2

0.0

100.0

                  

 

 

 

 

 

 

 

 

 

 

 

 

%

 

 

 

 

 

 

 

 

 

%

 

 

 

WA

WA

WA

 

FULL

%

%

%

%

%

Balance

COUNT

TOTAL SCHED_BAL

AVG SCHED_BAL

SCHED_BAL

SEASONING

WAC

WARM

FICO

LTV

CBLTV

WA DTI

DOC

PRIMARY

SFR & PUD

CASHOUT

2nd Lien

IO

50,000.01 - 75,000.00

7

480,450

68,636

0.2

2

7.15

358

634

83.6

97.9

39.3

100.0

100.0

100.0

55.1

0.0

100.0

75,000.01 - 100,000.00

28

2,544,149

90,862

1.1

2

7.20

358

639

80.4

95.0

39.3

89.3

92.6

96.4

24.9

0.0

100.0

100,000.01 - 125,000.00

62

7,088,776

114,335

3.1

2

7.20

358

641

79.0

94.5

40.2

61.6

96.5

83.8

24.1

0.0

100.0

125,000.01 - 150,000.00

80

10,939,638

136,745

4.7

2

7.00

358

641

77.3

89.2

40.5

74.7

95.0

82.4

35.2

0.0

100.0

150,000.01 - 175,000.00

67

10,932,196

163,167

4.7

2

6.96

358

649

81.5

90.6

39.8

74.3

94.1

93.9

41.6

0.0

100.0

175,000.01 - 200,000.00

74

14,053,061

189,906

6.1

2

7.00

358

649

80.6

90.3

42.0

75.7

95.9

97.3

42.2

0.0

100.0

200,000.01 - 225,000.00

48

10,306,069

214,710

4.4

2

6.98

358

638

81.0

89.6

41.4

68.7

97.9

89.3

43.9

0.0

100.0

225,000.01 - 250,000.00

56

13,281,369

237,167

5.7

2

6.88

358

651

82.7

89.2

41.5

68.2

96.3

91.0

60.7

0.0

100.0

250,000.01 - 275,000.00

57

14,980,838

262,822

6.5

2

6.81

358

647

79.7

86.3

41.1

68.3

98.3

91.2

56.4

0.0

100.0

275,000.01 - 300,000.00

49

14,121,145

288,187

6.1

2

6.70

358

651

80.9

88.3

42.4

69.5

93.9

87.8

45.0

0.0

100.0

300,000.01 - 325,000.00

48

15,050,114

313,544

6.5

2

6.92

358

665

81.6

94.3

42.7

49.9

100.0

74.9

41.4

0.0

100.0

325,000.01 - 350,000.00

29

9,779,770

337,233

4.2

2

6.80

358

643

78.1

86.7

42.9

48.0

96.7

96.5

45.3

0.0

100.0

350,000.01 - 375,000.00

34

12,363,563

363,634

5.3

3

6.88

357

646

80.0

86.8

41.9

59.0

100.0

79.5

70.5

0.0

100.0

375,000.01 - 400,000.00

32

12,533,681

391,678

5.4

2

6.67

358

650

81.5

90.7

42.3

59.4

96.9

84.4

65.7

0.0

100.0

400,000.01 - 500,000.00

93

41,538,769

446,653

17.9

2

6.62

358

653

81.4

89.3

41.5

52.5

100.0

83.9

58.0

0.0

100.0

500,000.01 - 600,000.00

43

23,348,467

542,988

10.1

2

6.56

358

649

81.8

88.2

42.3

70.1

100.0

90.3

60.4

0.0

100.0

600,000.01 >=

27

18,296,049

677,631

7.9

2

6.49

358

663

79.2

86.7

41.2

69.5

100.0

100.0

46.8

0.0

100.0

Total:

834

231,638,104

277,744

100.0

2

6.78

358

650

80.7

89.3

41.6

63.9

98.0

88.3

51.2

0.0

100.0

                  

 

 

 

 

 

 

 

 

 

 

 

 

%

 

 

 

 

 

 

 

 

 

%

 

 

 

WA

WA

WA

 

FULL

%

%

%

%

%

Original LTV

COUNT

TOTAL SCHED_BAL

AVG SCHED_BAL

SCHED_BAL

SEASONING

WAC

WARM

FICO

LTV

CBLTV

WA DTI

DOC

PRIMARY

SFR & PUD

CASHOUT

2nd Lien

IO

<= 80.0

604

165,947,264

274,747

71.6

2

6.66

358

654

77.4

89.2

41.4

60.2

98.3

86.6

42.7

0.0

100.0

80.1 - 85.0

61

16,930,595

277,551

7.3

2

6.90

358

634

84.4

85.1

41.6

82.0

98.2

95.3

79.9

0.0

100.0

85.1 - 90.0

128

37,722,660

294,708

16.3

2

7.04

358

640

89.4

89.5

42.2

66.1

96.6

94.1

74.5

0.0

100.0

90.1 - 95.0

37

10,312,585

278,719

4.5

3

7.29

357

661

94.6

94.7

43.5

84.8

96.4

84.1

59.7

0.0

100.0

95.1 - 100.0

4

725,000

181,250

0.3

4

9.36

356

622

100.0

100.0

41.9

69.7

100.0

69.7

0.0

0.0

100.0

Total:

834

231,638,104

277,744

100.0

2

6.78

358

650

80.7

89.3

41.6

63.9

98.0

88.3

51.2

0.0

100.0

                  

 

 

 

 

 

 

 

 

 

 

 

 

%

 

 

 

 

 

 

 

 

 

%

 

 

 

WA

WA

WA

 

FULL

%

%

%

%

%

Stated or Reduced

COUNT

TOTAL SCHED_BAL

AVG SCHED_BAL

SCHED_BAL

SEASONING

WAC

WARM

FICO

LTV

CBLTV

WA DTI

DOC

PRIMARY

SFR & PUD

CASHOUT

2nd Lien

IO

Full

555

148,043,074

266,744

63.9

2

6.67

358

644

81.2

89.1

41.9

100.0

98.2

89.9

53.5

0.0

100.0

Reduced

97

28,944,524

298,397

12.5

2

6.81

358

661

81.0

90.6

41.2

0.0

98.2

85.6

29.2

0.0

100.0

Stated Income / Stated Assets

182

54,650,506

300,278

23.6

2

7.07

358

662

79.2

89.0

41.2

0.0

97.1

85.4

56.8

0.0

100.0

Total:

834

231,638,104

277,744

100.0

2

6.78

358

650

80.7

89.3

41.6

63.9

98.0

88.3

51.2

0.0

100.0

                  

 

 

 

 

 

 

 

 

 

 

 

 

%

 

 

 

 

 

 

 

 

 

%

 

 

 

WA

WA

WA

 

FULL

%

%

%

%

%

Investment & Second Home

COUNT

TOTAL SCHED_BAL

AVG SCHED_BAL

SCHED_BAL

SEASONING

WAC

WARM

FICO

LTV

CBLTV

WA DTI

DOC

PRIMARY

SFR & PUD

CASHOUT

2nd Lien

IO

Second Home

3

496,100

165,367

0.2

4

7.08

356

696

86.6

100.0

43.7

56.0

0.0

100.0

0.0

0.0

100.0

Investor

21

4,245,272

202,156

1.8

3

7.25

357

677

81.5

85.4

40.6

54.9

0.0

70.0

31.3

0.0

100.0

Other

810

226,896,732

280,119

98.0

2

6.77

358

650

80.7

89.3

41.6

64.1

100.0

88.6

51.7

0.0

100.0

Total:

834

231,638,104

277,744

100.0

2

6.78

358

650

80.7

89.3

41.6

63.9

98.0

88.3

51.2

0.0

100.0

                  

 

 

 

 

 

 

 

 

 

 

 

 

%

 

 

 

 

 

 

 

 

 

%

 

 

 

WA

WA

WA

 

FULL

%

%

%

%

%

CashOut

COUNT

TOTAL SCHED_BAL

AVG SCHED_BAL

SCHED_BAL

SEASONING

WAC

WARM

FICO

LTV

CBLTV

WA DTI

DOC

PRIMARY

SFR & PUD

CASHOUT

2nd Lien

IO

Refinance - Cashout

392

118,697,699

302,800

51.2

2

6.74

358

639

80.4

83.3

41.0

66.7

98.9

91.3

100.0

0.0

100.0

Other

442

112,940,405

255,521

48.8

2

6.81

358

662

81.0

95.5

42.2

61.0

97.0

85.1

0.0

0.0

100.0

Total:

834

231,638,104

277,744

100.0

2

6.78

358

650

80.7

89.3

41.6

63.9

98.0

88.3

51.2

0.0

100.0

                  

 

 

 

 

 

 

 

 

 

 

 

 

%

 

 

 

 

 

 

 

 

 

%

 

 

 

WA

WA

WA

 

FULL

%

%

%

%

%

Condo or 2-4 Family

COUNT

TOTAL SCHED_BAL

AVG SCHED_BAL

SCHED_BAL

SEASONING

WAC

WARM

FICO

LTV

CBLTV

WA DTI

DOC

PRIMARY

SFR & PUD

CASHOUT

2nd Lien

IO

Condo

56

13,668,001

244,071

5.9

2

6.95

358

655

79.8

91.6

42.5

65.5

98.8

0.0

31.4

0.0

100.0

2 Family

33

10,970,628

332,443

4.7

2

6.77

358

670

80.2

91.3

41.8

46.5

96.2

0.0

34.9

0.0

100.0

3-4 Family

7

2,453,850

350,550

1.1

4

6.82

356

662

76.9

76.9

42.8

36.9

72.0

0.0

87.8

0.0

100.0

Other

738

204,545,626

277,162

88.3

2

6.77

358

649

80.8

89.1

41.5

65.1

98.3

100.0

53.0

0.0

100.0

Total:

834

231,638,104

277,744

100.0

2

6.78

358

650

80.7

89.3

41.6

63.9

98.0

88.3

51.2

0.0

100.0

                  

 

 

 

 

 

 

 

 

 

 

 

 

%

 

 

 

 

 

 

 

 

 

%

 

 

 

WA

WA

WA

 

FULL

%

%

%

%

%

Rate Type

COUNT

TOTAL SCHED_BAL

AVG SCHED_BAL

SCHED_BAL

SEASONING

WAC

WARM

FICO

LTV

CBLTV

WA DTI

DOC

PRIMARY

SFR & PUD

CASHOUT

2nd Lien

IO

Fixed Rate

12

3,404,200

283,683

1.5

3

7.10

357

661

80.7

83.1

45.7

88.9

91.2

81.8

48.8

0.0

100.0

ARM

822

228,233,904

277,657

98.5

2

6.77

358

650

80.7

89.4

41.6

63.5

98.1

88.4

51.3

0.0

100.0

Total:

834

231,638,104

277,744

100.0

2

6.78

358

650

80.7

89.3

41.6

63.9

98.0

88.3

51.2

0.0

100.0

                  

 

 

 

 

 

 

 

 

 

 

 

 

%

 

 

 

 

 

 

 

 

 

%

 

 

 

WA

WA

WA

 

FULL

%

%

%

%

%

State

COUNT

TOTAL SCHED_BAL

AVG SCHED_BAL

SCHED_BAL

SEASONING

WAC

WARM

FICO

LTV

CBLTV

WA DTI

DOC

PRIMARY

SFR & PUD

CASHOUT

2nd Lien

IO

California

281

101,336,814

360,629

43.7

3

6.58

357

653

79.1

87.1

42.4

58.7

98.4

88.6

57.3

0.0

100.0

Georgia

31

5,447,325

175,720

2.4

2

7.39

358

637

83.8

94.5

36.6

65.1

100.0

100.0

41.6

0.0

100.0

Massachusetts

7

1,814,060

259,151

0.8

3

6.87

357

669

82.0

100.0

45.3

65.8

100.0

46.0

0.0

0.0

100.0

New York

22

9,347,860

424,903

4.0

3

6.41

357

672

80.8

87.6

41.4

69.2

96.8

66.1

47.5

0.0

100.0

Other

493

113,692,046

230,613

49.1

2

6.95

358

647

81.9

90.9

41.1

68.0

97.5

90.0

47.5

0.0

100.0

Total:

834

231,638,104

277,744

100.0

2

6.78

358

650

80.7

89.3

41.6

63.9

98.0

88.3

51.2

0.0

100.0

                  

 

 

 

 

 

 

 

 

 

 

 

 

%

 

 

 

 

 

 

 

 

 

%

 

 

 

WA

WA

WA

 

FULL

%

%

%

%

%

DTI

COUNT

TOTAL SCHED_BAL

AVG SCHED_BAL

SCHED_BAL

SEASONING

WAC

WARM

FICO

LTV

CBLTV

WA DTI

DOC

PRIMARY

SFR & PUD

CASHOUT

2nd Lien

IO

10.000 - 19.999

16

3,717,112

232,320

1.6

2

6.97

358

655

79.9

91.7

16.4

74.6

100.0

96.9

47.6

0.0

100.0

20.000 - 29.999

59

15,436,651

261,638

6.7

2

6.62

358

647

78.8

86.0

25.8

67.6

97.5

87.2

65.6

0.0

100.0

30.000 - 39.999

214

58,599,321

273,829

25.3

2

6.77

358

652

80.3

88.2

35.8

59.8

97.8

90.6

56.2

0.0

100.0

40.000 - 49.999

508

144,047,340

283,558

62.2

2

6.80

358

649

81.1

90.0

45.6

63.3

97.9

87.3

48.3

0.0

100.0

50.000 >=

37

9,837,680

265,883

4.2

2

6.68

358

661

80.5

89.4

51.7

87.2

100.0

86.9

43.7

0.0

100.0

Total:

834

231,638,104

277,744

100.0

2

6.78

358

650

80.7

89.3

41.6

63.9

98.0

88.3

51.2

0.0

100.0

                  

 

 

 

 

 

 

 

 

 

 

 

 

%

 

 

 

 

 

 

 

 

 

%

 

 

 

WA

WA

WA

 

FULL

%

%

%

%

%

Interest Only

COUNT

TOTAL SCHED_BAL

AVG SCHED_BAL

SCHED_BAL

SEASONING

WAC

WARM

FICO

LTV

CBLTV

WA DTI

DOC

PRIMARY

SFR & PUD

CASHOUT

2nd Lien

IO

Y

834

231,638,104

277,744

100.0

2

6.78

358

650

80.7

89.3

41.6

63.9

98.0

88.3

51.2

0.0

100.0

Total:

834

231,638,104

277,744

100.0

2

6.78

358

650

80.7

89.3

41.6

63.9

98.0

88.3

51.2

0.0

100.0

                  

 

 

 

 

 

 

 

 

 

 

 

 

%

 

 

 

 

 

 

 

 

 

%

 

 

 

WA

WA

WA

 

FULL

%

%

%

%

%

Second Lien

COUNT

TOTAL SCHED_BAL

AVG SCHED_BAL

SCHED_BAL

SEASONING

WAC

WARM

FICO

LTV

CBLTV

WA DTI

DOC

PRIMARY

SFR & PUD

CASHOUT

2nd Lien

IO

1st Lien

834

231,638,104

277,744

100.0

2

6.78

358

650

80.7

89.3

41.6

63.9

98.0

88.3

51.2

0.0

100.0

Total:

834

231,638,104

277,744

100.0

2

6.78

358

650

80.7

89.3

41.6

63.9

98.0

88.3

51.2

0.0

100.0

                  

 

 

 

 

 

 

 

 

 

 

 

 

%

 

 

 

 

 

 

 

 

 

%

 

 

 

WA

WA

WA

 

FULL

%

%

%

%

%

Silent Second

COUNT

TOTAL SCHED_BAL

AVG SCHED_BAL

SCHED_BAL

SEASONING

WAC

WARM

FICO

LTV

CBLTV

WA DTI

DOC

PRIMARY

SFR & PUD

CASHOUT

2nd Lien

IO

2nd Lien Exists

403

103,049,832

255,707

44.5

2

6.79

358

660

79.8

99.1

42.0

59.4

98.4

86.1

18.9

0.0

100.0

No 2nd Lien Exists

431

128,588,272

298,349

55.5

2

6.77

358

642

81.4

81.4

41.3

67.5

97.6

90.1

77.1

0.0

100.0

Total:

834

231,638,104

277,744

100.0

2

6.78

358

650

80.7

89.3

41.6

63.9

98.0

88.3

51.2

0.0

100.0


 

LTV

LTV

LTV

LTV

Additional Strats

<70

70-80

80-100

>=100

IO, FullDoc,Owner Occ FICO<550

0.0

0.1

0.0

0.0

IO, FullDoc,Owner Occ FICO 550-570

0.2

0.0

0.1

0.0

IO, FullDoc,Owner Occ FICO 570-590

0.6

0.6

3.4

0.0

IO, FullDoc,Owner Occ FICO 590-610

0.6

2.6

8.2

0.2

IO, FullDoc,Owner Occ FICO 610-630

0.5

2.3

8.1

0.0

IO, FullDoc,Owner Occ FICO 630-650

1.1

2.7

8.0

0.0

IO, FullDoc,Owner Occ FICO 650-670

0.4

1.5

6.8

0.0

IO, FullDoc,Owner Occ FICO 670-690

0.4

0.8

5.1

0.0

IO, FullDoc,Owner Occ FICO 690-710

0.0

0.1

2.6

0.0

IO, FullDoc,Owner Occ FICO 710-730

0.1

0.0

1.7

0.0

IO, FullDoc,Owner Occ FICO>-730

0.1

0.7

3.2

0.0

IO,FullDoc,NotOwnerOcc FICO 570-590

0.0

0.0

0.1

0.0

IO,FullDoc,NotOwnerOcc FICO 590-610

0.1

0.0

0.0

0.0

IO,FullDoc,NotOwnerOcc FICO 630-650

0.0

0.1

0.2

0.0

IO,FullDoc,NotOwnerOcc FICO 650-670

0.0

0.0

0.0

0.0

IO,FullDoc,NotOwnerOcc FICO 670-690

0.0

0.0

0.2

0.0

IO,FullDoc,NotOwnerOcc FICO 690-710

0.0

0.0

0.3

0.0

IO,FullDoc,NotOwnerOcc FICO>-730

0.0

0.0

0.2

0.0

IO,NotFullDoc,OwnerOcc FICO 550-570

0.1

0.3

0.0

0.0

IO,NotFullDoc,OwnerOcc FICO 570-590

0.2

0.1

0.1

0.0

IO,NotFullDoc,OwnerOcc FICO 590-610

0.1

0.5

1.4

0.0

IO,NotFullDoc,OwnerOcc FICO 610-630

0.1

0.2

3.9

0.0

IO,NotFullDoc,OwnerOcc FICO 630-650

1.1

1.5

4.7

0.0

IO,NotFullDoc,OwnerOcc FICO 650-670

0.2

1.4

5.9

0.1

IO,NotFullDoc,OwnerOcc FICO 670-690

0.3

0.8

4.8

0.0

IO,NotFullDoc,OwnerOcc FICO 690-710

0.0

0.9

2.0

0.0

IO,NotFullDoc,OwnerOcc FICO 710-730

0.0

0.5

1.7

0.0

IO,NotFullDoc,OwnerOcc FICO>-730

0.2

0.3

2.0

0.0

IO,NotFullDoc,NotOwnerOcc FICO 590-610

0.0

0.0

0.1

0.0

IO,NotFullDoc,NotOwnerOcc FICO 670-690

0.0

0.2

0.2

0.0

IO,NotFullDoc,NotOwnerOcc FICO 710-730

0.0

0.0

0.1

0.0

IO,NotFullDoc,NotOwnerOcc FICO>-730

0.0

0.1

0.2

0.0

Total:

6.2

18.4

75.1

0.3