EX-99 3 exhibit992.htm EXHIBIT 99.2 Exhibit 99.2

Exhibit 99.2


Pool Summary

Total Issue Balance (USD)

 215,885,838.04

Original Mortgage Pool Balance (USD)

 216,746,634.00

Current Mortgage Pool Balance (USD)

 215,888,523.68

Total Number of Loans

 409

Average Loan Balance (USD)

 527,838.23

1st lien (%age)

 100

2nd lien (%age)

 0

WA FICO

 720

 - Minimum FICO

 615

 - Maximum FICO

 821

WA LTV

 71.319

 - Minimum LTV

 7.5

 - Maximum LTV

 95

WA DTI

 34.981

 - Minimum DTI

 2.18

 - Maximum DTI

 58.63

WA Age (Months)

 1

WA Remaining Term (Months)

 359

Aquired Loans

 

North California (% of Pool)

 18.206

South California (% of Pool)

 38.999


North California

% of State

722

WA FICO

657

 - Minimum FICO

804

 - Maximum FICO

72.643

WA LTV

38.3

 - Minimum LTV

80

 - Maximum LTV

4.951

Highest Zip-Code Density (% of State)

95138

Zip-Code with Highest Density

4.95%


South California

% of State

718

WA FICO

627

Minimum FICO

821

Maximum FICO

68.12

WA LTV

20.1

Minimum LTV

80

Maximum LTV

3.322

Highest Zip-Code Density (% of State)

92648

Zip-Code with Highest Density

3.32%


Classification

Total

Check

Mortgage Type

   215,885,838

X

Loan-to-Value

   215,885,838

X

FICO

   215,885,838

X

Purpose

   215,885,838

X

Occupancy

   215,885,838

X

Loan Balance

   214,685,838

X

Property Type

   215,335,838

X

Documentation Type

   215,885,838

X

Fixed Period

   215,885,838

X

Debt-to-Income Ratio

   215,885,838

X

Geographic Distribution

   215,885,838

X


Per Annum Fees

Servicer Fees

 

Cost of Carry

 


Mortgage Type

WA LTV

 WA FICO

 Balance

Classic 30yr FRM

   

Classic 15yr FRM

   

Classic ARM

71.319

720

215,885,838.04

Classic 15/30 Balloon

   

Classic 5/1 Hybrid

   

Classic 5/1 IO Hybrid

   

5/1 Hybrid w/3 year IO feature

   


LTV

WA LTV

WA FICO

 Balance

0.01-20.00

12.249

735

832,795.75

20.01-25.00

20.1

703

361,800.00

25.01-30.00

26.3

629

100,000.00

30.01-35.00

32.296

689

1,130,500.00

35.01-40.00

37.465

753

1,404,000.00

40.01-45.00

44.007

735

1,698,100.00

45.01-50.00

47.707

734

5,112,954.17

50.01-55.00

52.972

726

9,384,085.53

55.01-60.00

57.883

709

15,125,948.73

60.01-65.00

63.613

725

18,374,139.65

65.01-70.00

68.48

726

25,542,239.61

70.01-75.00

73.553

712

41,874,313.44

75.01-80.00

79.447

722

90,553,969.85

80.01-85.00

84.373

704

509,700.00

85.01-90.00

89.831

643

1,318,499.99

90.01-95.00

94.68

691

2,562,791.32

95.01-100.00

   


FICO

WA LTV

 WA FICO

 Balance

321 - 340

   

341 - 360

   

361 - 380

   

381 - 400

   

401 - 420

   

421 - 440

   

441 - 460

   

461 - 480

   

481 - 500

   

501 - 520

   

521 - 540

   

541 - 560

   

561 - 580

   

581 - 600

   

601 - 620

61.1

615

379,000.00

621 - 640

80.136

631

6,142,705.19

641 - 660

72.994

654

11,607,746.20

661 - 680

70.691

672

22,235,484.57

681 - 700

71.091

691

32,620,742.95

701 - 720

69.824

711

39,789,525.69

721 - 740

70.839

730

33,570,164.38

741 - 760

71.587

751

29,224,894.18

761 - 780

72.904

771

22,716,500.44

781 - 800

70.739

789

14,995,674.44

801 - 820

75.304

806

1,953,400.00

> 820

47.3

821

650,000.00

Unknown

   


LTV

MIG%

WA FICO

Balance with MIG

0.01-20.00

100

735

832,795.75

20.01-25.00

100

703

361,800.00

25.01-30.00

100

629

100,000.00

30.01-35.00

100

689

1,130,500.00

35.01-40.00

100

753

1,404,000.00

40.01-45.00

100

735

1,698,100.00

45.01-50.00

100

734

5,112,954.17

50.01-55.00

100

726

9,384,085.53

55.01-60.00

100

709

15,125,948.73

60.01-65.00

100

725

18,374,139.65

65.01-70.00

100

726

25,542,239.61

70.01-75.00

100

712

41,874,313.44

75.01-80.00

100

722

90,553,969.85

80.01-85.00

100

704

509,700.00

85.01-90.00

100

643

1,318,499.99

90.01-95.00

100

691

2,562,791.32

95.01-100.00

   


Purpose

WA LTV

 WA FICO

 Balance

Purchase

76.217

727

99,106,115.43

Cash-Out/Refinancing

66.875

730

5,372,054.63

Refinancing

67.177

713

111,407,667.98


Occupancy

WA LTV

 WA FICO

 Balance

Owner

71.249

719

210,087,908.89

Investment

   

2nd Home

73.881

729

5,797,929.15


Loan Balance

WA LTV

WA FICO

Balance

<$200,000

74.28

655

2,656,140.57

<$400,000

75.278

711

37,478,230.69

<$600,000

72.964

725

85,171,030.84

>$600,000

67.93

720

89,380,435.94


Property Type

WA LTV

 WA FICO

 Balance

SFR

71.291

719

124,404,012.29

PUD

71.112

719

74,236,678.14

CND

73.965

728

15,615,347.61

2-4 Family

61.396

717

1,079,800.00


Documentation Type

WA LTV

 WA FICO

 Balance

Full

72.789

714

111,196,335.96

Reduced

   

SISA

   

NISA

69.758

726

104,689,502.08

NINA

   

NAV

   

No Ratio

   

Alt

   


Fixed Period (Months)

WA LTV

 WA FICO

 Balance

1

69.497

717

62,466,560.21

3

   

6

72.057

720

150,816,334.90

12

72.294

726

2,602,942.93

24

   

36

   

60

   

84

   

>=120

   


DTI

WA LTV

 WA FICO

 Balance

0.01 - 5.00

58.608

766

825,112.50

5.01 - 10.00

48.058

767

1,405,550.00

10.01 - 15.00

66.735

737

5,548,436.87

15.01 - 20.00

74.712

744

6,852,935.83

20.01 - 25.00

68.23

731

17,450,722.76

25.01 - 30.00

72.211

728

28,187,405.72

30.01 - 35.00

70.56

711

41,558,092.06

35.01 - 40.00

72.756

716

44,113,142.68

40.01 - 45.00

72.808

724

40,135,531.69

45.01 - 50.00

72.159

702

19,831,919.07

50.01 - 55.00

73.326

730

5,968,988.86

> 55.00

59.821

685

4,008,000.00

Unknown

   


Geographic Distribution

WA LTV

 WA FICO

 Balance

AK

   

AL

73.6

710

780,000.00

AR

   

AS

   

AZ

70.978

733

4,273,347.41

CA

69.559

719

123,497,817.12

CO

74.556

737

4,820,644.93

CT

72.438

732

1,728,867.00

CZ

   

DC

67.6

744

470,000.00

DE

   

FL

75.705

715

7,710,272.73

GA

79.974

742

3,227,139.74

GU

   

HI

80

705

560,000.00

IA

   

ID

80

671

118,300.00

IL

74.036

736

9,217,345.44

IN

75.417

730

1,980,250.00

KS

84.831

753

811,250.00

KY

79.919

724

713,800.00

LA

   

MA

66.314

738

3,751,381.55

MD

72.808

714

6,573,321.31

ME

   

MI

78.588

693

2,252,912.50

MN

83.099

661

1,103,600.00

MO

64.133

734

1,561,628.76

MS

   

MT

   

NC

73.218

739

4,582,038.65

ND

   

NE

   

NH

74.61

642

1,344,000.00

NJ

72.107

710

6,480,190.78

NM

80

793

520,000.00

NV

80

716

1,811,200.00

NY

62.763

697

4,097,750.00

OH

69.439

687

1,598,500.00

OK

   

OR

80

720

386,000.00

OT

   

PA

78.611

725

617,156.00

PR

   

RI

74.858

730

1,389,500.00

SC

   

SD

   

TN

80.886

698

751,839.68

TT

   

TX

70.269

737

1,994,262.50

UT

75.105

726

1,906,632.17

VA

76.404

718

9,276,397.13

VI

   

VT

   

WA

70.77

689

3,574,492.64

WI

80

642

404,000.00

WV

   

WY