EX-99 3 exhibit992.htm EXHIBIT 99.2 Exhibit 99.2

CMO GS 6F22 6FL1

Goldman Sachs

Scenario Report (Intex)

 



Generated: 06/16/2005 10:21:58

Page 1 of 1

CUSIP

Monthly

As Of

6/05

Pricing

6/15/05

Original

25,000,000.00

Description:   Floater,Senior

Settle

6/30/05

Balance

25,000,000.00

Coupon:        3.480% = 0.35 + 01mlib, cap=7.25, asof=6/05

Next Proj

7/25/05

Factor

1.00000000

Collateral:     Cpn 6.00 WAC 6.10 WAM 354 WALA 4

Stated Final

0/0/00

Delay

0

Historical CPR’s:    6/05= 5/05= 4/05= 3mo= 6mo= 12mo=

SI=

   

Curve:   3m= 6m= 1yr= 2yr= 3yr= 4yr= 5yr= 7yr= 10yr= 30yr=

    

Input

Output

PSA

PSA

PSA

PSA

PSA

PSA

PSA

PSA

PREPAY

 

350

100

200

400

500

600

800

1000

01MLIB

3.240

+0

+0

+0

+0

+0

+0

+0

+0

 

Av Life

4.623

10.946

7.216

4.119

3.383

2.873

2.226

1.855

Price

Window

7/05-12/34

7/05-12/34

7/05-12/34

7/05-12/34

7/05-12/34

7/05-12/34

7/05-3/12

7/05-3/10

100-00

DM

35.0

35.0

35.0

35.0

35.0

35.0

35.0

35.0



This material is for your private information, and we are not soliciting any action based upon it. Certain transactions, including those involving futures, options and high yield securities, give rise to substantial risk and are not suitable for all investors. Opinions expressed are our present opinions only.  This material is based upon information that we consider reliable, but we do not represent it as accurate or complete. We or persons involved in the preparation or issuance of this material, may from time to time have positions or conduct transactions in the securities mentioned herein. This material has been issued by Goldman Sachs & Co. and has been approved by Goldman Sachs International, a member of The Securities and Futures Authority, in connection with distribution in the United Kingdom, and by Goldman Sachs Canada in connection with distribution in Canada. Additional information on any of the securities, futures or options mentioned in this material may be obtained upon request. For this purpose, persons in Italy should contact Goldman Sachs S.I.M. S.P.A. in Milan, or at its London branch office at 133 Fleet Street. Goldman Sachs International may have acted upon or used this research prior to, or immediately following its publication.







Goldman, Sachs & Co.

6F TRACK 3



Stats

As of Date: 20050601

Sched Balance: $549,458,459.79

AverageSchedBal: $489,891.94

GWAC: 6.0931

NetWAC: 5.8663

FICO: 739

OLTV: 69.92

CLTV: 69.58

WALA: 3.987

OrigTerm: 359.335



Servicer

Percent

AURORA

0.392

CENDANT

6.644

CHASE

25.825

COUNTRYWIDE

63.087

GMAC

1.320

NATCITY

0.882

WAMU

1.850

Total:

100.000



Current Rate

Percent

  

5.500 - 5.749

2.280

5.750 - 5.999

27.741

6.000 - 6.249

34.631

6.250 - 6.499

28.061

6.500 - 6.749

6.068

6.750 - 6.999

1.014

7.000 - 7.249

0.159

7.250 - 7.499

0.046

Total:

100.000

min:

5.500

max:

7.250

wa:

6.093



Original Balance

Percent

0.01 - 50,000.00

0.020

50,000.01 - 100,000.00

0.233

100,000.01 - 150,000.00

0.484

150,000.01 - 200,000.00

1.088

200,000.01 - 250,000.00

1.225

250,000.01 - 275,000.00

0.476

275,000.01 - 350,000.00

1.653

350,000.01 - 400,000.00

12.832

400,000.01 - 450,000.00

15.526

450,000.01 - 500,000.00

14.628

500,000.01 - 550,000.00

9.765

550,000.01 - 600,000.00

8.966

600,000.01 - 750,000.00

16.175

750,000.01 - 850,000.00

4.621

850,000.01 - 950,000.00

3.599

950,000.01 - 1,000,000.00

4.893

1,000,000.01 - 1,250,000.00

1.145

1,250,000.01 - 1,500,000.00

1.553

1,500,000.01 - 1,750,000.00

0.268

1,750,000.01 - 2,000,000.00

0.426

2,250,000.01 >=

0.424

  

Total:

100.000

  

min:

38,000.00

max:

2,590,000.00

avg:

492,535.21



Principal Balance

Percent

  

0.01 - 50,000.00

0.020

50,000.01 - 100,000.00

0.237

100,000.01 - 150,000.00

0.484

150,000.01 - 200,000.00

1.084

200,000.01 - 250,000.00

1.225

250,000.01 - 275,000.00

0.492

275,000.01 - 350,000.00

1.776

350,000.01 - 400,000.00

13.068

400,000.01 - 450,000.00

15.518

450,000.01 - 500,000.00

14.484

500,000.01 - 550,000.00

10.087

550,000.01 - 600,000.00

8.766

600,000.01 - 750,000.00

15.874

750,000.01 - 850,000.00

4.730

850,000.01 - 950,000.00

3.444

950,000.01 - 1,000,000.00

4.893

1,000,000.01 - 1,250,000.00

1.284

1,250,000.01 - 1,500,000.00

1.414

1,500,000.01 - 1,750,000.00

0.268

1,750,000.01 - 2,000,000.00

0.426

2,250,000.01 >=

0.424

Total:

100.000

min:

37,699.22

max:

2,587,482.68

avg:

489,891.94



States

Percent

CA

44.808

NY

10.027

FL

6.295

NJ

4.621

VA

3.483

MA

2.894

TX

2.793

IL

2.752

MD

1.961

CT

1.751

WA

1.749

AZ

1.594

Other

15.270

Total:

100.000



Original LTV

Percent

0.001 - 50.000

9.760

50.001 - 60.000

9.682

60.001 - 70.000

21.890

70.001 - 75.000

13.885

75.001 - 80.000

43.003

80.001 - 85.000

0.463

85.001 - 90.000

0.717

90.001 - 95.000

0.592

95.001 - 100.000

0.009

  

Total:

100.000

  

min:

14.140

max:

100.000

wa:

69.923



Curr LTV

Percent

0.001 - 50.000

10.016

50.001 - 60.000

9.614

60.001 - 70.000

22.424

70.001 - 75.000

14.091

75.001 - 80.000

42.143

80.001 - 85.000

0.395

85.001 - 90.000

0.717

90.001 - 95.000

0.592

95.001 - 100.000

0.009

Total:

100.000

min:

14.140

max:

99.800

wa:

69.578



FICO

Percent

580 - 619

0.273

620 - 649

1.590

650 - 699

15.482

700 - 749

38.431

750 - 799

40.082

800 - 839

4.142

Total:

100.000

nzmin:

610

max:

817

nzwa:

739



Occupancy Code

Percent

INVESTOR

OWNER OCCUPIED

SECOND HOME

1.871

90.863

7.265

Total:

100.000



Purpose

Percent

CASHOUT REFI

29.969

PURCHASE

53.865

RATE/TERM REFI

16.166

Total:

100.000



Documentation Type

Percent

FULL/ALT DOC

90.472

LIMITED DOC

1.021

NO DOC

2.005

REDUCED DOC

6.502

Total:

100.000











IO flag

Percent

N

Y

91.025

8.975

Total:

100.000



DTI

Percent

<= 0

98.391

11 - 20

0.011

21 - 30

0.179

31 - 40

0.168

41 - 45

0.283

46 - 50

0.080

51 - 55

0.095

56 - 60

0.495

61 >=

0.298

Total:

100.000

* Zero values indicate missing DTI









Goldman, Sachs & Co.

6F; TRACK 1



Stats

As of Date: 20050601

Sched Balance: $348,218,353.88

AverageSchedBal: $460,304.06

GWAC: 5.7679

NetWAC: 5.5327

FICO: 743

OLTV: 68.04

CLTV: 67.79

WALA: 3.685

OrigTerm: 359.170



Servicer

Percent

AURORA

0.894

CENDANT

21.357

CHASE

11.965

COUNTRYWIDE

54.359

GMAC

4.413

NATCITY

1.303

WAMU

5.708

Total:

100.000



Current Rate

Percent

  

5.000 - 5.249

1.058

5.250 - 5.499

5.288

5.500 - 5.749

23.033

5.750 - 5.999

53.432

6.000 - 6.249

17.137

6.250 - 6.499

0.036

6.750 - 6.999

0.017

Total:

100.000

min:

5.000

max:

6.750

wa:

5.768



Original Balance

Percent

0.01 - 50,000.00

0.006

50,000.01 - 100,000.00

0.168

100,000.01 - 150,000.00

0.594

150,000.01 - 200,000.00

2.057

200,000.01 - 250,000.00

2.507

250,000.01 - 275,000.00

0.790

275,000.01 - 350,000.00

3.255

350,000.01 - 400,000.00

10.316

400,000.01 - 450,000.00

12.530

450,000.01 - 500,000.00

15.047

500,000.01 - 550,000.00

10.105

550,000.01 - 600,000.00

10.281

600,000.01 - 750,000.00

16.433

750,000.01 - 850,000.00

5.629

850,000.01 - 950,000.00

2.959

950,000.01 - 1,000,000.00

5.137

1,000,000.01 - 1,250,000.00

0.956

1,250,000.01 - 1,500,000.00

0.785

1,500,000.01 - 1,750,000.00

0.147

1,750,000.01 - 2,000,000.00

0.224

2,250,000.01 >=

0.074

  

Total:

100.000

  

min:

38,000.00

max:

2,590,000.00

avg:

462,175.74



Principal Balance

Percent

  

0.01 - 50,000.00

0.006

50,000.01 - 100,000.00

0.179

100,000.01 - 150,000.00

0.601

150,000.01 - 200,000.00

2.038

200,000.01 - 250,000.00

2.578

250,000.01 - 275,000.00

0.771

275,000.01 - 350,000.00

3.327

350,000.01 - 400,000.00

10.336

400,000.01 - 450,000.00

12.406

450,000.01 - 500,000.00

15.192

500,000.01 - 550,000.00

10.384

550,000.01 - 600,000.00

10.231

600,000.01 - 750,000.00

16.181

750,000.01 - 850,000.00

5.486

850,000.01 - 950,000.00

2.959

950,000.01 - 1,000,000.00

5.137

1,000,000.01 - 1,250,000.00

0.956

1,250,000.01 - 1,500,000.00

0.785

1,500,000.01 - 1,750,000.00

0.147

1,750,000.01 - 2,000,000.00

0.224

2,250,000.01 >=

0.074

Total:

100.000

min:

37,699.22

max:

2,587,482.68

avg:

460,304.06



States

Percent

CA

48.656

NY

6.739

NJ

6.599

VA

4.002

IL

3.594

TX

3.178

MA

2.837

FL

2.337

CT

2.233

MD

1.978

HI

1.854

WA

1.793

Other

14.200

Total:

100.000



Original LTV

Percent

0.001 - 50.000

11.965

50.001 - 60.000

12.630

60.001 - 70.000

24.120

70.001 - 75.000

12.881

75.001 - 80.000

36.787

80.001 - 85.000

0.329

85.001 - 90.000

0.598

90.001 - 95.000

0.469

95.001 - 100.000

0.221

  

Total:

100.000

  

min:

14.140

max:

100.000

wa:

68.045



Curr LTV

Percent

0.001 - 50.000

12.173

50.001 - 60.000

12.557

60.001 - 70.000

24.287

70.001 - 75.000

12.815

75.001 - 80.000

36.596

80.001 - 85.000

0.299

85.001 - 90.000

0.590

90.001 - 95.000

0.462

95.001 - 100.000

0.221

Total:

100.000

min:

14.140

max:

99.800

wa:

67.790



FICO

Percent

580 - 619

0.344

620 - 649

1.631

650 - 699

14.798

700 - 749

32.574

750 - 799

45.828

800 - 839

4.825

Total:

100.000

nzmin:

604

max:

817

nzwa:

743



Occupancy Code

Percent

INVESTOR

OWNER OCCUPIED

SECOND HOME

1.853

94.030

4.117

Total:

100.000



Purpose

Percent

CASHOUT REFI

29.150

PURCHASE

48.206

RATE/TERM REFI

22.645

Total:

100.000



Documentation Type

Percent

FULL/ALT DOC

86.582

LIMITED DOC

0.716

NO DOC

2.697

REDUCED DOC

10.005

Total:

100.000











IO flag

Percent

N

Y

88.892

11.108

Total:

100.000



DTI

Percent

<= 0

93.657

11 - 20

0.321

21 - 30

0.875

31 - 40

0.966

41 - 45

0.502

46 - 50

0.142

51 - 55

0.124

56 - 60

2.052

61 >=

1.361

Total:

100.000

* Zero values indicate missing DTI








Goldman, Sachs & Co.

6F TRACK 2


Stats

As of Date: 20050601

Sched Balance: $26,263,109.36

AverageSchedBal: $505,332.10

GWAC: 6.5421

NetWAC: 6.3111

FICO: 730

OLTV: 71.55

CLTV: 70.80

WALA: 7.714

OrigTerm: 358.975



Servicer

Percent

CENDANT

1.080

CHASE

39.773

COUNTRYWIDE

56.093

GMAC

1.891

NATCITY

1.162

Total:

100.000



Current Rate

Percent

6.250 - 6.499

37.471

6.500 - 6.749

41.192

6.750 - 6.999

16.795

7.000 - 7.249

4.070

7.250 - 7.499

0.472

Total:

100.000

  

min:

6.250

max:

7.250

wa:

6.542



Original Balance

Percent

0.01 - 50,000.00

0.019

50,000.01 - 100,000.00

0.516

100,000.01 - 150,000.00

0.594

150,000.01 - 200,000.00

0.421

200,000.01 - 250,000.00

0.241

250,000.01 - 275,000.00

0.307

275,000.01 - 350,000.00

0.353

350,000.01 - 400,000.00

20.389

400,000.01 - 450,000.00

16.131

450,000.01 - 500,000.00

12.160

500,000.01 - 550,000.00

8.347

550,000.01 - 600,000.00

8.373

600,000.01 - 750,000.00

12.004

750,000.01 - 850,000.00

1.990

850,000.01 - 950,000.00

3.892

950,000.01 - 1,000,000.00

6.265

1,000,000.01 - 1,250,000.00

1.671

1,250,000.01 - 1,500,000.00

3.507

1,500,000.01 - 1,750,000.00

0.234

1,750,000.01 - 2,000,000.00

2.587

  

Total:

100.000

  

min:

49,500.00

max:

2,000,000.00

avg:

509,869.04



Principal Balance

Percent

  

0.01 - 50,000.00

0.019

50,000.01 - 100,000.00

0.516

100,000.01 - 150,000.00

0.594

150,000.01 - 200,000.00

0.421

200,000.01 - 250,000.00

0.241

250,000.01 - 275,000.00

0.307

275,000.01 - 350,000.00

0.930

350,000.01 - 400,000.00

20.259

400,000.01 - 450,000.00

16.025

450,000.01 - 500,000.00

11.819

500,000.01 - 550,000.00

8.840

550,000.01 - 600,000.00

8.790

600,000.01 - 750,000.00

11.093

750,000.01 - 850,000.00

1.990

850,000.01 - 950,000.00

3.892

950,000.01 - 1,000,000.00

6.265

1,000,000.01 - 1,250,000.00

2.915

1,250,000.01 - 1,500,000.00

2.263

1,500,000.01 - 1,750,000.00

0.234

1,750,000.01 - 2,000,000.00

2.587

Total:

100.000

min:

49,078.47

max:

1,998,235.45

avg:

505,332.10



States

Percent

CA

33.960

NY

14.708

NJ

8.280

FL

7.443

MA

3.896

MD

3.357

AZ

3.015

PA

2.908

VA

2.906

TX

2.738

TN

2.125

IL

1.766

Other

12.900

Total:

100.000



Original LTV

Percent

  

0.001 - 50.000

9.120

50.001 - 60.000

4.955

60.001 - 70.000

23.439

70.001 - 75.000

15.773

75.001 - 80.000

42.910

80.001 - 85.000

0.829

85.001 - 90.000

1.032

90.001 - 95.000

1.941

  

Total:

100.000

  

min:

16.210

max:

95.000

wa:

71.550



Curr LTV

Percent

0.001 - 50.000

9.120

50.001 - 60.000

4.955

60.001 - 70.000

24.439

70.001 - 75.000

16.834

75.001 - 80.000

40.850

80.001 - 85.000

0.829

85.001 - 90.000

1.032

90.001 - 95.000

1.941

  

Total:

100.000

min:

16.190

max:

94.920

wa:

70.799



FICO

Percent

620 - 649

3.714

650 - 699

20.982

700 - 749

39.509

750 - 799

33.143

800 - 839

2.653

Total:

100.000

nzmin:

622

max:

815

nzwa:

730



Occupancy Code

Percent

INVESTOR

OWNER OCCUPIED

SECOND HOME

1.134

90.642

8.224

Total:

100.000



Purpose

Percent

  

CASHOUT REFI

PURCHASE

RATE/TERM REFI

27.200

55.791

17.009

Total:

100.000



Documentation Type

Percent

  

FULL/ALT DOC

91.485

LIMITED DOC

1.211

NO DOC

1.673

REDUCED DOC

5.631

Total:

100.000



IO flag

Percent

N

Y

91.229

8.771

Total:

100.000



DTI

Percent

<= 0

100.000

Total:

100.000

* Zero values indicate missing DTI








Goldman, Sachs & Co.

6F TRACK 4



Stats

As of Date: 20050601

Sched Balance: $25,957,073.58

AverageSchedBal: $232,642.86

GWAC: 6.0921

NetWAC: 5.8421

FICO: 708

OLTV: 69.09

CLTV: 68.51

WALA: 7.008

OrigTerm: 359.411



Servicer

Percent

CENDANT

15.796

CHASE

12.243

GMAC

9.033

NATCITY

1.978

WAMU

60.950

Total:

100.000



Current Rate

Percent

5.500 - 5.749

0.905

5.750 - 5.999

3.435

6.000 - 6.249

94.159

6.250 - 6.499

1.501

  

Total:

100.000

  

min:

5.670

max:

6.250

wa:

6.092



Original Balance

Percent

  

0.01 - 50,000.00

0.157

50,000.01 - 100,000.00

5.720

100,000.01 - 150,000.00

14.151

150,000.01 - 200,000.00

13.153

200,000.01 - 250,000.00

14.268

250,000.01 - 275,000.00

3.355

275,000.01 - 350,000.00

6.950

350,000.01 - 400,000.00

8.064

400,000.01 - 450,000.00

9.531

450,000.01 - 500,000.00

7.471

500,000.01 - 550,000.00

2.013

550,000.01 - 600,000.00

4.440

600,000.01 - 750,000.00

4.287

750,000.01 - 850,000.00

2.502

1,500,000.01 - 1,750,000.00

3.938

Total:

100.000

min:

50,000.00

max:

1,537,800.00

avg:

234,409.95



Principal Balance

Percent

0.01 - 50,000.00

0.157

50,000.01 - 100,000.00

5.720

100,000.01 - 150,000.00

14.631

150,000.01 - 200,000.00

12.673

200,000.01 - 250,000.00

14.268

250,000.01 - 275,000.00

3.355

275,000.01 - 350,000.00

6.950

350,000.01 - 400,000.00

8.064

400,000.01 - 450,000.00

10.969

450,000.01 - 500,000.00

6.033

500,000.01 - 550,000.00

2.013

550,000.01 - 600,000.00

4.440

600,000.01 - 750,000.00

4.287

750,000.01 - 850,000.00

2.502

1,500,000.01 - 1,750,000.00

3.938

Total:

100.000

min:

49,023.28

max:

1,533,184.33

avg:

232,642.86



States

Percent

  

CA

45.125

NY

9.375

FL

4.275

WA

3.992

TX

3.748

NC

3.123

MI

3.121

GA

2.921

IL

2.727

IN

2.319

MN

2.187

VA

1.976

Other

15.110

Total:

100.000



Original LTV

Percent

  

0.001 - 50.000

7.982

50.001 - 60.000

17.667

60.001 - 70.000

17.877

70.001 - 75.000

16.002

75.001 - 80.000

33.041

80.001 - 85.000

0.766

85.001 - 90.000

2.836

90.001 - 95.000

3.828

Total:

100.000

  

min:

18.520

max:

95.000

wa:

69.086



Curr LTV

Percent

0.001 - 50.000

8.253

50.001 - 60.000

18.898

60.001 - 70.000

18.082

70.001 - 75.000

16.711

75.001 - 80.000

31.012

80.001 - 85.000

1.372

85.001 - 90.000

2.303

90.001 - 95.000

3.368

Total:

100.000

  

min:

18.160

max:

94.250

wa:

68.512



FICO

Percent

580 - 619

5.900

620 - 649

13.424

650 - 699

22.217

700 - 749

26.758

750 - 799

31.701

  

Total:

100.000

  

nzmin:

604

max:

795

nzwa:

708



Occupancy Code

Percent

INVESTOR

OWNER OCCUPIED

SECOND HOME

0.694

96.539

2.767

Total:

100.000



Purpose

Percent

CASHOUT REFI

30.739

PURCHASE

36.030

RATE/TERM REFI

33.231

Total:

100.000



Documentation Type

Percent

FULL/ALT DOC

REDUCED DOC

95.520

4.480

Total:

100.000



IO flag

Percent

N

Y

97.311

2.689

Total:

100.000



DTI

Percent

<= 0

51.804

11 - 20

0.245

21 - 30

4.206

31 - 40

5.750

41 - 45

0.996

46 - 50

3.185

51 - 55

3.270

56 - 60

21.259

61 >=

9.284

Total:

100.000

* Zero values indicate missing DTI








Goldman, Sachs & Co.

6F; Aggregate



Stats

As of Date: 20050601

Sched Balance: $949,896,996.61

AverageSchedBal: $469,780.91

GWAC: 5.9863

NetWAC: 5.7557

FICO: 740

OLTV: 69.26

CLTV: 68.93

WALA: 4.062

OrigTerm: 359.267



Servicer

Percent

AURORA

0.555

CENDANT

12.134

CHASE

20.759

COUNTRYWIDE

57.970

GMAC

2.680

NATCITY

1.074

WAMU

4.828

Total:

100.000



Current Rate

Percent

  

5.000 - 5.249

0.388

5.250 - 5.499

1.938

5.500 - 5.749

9.787

5.750 - 5.999

35.728

6.000 - 6.249

28.887

6.250 - 6.499

17.322

6.500 - 6.749

4.649

6.750 - 6.999

1.057

7.000 - 7.249

0.204

7.250 - 7.499

0.040

Total:

100.000

min:

5.000

max:

7.250

wa:

5.986



Original Balance

Percent

0.01 - 50,000.00

0.018

50,000.01 - 100,000.00

0.367

100,000.01 - 150,000.00

0.901

150,000.01 - 200,000.00

1.754

200,000.01 - 250,000.00

2.024

250,000.01 - 275,000.00

0.665

275,000.01 - 350,000.00

2.349

350,000.01 - 400,000.00

11.988

400,000.01 - 450,000.00

14.281

450,000.01 - 500,000.00

14.518

500,000.01 - 550,000.00

9.638

550,000.01 - 600,000.00

9.308

600,000.01 - 750,000.00

15.830

750,000.01 - 850,000.00

4.860

850,000.01 - 950,000.00

3.274

950,000.01 - 1,000,000.00

4.887

1,000,000.01 - 1,250,000.00

1.059

1,250,000.01 - 1,500,000.00

1.283

1,500,000.01 - 1,750,000.00

0.323

1,750,000.01 - 2,000,000.00

0.400

2,250,000.01 >=

0.272

  

Total:

100.000

  

min:

38,000.00

max:

2,590,000.00

avg:

472,390.39



Principal Balance

Percent

  

0.01 - 50,000.00

0.018

50,000.01 - 100,000.00

0.373

100,000.01 - 150,000.00

0.917

150,000.01 - 200,000.00

1.732

200,000.01 - 250,000.00

2.050

250,000.01 - 275,000.00

0.668

275,000.01 - 350,000.00

2.463

350,000.01 - 400,000.00

12.129

400,000.01 - 450,000.00

14.267

450,000.01 - 500,000.00

14.439

500,000.01 - 550,000.00

9.941

550,000.01 - 600,000.00

9.185

600,000.01 - 750,000.00

15.538

750,000.01 - 850,000.00

4.870

850,000.01 - 950,000.00

3.185

950,000.01 - 1,000,000.00

4.887

1,000,000.01 - 1,250,000.00

1.174

1,250,000.01 - 1,500,000.00

1.168

1,500,000.01 - 1,750,000.00

0.323

1,750,000.01 - 2,000,000.00

0.400

2,250,000.01 >=

0.272

Total:

100.000

min:

37,699.22

max:

2,587,482.68

avg:

469,780.91



States

Percent

CA

45.928

NY

8.933

NJ

5.361

FL

4.821

VA

3.616

IL

3.033

TX

2.959

MA

2.874

MD

1.971

CT

1.858

WA

1.806

PA

1.562

Other

15.277

Total:

100.000



Original LTV

Percent

0.001 - 50.000

10.502

50.001 - 60.000

10.850

60.001 - 70.000

22.641

70.001 - 75.000

13.627

75.001 - 80.000

40.449

80.001 - 85.000

0.432

85.001 - 90.000

0.740

90.001 - 95.000

0.673

95.001 - 100.000

0.086

  

Total:

100.000

  

min:

14.140

max:

100.000

wa:

69.257



Curr LTV

Percent

  

0.001 - 50.000

10.734

50.001 - 60.000

10.817

60.001 - 70.000

23.044

70.001 - 75.000

13.771

75.001 - 80.000

39.770

80.001 - 85.000

0.398

85.001 - 90.000

0.722

90.001 - 95.000

0.657

95.001 - 100.000

0.086

Total:

100.000

min:

14.140

max:

99.800

wa:

68.927



FICO

Percent

580 - 619

0.445

620 - 649

1.987

650 - 699

15.568

700 - 749

35.995

750 - 799

41.768

800 - 839

4.238

Total:

100.000

nzmin:

604

max:

817

nzwa:

740



Occupancy Code

Percent

INVESTOR

OWNER OCCUPIED

SECOND HOME

1.812

92.173

6.015

Total:

100.000



Purpose

Percent

CASHOUT REFI

29.613

PURCHASE

51.356

RATE/TERM REFI

19.031

Total:

100.000



Documentation Type

Percent

FULL/ALT DOC

89.212

LIMITED DOC

0.886

NO DOC

2.195

REDUCED DOC

7.707

Total:

100.000



IO flag

Percent

N

Y

90.420

9.580

Total:

100.000



DTI

Percent

<= 0

95.427

11 - 20

0.131

21 - 30

0.539

31 - 40

0.609

41 - 45

0.375

46 - 50

0.185

51 - 55

0.190

56 - 60

1.620

61 >=

0.925

Total:

100.000

* Zero values indicate missing DTI