EX-99 3 exhibit992.htm EXHIBIT 99.2 Exhibit 99.2


HVMLT 2005-16

    
     

 

Countrywide

Originator 2

Originator 3

Originator 4

FICO avg

703

 

 

 

FICO stdev

44.5

 

 

 

FICO <640 %

6.2%

 

 

 

FICO <680%

33.6%

 

 

 

10th Percentile FICO

649

 

 

 

90th Percentile FICO

766

 

 

 

CLTV avg

76.31

 

 

 

CLTV >80%

11.0%

 

 

 

10th Percentile CLTV

66.50

 

 

 

90th Percentile CLTV

90.00

 

 

 

SS CLTV %

79.44

 

 

 

% with Silent 2nds

28%

 

 

 

Full Doc %

14%

 

 

 

Loan Bal avg

            447,140

 

 

 

% Jumbo

81%

 

 

 

DTI %

39.1

 

 

 

Purch %

49%

 

 

 

Cash Out %

38%

 

 

 

Fxd %

0.00%

 

 

 

3 yr ARM >= %

0.00%

 

 

 

WAC avg

4.232

 

 

 

WAC stdev

2.506

 

 

 

1st Lien %

100%

 

 

 

MI %

10.9%

 

 

 

CA %

61.2%

 

 

 

Invt Prop %

18.4%

 

 

 

IO %

0.0%

 

 

 

IO non-Full Doc %

0.0%

 

 

 

Multi-Fam %

7.6%

 

 

 

Prim Occ %

74.5%

 

 

 

Moody's BB Loss

1.80

 

 

 

S&P BB Loss

1.80

 

 

 

Fitch BB Loss

1.60

 

 

 

     


Originator/ Source

% Bal.

WA LTV

WA CLTV

WA SS CLTV

FICO

WAC

Purch

Invt Prop %

CA%

1st Lien

% with S.2nd

Full Doc

IO%

DTI

MI %

COUNTRYWIDE

100.00%

76.31

76.31

79.44

703

4.232

48.71%

18.39%

61.24%

100.00%

28.09%

13.81%

0.00%

39.1

10.93%

Total

100.00%

76.31

76.31

79.44

703

4.232

48.71%

18.39%

61.24%

100.00%

28.09%

13.81%

0.00%

39.1

10.93%

                

Occupancy

% Bal.

WALTV

WACLTV

WA SS CLTV

WAFICO

WAC

Purch %

Invt Prop %

CA%

1st Lien %

% with S.2nd

Full Doc

IO%

DTI %

MI %

Investor

18.39%

75.47

75.47

77.84

714

4.570

63.89%

100.00%

54.12%

100.00%

20.61%

15.87%

0.00%

37.2

4.46%

Primary

74.51%

76.55

76.55

79.95

699

4.163

43.00%

0.00%

65.70%

100.00%

30.49%

13.00%

0.00%

39.6

12.70%

Second Home

7.10%

75.94

75.94

78.28

717

4.077

69.40%

0.00%

32.89%

100.00%

22.32%

17.08%

0.00%

39.1

9.12%

Total

100.00%

76.31

76.31

79.44

703

4.232

48.71%

18.39%

61.24%

100.00%

28.09%

13.81%

0.00%

39.1

10.93%

                

Documentation

% Bal.

WALTV

WACLTV

WA SS CLTV

WAFICO

WAC

Purch %

Invt Prop %

CA%

1st Lien %

% with S.2nd

Full Doc

IO%

DTI %

MI %

Other

0.04%

80.00

80.00

80.00

680

1.000

100.00%

0.00%

0.00%

100.00%

0.00%

0.00%

0.00%

36.4

0.00%

Alt

3.19%

78.64

78.64

81.99

696

4.513

50.44%

22.04%

47.36%

100.00%

27.39%

0.00%

0.00%

41.8

23.71%

Full

13.81%

79.22

79.22

81.05

700

4.828

44.45%

21.13%

49.23%

100.00%

17.93%

100.00%

0.00%

40.5

25.08%

Red

75.90%

75.92

75.92

79.51

704

4.085

50.08%

19.45%

63.59%

100.00%

31.87%

0.00%

0.00%

38.8

7.49%

SISA

7.06%

73.62

73.62

74.42

705

4.535

41.30%

0.00%

66.05%

100.00%

7.84%

0.00%

0.00%

38.6

14.43%

Total

100.00%

76.31

76.31

79.44

703

4.232

48.71%

18.39%

61.24%

100.00%

28.09%

13.81%

0.00%

39.1

10.93%

                

Interest Only

% Bal.

WALTV

WACLTV

WA SS CLTV

WAFICO

WAC

Purch %

Invt Prop %

CA%

1st Lien %

% with S.2nd

Full Doc %

IO%

DTI %

MI %

N

100.00%

76.31

76.31

79.44

703

4.232

48.71%

18.39%

61.24%

100.00%

28.09%

13.81%

0.00%

39.1

10.93%

Total

100.00%

76.31

76.31

79.44

703

4.232

48.71%

18.39%

61.24%

100.00%

28.09%

13.81%

0.00%

39.1

10.93%

                

FICO

% Bal.

WALTV

WACLTV

WA SS CLTV

WAFICO

WAC

Purch %

Invt Prop %

CA%

1st Lien %

% with S.2nd

Full Doc %

IO %

DTI %

MI %

0-600

0.23%

74.95

74.95

75.86

571

5.163

62.51%

0.00%

31.37%

100.00%

9.02%

15.28%

0.00%

29.6

0.00%

601-640

6.46%

75.26

75.26

78.50

630

3.591

31.23%

8.20%

68.58%

100.00%

30.84%

22.89%

0.00%

39.8

11.11%

641-680

28.21%

76.39

76.39

79.47

664

4.101

39.43%

14.69%

60.29%

100.00%

27.78%

15.12%

0.00%

39.3

13.03%

681-700

17.64%

76.81

76.81

79.87

690

4.307

46.06%

16.21%

62.16%

100.00%

27.92%

10.93%

0.00%

39.4

11.84%

700>=

47.45%

76.21

76.21

79.41

741

4.364

57.53%

22.87%

60.61%

100.00%

28.06%

12.87%

0.00%

38.9

9.37%

Total

100.00%

76.31

76.31

79.44

703

4.232

48.71%

18.39%

61.24%

100.00%

28.09%

13.81%

0.00%

39.1

10.93%

                
                

Lien Position

% Bal.

WALTV

WACLTV

WA SS CLTV

WAFICO

WAC

Purch %

Invt Prop %

CA%

1st Lien %

% with S.2nd

Full Doc %

IO %

DTI %

MI %

1

100.00%

76.31

76.31

79.44

703

4.232

48.71%

18.39%

61.24%

100.00%

28.09%

13.81%

0.00%

39.1

10.93%

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

100.00%

76.31

76.31

79.44

703

4.232

48.71%

18.39%

61.24%

100.00%

28.09%

13.81%

0.00%

39.1

10.93%

                

CLTV Range

% Bal.

WALTV

WACLTV

WA SS CLTV

WAFICO

WAC

Purch %

Invt Prop %

CA%

1st Lien %

% with S.2nd

Full Doc %

IO %

DTI %

MI %

80.01 - 85.00

0.38%

84.56

84.56

85.49

666

5.154

29.45%

11.70%

38.23%

100.00%

10.13%

36.26%

0.00%

40.6

96.73%

85.01 - 90.00

7.32%

89.71

89.71

89.71

691

6.052

59.30%

10.29%

42.92%

100.00%

0.00%

25.91%

0.00%

40.7

100.00%

90.01 - 95.00

3.26%

94.80

94.80

94.80

715

6.112

85.99%

1.06%

25.35%

100.00%

0.00%

44.73%

0.00%

40.3

99.19%

Total

100.00%

76.31

76.31

79.44

703

4.232

48.71%

18.39%

61.24%

100.00%

28.09%

13.81%

0.00%

39.1

10.93%

                

SS CLTV Range

% Bal.

WALTV

WACLTV

WA SS CLTV

WAFICO

WAC

Purch %

Invt Prop %

CA%

1st Lien %

% with S.2nd

Full Doc %

IO %

DTI %

MI %

80.01 - 85.00

2.09%

77.53

77.53

83.83

687

3.808

31.40%

8.13%

66.42%

100.00%

81.52%

12.96%

0.00%

40.0

15.74%

85.01 - 90.00

29.56%

80.95

80.95

89.67

699

4.279

68.48%

12.59%

58.30%

100.00%

75.23%

13.04%

0.00%

39.6

24.77%

90.01 - 95.00

3.60%

93.23

93.23

94.51

714

5.865

82.62%

0.96%

30.79%

100.00%

9.59%

41.51%

0.00%

40.6

90.75%

95.01 -100.00

0.15%

74.21

74.21

97.95

669

2.781

5.60%

0.00%

100.00%

100.00%

100.00%

0.00%

0.00%

33.5

0.00%

Total

100.00%

76.31

76.31

79.44

703

4.232

48.71%

18.39%

61.24%

100.00%

28.09%

13.81%

0.00%

39.1

10.93%

                


Top 20 Cities

% of Total Bal

# of Loans

Loan Bal

Avg Loan Bal

WA LTV

% with 2nd

WAFICO

LOS ANGELES,CA

3.0%

95

51,401,815.57

541,071.74

75.0

39.1%

704

LAS VEGAS,NV

2.7%

122

45,547,092.18

373,336.82

81.0

32.3%

708

SAN JOSE,CA

2.6%

82

43,480,196.92

530,246.30

76.6

33.8%

696

SAN DIEGO,CA

2.4%

80

40,553,368.83

506,917.11

75.9

30.7%

707

NEWPORT BEACH,CA

1.1%

14

18,076,289.15

1,291,163.51

67.6

17.3%

729

CHULA VISTA,CA

1.0%

32

16,804,033.32

525,126.04

78.0

9.0%

702

SAN FRANCISCO,CA

0.9%

25

15,131,802.78

605,272.11

75.1

45.3%

700

SACRAMENTO,CA

0.8%

41

13,789,860.61

336,338.06

77.4

23.5%

705

MIAMI,FL

0.8%

29

13,211,304.94

455,562.24

80.3

50.5%

701

CORONA,CA

0.8%

28

12,779,785.57

456,420.91

78.2

43.9%

698

SALINAS,CA

0.7%

23

11,456,520.05

498,109.57

78.2

31.6%

689

HENDERSON,NV

0.7%

25

11,446,779.51

457,871.18

76.9

40.4%

706

OXNARD,CA

0.7%

21

11,316,152.28

538,864.39

78.0

37.8%

712

IRVINE,CA

0.6%

20

10,882,178.05

544,108.90

73.0

16.5%

708

SCOTTSDALE,AZ

0.6%

23

10,779,310.18

468,665.66

73.2

32.4%

717

HUNTINGTON BEACH,CA

0.6%

13

10,071,946.92

774,765.15

74.4

47.7%

713

CHICAGO,IL

0.6%

30

9,925,989.49

330,866.32

77.8

53.0%

702

SANTA ROSA,CA

0.6%

19

9,712,480.42

511,183.18

74.2

27.7%

703

MIAMI BEACH,FL

0.5%

17

9,283,803.63

546,106.10

79.4

40.5%

715

SANTA BARBARA,CA

0.5%

10

9,069,947.53

906,994.75

70.4

0.0%

690

        
        
        

Top 10 States

% of Total Bal

# of Loans

Loan Bal

Avg Loan Bal

WA LTV

% with 2nd

WAFICO

CA

61.2%

2026

1,035,613,101.31

511,161.45

75.7

29.1%

702

FL

10.3%

444

174,094,293.51

392,104.26

77.8

29.9%

707

NV

4.1%

184

69,653,254.61

378,550.30

79.2

32.6%

707

AZ

3.4%

161

57,170,189.05

355,094.34

76.3

26.8%

710

VA

2.7%

108

46,398,347.89

429,614.33

78.9

26.8%

697

NJ

2.7%

104

46,147,772.88

443,728.59

75.5

15.3%

704

HI

1.6%

37

27,579,041.50

745,379.50

71.6

28.1%

725

IL

1.5%

75

24,632,028.20

328,427.04

79.3

30.6%

707

WA

1.3%

76

22,451,268.41

295,411.43

78.5

26.5%

700

MD

1.3%

49

21,454,013.69

437,837.01

77.9

20.8%

694



HVMLT 2005-16 Gp 3

   
     

 

Countrywide

Originator 2

Originator 3

Originator 4

FICO avg

704

 

 

 

FICO stdev

43.6

 

 

 

FICO <640 %

6.0%

 

 

 

FICO <680%

31.9%

 

 

 

10th Percentile FICO

648

 

 

 

90th Percentile FICO

763

 

 

 

CLTV avg

75.42

 

 

 

CLTV >80%

4.8%

 

 

 

10th Percentile CLTV

66.00

 

 

 

90th Percentile CLTV

80.00

 

 

 

SS CLTV %

79.14

 

 

 

% with Silent 2nds

33%

 

 

 

Full Doc %

10%

 

 

 

Loan Bal avg

            551,662

 

 

 

% Jumbo

96%

 

 

 

DTI %

39.4

 

 

 

Purch %

50%

 

 

 

Cash Out %

38%

 

 

 

Fxd %

0.00%

 

 

 

3 yr ARM >= %

0.00%

 

 

 

WAC avg

4.285

 

 

 

WAC stdev

2.440

 

 

 

1st Lien %

100%

 

 

 

MI %

4.8%

 

 

 

CA %

71.6%

 

 

 

Invt Prop %

13.7%

 

 

 

IO %

0.0%

 

 

 

IO non-Full Doc %

0.0%

 

 

 

Multi-Fam %

6.3%

 

 

 

Prim Occ %

80.5%

 

 

 

Moody's Base Case Loss

 

 

 

 

S&P BB Loss

 

 

 

 

Fitch BB Loss

 

 

 

 

     



Originator/ Source

% Bal.

WA LTV

WA CLTV

WA SS CLTV

FICO

WAC

Purch

Invt Prop %

CA%

1st Lien

% with S.2nd

Full Doc

IO%

DTI

MI %

COUNTRYWIDE

100.00%

75.42

75.42

79.14

704

4.285

50.40%

13.68%

71.63%

100.00%

32.77%

10.40%

0.00%

39.4

4.81%

Total

100.00%

75.42

75.42

79.14

704

4.285

50.40%

13.68%

71.63%

100.00%

32.77%

10.40%

0.00%

39.4

4.81%

                

Occupancy

% Bal.

WALTV

WACLTV

WA SS CLTV

WAFICO

WAC

Purch %

Invt Prop %

CA%

1st Lien %

% with S.2nd

Full Doc

IO%

DTI %

MI %

Investor

13.68%

73.87

73.87

75.93

713

4.557

61.28%

100.00%

69.25%

100.00%

16.69%

10.45%

0.00%

36.4

1.77%

Primary

80.46%

75.88

75.88

79.97

702

4.248

47.24%

0.00%

74.15%

100.00%

36.22%

9.68%

0.00%

40.0

5.63%

Second Home

5.86%

72.83

72.83

75.17

723

4.157

68.40%

0.00%

42.67%

100.00%

22.88%

20.07%

0.00%

37.9

0.75%

Total

100.00%

75.42

75.42

79.14

704

4.285

50.40%

13.68%

71.63%

100.00%

32.77%

10.40%

0.00%

39.4

4.81%

                

Documentation

% Bal.

WALTV

WACLTV

WA SS CLTV

WAFICO

WAC

Purch %

Invt Prop %

CA%

1st Lien %

% with S.2nd

Full Doc

IO%

DTI %

MI %

Alt

2.36%

74.92

74.92

79.73

698

4.204

55.63%

4.78%

68.71%

100.00%

35.65%

0.00%

0.00%

40.8

11.47%

Full

10.40%

76.95

76.95

79.38

702

5.104

40.65%

13.75%

65.81%

100.00%

24.15%

100.00%

0.00%

39.3

11.23%

Red

79.65%

75.49

75.49

79.59

704

4.169

51.49%

15.24%

72.20%

100.00%

35.97%

0.00%

0.00%

39.5

3.35%

SISA

7.59%

72.79

72.79

73.91

710

4.406

50.77%

0.00%

74.54%

100.00%

10.05%

0.00%

0.00%

37.9

9.29%

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

100.00%

75.42

75.42

79.14

704

4.285

50.40%

13.68%

71.63%

100.00%

32.77%

10.40%

0.00%

39.4

4.81%

                

Interest Only

% Bal.

WALTV

WACLTV

WA SS CLTV

WAFICO

WAC

Purch %

Invt Prop %

CA%

1st Lien %

% with S.2nd

Full Doc %

IO%

DTI %

MI %

N

100.00%

75.42

75.42

79.14

704

4.285

50.40%

13.68%

71.63%

100.00%

32.77%

10.40%

0.00%

39.4

4.81%

Total

100.00%

75.42

75.42

79.14

704

4.285

50.40%

13.68%

71.63%

100.00%

32.77%

10.40%

0.00%

39.4

4.81%

                

FICO

% Bal.

WALTV

WACLTV

WA SS CLTV

WAFICO

WAC

Purch %

Invt Prop %

CA%

1st Lien %

% with S.2nd

Full Doc %

IO %

DTI %

MI %

0-600

0.36%

77.18

77.18

77.18

0

5.625

72.79%

0.00%

28.03%

100.00%

0.00%

19.16%

0.00%

26.8

0.00%

601-640

6.21%

74.76

74.76

79.40

629

3.411

35.85%

6.39%

74.07%

100.00%

43.10%

13.05%

0.00%

39.9

4.61%

641-680

26.85%

75.60

75.60

79.37

665

4.002

43.61%

11.73%

72.22%

100.00%

33.59%

12.65%

0.00%

39.5

5.82%

681-700

17.42%

76.07

76.07

80.05

690

4.464

46.30%

11.35%

74.17%

100.00%

35.15%

7.78%

0.00%

39.6

6.17%

700>=

49.15%

75.17

75.17

78.67

741

4.477

57.24%

16.60%

70.43%

100.00%

30.41%

9.69%

0.00%

39.3

3.84%

Total

100.00%

75.42

75.42

79.14

704

4.285

50.40%

13.68%

71.63%

100.00%

32.77%

10.40%

0.00%

39.4

4.81%

                
                

Lien Position

% Bal.

WALTV

WACLTV

WA SS CLTV

WAFICO

WAC

Purch %

Invt Prop %

CA%

1st Lien %

% with S.2nd

Full Doc %

IO %

DTI %

MI %

1.00

100.00%

75.42

75.42

79.14

704

4.285

50.40%

13.68%

71.63%

100.00%

32.77%

10.40%

0.00%

39.4

4.81%

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

100.00%

75.42

75.42

79.14

704

4.285

50.40%

13.68%

71.63%

100.00%

32.77%

10.40%

0.00%

39.4

4.81%

                

CLTV Range

% Bal.

WALTV

WACLTV

WA SS CLTV

WAFICO

WAC

Purch %

Invt Prop %

CA%

1st Lien %

% with S.2nd

Full Doc %

IO %

DTI %

MI %

80.01 - 85.00

0.27%

84.75

84.75

84.75

669

4.963

38.41%

9.32%

49.47%

100.00%

0.00%

25.16%

0.00%

40.0

90.68%

85.01 - 90.00

2.79%

89.49

89.49

89.49

688

5.746

59.50%

8.68%

52.76%

100.00%

0.00%

21.63%

0.00%

41.4

100.00%

90.01 - 95.00

1.78%

94.79

94.79

94.79

703

6.199

90.96%

0.00%

29.13%

100.00%

0.00%

27.90%

0.00%

41.7

100.00%

Total

100.00%

75.42

75.42

79.14

704

4.285

50.40%

13.68%

71.63%

100.00%

32.77%

10.40%

0.00%

39.4

4.81%

                

SS CLTV Range

% Bal.

WALTV

WACLTV

WA SS CLTV

WAFICO

WAC

Purch %

Invt Prop %

CA%

1st Lien %

% with S.2nd

Full Doc %

IO %

DTI %

MI %

80.01 - 85.00

2.66%

76.21

76.21

83.84

692

3.948

38.35%

8.94%

79.88%

100.00%

88.06%

12.18%

0.00%

41.1

9.07%

85.01 - 90.00

28.79%

79.17

79.17

89.59

700

4.021

71.22%

6.92%

69.32%

100.00%

90.31%

8.53%

0.00%

40.2

9.69%

90.01 - 95.00

2.37%

90.52

90.52

93.98

704

5.546

82.08%

0.00%

44.70%

100.00%

24.80%

20.98%

0.00%

41.7

75.20%

95.01 -100.00

0.17%

69.73

69.73

97.23

650

2.521

0.00%

0.00%

100.00%

100.00%

100.00%

0.00%

0.00%

30.1

0.00%

Total

100.00%

75.42

75.42

79.14

704

4.285

50.40%

13.68%

71.63%

100.00%

32.77%

10.40%

0.00%

39.4

4.81%



Top 20 Cities

% of Total Bal

# of Loans

Loan Bal

Avg Loan Bal

WA LTV

% with 2nd

WAFICO

SAN JOSE,CA

3.5%

54

29,260,286.67

541,857.16

76.3

38.4%

704

SAN DIEGO,CA

3.4%

55

29,003,650.66

527,339.10

75.4

30.6%

713

LOS ANGELES,CA

3.1%

44

26,198,500.69

595,420.47

73.4

54.2%

709

LAS VEGAS,NV

2.4%

43

20,599,289.82

479,053.25

80.9

35.8%

703

NEWPORT BEACH,CA

1.5%

10

12,919,485.68

1,291,948.57

68.3

24.2%

726

CHULA VISTA,CA

1.5%

25

12,900,682.10

516,027.28

77.8

8.5%

708

IRVINE,CA

1.1%

16

8,984,534.98

561,533.44

74.5

19.9%

705

SAN FRANCISCO,CA

1.1%

15

8,982,207.41

598,813.83

76.3

41.8%

685

MIAMI,FL

1.0%

10

8,799,232.11

879,923.21

78.6

65.9%

706

HUNTINGTON BEACH,CA

0.9%

10

7,962,798.40

796,279.84

74.8

50.0%

704

OXNARD,CA

0.9%

14

7,780,560.98

555,754.36

78.9

40.1%

718

HENDERSON,NV

0.8%

11

6,419,801.98

583,618.36

74.6

55.0%

709

SANTA BARBARA,CA

0.7%

8

6,299,947.53

787,493.44

67.8

0.0%

674

SCOTTSDALE,AZ

0.7%

10

6,060,204.93

606,020.49

71.4

25.4%

723

SANTA ANA,CA

0.7%

13

6,054,746.28

465,749.71

74.6

13.2%

688

LA QUINTA,CA

0.7%

9

5,920,489.76

657,832.20

74.0

31.7%

715

SANTA ROSA,CA

0.7%

12

5,820,619.13

485,051.59

73.4

31.4%

699

SAN MARCOS,CA

0.7%

10

5,637,730.81

563,773.08

78.2

33.2%

706

SANTA CRUZ,CA

0.7%

9

5,570,122.38

618,902.49

74.4

17.5%

708

CORONA,CA

0.7%

12

5,521,024.75

460,085.40

77.6

60.1%

704

        
        
        

Top 10 States

% of Total Bal

# of Loans

Loan Bal

Avg Loan Bal

WA LTV

% with 2nd

WAFICO

CA

71.6%

1086

604,998,593.43

557,088.94

75.3

32.6%

704

FL

9.0%

135

75,927,295.40

562,424.41

76.3

37.2%

705

NV

3.9%

67

33,219,505.68

495,813.52

77.7

39.4%

704

AZ

2.8%

46

23,352,158.03

507,655.61

73.7

21.3%

714

HI

2.2%

21

18,948,281.48

902,299.12

72.7

35.2%

733

VA

1.9%

32

15,751,473.99

492,233.56

78.2

35.9%

707

WA

1.2%

24

9,938,271.61

414,094.65

76.9

27.0%

705

MA

1.1%

19

8,979,921.63

472,627.45

76.7

24.0%

688

MD

0.9%

16

7,738,389.79

483,649.36

79.1

30.7%

688

NY

0.6%

11

5,481,529.31

498,320.85

72.9

40.4%

722



Z_HV0516_FNL - BE Analysis - B3

Deerfield

 
    

Balance

$14,374,000.00

Delay

0

Coupon

4.99

Dated

11/30/2005

Settle

11/30/2005

First Payment

12/19/2005

    
    
    

WAL

9.63

9.87

 

Mod Durn

6.98

6.41

 

Principal Writedown

0.01%

0.01%

 

Total Collat Group Liquidation (Collat Maturity)

14.85%

15.10%

 

Total Collat Loss (Collat Maturity)

4.37%

4.43%

 
    

Prepay

25 CPR

25 CPR

 

Indices

FWD

FWD + 200

 

Default

4.43 CDR

4.42 CDR

 

Loss Severity

30%

30%

 

Servicer Advances

100%

100%

 

Liquidation Lag

12

12

 

Optional Redemption

Call (N)

Call (N)

 



Harborview 2005-16

 

 

 

 

With Silent 2nds

 

 

 

 

 

 

 

 

 

   

Minimum

Maximum

Scheduled Principal Balance

$489,201,074

 

$29,929

$1,999,152

Average Scheduled Principal Balance

$469,934

   

Number of Mortgage Loans

1,041

   
     

Weighted Average Gross Coupon

3.669%

 

1.000%

7.625%

Weighted Average FICO Score

701

 

597

816

Weighted Average Original LTV

76.40%

 

2.75%

84.42%

     

Weighted Average Original Term

360 months

 

360 months

360 months

Weighted Average Stated Remaining Term

359 months

 

349 months

360 months

Weighted Average Seasoning

1   months

 

0   months

11  months

     

Weighted Average Gross Margin

3.110%

 

1.650%

4.075%

Weighted Average Minimum Interest Rate

3.098%

 

1.000%

4.075%

Weighted Average Maximum Interest Rate

9.951%

 

9.950%

10.325%

     
     

Weighted Average Months to Roll

1   months

 

1   months

4   months

     

Weighted Average Neg Am Limit

115%

 

110

115

Weighted Average Payment Cap

7.500%

 

7.500

7.500

Weighted Average Recast

60 months

 

60 months

60 months

     

Maturity Date

  

Dec  1 2034

Dec  1 2035

Maximum Zip Code Concentration

0.99%

 

33131

 
     

ARM

100.00%

 

Purchase

64.53%

   

Cash Out Refinance

21.03%

Negam MTA

91.41%

 

Rate/Term Refinance

14.44%

Negam LIBOR

8.59%

   
   

Single Family

55.09%

Prepay Penalty: 12 months

64.85%

 

PUD

23.95%

Prepay Penalty:  0 months

21.83%

 

Condominium

12.23%

Prepay Penalty: 36 months

13.23%

 

Two-Four Family

8.73%

Prepay Penalty: 24 months

0.09%

   
   

Primary

81.33%

First Lien

100.00%

 

Investor

13.19%

   

Second Home

5.48%

Reduced Documentation

85.84%

   

Full Documentation

8.79%

 

Top 5 States:

 

Alternative Documentation

3.37%

 

California

63.12%

SISA

2.00%

 

Florida

11.03%

   

Nevada

4.73%

   

Arizona

3.13%

   

Virginia

3.06%





Harborview 2005-16

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

With Silent 2nds

 

 

 

 

 

 

 

Current Principal Balance

# of Loans

Current Principal Balance

Pct by Curr Prin Bal

 Weighted Average Gross Coupon

 Weighted Average Stated Remaining Term

Weighted Average Orig LTV

 Weighted Average FICO

        0.01 -    50,000.00

2

74,977.11

0.02%

6.786

359

47.47

736

   50,000.01 -   100,000.00

22

1,848,004.65

0.38%

4.000

359

77.64

727

  100,000.01 -   150,000.00

41

5,250,099.00

1.07%

4.165

359

78.70

711

  150,000.01 -   200,000.00

75

13,337,697.82

2.73%

4.522

359

77.94

710

  200,000.01 -   250,000.00

76

17,073,629.18

3.49%

4.011

359

78.19

696

  250,000.01 -   300,000.00

59

16,420,309.09

3.36%

4.405

359

79.26

690

  300,000.01 -   350,000.00

57

18,273,267.44

3.74%

3.809

359

79.05

694

  350,000.01 -   400,000.00

104

39,834,714.30

8.14%

3.688

359

77.28

681

  400,000.01 -   450,000.00

133

56,740,557.86

11.60%

3.718

359

78.88

698

  450,000.01 -   500,000.00

96

45,673,946.42

9.34%

3.458

359

79.24

697

  500,000.01 -   550,000.00

71

37,333,227.84

7.63%

3.277

359

78.74

697

  550,000.01 -   600,000.00

66

38,334,990.67

7.84%

3.520

359

78.91

707

  600,000.01 -   650,000.00

98

62,236,487.60

12.72%

3.127

359

75.55

706

  650,000.01 -   700,000.00

30

20,325,083.58

4.15%

3.711

359

73.16

698

  700,000.01 -   750,000.00

17

12,456,688.18

2.55%

4.178

359

74.77

697

  750,000.01 -   800,000.00

13

10,056,755.99

2.06%

4.137

359

74.35

724

  800,000.01 -   850,000.00

12

9,957,393.96

2.04%

2.911

359

75.32

724

  850,000.01 -   900,000.00

10

8,780,504.66

1.79%

4.248

359

74.16

710

  900,000.01 -   950,000.00

5

4,674,190.37

0.96%

3.087

359

72.53

713

  950,000.01 - 1,000,000.00

19

18,787,118.60

3.84%

4.324

359

68.32

702

1,000,000.01+

35

51,731,429.45

10.57%

3.783

359

70.88

713

Total

1,041

489,201,073.77

100.00%

3.669

359

76.40

701

 

 

 

 

 

 

 

 

Current Gross Rate

# of Loans

Current Principal Balance

Pct by Curr Prin Bal

 Weighted Average Gross Coupon

 Weighted Average Stated Remaining Term

Weighted Average Orig LTV

 Weighted Average FICO

 1.000 - 1.499

302

150,400,897.49

30.74%

1.037

360

77.19

697

 1.500 - 1.999

158

80,047,727.97

16.36%

1.565

360

75.25

691

 2.000 - 2.499

43

17,369,307.60

3.55%

2.055

360

78.94

693

 2.500 - 2.999

25

8,055,459.66

1.65%

2.508

360

78.68

727

 3.000 - 3.499

23

6,177,354.83

1.26%

3.094

360

79.38

700

 3.500 - 3.999

2

352,108.60

0.07%

3.750

360

80.00

716

 4.000 - 4.499

1

294,774.67

0.06%

4.000

360

80.00

619

 4.500 - 4.999

2

1,224,885.85

0.25%

4.706

360

74.29

679

 5.000 - 5.499

9

5,130,428.87

1.05%

5.232

358

79.98

735

 5.500 - 5.999

84

44,476,209.03

9.09%

5.818

358

75.90

715

 6.000 - 6.499

196

96,318,535.76

19.69%

6.261

358

75.56

710

 6.500 - 6.999

130

56,978,379.32

11.65%

6.629

358

75.68

702

 7.000 - 7.499

65

21,975,624.54

4.49%

7.326

359

77.30

700

 7.500 - 7.999

1

399,379.58

0.08%

7.625

355

76.92

624

Total

1,041

489,201,073.77

100.00%

3.669

359

76.40

701

 

 

 

 

 

 

 

 

FICO

# of Loans

Current Principal Balance

Pct by Curr Prin Bal

 Weighted Average Gross Coupon

 Weighted Average Stated Remaining Term

Weighted Average Orig LTV

 Weighted Average FICO

575-599

1

347,233.98

0.07%

1.500

360

80.00

597

600-619

4

1,617,290.98

0.33%

1.616

360

80.00

613

620-649

107

46,217,522.33

9.45%

2.735

359

76.98

634

650-674

214

98,580,838.61

20.15%

3.413

359

76.18

663

675-699

251

114,920,407.97

23.49%

3.608

359

77.59

687

700-724

168

87,919,954.87

17.97%

4.238

359

75.08

712

725-749

134

57,306,345.73

11.71%

3.826

359

77.50

736

750-774

96

47,686,884.06

9.75%

3.836

359

76.16

761

775-799

56

30,631,097.49

6.26%

4.109

359

73.49

784

800+

10

3,973,497.75

0.81%

3.424

359

77.95

806

Total

1,041

489,201,073.77

100.00%

3.669

359

76.40

701

 

 

 

 

 

 

 

 

Original LTV

# of Loans

Current Principal Balance

Pct by Curr Prin Bal

 Weighted Average Gross Coupon

 Weighted Average Stated Remaining Term

Weighted Average Orig LTV

 Weighted Average FICO

  0.01- 49.99

8

3,896,603.93

0.80%

4.302

359

42.44

720

 50.00- 54.99

6

4,737,657.77

0.97%

5.010

359

52.34

734

 55.00- 59.99

8

4,769,721.75

0.98%

3.016

360

57.14

702

 60.00- 64.99

24

20,351,259.30

4.16%

3.796

359

61.81

702

 65.00- 69.99

28

17,715,915.93

3.62%

3.720

359

66.71

689

 70.00- 74.99

80

49,382,470.29

10.09%

4.046

359

71.80

706

 75.00- 79.99

245

127,458,494.75

26.05%

3.599

359

77.14

703

 80.00

641

260,238,950.05

53.20%

3.600

359

80.00

700

 80.01- 84.99

1

650,000.00

0.13%

2.250

360

84.42

664

Total

1,041

489,201,073.77

100.00%

3.669

359

76.40

701

 

 

 

 

 

 

 

 

Original Term (months)

# of Loans

Current Principal Balance

Pct by Curr Prin Bal

 Weighted Average Gross Coupon

 Weighted Average Stated Remaining Term

Weighted Average Orig LTV

 Weighted Average FICO

360

1,041

489,201,073.77

100.00%

3.669

359

76.40

701

Total

1,041

489,201,073.77

100.00%

3.669

359

76.40

701

 

 

 

 

 

 

 

 

Stated Remaining Term (months)

# of Loans

Current Principal Balance

Pct by Curr Prin Bal

 Weighted Average Gross Coupon

 Weighted Average Stated Remaining Term

Weighted Average Orig LTV

 Weighted Average FICO

301-360

1,041

489,201,073.77

100.00%

3.669

359

76.40

701

Total

1,041

489,201,073.77

100.00%

3.669

359

76.40

701

 

 

 

 

 

 

 

 

FRM/ARM

# of Loans

Current Principal Balance

Pct by Curr Prin Bal

 Weighted Average Gross Coupon

 Weighted Average Stated Remaining Term

Weighted Average Orig LTV

 Weighted Average FICO

ARM

1,041

489,201,073.77

100.00%

3.669

359

76.40

701

Total

1,041

489,201,073.77

100.00%

3.669

359

76.40

701

 

 

 

 

 

 

 

 

Product

# of Loans

Current Principal Balance

Pct by Curr Prin Bal

 Weighted Average Gross Coupon

 Weighted Average Stated Remaining Term

Weighted Average Orig LTV

 Weighted Average FICO

Negam LIBOR

119

42,046,676.57

8.59%

6.678

358

76.15

698

Negam MTA

922

447,154,397.20

91.41%

3.386

359

76.43

702

Total

1,041

489,201,073.77

100.00%

3.669

359

76.40

701

 

 

 

 

 

 

 

 

Prepayment Penalty Original Term (months)

# of Loans

Current Principal Balance

Pct by Curr Prin Bal

 Weighted Average Gross Coupon

 Weighted Average Stated Remaining Term

Weighted Average Orig LTV

 Weighted Average FICO

Prepay Penalty:  0 months

244

106,792,792.73

21.83%

3.710

359

75.59

707

Prepay Penalty: 12 months

680

317,260,594.43

64.85%

3.956

359

76.41

702

Prepay Penalty: 24 months

1

423,000.00

0.09%

1.000

360

79.96

768

Prepay Penalty: 36 months

116

64,724,686.61

13.23%

2.212

360

77.69

690

Total

1,041

489,201,073.77

100.00%

3.669

359

76.40

701

 

 

 

 

 

 

 

 

Lien

# of Loans

Current Principal Balance

Pct by Curr Prin Bal

 Weighted Average Gross Coupon

 Weighted Average Stated Remaining Term

Weighted Average Orig LTV

 Weighted Average FICO

First Lien

1,041

489,201,073.77

100.00%

3.669

359

76.40

701

Total

1,041

489,201,073.77

100.00%

3.669

359

76.40

701

 

 

 

 

 

 

 

 

Documentation Type

# of Loans

Current Principal Balance

Pct by Curr Prin Bal

 Weighted Average Gross Coupon

 Weighted Average Stated Remaining Term

Weighted Average Orig LTV

 Weighted Average FICO

Alternative Documentation

49

16,484,836.68

3.37%

4.383

359

75.37

699

Full Documentation

105

43,010,945.81

8.79%

4.359

359

77.26

692

Reduced Documentation

867

419,920,768.21

85.84%

3.544

359

76.49

702

SISA

20

9,784,523.07

2.00%

4.777

358

70.68

711

Total

1,041

489,201,073.77

100.00%

3.669

359

76.40

701

 

 

 

 

 

 

 

 

Loan Purpose

# of Loans

Current Principal Balance

Pct by Curr Prin Bal

 Weighted Average Gross Coupon

 Weighted Average Stated Remaining Term

Weighted Average Orig LTV

 Weighted Average FICO

Cash Out Refinance

206

102,868,564.52

21.03%

3.811

359

74.41

692

Purchase

693

315,685,474.82

64.53%

3.763

359

77.64

708

Rate/Term Refinance

142

70,647,034.43

14.44%

3.043

359

73.78

685

Total

1,041

489,201,073.77

100.00%

3.669

359

76.40

701

 

 

 

 

 

 

 

 

Property Type

# of Loans

Current Principal Balance

Pct by Curr Prin Bal

 Weighted Average Gross Coupon

 Weighted Average Stated Remaining Term

Weighted Average Orig LTV

 Weighted Average FICO

Condominium

166

59,826,404.61

12.23%

3.464

359

78.19

703

PUD

252

117,187,975.73

23.95%

3.817

359

77.17

707

Single Family

536

269,491,063.71

55.09%

3.730

359

75.86

697

Two-Four Family

87

42,695,629.72

8.73%

3.166

360

75.27

712

Total

1,041

489,201,073.77

100.00%

3.669

359

76.40

701

 

 

 

 

 

 

 

 

Occupancy Status

# of Loans

Current Principal Balance

Pct by Curr Prin Bal

 Weighted Average Gross Coupon

 Weighted Average Stated Remaining Term

Weighted Average Orig LTV

 Weighted Average FICO

Investor

210

64,520,399.16

13.19%

3.977

359

75.95

714

Primary

749

397,889,691.82

81.33%

3.594

359

76.30

699

Second Home

82

26,790,982.79

5.48%

4.039

359

79.07

711

Total

1,041

489,201,073.77

100.00%

3.669

359

76.40

701

 

 

 

 

 

 

 

 

State

# of Loans

Current Principal Balance

Pct by Curr Prin Bal

 Weighted Average Gross Coupon

 Weighted Average Stated Remaining Term

Weighted Average Orig LTV

 Weighted Average FICO

Alabama

2

567,893.14

0.12%

7.396

356

79.78

727

Arizona

44

15,328,503.46

3.13%

4.412

359

77.74

715

California

576

308,792,466.76

63.12%

3.564

359

76.37

700

Colorado

12

4,306,604.30

0.88%

3.056

359

77.48

671

Connecticut

4

1,856,613.66

0.38%

4.711

359

70.68

670

Delaware

1

106,787.27

0.02%

2.125

359

47.56

749

District of Columbia

1

476,720.00

0.10%

1.500

360

80.00

642

Florida

128

53,976,029.34

11.03%

4.073

359

74.99

707

Georgia

7

977,146.66

0.20%

6.210

359

78.92

758

Hawaii

9

7,762,976.78

1.59%

4.039

358

72.48

721

Idaho

7

1,141,802.09

0.23%

5.483

359

79.71

741

Illinois

26

7,533,642.16

1.54%

3.576

359

76.83

695

Louisiana

2

737,299.77

0.15%

5.314

357

80.00

718

Maryland

9

4,454,673.70

0.91%

3.317

359

77.77

693

Massachusetts

14

5,974,146.35

1.22%

4.855

359

72.80

699

Michigan

3

2,601,339.00

0.53%

1.173

360

75.06

691

Minnesota

11

4,001,253.14

0.82%

4.247

359

79.05

715

Nevada

59

23,128,770.44

4.73%

3.666

359

78.20

710

New Jersey

16

7,082,283.43

1.45%

3.359

359

77.16

701

New Mexico

2

964,258.68

0.20%

3.280

360

74.77

686

New York

12

4,534,774.42

0.93%

2.812

359

72.65

712

North Carolina

4

1,126,613.16

0.23%

3.513

359

79.19

672

Ohio

2

725,708.35

0.15%

1.950

360

80.00

711

Oregon

7

1,820,024.14

0.37%

5.156

359

77.22

696

Pennsylvania

1

208,000.00

0.04%

1.000

360

80.00

675

Rhode Island

1

251,488.56

0.05%

2.000

360

70.00

698

South Carolina

4

949,448.74

0.19%

4.682

359

80.00

711

Tennessee

3

580,702.59

0.12%

4.847

359

79.78

661

Texas

8

2,786,917.79

0.57%

3.340

360

79.94

706

Utah

7

1,511,644.67

0.31%

3.163

360

79.66

744

Vermont

2

493,810.29

0.10%

4.333

359

80.00

704

Virginia

33

14,960,679.14

3.06%

3.660

359

78.05

695

Washington

19

5,952,233.47

1.22%

3.153

359

78.58

683

West Virginia

1

485,082.28

0.10%

5.925

358

80.00

762

Wisconsin

4

1,042,736.04

0.21%

1.579

360

79.61

684

Total

1,041

489,201,073.77

100.00%

3.669

359

76.40

701

 

 

 

 

 

 

 

 

Gross Margin

# of Loans

Current Principal Balance

Pct by Curr Prin Bal

 Weighted Average Gross Coupon

 Weighted Average Stated Remaining Term

Weighted Average Orig LTV

 Weighted Average FICO

 1.500 - 1.999

8

4,194,201.16

0.86%

4.580

359

79.65

734

 2.000 - 2.499

34

18,389,074.51

3.76%

3.865

359

76.06

700

 2.500 - 2.999

279

145,953,866.12

29.84%

3.706

359

75.89

708

 3.000 - 3.499

642

286,680,925.08

58.60%

3.771

359

76.66

698

 3.500 - 3.999

70

30,793,331.67

6.29%

2.392

359

76.25

701

 4.000 - 4.499

8

3,189,675.23

0.65%

2.832

360

76.40

721

Total

1,041

489,201,073.77

100.00%

3.669

359

76.40

701

 

 

 

 

 

 

 

 

Minimum Interest Rate

# of Loans

Current Principal Balance

Pct by Curr Prin Bal

 Weighted Average Gross Coupon

 Weighted Average Stated Remaining Term

Weighted Average Orig LTV

 Weighted Average FICO

 1.000 - 1.499

4

1,805,709.43

0.37%

1.000

360

76.71

695

 1.500 - 1.999

10

5,449,629.97

1.11%

3.871

359

78.67

722

 2.000 - 2.499

34

18,389,074.51

3.76%

3.865

359

76.06

700

 2.500 - 2.999

276

144,623,022.36

29.56%

3.731

359

75.90

708

 3.000 - 3.499

639

284,950,630.60

58.25%

3.785

359

76.66

698

 3.500 - 3.999

70

30,793,331.67

6.29%

2.392

359

76.25

701

 4.000 - 4.499

8

3,189,675.23

0.65%

2.832

360

76.40

721

Total

1,041

489,201,073.77

100.00%

3.669

359

76.40

701

 

 

 

 

 

 

 

 

Maximum Interest Rate

# of Loans

Current Principal Balance

Pct by Curr Prin Bal

 Weighted Average Gross Coupon

 Weighted Average Stated Remaining Term

Weighted Average Orig LTV

 Weighted Average FICO

 9.500 - 9.999

1,036

487,747,268.92

99.70%

3.671

359

76.40

701

10.000 -10.499

5

1,453,804.85

0.30%

3.152

360

77.79

692

Total

1,041

489,201,073.77

100.00%

3.669

359

76.40

701

 

 

 

 

 

 

 

 

Debt Ratio

# of Loans

Current Principal Balance

Pct by Curr Prin Bal

 Weighted Average Gross Coupon

 Weighted Average Stated Remaining Term

Weighted Average Orig LTV

 Weighted Average FICO

 0.01 -20.00

45

19,169,710.60

3.92%

4.047

359

75.73

725

20.01 -25.00

40

16,995,704.15

3.47%

3.939

359

75.69

702

25.01 -30.00

65

25,136,466.79

5.14%

3.807

359

75.00

706

30.01 -35.00

134

65,401,100.83

13.37%

3.430

359

75.60

699

35.01 -40.00

247

120,462,644.76

24.62%

3.867

359

76.82

700

40.01 -45.00

256

125,499,575.44

25.65%

3.654

359

76.87

697

45.01 -50.00

145

68,639,944.63

14.03%

3.547

359

76.56

701

50.01 -55.00

91

37,499,931.68

7.67%

3.691

359

76.52

704

55.01 -60.00

10

5,035,199.26

1.03%

2.477

360

77.13

684

None

8

5,360,795.63

1.10%

2.157

360

73.84

755

Total

1,041

489,201,073.77

100.00%

3.669

359

76.40

701

 

 

 

 

 

 

 

 

Neg Amort Limit

# of Loans

Current Principal Balance

Pct by Curr Prin Bal

 Weighted Average Gross Coupon

 Weighted Average Stated Remaining Term

Weighted Average Orig LTV

 Weighted Average FICO

110.000

9

3,278,731.81

0.67%

2.662

360

70.69

714

115.000

1,032

485,922,341.96

99.33%

3.676

359

76.44

701

Total

1,041

489,201,073.77

100.00%

3.669

359

76.40

701

 

 

 

 

 

 

 

 

With Silent 2nds

# of Loans

Current Principal Balance

Pct by Curr Prin Bal

 Weighted Average Gross Coupon

 Weighted Average Stated Remaining Term

Weighted Average Orig LTV

 Weighted Average FICO

Silent Second

1,041

489,201,073.77

100.00%

3.669

359

76.40

701

Total

1,041

489,201,073.77

100.00%

3.669

359

76.40

701

 

 

 

 

 

 

 

 

CLTV With SS

# of Loans

Current Principal Balance

Pct by Curr Prin Bal

 Weighted Average Gross Coupon

 Weighted Average Stated Remaining Term

Weighted Average Orig LTV

 Weighted Average FICO

  0.01- 49.99

1

648,451.01

0.13%

6.188

359

40.63

673

 50.00- 54.99

3

952,891.30

0.19%

6.415

358

35.66

730

 55.00- 59.99

2

1,033,253.83

0.21%

3.152

359

52.01

734

 60.00- 64.99

3

4,196,486.23

0.86%

3.579

360

55.43

693

 65.00- 69.99

8

3,663,742.92

0.75%

4.212

359

56.37

706

 70.00- 74.99

11

9,926,309.43

2.03%

4.513

359

61.77

732

 75.00- 79.99

22

15,114,478.55

3.09%

3.489

359

67.52

709

 80.00

33

25,808,219.72

5.28%

4.163

359

71.67

705

 80.01- 84.99

35

18,508,369.43

3.78%

3.598

359

76.80

693

 85.00- 89.99

243

117,381,244.46

23.99%

3.775

359

77.53

703

 90.00- 94.99

672

287,705,953.17

58.81%

3.565

359

78.19

700

 95.00- 99.99

3

2,154,048.89

0.44%

1.000

360

73.30

694

100.00

3

1,017,502.90

0.21%

5.348

359

80.00

688

100.01+

2

1,090,121.93

0.22%

2.901

360

77.95

652

Total

1,041

489,201,073.77

100.00%

3.669

359

76.40

701

        



Harborview 2005-16

 

 

 

 

Investor Properties

 

 

 

 

 

 

 

 

 

   

Minimum

Maximum

Scheduled Principal Balance

$315,471,302

 

$27,592

$1,500,000

Average Scheduled Principal Balance

$337,764

   

Number of Mortgage Loans

934

   
     

Weighted Average Gross Coupon

4.548%

 

1.000%

8.525%

Weighted Average FICO Score

714

 

616

809

Weighted Average Original LTV

75.48%

 

23.06%

95.00%

     

Weighted Average Original Term

360 months

 

360 months

360 months

Weighted Average Stated Remaining Term

359 months

 

349 months

360 months

Weighted Average Seasoning

1   months

 

0   months

11  months

     

Weighted Average Gross Margin

3.350%

 

1.900%

5.175%

Weighted Average Minimum Interest Rate

3.344%

 

1.375%

5.175%

Weighted Average Maximum Interest Rate

9.954%

 

9.950%

11.325%

     
     

Weighted Average Months to Roll

1   months

 

1   months

4   months

     

Weighted Average Neg Am Limit

115%

 

110

115

Weighted Average Payment Cap

7.500%

 

7.500

7.500

Weighted Average Recast

60 months

 

60 months

60 months

     

Maturity Date

  

Dec  1 2034

Dec  1 2035

Maximum Zip Code Concentration

0.88%

 

93117

 
     

ARM

100.00%

 

Purchase

63.60%

   

Cash Out Refinance

26.88%

Negam MTA

86.42%

 

Rate/Term Refinance

9.52%

Negam LIBOR

13.58%

   
   

Single Family

45.48%

Prepay Penalty: 12 months

64.87%

 

Two-Four Family

22.82%

Prepay Penalty:  0 months

27.87%

 

Condominium

15.93%

Prepay Penalty: 36 months

7.26%

 

PUD

15.77%

     

First Lien

100.00%

 

Investor

100.00%

     

Reduced Documentation

80.33%

 

Top 5 States:

 

Full Documentation

15.90%

 

California

54.39%

Alternative Documentation

3.77%

 

Florida

11.97%

   

Nevada

5.01%

   

Arizona

4.27%

   

Virginia

2.63%

     
     



Harborview 2005-16

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Investor Properties

 

 

 

 

 

 

 

Current Principal Balance

# of Loans

Current Principal Balance

Pct by Curr Prin Bal

 Weighted Average Gross Coupon

 Weighted Average Stated Remaining Term

Weighted Average Orig LTV

 Weighted Average FICO

        0.01 -    50,000.00

6

241,643.15

0.08%

6.141

358

81.10

709

   50,000.01 -   100,000.00

66

5,153,851.13

1.63%

4.629

359

76.52

715

  100,000.01 -   150,000.00

94

12,031,666.09

3.81%

5.024

359

77.23

709

  150,000.01 -   200,000.00

131

23,257,994.59

7.37%

4.998

359

77.20

722

  200,000.01 -   250,000.00

117

26,360,173.79

8.36%

5.194

359

78.13

708

  250,000.01 -   300,000.00

81

22,163,673.92

7.03%

4.989

359

78.03

702

  300,000.01 -   350,000.00

63

20,486,154.59

6.49%

5.590

359

77.86

709

  350,000.01 -   400,000.00

78

29,497,697.60

9.35%

4.483

359

74.46

702

  400,000.01 -   450,000.00

71

30,224,373.84

9.58%

4.362

359

75.95

723

  450,000.01 -   500,000.00

54

25,758,049.30

8.16%

4.187

359

73.88

723

  500,000.01 -   550,000.00

32

16,920,182.95

5.36%

4.635

359

77.42

709

  550,000.01 -   600,000.00

37

21,383,127.00

6.78%

5.036

359

76.60

714

  600,000.01 -   650,000.00

37

23,414,090.05

7.42%

3.583

359

73.23

718

  650,000.01 -   700,000.00

15

10,250,994.72

3.25%

3.527

359

71.67

715

  700,000.01 -   750,000.00

12

8,775,544.05

2.78%

4.426

359

73.89

715

  750,000.01 -   800,000.00

7

5,470,548.46

1.73%

4.774

359

72.45

714

  800,000.01 -   850,000.00

7

5,739,977.44

1.82%

3.448

360

74.66

723

  850,000.01 -   900,000.00

5

4,412,519.58

1.40%

3.405

359

71.79

737

  900,000.01 -   950,000.00

1

901,969.88

0.29%

1.375

360

62.05

752

  950,000.01 - 1,000,000.00

6

5,990,093.13

1.90%

5.093

359

71.43

730

1,000,000.01+

14

17,036,977.00

5.40%

3.584

359

71.77

708

Total

934

315,471,302.26

100.00%

4.548

359

75.48

714

 

 

 

 

 

 

 

 

Current Gross Rate

# of Loans

Current Principal Balance

Pct by Curr Prin Bal

 Weighted Average Gross Coupon

 Weighted Average Stated Remaining Term

Weighted Average Orig LTV

 Weighted Average FICO

 1.000 - 1.499

122

49,240,594.99

15.61%

1.367

360

72.92

718

 1.500 - 1.999

66

28,807,519.64

9.13%

1.507

360

67.66

721

 2.000 - 2.499

75

22,809,336.06

7.23%

2.133

359

74.65

711

 2.500 - 2.999

52

18,166,088.75

5.76%

2.504

360

78.55

721

 3.000 - 3.499

60

17,769,854.42

5.63%

3.067

360

78.76

705

 3.500 - 3.999

10

2,596,417.76

0.82%

3.660

360

81.04

685

 4.000 - 4.499

3

786,476.42

0.25%

4.091

360

76.35

656

 4.500 - 4.999

5

1,310,109.39

0.42%

4.625

360

79.12

701

 5.000 - 5.499

3

1,141,635.04

0.36%

5.431

359

73.86

731

 5.500 - 5.999

29

9,663,065.07

3.06%

5.813

358

77.53

724

 6.000 - 6.499

154

59,520,844.50

18.87%

6.309

358

75.56

717

 6.500 - 6.999

213

67,524,243.92

21.40%

6.714

359

76.98

706

 7.000 - 7.499

123

31,723,180.76

10.06%

7.287

359

78.31

714

 7.500 - 7.999

16

4,064,255.56

1.29%

7.709

358

79.66

726

 8.000 - 8.499

1

187,803.98

0.06%

8.063

359

90.00

696

 8.500 - 8.999

2

159,876.00

0.05%

8.525

359

90.00

728

Total

934

315,471,302.26

100.00%

4.548

359

75.48

714

 

 

 

 

 

 

 

 

FICO

# of Loans

Current Principal Balance

Pct by Curr Prin Bal

 Weighted Average Gross Coupon

 Weighted Average Stated Remaining Term

Weighted Average Orig LTV

 Weighted Average FICO

600-619

3

2,193,894.19

0.70%

1.750

360

74.68

617

620-649

39

11,997,903.91

3.80%

4.430

359

75.02

637

650-674

163

50,624,749.34

16.05%

5.094

359

75.02

664

675-699

194

64,181,254.32

20.34%

4.632

359

75.50

687

700-724

166

60,524,666.28

19.19%

4.427

359

76.56

712

725-749

159

51,781,021.49

16.41%

4.650

359

76.36

738

750-774

123

47,779,261.09

15.15%

4.011

359

74.26

762

775-799

76

23,343,611.01

7.40%

4.454

359

74.74

786

800+

11

3,044,940.63

0.97%

5.995

359

73.51

806

Total

934

315,471,302.26

100.00%

4.548

359

75.48

714

 

 

 

 

 

 

 

 

Original LTV

# of Loans

Current Principal Balance

Pct by Curr Prin Bal

 Weighted Average Gross Coupon

 Weighted Average Stated Remaining Term

Weighted Average Orig LTV

 Weighted Average FICO

  0.01- 49.99

15

4,588,696.34

1.45%

2.818

359

43.20

731

 50.00- 54.99

13

4,333,306.27

1.37%

3.759

359

53.12

736

 55.00- 59.99

14

4,496,801.09

1.43%

3.941

359

58.26

714

 60.00- 64.99

25

9,200,103.18

2.92%

3.657

359

62.81

715

 65.00- 69.99

45

19,470,896.37

6.17%

3.366

359

67.77

715

 70.00- 74.99

119

53,826,517.75

17.06%

3.587

359

71.46

712

 75.00- 79.99

228

88,462,660.51

28.04%

4.917

359

76.33

710

 80.00

411

117,021,326.64

37.09%

4.930

359

80.00

715

 80.01- 84.99

2

325,382.46

0.10%

2.577

360

83.81

660

 85.00- 89.99

14

2,771,958.36

0.88%

6.610

359

88.85

704

 90.00- 94.99

44

10,388,327.20

3.29%

6.015

358

90.00

722

 95.00- 99.99

4

585,326.09

0.19%

3.390

360

95.00

752

Total

934

315,471,302.26

100.00%

4.548

359

75.48

714

 

 

 

 

 

 

 

 

Original Term (months)

# of Loans

Current Principal Balance

Pct by Curr Prin Bal

 Weighted Average Gross Coupon

 Weighted Average Stated Remaining Term

Weighted Average Orig LTV

 Weighted Average FICO

360

934

315,471,302.26

100.00%

4.548

359

75.48

714

Total

934

315,471,302.26

100.00%

4.548

359

75.48

714

 

 

 

 

 

 

 

 

Stated Remaining Term (months)

# of Loans

Current Principal Balance

Pct by Curr Prin Bal

 Weighted Average Gross Coupon

 Weighted Average Stated Remaining Term

Weighted Average Orig LTV

 Weighted Average FICO

301-360

934

315,471,302.26

100.00%

4.548

359

75.48

714

Total

934

315,471,302.26

100.00%

4.548

359

75.48

714

 

 

 

 

 

 

 

 

Debt Ratio

# of Loans

Current Principal Balance

Pct by Curr Prin Bal

 Weighted Average Gross Coupon

 Weighted Average Stated Remaining Term

Weighted Average Orig LTV

 Weighted Average FICO

 0.01 -20.00

70

23,514,570.37

7.45%

4.634

359

76.50

712

20.01 -25.00

64

22,453,913.01

7.12%

4.634

359

71.64

717

25.01 -30.00

90

28,909,096.25

9.16%

4.132

359

76.00

711

30.01 -35.00

113

39,878,266.12

12.64%

4.059

359

74.77

717

35.01 -40.00

165

57,303,030.26

18.16%

4.792

359

76.23

707

40.01 -45.00

177

60,642,849.16

19.22%

4.608

359

75.85

714

45.01 -50.00

109

38,062,543.58

12.07%

4.666

359

75.35

712

50.01 -55.00

125

36,102,078.79

11.44%

4.675

359

76.24

718

55.01 -60.00

10

3,086,237.46

0.98%

5.409

359

72.00

711

None

11

5,518,717.26

1.75%

4.215

359

75.30

750

Total

934

315,471,302.26

100.00%

4.548

359

75.48

714

 

 

 

 

 

 

 

 

FRM/ARM

# of Loans

Current Principal Balance

Pct by Curr Prin Bal

 Weighted Average Gross Coupon

 Weighted Average Stated Remaining Term

Weighted Average Orig LTV

 Weighted Average FICO

ARM

934

315,471,302.26

100.00%

4.548

359

75.48

714

Total

934

315,471,302.26

100.00%

4.548

359

75.48

714

 

 

 

 

 

 

 

 

Product

# of Loans

Current Principal Balance

Pct by Curr Prin Bal

 Weighted Average Gross Coupon

 Weighted Average Stated Remaining Term

Weighted Average Orig LTV

 Weighted Average FICO

Negam LIBOR

177

42,856,565.71

13.58%

6.877

358

77.62

718

Negam MTA

757

272,614,736.55

86.42%

4.182

359

75.14

713

Total

934

315,471,302.26

100.00%

4.548

359

75.48

714

 

 

 

 

 

 

 

 

With Silent 2nds

# of Loans

Current Principal Balance

Pct by Curr Prin Bal

 Weighted Average Gross Coupon

 Weighted Average Stated Remaining Term

Weighted Average Orig LTV

 Weighted Average FICO

No Silent Seconds

724

250,950,903.10

79.55%

4.695

359

75.36

714

Silent Second

210

64,520,399.16

20.45%

3.977

359

75.95

714

Total

934

315,471,302.26

100.00%

4.548

359

75.48

714

 

 

 

 

 

 

 

 

Prepayment Penalty Original Term (months)

# of Loans

Current Principal Balance

Pct by Curr Prin Bal

 Weighted Average Gross Coupon

 Weighted Average Stated Remaining Term

Weighted Average Orig LTV

 Weighted Average FICO

Prepay Penalty:  0 months

284

87,920,525.90

27.87%

4.187

359

76.07

715

Prepay Penalty: 12 months

608

204,635,457.20

64.87%

4.789

359

75.06

712

Prepay Penalty: 36 months

42

22,915,319.16

7.26%

3.780

359

76.97

723

Total

934

315,471,302.26

100.00%

4.548

359

75.48

714

 

 

 

 

 

 

 

 

Lien

# of Loans

Current Principal Balance

Pct by Curr Prin Bal

 Weighted Average Gross Coupon

 Weighted Average Stated Remaining Term

Weighted Average Orig LTV

 Weighted Average FICO

First Lien

934

315,471,302.26

100.00%

4.548

359

75.48

714

Total

934

315,471,302.26

100.00%

4.548

359

75.48

714

 

 

 

 

 

 

 

 

Documentation Type

# of Loans

Current Principal Balance

Pct by Curr Prin Bal

 Weighted Average Gross Coupon

 Weighted Average Stated Remaining Term

Weighted Average Orig LTV

 Weighted Average FICO

Alternative Documentation

65

11,893,072.59

3.77%

4.941

359

80.25

710

Full Documentation

170

50,157,524.67

15.90%

5.414

359

78.92

713

Reduced Documentation

699

253,420,705.00

80.33%

4.358

359

74.58

714

Total

934

315,471,302.26

100.00%

4.548

359

75.48

714

 

 

 

 

 

 

 

 

Loan Purpose

# of Loans

Current Principal Balance

Pct by Curr Prin Bal

 Weighted Average Gross Coupon

 Weighted Average Stated Remaining Term

Weighted Average Orig LTV

 Weighted Average FICO

Cash Out Refinance

245

84,808,928.89

26.88%

4.442

359

72.07

709

Purchase

604

200,630,545.91

63.60%

4.600

359

77.08

719

Rate/Term Refinance

85

30,031,827.46

9.52%

4.496

359

74.47

697

Total

934

315,471,302.26

100.00%

4.548

359

75.48

714

 

 

 

 

 

 

 

 

Property Type

# of Loans

Current Principal Balance

Pct by Curr Prin Bal

 Weighted Average Gross Coupon

 Weighted Average Stated Remaining Term

Weighted Average Orig LTV

 Weighted Average FICO

Condominium

185

50,265,055.89

15.93%

4.510

359

76.70

714

PUD

164

49,747,724.06

15.77%

5.045

359

76.92

718

Single Family

411

143,467,185.39

45.48%

4.493

359

75.16

711

Two-Four Family

174

71,991,336.92

22.82%

4.340

359

74.28

715

Total

934

315,471,302.26

100.00%

4.548

359

75.48

714

 

 

 

 

 

 

 

 

Occupancy Status

# of Loans

Current Principal Balance

Pct by Curr Prin Bal

 Weighted Average Gross Coupon

 Weighted Average Stated Remaining Term

Weighted Average Orig LTV

 Weighted Average FICO

Investor

934

315,471,302.26

100.00%

4.548

359

75.48

714

Total

934

315,471,302.26

100.00%

4.548

359

75.48

714

 

 

 

 

 

 

 

 

State

# of Loans

Current Principal Balance

Pct by Curr Prin Bal

 Weighted Average Gross Coupon

 Weighted Average Stated Remaining Term

Weighted Average Orig LTV

 Weighted Average FICO

Alabama

3

160,293.31

0.05%

5.476

359

77.41

705

Arizona

54

13,460,244.64

4.27%

4.917

359

77.90

716

California

389

171,590,186.63

54.39%

4.428

359

74.25

713

Colorado

16

3,767,192.15

1.19%

3.792

359

77.80

683

Connecticut

6

1,447,386.39

0.46%

4.461

359

76.63

690

Delaware

3

685,005.55

0.22%

2.313

360

54.54

767

District of Columbia

1

630,000.00

0.20%

1.375

360

75.00

689

Florida

144

37,756,004.11

11.97%

5.029

359

77.76

713

Georgia

12

2,171,538.39

0.69%

5.653

359

77.22

696

Hawaii

10

6,429,810.57

2.04%

3.351

360

67.00

741

Idaho

14

2,902,920.29

0.92%

4.293

359

79.29

716

Illinois

23

8,169,563.75

2.59%

3.164

360

76.53

716

Indiana

4

262,823.95

0.08%

5.347

359

80.84

673

Iowa

1

84,609.57

0.03%

6.638

359

80.00

669

Kentucky

4

325,971.19

0.10%

5.068

359

83.45

719

Louisiana

3

480,849.11

0.15%

3.901

358

75.64

758

Maryland

9

3,743,015.09

1.19%

5.081

359

76.06

716

Massachusetts

9

3,543,874.00

1.12%

4.902

359

71.15

732

Michigan

2

182,988.14

0.06%

3.936

360

74.53

724

Minnesota

8

2,187,975.36

0.69%

4.877

359

76.62

692

Mississippi

1

27,592.00

0.01%

6.525

349

50.91

752

Missouri

3

315,625.77

0.10%

6.366

358

85.64

726

Nevada

59

15,803,849.94

5.01%

5.123

359

76.37

716

New Jersey

21

7,271,285.77

2.30%

4.596

359

79.07

717

New Mexico

6

1,797,912.44

0.57%

3.164

360

77.47

700

New York

9

3,025,251.97

0.96%

3.578

359

75.20

730

North Carolina

8

1,649,308.89

0.52%

4.912

359

79.83

751

Ohio

5

689,393.05

0.22%

2.839

360

87.62

754

Oklahoma

1

98,977.23

0.03%

7.350

359

80.00

662

Oregon

13

3,200,564.45

1.01%

4.748

359

79.22

728

Pennsylvania

3

187,582.62

0.06%

1.447

360

69.80

671

Rhode Island

2

428,922.02

0.14%

4.208

359

70.00

711

South Carolina

8

2,622,636.22

0.83%

4.326

359

79.93

706

South Dakota

1

103,766.45

0.03%

6.975

359

80.00

743

Tennessee

5

723,116.35

0.23%

6.720

359

78.15

730

Texas

9

1,463,391.46

0.46%

4.248

359

79.60

735

Utah

7

1,205,631.41

0.38%

3.955

359

77.58

742

Virginia

26

8,288,130.96

2.63%

5.760

359

78.46

688

Washington

29

6,197,710.78

1.96%

5.105

359

78.06

705

Wisconsin

3

388,400.29

0.12%

2.521

359

77.06

745

Total

934

315,471,302.26

100.00%

4.548

359

75.48

714

 

 

 

 

 

 

 

 

Gross Margin

# of Loans

Current Principal Balance

Pct by Curr Prin Bal

 Weighted Average Gross Coupon

 Weighted Average Stated Remaining Term

Weighted Average Orig LTV

 Weighted Average FICO

 1.500 - 1.999

2

243,991.73

0.08%

4.440

359

53.27

695

 2.000 - 2.499

12

4,552,680.32

1.44%

4.091

359

69.21

736

 2.500 - 2.999

99

32,447,613.16

10.29%

4.690

359

74.97

726

 3.000 - 3.499

582

198,584,693.47

62.95%

4.533

359

75.08

711

 3.500 - 3.999

186

66,163,432.43

20.97%

4.748

359

76.74

713

 4.000 - 4.499

45

12,225,520.12

3.88%

3.286

359

77.80

719

 4.500 - 4.999

7

1,123,017.26

0.36%

6.911

359

89.24

714

 5.000 - 5.499

1

130,353.77

0.04%

5.375

360

90.00

676

Total

934

315,471,302.26

100.00%

4.548

359

75.48

714

 

 

 

 

 

 

 

 

Minimum Interest Rate

# of Loans

Current Principal Balance

Pct by Curr Prin Bal

 Weighted Average Gross Coupon

 Weighted Average Stated Remaining Term

Weighted Average Orig LTV

 Weighted Average FICO

 1.000 - 1.499

1

492,491.52

0.16%

6.188

359

80.00

790

 1.500 - 1.999

3

820,220.54

0.26%

2.374

360

65.02

720

 2.000 - 2.499

12

4,552,680.32

1.44%

4.091

359

69.21

736

 2.500 - 2.999

99

32,447,613.16

10.29%

4.690

359

74.97

726

 3.000 - 3.499

580

197,515,973.14

62.61%

4.537

359

75.09

711

 3.500 - 3.999

186

66,163,432.43

20.97%

4.748

359

76.74

713

 4.000 - 4.499

45

12,225,520.12

3.88%

3.286

359

77.80

719

 4.500 - 4.999

7

1,123,017.26

0.36%

6.911

359

89.24

714

 5.000 - 5.499

1

130,353.77

0.04%

5.375

360

90.00

676

Total

934

315,471,302.26

100.00%

4.548

359

75.48

714

 

 

 

 

 

 

 

 

Maximum Interest Rate

# of Loans

Current Principal Balance

Pct by Curr Prin Bal

 Weighted Average Gross Coupon

 Weighted Average Stated Remaining Term

Weighted Average Orig LTV

 Weighted Average FICO

 9.500 - 9.999

926

313,191,127.60

99.28%

4.532

359

75.46

714

10.000 -10.499

7

1,900,342.10

0.60%

6.845

358

79.30

720

11.000 -11.499

1

379,832.56

0.12%

6.438

358

71.70

674

Total

934

315,471,302.26

100.00%

4.548

359

75.48

714

 

 

 

 

 

 

 

 

Neg Amort Limit

# of Loans

Current Principal Balance

Pct by Curr Prin Bal

 Weighted Average Gross Coupon

 Weighted Average Stated Remaining Term

Weighted Average Orig LTV

 Weighted Average FICO

110.000

7

2,488,830.49

0.79%

2.877

360

74.20

738

115.000

927

312,982,471.77

99.21%

4.561

359

75.49

714

Total

934

315,471,302.26

100.00%

4.548

359

75.48

714

        



[exhibit992002.jpg]

The information contained herein has been prepared solely for the use of Greenwich Capital Markets, Inc. and has not been independently verified by Greenwich

Capital Markets, Inc.  Accordingly, Greenwich Capital Markets, Inc. makes no express or implied representations or warranties of any kind and expressly disclaims

all liability for any use or misuse of the contents hereof.  Greenwich Capital Markets, Inc. assumes no responsibility for the accuracy of any material contained herein.

  
  
  

HV05-16 WITH PRELIM PREFUNDING INVESTOR

11/1/05 FILE

 

      

 

      

Total Current Balance:

 

310,954,748

    

Number Of Loans:

 

924

    

 

      
    

Minimum

Maximum

 

Average Current Balance:

 

$336,531.11

 

$27,592.00

$1,500,000.00

 

Average Original Balance:

 

$337,517.84

 

$28,000.00

$1,500,000.00

 

 

      

Weighted Average Current Mortgage Rate:

4.570

%       

1.000

8.500

%       

Weighted Average Gross Margin:

3.349

%       

1.900

5.175

%       

Weighted Average Maximum Mortgage Rate:

9.954

%       

9.950

11.325

%       

 

      

Weighted Average Original Ltv Ratio:

75.47

%       

23.06

95.00

%       

Weighted Average Combined Ltv Ratio:

77.84

%       

23.06

101.00

%       

 

      

Weighted Average Negative Amortization Limit:

114.96

%       

110.00

115.00

%       

Weighted Average Payment Cap:

7.50

%       

7.50

7.50

%       

 

      

Weighted Average Credit Score:

714

        

616

809

        

 

      

Weighted Average Original Term:

360

months  

360

360

months  

Weighted Average Remaining Term:

359

months  

349

360

months  

 

      

Weighted Average Months To Roll:

1

months  

1

4

months  

Weighted Average Rate Adjustment Frequency:

1

months  

1

1

months  

 

      

First Payment Date:

   

 Jan 01, 2005

  Jan 01, 2006

 

Maturity Date:

   

 Dec 01, 2034

  Dec 01, 2035

 

 

      

Top State Concentrations ($):

 

 54.12 %  California,  12.14 %  Florida,  4.95 %  Nevada

  

Maximum Zip Code Concentration ($):

 

   0.89 %  93117  

    



Table

    
    

% of Aggregate

   

Principal Balance

Principal Balance

  

Number of

Outstanding as of

Outstanding as of

INDEX:                                                

 

Mortgage Loans

the Cutoff Date

the Cutoff Date

 MTA                                                  

 

747

268,098,182.09

86.22

 LIBOR                                                

 

177

42,856,565.71

13.78

Total

 

924

310,954,747.80

100.00

     
    

% of Aggregate

   

Principal Balance

Principal Balance

  

Number of

Outstanding as of

Outstanding as of

CURRENT BALANCE:                            

 

Mortgage Loans

the Cutoff Date

the Cutoff Date

    27,592  -    50,000                     

 

6

241,643.15

0.08

    50,001  -   100,000                     

 

66

5,153,851.13

1.66

   100,001  -   150,000                     

 

94

12,031,666.09

3.87

   150,001  -   200,000                     

 

130

23,058,965.37

7.42

   200,001  -   250,000                     

 

117

26,360,173.79

8.48

   250,001  -   300,000                     

 

81

22,163,673.92

7.13

   300,001  -   350,000                     

 

63

20,486,154.59

6.59

   350,001  -   400,000                     

 

78

29,497,697.60

9.49

   400,001  -   450,000                     

 

67

28,503,784.40

9.17

   450,001  -   500,000                     

 

52

24,845,083.88

7.99

   500,001  -   550,000                     

 

31

16,395,182.95

5.27

   550,001  -   600,000                     

 

35

20,224,156.62

6.50

   600,001  -   650,000                     

 

37

23,414,090.05

7.53

   650,001  -   700,000                     

 

15

10,250,994.72

3.30

   700,001  -   750,000                     

 

12

8,775,544.05

2.82

   750,001  -   800,000                     

 

7

5,470,548.46

1.76

   800,001  -   850,000                     

 

7

5,739,977.44

1.85

   850,001  -   900,000                     

 

5

4,412,519.58

1.42

   900,001  -   950,000                     

 

1

901,969.88

0.29

   950,001  - 1,000,000                     

 

6

5,990,093.13

1.93

 1,050,001  - 1,100,000                     

 

4

4,351,939.46

1.40

 1,100,001  - 1,150,000                     

 

1

1,137,439.89

0.37

 1,150,001  - 1,200,000                     

 

3

3,526,086.91

1.13

 1,200,001  - 1,250,000                     

 

2

2,480,750.00

0.80

 1,300,001  - 1,350,000                     

 

1

1,317,375.60

0.42

 1,350,001  - 1,400,000                     

 

2

2,723,385.14

0.88

 1,450,001  - 1,500,000                     

 

1

1,500,000.00

0.48

Total

 

924

310,954,747.80

100.00

     
    

% of Aggregate

   

Principal Balance

Principal Balance

  

Number of

Outstanding as of

Outstanding as of

CURRENT MORTGAGE RATE:                      

 

Mortgage Loans

the Cutoff Date

the Cutoff Date

  1.000  -  1.000                           

 

2

1,087,402.47

0.35

  1.251  -  1.500                           

 

176

74,528,784.19

23.97

  1.501  -  1.750                           

 

7

1,252,623.72

0.40

  1.751  -  2.000                           

 

13

5,002,721.45

1.61

  2.001  -  2.250                           

 

49

15,552,404.38

5.00

  2.251  -  2.500                           

 

62

19,316,042.78

6.21

  2.501  -  2.750                           

 

2

348,160.45

0.11

  2.751  -  3.000                           

 

38

12,196,503.66

3.92

  3.001  -  3.250                           

 

21

5,152,150.76

1.66

  3.251  -  3.500                           

 

4

937,974.66

0.30

  3.501  -  3.750                           

 

6

1,658,443.10

0.53

  3.751  -  4.000                           

 

2

501,476.42

0.16

  4.001  -  4.250                           

 

1

285,000.00

0.09

  4.251  -  4.500                           

 

1

111,478.00

0.04

  4.501  -  4.750                           

 

4

1,198,631.39

0.39

  5.251  -  5.500                           

 

4

1,591,255.60

0.51

  5.501  -  5.750                           

 

8

2,283,467.78

0.73

  5.751  -  6.000                           

 

24

8,525,661.43

2.74

  6.001  -  6.250                           

 

53

19,755,294.62

6.35

  6.251  -  6.500                           

 

101

39,031,093.41

12.55

  6.501  -  6.750                           

 

132

45,064,649.24

14.49

  6.751  -  7.000                           

 

79

21,397,940.38

6.88

  7.001  -  7.250                           

 

45

10,822,281.55

3.48

  7.251  -  7.500                           

 

72

19,337,986.74

6.22

  7.501  -  7.750                           

 

12

3,115,784.92

1.00

  7.751  -  8.000                           

 

3

551,854.72

0.18

  8.001  -  8.250                           

 

1

187,803.98

0.06

  8.251  -  8.500                           

 

2

159,876.00

0.05

Total

 

924

310,954,747.80

100.00

     
    

% of Aggregate

   

Principal Balance

Principal Balance

  

Number of

Outstanding as of

Outstanding as of

ORIGINAL TERM:                             

 

Mortgage Loans

the Cutoff Date

the Cutoff Date

 360                                       

 

924

310,954,747.80

100.00

Total

 

924

310,954,747.80

100.00

     
    

% of Aggregate

   

Principal Balance

Principal Balance

  

Number of

Outstanding as of

Outstanding as of

REMAINING TERM:                             

 

Mortgage Loans

the Cutoff Date

the Cutoff Date

 349  - 360                                 

 

924

310,954,747.80

100.00

Total

 

924

310,954,747.80

100.00

     
    

% of Aggregate

   

Principal Balance

Principal Balance

  

Number of

Outstanding as of

Outstanding as of

LOAN AGE:                                   

 

Mortgage Loans

the Cutoff Date

the Cutoff Date

    <=  0                                   

 

334

125,366,559.16

40.32

  1  -  6                                   

 

587

185,011,848.01

59.50

  7  - 11                                   

 

3

576,340.63

0.19

Total

 

924

310,954,747.80

100.00

     
    

% of Aggregate

   

Principal Balance

Principal Balance

  

Number of

Outstanding as of

Outstanding as of

PROPERTY TYPE:                                        

 

Mortgage Loans

the Cutoff Date

the Cutoff Date

 Single Family                                        

 

407

141,545,227.12

45.52

 Two-Four Family                                      

 

172

71,232,307.70

22.91

 PUD                                                  

 

163

49,288,757.09

15.85

 Condominium                                          

 

182

48,888,455.89

15.72

Total

 

924

310,954,747.80

100.00

     
    

% of Aggregate

   

Principal Balance

Principal Balance

  

Number of

Outstanding as of

Outstanding as of

PURPOSE CODE:                                         

 

Mortgage Loans

the Cutoff Date

the Cutoff Date

 Purchase                                             

 

600

198,665,375.53

63.89

 Cash Out Refinance                                   

 

243

83,900,972.48

26.98

 Rate/Term Refinance                                  

 

81

28,388,399.79

9.13

Total

 

924

310,954,747.80

100.00

     
    

% of Aggregate

   

Principal Balance

Principal Balance

  

Number of

Outstanding as of

Outstanding as of

OCCUPANCY:                                            

 

Mortgage Loans

the Cutoff Date

the Cutoff Date

 Investor                                             

 

924

310,954,747.80

100.00

Total

 

924

310,954,747.80

100.00

     
    

% of Aggregate

   

Principal Balance

Principal Balance

  

Number of

Outstanding as of

Outstanding as of

DOCUMENTATION:                                        

 

Mortgage Loans

the Cutoff Date

the Cutoff Date

 Reduced Documentation                                

 

691

249,702,150.14

80.30

 Full Documentation                                   

 

168

49,359,525.07

15.87

 Alternative Documentation                            

 

65

11,893,072.59

3.82

Total

 

924

310,954,747.80

100.00

     
    

% of Aggregate

   

Principal Balance

Principal Balance

  

Number of

Outstanding as of

Outstanding as of

SILENT SECOND:                                        

 

Mortgage Loans

the Cutoff Date

the Cutoff Date

 No Silent Seconds                                    

 

715

246,855,548.64

79.39

 Silent Second                                        

 

209

64,099,199.16

20.61

Total

 

924

310,954,747.80

100.00

     
    

% of Aggregate

   

Principal Balance

Principal Balance

  

Number of

Outstanding as of

Outstanding as of

GROSS MARGIN:                               

 

Mortgage Loans

the Cutoff Date

the Cutoff Date

  1.900  -  2.000                           

 

2

243,991.73

0.08

  2.001  -  2.250                           

 

1

189,986.38

0.06

  2.251  -  2.500                           

 

12

4,530,619.91

1.46

  2.501  -  2.750                           

 

31

8,670,811.51

2.79

  2.751  -  3.000                           

 

67

23,608,875.68

7.59

  3.001  -  3.250                           

 

153

55,611,719.87

17.88

  3.251  -  3.500                           

 

428

141,644,726.59

45.55

  3.501  -  3.750                           

 

88

34,892,045.61

11.22

  3.751  -  4.000                           

 

90

28,338,570.39

9.11

  4.001  -  4.250                           

 

42

11,484,529.30

3.69

  4.251  -  4.500                           

 

2

485,499.80

0.16

  4.501  -  4.750                           

 

4

543,353.33

0.17

  4.751  -  5.000                           

 

3

579,663.93

0.19

  5.001  -  5.175                           

 

1

130,353.77

0.04

Total

 

924

310,954,747.80

100.00

     
    

% of Aggregate

   

Principal Balance

Principal Balance

  

Number of

Outstanding as of

Outstanding as of

MAXIMUM MORTGAGE RATE:                      

 

Mortgage Loans

the Cutoff Date

the Cutoff Date

  9.950  - 10.000                           

 

916

308,674,573.14

99.27

 10.251  - 10.500                           

 

7

1,900,342.10

0.61

 11.251  - 11.325                           

 

1

379,832.56

0.12

Total

 

924

310,954,747.80

100.00

     
    

% of Aggregate

   

Principal Balance

Principal Balance

  

Number of

Outstanding as of

Outstanding as of

ORIGINAL LTV RATIO:                         

 

Mortgage Loans

the Cutoff Date

the Cutoff Date

  23.06  -  25.00                           

 

1

54,352.27

0.02

  25.01  -  30.00                           

 

2

349,663.13

0.11

  30.01  -  35.00                           

 

2

214,583.98

0.07

  35.01  -  40.00                           

 

2

343,567.60

0.11

  40.01  -  45.00                           

 

2

1,646,294.59

0.53

  45.01  -  50.00                           

 

7

2,179,785.63

0.70

  50.01  -  55.00                           

 

12

4,133,755.41

1.33

  55.01  -  60.00                           

 

15

5,246,801.09

1.69

  60.01  -  65.00                           

 

29

11,430,232.91

3.68

  65.01  -  70.00                           

 

100

44,170,690.78

14.20

  70.01  -  75.00                           

 

183

80,166,419.01

25.78

  75.01  -  80.00                           

 

505

146,947,607.29

47.26

  80.01  -  85.00                           

 

4

750,586.54

0.24

  85.01  -  90.00                           

 

56

12,735,081.48

4.10

  90.01  -  95.00                           

 

4

585,326.09

0.19

Total

 

924

310,954,747.80

100.00

     
    

% of Aggregate

   

Principal Balance

Principal Balance

  

Number of

Outstanding as of

Outstanding as of

COMB LTV RATIO:                             

 

Mortgage Loans

the Cutoff Date

the Cutoff Date

  23.06  -  25.00                           

 

1

54,352.27

0.02

  25.01  -  30.00                           

 

2

349,663.13

0.11

  30.01  -  35.00                           

 

2

214,583.98

0.07

  35.01  -  40.00                           

 

2

343,567.60

0.11

  40.01  -  45.00                           

 

2

1,646,294.59

0.53

  45.01  -  50.00                           

 

5

1,424,429.14

0.46

  50.01  -  55.00                           

 

11

3,483,755.41

1.12

  55.01  -  60.00                           

 

16

5,895,370.31

1.90

  60.01  -  65.00                           

 

26

10,303,988.82

3.31

  65.01  -  70.00                           

 

67

29,687,638.83

9.55

  70.01  -  75.00                           

 

172

73,359,139.16

23.59

  75.01  -  80.00                           

 

365

117,442,619.13

37.77

  80.01  -  85.00                           

 

8

2,869,398.47

0.92

  85.01  -  90.00                           

 

240

62,904,498.94

20.23

  90.01  -  95.00                           

 

4

585,326.09

0.19

 100.01  - 101.00                           

 

1

390,121.93

0.13

Total

 

924

310,954,747.80

100.00

     
    

% of Aggregate

   

Principal Balance

Principal Balance

  

Number of

Outstanding as of

Outstanding as of

CREDIT SCORE:            

 

Mortgage Loans

the Cutoff Date

the Cutoff Date

     <= 619                   

 

3

2,193,894.19

0.71

 620  - 650                   

 

42

12,551,162.58

4.04

 651  - 675                   

 

164

51,160,778.58

16.45

 676  - 700                   

 

200

65,423,829.24

21.04

 701  - 725                   

 

161

59,089,480.90

19.00

 726  - 750                   

 

152

49,186,271.10

15.82

 751  - 775                   

 

127

47,913,917.31

15.41

 776  - 800                   

 

65

20,849,440.24

6.70

 801  - 809                   

 

10

2,585,973.66

0.83

Total

 

924

310,954,747.80

100.00

     
    

% of Aggregate

   

Principal Balance

Principal Balance

  

Number of

Outstanding as of

Outstanding as of

PREPAY PENALTY TERM:                       

 

Mortgage Loans

the Cutoff Date

the Cutoff Date

   0.00                                    

 

284

87,920,525.90

28.27

  12.00                                    

 

608

204,635,457.20

65.81

  36.00                                    

 

32

18,398,764.70

5.92

Total

 

924

310,954,747.80

100.00

     
    

% of Aggregate

   

Principal Balance

Principal Balance

  

Number of

Outstanding as of

Outstanding as of

STATE:                                                

 

Mortgage Loans

the Cutoff Date

the Cutoff Date

 California                                           

 

382

168,292,831.77

54.12

 Florida                                              

 

144

37,756,004.11

12.14

 Nevada                                               

 

58

15,382,649.94

4.95

 Arizona                                              

 

54

13,460,244.64

4.33

 Virginia                                             

 

26

8,288,130.96

2.67

 Illinois                                             

 

23

8,169,563.75

2.63

 New Jersey                                           

 

21

7,271,285.77

2.34

 Hawaii                                               

 

10

6,429,810.57

2.07

 Washington                                           

 

29

6,197,710.78

1.99

 Colorado                                             

 

16

3,767,192.15

1.21

 Maryland                                             

 

9

3,743,015.09

1.20

 Massachusetts                                        

 

9

3,543,874.00

1.14

 Oregon                                               

 

13

3,200,564.45

1.03

 New York                                             

 

9

3,025,251.97

0.97

 Idaho                                                

 

14

2,902,920.29

0.93

 South Carolina                                       

 

8

2,622,636.22

0.84

 Minnesota                                            

 

8

2,187,975.36

0.70

 New Mexico                                           

 

6

1,797,912.44

0.58

 North Carolina                                       

 

8

1,649,308.89

0.53

 Georgia                                              

 

11

1,572,568.01

0.51

 Texas                                                

 

9

1,463,391.46

0.47

 Connecticut                                          

 

6

1,447,386.39

0.47

 Utah                                                 

 

7

1,205,631.41

0.39

 Tennessee                                            

 

5

723,116.35

0.23

 Ohio                                                 

 

5

689,393.05

0.22

 Delaware                                             

 

3

685,005.55

0.22

 District of Columbia                                 

 

1

630,000.00

0.20

 Rhode Island                                         

 

2

428,922.02

0.14

 Wisconsin                                            

 

3

388,400.29

0.12

 Kentucky                                             

 

4

325,971.19

0.10

 Missouri                                             

 

3

315,625.77

0.10

 Louisiana                                            

 

2

281,819.89

0.09

 Indiana                                              

 

4

262,823.95

0.08

 Pennsylvania                                         

 

3

187,582.62

0.06

 Michigan                                             

 

2

182,988.14

0.06

 Alabama                                              

 

3

160,293.31

0.05

 South Dakota                                         

 

1

103,766.45

0.03

 Oklahoma                                             

 

1

98,977.23

0.03

 Iowa                                                 

 

1

84,609.57

0.03

 Mississippi                                          

 

1

27,592.00

0.01

Total

 

924

310,954,747.80

100.00

     
    

% of Aggregate

   

Principal Balance

Principal Balance

  

Number of

Outstanding as of

Outstanding as of

PMI COMPANY:                                          

 

Mortgage Loans

the Cutoff Date

the Cutoff Date

 No MI                                                

 

861

297,093,282.09

95.54

 PMI                                                  

 

19

3,740,462.57

1.20

 MGIC                                                 

 

12

3,189,345.92

1.03

 United Guaranty                                      

 

12

1,974,638.40

0.64

 GEMICO                                               

 

5

1,494,738.52

0.48

 Triad Guaranty Ins. Co.                              

 

8

1,491,239.82

0.48

 Commonwealth                                         

 

5

1,447,707.65

0.47

 Radian                                               

 

2

523,332.83

0.17

Total

 

924

310,954,747.80

100.00






HVMLT 2005-16

    
     

TOP 5 CITIES

% by Balance

FICO

LTV

CLTV

LOS ANGELES

3.37

700

75.4

79.9

LAS VEGAS

2.86

708

81.0

84.3

SAN JOSE

2.78

696

76.7

80.1

SAN DIEGO

2.6

708

76.3

79.7

NEWPORT BEACH

1.07

729

67.6

70.1

     

RIVERSIDE, SAN BERNADINO

% by Balance

FICO

LTV

CLTV

RIVERSIDE

0.48

686

78.8

81.8

SAN BERNARDINO

0.05

737

84.6

84.6



This information is being delivered to a specific number of prospective sophisticated investors in order to assist them in determining whether they have an interest in the type of security described herein.  It has been prepared solely for information purposes and is not an offer to buy or sell or a solicitation of an offer to buy or sell any security or instrument or to participate in any trading strategy.  This material is based on information that Morgan Stanley & Co. Incorporated ("Morgan Stanley") considers reliable.  Morgan Stanley makes no representation or warranty with respect to the accuracy or completeness of the information, or with respect to the terms of any future offer of securities conforming to the terms hereof.  Any such offer of securities would be made pursuant to a definitive Prospectus or Private Placement Memorandum, as the case may be, prepared by the issuer which could contain material information not contained herein and to which the prospective purchasers are referred.  In the event of any such offering, this information shall be deemed superseded, amended and supplemented in its entirety by such Prospectus or Private Placement Memorandum.  Such Prospectus or Private Placement Memorandum will contain all material information in respect of any securities offered thereby and any decision to invest in such securities should be made solely in reliance upon such Prospectus or Private Placement Memorandum.  The information contained here in may be based on certain assumptions regarding market conditions and other matters and is therefore subject to change.  We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied on for such purposes.  No representation is made that any returns indicated will be achieved.  Changes to the assumptions may have a material impact on any returns detailed.  Morgan Stanley disclaims any and all liability relating to this information, including without limitation any express or implied representations or warranties for, statements contained in, and omissions from the information contained here in.  Additional information is available upon request.  Morgan Stanley and others associated with it may have positions in, and may effect transaction in, securities and instruments of issuers mentioned herein and may also perform or seek to perform investment banking services for the issuers of such securities and instruments.  Past performance is not necessarily indicative of future results.  Price and availability are subject to change without notice.  Information contained in this material is current as of the date appearing on this material only.  Information in this material regarding any assets backing any securities discussed herein supercedes all prior information regarding such assets.  Morgan Stanley is acting as the lead underwriter and not acting as agent for the issuer or its affiliates in connection with the proposed transaction.  To our readers worldwide: In addition, please note that this publication has been issued by Morgan Stanley, approved by Morgan Stanley International Limited, a member of The Securities and Futures Authority, and by Morgan Stanley Japan Ltd.  We recommend that such investors obtain the advice of their Morgan Stanley, Morgan Stanley International or Morgan Stanley Japan Ltd.  representative about the investments concerned.  NOT FOR DISTRIBUTION TO PRIVATE CUSTOMERS AS DEFINED BY THE U.K. SECURITIES AND FUTURES AUTHORITY.     



HVMLT 05-16

TOTAL

 

Total Number of Loans

3,935

Total Loan Balance

1,775,049,087

Average Loan Balance

451,093

WA CLTV (w/o Silent Seconds)

76.38

WAC

4.168

WA FICO

702

WALA

1

WAM

359

Fxd Rate

 

-   

IOs

 

-   

MH

 

-   

1st Lien

 

100.00

2nd Lien

 

-   

Occupancy--OO

 

75.43

Doc Type--Full/Alternative

 

14.01

Stated Doc

 

7.08

Cash Out Refi

 

39.24

Purchase

 

47.98

 

 

 

Loans with silent seconds :

 

% of Portfolio w/ SS

 

27.56%

$ amount

 

489,201,074

# of First Liens w/  SS

 

1,041

CLTV of Total Portfolo

(that includes silent 2nds)

 

79.45

 

 

 

California

61.84%

Prepay Penalties

77.23%

Pre-Funding Balance

 

Expected Final Pool

 

 

 

 

 

Mortgage Rate

 

Balance

 

  1.000  -  1.000

        358,193,407.68

20.18

  1.001  -  1.500

        237,663,933.43

                            13.39

  1.501  -  2.000

        109,475,616.92

                             6.17

  2.001  -  2.500

          45,659,904.02

                             2.57

  2.501  -  3.000

          29,960,888.37

                             1.69

  3.001  -  3.500

          12,050,716.02

                             0.68

  3.501  -  4.000

           5,545,953.97

                             0.31

  4.001  -  4.500

           2,139,159.46

                             0.12

  4.501  -  5.000

           3,460,739.36

                             0.19

  5.001  -  5.500

          20,595,034.18

                             1.16

  5.501  -  6.000

        163,810,029.76

                             9.23

  6.001  -  6.500

        427,977,615.18

                            24.11

  6.501  -  7.000

        244,780,004.33

                            13.79

  7.001  -  7.500

          89,190,801.78

                             5.02

  7.501  -  8.000

          21,345,033.41

                             1.20

  8.001  -  8.500

           2,497,197.02

                             0.14

  8.501  -  9.000

              550,718.44

                             0.03

  9.501  -  9.563

              152,333.54

                             0.01

 

1,775,049,087

100.00%

 

 

 

Gross Margin

 

Balance

 

  0.900  -  1.000

              690,348.24

                             0.04

  1.501  -  2.000

          12,378,470.70

                             0.70

  2.001  -  2.500

          82,212,910.53

                             4.63

  2.501  -  3.000

        520,077,612.39

                            29.30

  3.001  -  3.500

        932,091,941.57

                            52.51

  3.501  -  4.000

        163,952,148.75

                             9.24

  4.001  -  4.500

          46,077,810.22

                             2.60

  4.501  -  5.000

          16,921,182.34

                             0.95

  5.001  -  5.500

              494,328.59

                             0.03

  6.001  -  6.400

              152,333.54

                             0.01

 

1,775,049,087

100.00%

 

 

 

ARM Maximum Rate

 

Balance

 

  8.950  -  9.000

              800,540.78

                             0.05

  9.501  - 10.000

     1,758,368,502.35

                            99.06

 10.001  - 10.500

           2,900,767.39

                             0.16

 10.501  - 11.000

           6,103,035.82

                             0.34

 11.001  - 11.500

           5,653,708.37

                             0.32

 11.501  - 12.000

              369,217.78

                             0.02

 12.001  - 12.500

              526,114.86

                             0.03

 13.001  - 13.075

              327,199.52

                             0.02

 

1,775,049,087

100.00%

 

 

 

ARM Minimum Rate

 

Balance

 

  0.900  -  1.000

           4,536,820.37

                             0.26

  1.001  -  1.500

           3,871,653.09

                             0.22

  1.501  -  2.000

          13,087,203.25

                             0.74

  2.001  -  2.500

          81,554,035.00

                             4.59

  2.501  -  3.000

        518,356,682.07

                            29.20

  3.001  -  3.500

        927,329,001.09

                            52.24

  3.501  -  4.000

        162,313,648.75

                             9.14

  4.001  -  4.500

          46,432,198.78

                             2.62

  4.501  -  5.000

          16,921,182.34

                             0.95

  5.001  -  5.500

              494,328.59

                             0.03

  6.001  -  6.400

              152,333.54

                             0.01

 

1,775,049,087

100.00%

 

 

 

 

Unpaid % of

Pool by

 

Principal

Principal

Initial Cap (%)

 Balance ($)

Balance %

  0

     1,775,049,086.87

                          100.00

 

1,775,049,087

100.00%

 

 

 

 

Unpaid % of

 Pool by

 

Principal

 Principal

Periodic Cap (%)

 Balance ($)

 Balance %

  0

     1,775,049,086.87

                          100.00

 

1,775,049,087

100.00%

 

 

 

CLTV's (w/0 Silent Seconds)

 

Balance

 

        <=  10.00

              552,775.08

                             0.03

  10.01  -  15.00

              102,754.54

                             0.01

  15.01  -  20.00

              498,808.47

                             0.03

  20.01  -  25.00

              253,875.66

                             0.01

  25.01  -  30.00

           1,608,323.09

                             0.09

  30.01  -  35.00

           2,879,941.45

                             0.16

  35.01  -  40.00

           3,605,464.30

                             0.20

  40.01  -  45.00

           8,777,051.23

                             0.49

  45.01  -  50.00

          15,811,287.69

                             0.89

  50.01  -  55.00

          29,088,259.80

                             1.64

  55.01  -  60.00

          45,380,943.68

                             2.56

  60.01  -  65.00

          79,316,932.42

                             4.47

  65.01  -  70.00

        171,922,510.87

                             9.69

  70.01  -  75.00

        343,731,812.06

                            19.36

  75.01  -  80.00

        869,710,267.61

                            49.00

  80.01  -  85.00

           7,796,234.60

                             0.44

  85.01  -  90.00

        135,255,391.95

                             7.62

  90.01  -  95.00

          58,756,452.37

                             3.31

 

1,775,049,087

100.00%

 

 

 

Credit Scores

 

Balance

 

     <= 300

           3,241,464.10

                             0.18

 521  - 540

              260,439.51

                             0.01

 561  - 580

           2,000,000.00

                             0.11

 581  - 600

              347,233.98

                             0.02

 601  - 620

          10,439,874.32

                             0.59

 621  - 640

        111,056,718.61

                             6.26

 641  - 660

        171,420,122.66

                             9.66

 661  - 680

        330,452,066.04

                            18.62

 681  - 700

        326,397,305.77

                            18.39

 701  - 720

        226,485,378.45

                            12.76

 721  - 740

        201,056,976.43

                            11.33

 741  - 760

        180,388,839.54

                            10.16

 761  - 780

        118,812,351.69

                             6.69

 781  - 800

          74,153,222.91

                             4.18

 801  - 820

          18,336,963.31

                             1.03

 821  - 821

              200,129.55

                             0.01

 

1,775,049,087

100.00%

 

 

 

DTI

UPB

%

       <=  0.00

          20,978,011.75

                             1.18

  0.01  -  5.00

           2,404,431.25

                             0.14

  5.01  - 10.00

           4,387,535.67

                             0.25

 10.01  - 15.00

          22,195,993.43

                             1.25

 15.01  - 20.00

          38,972,896.60

                             2.20

 20.01  - 25.00

          76,054,871.24

                             4.28

 25.01  - 30.00

        106,500,488.24

                             6.00

 30.01  - 35.00

        237,175,569.21

                            13.36

 35.01  - 40.00

        404,452,619.42

                            22.79

 40.01  - 45.00

        396,749,415.06

                            22.35

 45.01  - 50.00

        250,927,604.02

                            14.14

 50.01  - 55.00

        200,694,872.29

                            11.31

 55.01  - 59.26

          13,554,778.69

                             0.76

 

1,775,049,087

100.00%

 

 

 

Loan Balance

 

Balance

 

 

 

 

 

 % of Pool

 

Original Principal

 Unpaid Principal

 

Balance ($)

 Balance ($)

 

    27,592  -    50,000

              271,571.66

                             0.02

    50,001  -   100,000

           5,942,980.81

                             0.33

   100,001  -   150,000

          22,314,753.00

                             1.26

   150,001  -   200,000

          50,383,104.43

                             2.84

   200,001  -   250,000

          69,720,153.74

                             3.93

   250,001  -   300,000

          77,242,020.99

                             4.35

   300,001  -   350,000

          80,819,077.33

                             4.55

   350,001  -   400,000

        149,989,321.90

                             8.45

   400,001  -   450,000

        217,067,103.33

                            12.23

   450,001  -   500,000

        189,912,927.41

                            10.70

   500,001  -   550,000

        144,391,990.12

                             8.13

   550,001  -   600,000

        141,097,561.88

                             7.95

   600,001  -   650,000

        161,825,018.42

                             9.12

   650,001  -   700,000

          58,095,014.30

                             3.27

   700,001  -   750,000

          50,983,579.94

                             2.87

   750,001  -   800,000

          26,455,017.59

                             1.49

   800,001  -   850,000

          29,737,405.61

                             1.68

   850,001  -   900,000

          36,168,658.79

                             2.04

   900,001  -   950,000

          16,571,316.42

                             0.93

   950,001  - 1,000,000

          51,403,396.56

                             2.90

 1,000,001  - 1,050,000

          10,230,006.44

                             0.58

 1,050,001  - 1,100,000

          14,043,450.34

                             0.79

 1,100,001  - 1,150,000

           9,063,602.90

                             0.51

 1,150,001  - 1,200,000

          10,624,871.32

                             0.60

 1,200,001  - 1,250,000

          12,294,294.57

                             0.69

 1,250,001  - 1,300,000

           6,458,120.05

                             0.36

 1,300,001  - 1,350,000

          13,285,523.37

                             0.75

 1,350,001  - 1,400,000

          19,272,167.35

                             1.09

 1,400,001  - 1,450,000

           4,280,639.52

                             0.24

 1,450,001  - 1,500,000

          38,747,436.09

                             2.18

 1,500,001  - 1,550,000

           1,520,000.00

                             0.09

 1,550,001  - 1,600,000

           4,762,853.52

                             0.27

 1,600,001  - 1,650,000

           8,135,131.29

                             0.46

 1,650,001  - 1,700,000

           5,043,363.72

                             0.28

 1,700,001  - 1,750,000

           5,212,456.44

                             0.29

 1,750,001  - 1,800,000

           3,548,033.63

                             0.20

 1,850,001  - 1,900,000

           1,900,000.00

                             0.11

 1,900,001  - 1,950,000

           7,694,714.10

                             0.43

 1,950,001  - 2,000,000

          13,935,852.59

                             0.79

 2,000,001  - 2,050,000

           2,001,230.57

                             0.11

 2,600,001  - 2,603,365

           2,603,364.83

                             0.15

 

1,775,049,087

100.00%

 

 

 

Occupancy Types

 

Balance

 

 Primary

1,338,874,019.06

75.43

 Investor

315,471,302.26

17.77

 Second Home

120,703,765.55

6.80

 

1,775,049,087

100.00%

 

 

 

Loan Term

 

Balance

%

       360

1,775,049,086.87

100.00

 

1,775,049,087

100.00%

 

 

 

Loan Purpose

 

Balance

 

 Purchase

851,609,051.01

47.98

 Cash Out Refinance

696,509,863.77

39.24

 Rate/Term Refinance

226,930,172.09

12.78

 

1,775,049,087

100.00%

 

 

 

Product Type

 

Balance

 

 Negam MTA

1,629,348,167.91

91.79

 Negam LIBOR

145,700,918.96

8.21

 

1,775,049,087

100.00%

 

 

 

Interest Only

 

Balance

 

 Fully Amortizing

1,775,049,086.87

100.00

 

1,775,049,087

100.00%

 

 

 

Hybrid Types

 

Balance

 

 Fully Amortizing

1,775,049,086.87

100.00

 

1,775,049,087

100.00%

 

 

 

Property Type

 

Balance

 

 Single Family

1,034,315,201.72

58.27

 PUD

411,128,141.22

23.16

 Condominium

198,517,312.12

11.18

 Two-Four Family

130,845,218.35

7.37

 Co-Op

243,213.46

0.01

 

1,775,049,087

100.00%

 

 

 

Documentation

 

Balance

 

 Reduced Documentation

1,340,756,280.67

75.53

 Full Documentation

248,626,887.83

14.01

 SISA

125,607,135.56

7.08

 Alternative Documentation

59,458,782.81

3.35

 Unknown

600,000.00

0.03

 

1,775,049,087

100.00%

 

 

 

Lien Priority

 

Balance

 

 First Lien

1,775,049,086.87

100.00

 

1,775,049,087

100.00%

 

 

 

Mortgage Insurance

 No MI

1,573,731,015.69

88.66

 PMI

71,550,868.10

4.03

 MGIC

34,650,929.99

1.95

 Commonwealth

30,241,587.41

1.70

 United Guaranty

28,712,970.80

1.62

 GEMICO

14,918,013.55

0.84

 Triad Guaranty Ins. Co.

12,305,870.87

0.69

 Radian

8,937,830.46

0.50

 

1,775,049,087

100.00%

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Geographic Distribution-States

State

Balance

 

 California

1,097,687,804.00

61.84

 Florida

178,366,476.95

10.05

 Nevada

72,418,287.72

4.08

 Arizona

58,628,813.31

3.30

 Virginia

49,349,053.05

2.78

 New Jersey

46,147,772.88

2.60

 Hawaii

28,180,641.50

1.59

 Maryland

25,047,593.39

1.41

 Illinois

24,632,028.20

1.39

 Washington

22,451,268.41

1.26

 Massachusetts

20,867,773.68

1.18

 New York

18,981,983.77

1.07

 Colorado

17,138,561.41

0.97

 Michigan

11,533,678.88

0.65

 Minnesota

10,397,608.00

0.59

 Georgia

8,454,775.38

0.48

 North Carolina

8,336,929.12

0.47

 Oregon

7,706,062.92

0.43

 Utah

7,239,719.50

0.41

 Connecticut

7,174,592.46

0.40

 South Carolina

7,054,805.15

0.40

 Texas

6,360,193.66

0.36

 Idaho

5,669,603.90

0.32

 Wisconsin

4,022,590.43

0.23

 New Mexico

3,975,587.86

0.22

 Louisiana

3,725,809.20

0.21

 Missouri

3,128,391.29

0.18

 Alabama

2,629,471.11

0.15

 Indiana

2,587,646.59

0.15

 Pennsylvania

2,514,809.63

0.14

 Tennessee

1,945,722.03

0.11

 Ohio

1,836,923.15

0.10

 District of Columbia

1,468,153.84

0.08

 Rhode Island

1,154,327.83

0.07

 Arkansas

1,087,907.19

0.06

 Montana

950,787.45

0.05

 Delaware

880,946.83

0.05

 Vermont

721,308.42

0.04

 Kentucky

523,881.19

0.03

 Oklahoma

485,604.74

0.03

 West Virginia

485,082.28

0.03

 Alaska

303,659.00

0.02

 Iowa

269,028.61

0.02

 Kansas

256,943.81

0.01

 Mississippi

164,710.70

0.01

 South Dakota

103,766.45

0.01

 

1,775,049,087

100.00%

 

 

 

 

 

 

 

 

 

Geographic Distribution-MSAs

MSA

Balance

 

 Los Angeles-Riverside-Orange County-CA

502,602,189.52

28.31

 San Francisco-Oakland-San Jose-CA

293,825,058.96

16.55

 San Diego-CA

120,734,594.82

6.80

Unknown

84,837,742.87

4.78

 Washington-Baltimore-DC-MD-VA-WV

69,684,126.41

3.93

 Las Vegas-NV-AZ

68,103,682.40

3.84

 Miami-Fort Lauderdale-FL

65,906,327.30

3.71

 Sacramento-Yolo-CA

56,402,961.78

3.18

 New York-Northern New Jersey-Long Island-NY-NJ-

54,452,853.75

3.07

 Phoenix-Mesa-AZ

50,036,332.96

2.82

 Chicago-Gary-Kenosha-IL-IN-WI

24,709,165.86

1.39

 Salinas-CA

21,813,247.76

1.23

 Tampa-St. Petersburg-Clearwater-FL

21,651,232.53

1.22

 Stockton-Lodi-CA

21,086,359.25

1.19

 Santa Barbara-Santa-Maria-Lompoc-CA

19,882,562.33

1.12

 Seattle-Tacoma-Bremerton-WA

18,763,674.25

1.06

 Boston-Worcester-Lawrence-MA-NH-ME-CT

18,327,845.04

1.03

 West Palm Beach-Boca Raton-FL

17,672,119.31

1.00

 Fort Myers-Cape Coral-FL

14,987,869.03

0.84

 Orlando-FL

12,897,009.67

0.73

 Sarasota-Bradenton-FL

12,727,376.08

0.72

 San Luis Obispo-Atascadero-Paso Robles-CA

11,623,361.65

0.65

 Modesto-CA

10,904,976.00

0.61

 Philadelphia-Wilmington-Atlantic City-PA-NJ-DE-

10,292,219.33

0.58

 Minneapolis-St. Paul-MN-WI

10,245,130.06

0.58

 Denver-Boulder-Greeley-CO

8,830,532.07

0.50

 Detroit-Ann Arbor-Flint-MI

8,075,626.21

0.45

 Naples-FL

8,047,569.72

0.45

 Honolulu-HI

7,400,591.26

0.42

 Fresno-CA

7,377,685.90

0.42

 Bakersfield-CA

6,508,686.57

0.37

 Merced-CA

6,473,278.39

0.36

 New Haven-West Haven-Bridgeport-CT

6,397,931.24

0.36

 Portland-Salem-OR-WA

5,485,938.65

0.31

 Reno-NV

5,241,144.60

0.30

 Atlanta-GA

5,195,555.35

0.29

 Norfolk-Virginia Beach-Newport News-VA-NC

5,063,092.76

0.29

 Redding-CA

3,383,259.33

0.19

 New Orleans-LA

3,325,837.78

0.19

 Jacksonville-FL

3,319,662.39

0.19

 St. Louis-MO-IL

3,036,422.26

0.17

 Tucson-AZ

2,925,883.55

0.16

 Daytona Beach-FL

2,583,380.29

0.15

 Albuquerque-NM

2,451,241.35

0.14

 Dalla-Fort Worth-TX

2,429,546.69

0.14

 Fort Pierce-Port St. Lucie-FL

2,328,756.58

0.13

 Boise City-ID

2,160,169.01

0.12

 Salt Lake City-Ogden-UT

2,136,001.08

0.12

 Wilmington-NC

2,119,850.09

0.12

 Yuba City-CA

2,104,788.54

0.12

 Melbourne-Titusville-Palm Bay-FL

2,034,483.99

0.11

 Panama City-FL

1,914,791.34

0.11

 Barnstable-Yarmouth-MA

1,897,093.52

0.11

 Indianapolis-IN

1,859,311.25

0.10

 Santa Fe-NM

1,524,346.51

0.09

 Milwaukee-Racine-WI

1,494,342.76

0.08

 Austin-San Marcos-TX

1,471,229.04

0.08

 Colorado Springs-CO

1,435,848.62

0.08

 Mobile-AL

1,398,806.57

0.08

 Chico-Paradise-CA

1,378,271.52

0.08

 Houston-Galveston-Brazoria-TX

1,346,619.42

0.08

 Fort Walton Beach-FL

1,331,992.59

0.08

 Myrtle Beach-SC

1,322,708.30

0.07

 Cleveland-Akron-OH

1,165,648.01

0.07

 Providence-Fall River-Warwick-RI-MA

1,154,327.83

0.07

 Birmingham-AL

1,128,125.80

0.06

 Knoxville-TN

1,090,806.39

0.06

 Lakeland-Winter Haven-FL

1,065,400.26

0.06

 Eugene-Springfield-OR

914,021.70

0.05

 Lansing-East Lansing-MI

912,662.41

0.05

 Charleston-North Charleston-SC

897,481.01

0.05

 Lancaster-PA

872,914.82

0.05

 Hartford-CT

776,661.22

0.04

 Fort Collins-Loveland-CO

753,922.67

0.04

 Richmond-Petersburg-VA

718,028.56

0.04

 Pensacola-FL

662,076.17

0.04

 Ocala-FL

635,809.44

0.04

 San Antonio-TX

633,747.09

0.04

 NULL

611,250.00

0.03

 Flagstaff-AZ-UT

607,359.79

0.03

 Fayetteville-Springdale-Rogers-AR

547,885.79

0.03

 Glens Falls-NY

523,220.41

0.03

 Charlotte-Gastonia-Rock Hill-NC-SC

500,979.57

0.03

 Columbus-OH

496,000.00

0.03

 Burlington-VT

493,810.29

0.03

 Greensboro-Winston-Salem-High Point-NC

459,602.77

0.03

 Yuma-AZ

447,971.05

0.03

 Bellingham-WA

403,090.48

0.02

 Tallahassee-FL

367,139.52

0.02

 Columbia-SC

366,390.24

0.02

 Kansas City-MO-KS

348,912.84

0.02

 Chattanooga-TN-GA

326,227.55

0.02

 Louisville-KY-IN

325,971.19

0.02

 Nashville-TN

292,764.93

0.02

 El Paso-TX

277,105.95

0.02

 Tulsa-OK

260,589.24

0.01

 Punta Gorda-FL

245,000.00

0.01

 Allentown-Bethlehem-Easton-PA

231,212.58

0.01

 Oklahoma City-OK

225,015.50

0.01

 Shreveport-Bossier City-LA

224,000.00

0.01

 Provo-Orem-UT

220,252.08

0.01

 Visalia-Tulare-Porterville-CA

213,445.89

0.01

 Richland-Kennewick-Pasco-WA

209,927.50

0.01

 McAllen-Edinburg-Mission-TX

201,945.47

0.01

 Medford-Ashland-OR

199,443.58

0.01

 Lexington-KY

197,910.00

0.01

 Rochester-NY

187,858.01

0.01

 Iowa City-IA

184,419.04

0.01

 Janesville-Beloit-WI

175,900.00

0.01

 Cincinnati-Hamilton-OH-KY-IN

175,275.14

0.01

 Biloxi-Gulfport-Pascagoula-MS

164,710.70

0.01

 Grand Rapids-Muskegon-Holland-MI

156,533.36

0.01

 Yakima-WA

146,700.00

0.01

 Jacksonville-NC

139,553.05

0.01

 Gainesville-FL

137,378.38

0.01

 Grand Junction-CO

132,024.91

0.01

 Asheville-NC

130,937.23

0.01

 Elkhart-Goshen-IN

128,497.46

0.01

 Greenville-Spartanburg-Anderson-SC

115,006.51

0.01

 Spokane-WA

104,795.52

0.01

 Baton Rouge-LA

103,734.01

0.01

 Montgomery-AL

102,538.74

0.01

 Roanoke-VA

99,801.18

0.01

 Athens-GA

99,695.61

0.01

 Syracuse-NY

85,852.42

0.00

 Davenport-Moline-Rock Island-IA-IL

84,609.57

0.00

 Little Rock-North Little Rock-AR

72,769.45

0.00

 Lafayette-LA

72,237.41

0.00

 Macon-GA

59,905.57

0.00

 

1,775,049,087

100.00%