Exhibit 99.1
Meritage Mortgage Loan Trust 2005-3
Available Funds Schedules
RBS
FRM: | 50% PricingSpeed | |
ARM: | 150% PricingSpeed | |
Enable Call: | Yes | |
(1) Assumes the 1-month LIBOR remains constant at 20.000%.
(2) Assumes the 6-month LIBOR remains constant at 20.000%.
• The Effective Net WAC Rate is calculated as the Net WAC Rate plus the percentage calculated as cashflow from the Yield Maintenance Agreement expressed on a Actual/360 annual rate assuming the bond balances as the denominator.
| | | | | | (1)(2) | | (1)(2) | |
| | | | | | NetWac | | Effective | |
Period | | 1 Mo LIBOR | | 6 Mo LIBOR | | Cap | | NetWac Rate | |
| | | | | | | | | |
1 | | 4.08900 | | 4.46900 | | N/A | | N/A | |
2 | | 20.00000 | | 20.00000 | | 7.03 | | 10.50 | |
3 | | 20.00000 | | 20.00000 | | 7.03 | | 10.50 | |
4 | | 20.00000 | | 20.00000 | | 7.78 | | 10.50 | |
5 | | 20.00000 | | 20.00000 | | 7.03 | | 10.50 | |
6 | | 20.00000 | | 20.00000 | | 7.27 | | 10.51 | |
7 | | 20.00000 | | 20.00000 | | 7.03 | | 10.51 | |
8 | | 20.00000 | | 20.00000 | | 7.27 | | 10.51 | |
9 | | 20.00000 | | 20.00000 | | 7.04 | | 10.51 | |
10 | | 20.00000 | | 20.00000 | | 7.04 | | 10.52 | |
11 | | 20.00000 | | 20.00000 | | 7.28 | | 10.52 | |
12 | | 20.00000 | | 20.00000 | | 7.05 | | 10.52 | |
13 | | 20.00000 | | 20.00000 | | 7.29 | | 10.53 | |
14 | | 20.00000 | | 20.00000 | | 7.06 | | 10.53 | |
15 | | 20.00000 | | 20.00000 | | 7.07 | | 10.54 | |
16 | | 20.00000 | | 20.00000 | | 7.83 | | 10.55 | |
17 | | 20.00000 | | 20.00000 | | 7.08 | | 10.55 | |
18 | | 20.00000 | | 20.00000 | | 7.32 | | 10.55 | |
19 | | 20.00000 | | 20.00000 | | 7.09 | | 10.56 | |
20 | | 20.00000 | | 20.00000 | | 7.33 | | 10.57 | |
21 | | 20.00000 | | 20.00000 | | 7.12 | | 10.56 | |
22 | | 20.00000 | | 20.00000 | | 7.52 | | 10.51 | |
23 | | 20.00000 | | 20.00000 | | 9.66 | | 10.47 | |
24 | | 20.00000 | | 20.00000 | | 9.34 | | 10.47 | |
25 | | 20.00000 | | 20.00000 | | 9.65 | | 10.46 | |
26 | | 20.00000 | | 20.00000 | | 9.34 | | 10.51 | |
27 | | 20.00000 | | 20.00000 | | 9.35 | | 10.51 | |
28 | | 20.00000 | | 20.00000 | | 10.23 | | 10.43 | |
29 | | 20.00000 | | 20.00000 | | 10.48 | | 10.48 | |
30 | | 20.00000 | | 20.00000 | | 10.81 | | 10.81 | |
31 | | 20.00000 | | 20.00000 | | 10.45 | | 10.45 | |
32 | | 20.00000 | | 20.00000 | | 10.78 | | 10.78 | |
33 | | 20.00000 | | 20.00000 | | 10.43 | | 10.43 | |
34 | | 20.00000 | | 20.00000 | | 10.65 | | 10.65 | |
35 | | 20.00000 | | 20.00000 | | 11.87 | | 11.87 | |
36 | | 20.00000 | | 20.00000 | | 11.46 | | 11.46 | |
37 | | 20.00000 | | 20.00000 | | 11.81 | | 11.81 | |
38 | | 20.00000 | | 20.00000 | | 11.39 | | 11.39 | |
39 | | 20.00000 | | 20.00000 | | 11.37 | | 11.37 | |
40 | | 20.00000 | | 20.00000 | | 12.73 | | 12.73 | |
41 | | 20.00000 | | 20.00000 | | 12.09 | | 12.09 | |
42 | | 20.00000 | | 20.00000 | | 12.44 | | 12.44 | |
43 | | 20.00000 | | 20.00000 | | 0.00 | | 0.00 | |
44 | | 20.00000 | | 20.00000 | | 0.00 | | 0.00 | |
LIBOR_1MO=4.089000, LIBOR_6MO=4.469000
150 PricingSpeed
Period | | Date | | Principal | | Interest | | Cash Flow | | Balance | | Accrued Interest | |
Total | | | | 227,297,000.00 | | 7,820,626.92 | | 235,117,626.92 | | | | 7,820,626.92 | |
| | | | | | | | | | | | | |
0 | | 21-Nov-05 | | 0 | | 0 | | 0 | | 227,297,000.00 | | 0 | |
1 | | 25-Dec-05 | | 6,076,265.36 | | 894,034.87 | | 6,970,300.22 | | 221,220,734.64 | | 894,034.87 | |
2 | | 25-Jan-06 | | 8,025,972.23 | | 870,134.89 | | 8,896,107.12 | | 213,194,762.41 | | 870,134.89 | |
3 | | 25-Feb-06 | | 9,980,148.69 | | 838,566.07 | | 10,818,714.75 | | 203,214,613.73 | | 838,566.07 | |
4 | | 25-Mar-06 | | 11,921,025.29 | | 799,310.81 | | 12,720,336.11 | | 191,293,588.44 | | 799,310.81 | |
5 | | 25-Apr-06 | | 13,829,528.73 | | 752,421.45 | | 14,581,950.18 | | 177,464,059.71 | | 752,421.45 | |
6 | | 25-May-06 | | 15,685,847.80 | | 698,025.30 | | 16,383,873.10 | | 161,778,211.91 | | 698,025.30 | |
7 | | 25-Jun-06 | | 17,469,684.46 | | 636,327.63 | | 18,106,012.09 | | 144,308,527.45 | | 636,327.63 | |
8 | | 25-Jul-06 | | 19,160,539.73 | | 567,613.54 | | 19,728,153.27 | | 125,147,987.73 | | 567,613.54 | |
9 | | 25-Aug-06 | | 20,709,997.37 | | 492,248.75 | | 21,202,246.13 | | 104,437,990.35 | | 492,248.75 | |
10 | | 25-Sep-06 | | 21,558,055.29 | | 410,789.43 | | 21,968,844.72 | | 82,879,935.07 | | 410,789.43 | |
11 | | 25-Oct-06 | | 20,514,934.04 | | 325,994.41 | | 20,840,928.45 | | 62,365,001.03 | | 325,994.41 | |
12 | | 25-Nov-06 | | 19,522,390.08 | | 245,302.34 | | 19,767,692.42 | | 42,842,610.94 | | 245,302.34 | |
13 | | 25-Dec-06 | | 18,577,967.64 | | 168,514.27 | | 18,746,481.91 | | 24,264,643.30 | | 168,514.27 | |
14 | | 25-Jan-07 | | 17,679,330.29 | | 95,440.93 | | 17,774,771.22 | | 6,585,313.01 | | 95,440.93 | |
15 | | 25-Feb-07 | | 6,585,313.01 | | 25,902.23 | | 6,611,215.24 | | 0 | | 25,902.23 | |
LIBOR_1MO=4.089000, LIBOR_6MO=4.469000
150 PricingSpeed
Period | | Date | | Principal | | Interest | | Cash Flow | | Balance | | Accrued Interest | |
Total | | | | 106,209,000.00 | | 8,502,221.54 | | 114,711,221.54 | | | | 8,502,221.54 | |
| | | | | | | | | | | | | |
0 | | 21-Nov-05 | | 0 | | 0 | | 0 | | 106,209,000.00 | | 0 | |
1 | | 25-Dec-05 | | 0 | | 463,779.30 | | 463,779.30 | | 106,209,000.00 | | 463,779.30 | |
2 | | 25-Jan-06 | | 0 | | 463,779.30 | | 463,779.30 | | 106,209,000.00 | | 463,779.30 | |
3 | | 25-Feb-06 | | 0 | | 463,779.30 | | 463,779.30 | | 106,209,000.00 | | 463,779.30 | |
4 | | 25-Mar-06 | | 0 | | 463,779.30 | | 463,779.30 | | 106,209,000.00 | | 463,779.30 | |
5 | | 25-Apr-06 | | 0 | | 463,779.30 | | 463,779.30 | | 106,209,000.00 | | 463,779.30 | |
6 | | 25-May-06 | | 0 | | 463,779.30 | | 463,779.30 | | 106,209,000.00 | | 463,779.30 | |
7 | | 25-Jun-06 | | 0 | | 463,779.30 | | 463,779.30 | | 106,209,000.00 | | 463,779.30 | |
8 | | 25-Jul-06 | | 0 | | 463,779.30 | | 463,779.30 | | 106,209,000.00 | | 463,779.30 | |
9 | | 25-Aug-06 | | 0 | | 463,779.30 | | 463,779.30 | | 106,209,000.00 | | 463,779.30 | |
10 | | 25-Sep-06 | | 0 | | 463,779.30 | | 463,779.30 | | 106,209,000.00 | | 463,779.30 | |
11 | | 25-Oct-06 | | 0 | | 463,779.30 | | 463,779.30 | | 106,209,000.00 | | 463,779.30 | |
12 | | 25-Nov-06 | | 0 | | 463,779.30 | | 463,779.30 | | 106,209,000.00 | | 463,779.30 | |
13 | | 25-Dec-06 | | 0 | | 463,779.30 | | 463,779.30 | | 106,209,000.00 | | 463,779.30 | |
14 | | 25-Jan-07 | | 0 | | 463,779.30 | | 463,779.30 | | 106,209,000.00 | | 463,779.30 | |
15 | | 25-Feb-07 | | 10,238,942.13 | | 463,779.30 | | 10,702,721.43 | | 95,970,057.87 | | 463,779.30 | |
16 | | 25-Mar-07 | | 16,010,627.36 | | 419,069.25 | | 16,429,696.61 | | 79,959,430.51 | | 419,069.25 | |
17 | | 25-Apr-07 | | 15,236,434.85 | | 349,156.18 | | 15,585,591.03 | | 64,722,995.66 | | 349,156.18 | |
18 | | 25-May-07 | | 14,499,763.31 | | 282,623.75 | | 14,782,387.06 | | 50,223,232.35 | | 282,623.75 | |
19 | | 25-Jun-07 | | 13,798,791.46 | | 219,308.11 | | 14,018,099.57 | | 36,424,440.89 | | 219,308.11 | |
20 | | 25-Jul-07 | | 13,480,073.77 | | 159,053.39 | | 13,639,127.17 | | 22,944,367.11 | | 159,053.39 | |
21 | | 25-Aug-07 | | 19,250,255.81 | | 100,190.40 | | 19,350,446.21 | | 3,694,111.31 | | 100,190.40 | |
22 | | 25-Sep-07 | | 3,694,111.31 | | 16,130.95 | | 3,710,242.26 | | 0 | | 16,130.95 | |
Questions / Stratification Requests:
1) Rating agency’s base case loss expectation (per agency to single-B level)
Moody’s
B2: 6.55%
S&P
B: 3.73%
DBRS
B: 5.10%
2) Percentage of first liens with corresponding second lien in the deal, percentage of first liens with silent seconds, CLTV of loans with silents, CLTV of entire pool with silents and louds
16.18 have secs in the deal
46.95 have seconds in or out of the deal
99.33% cltv (incl ss) for first liens with ss
95.13% cltv (incl ss) for the total deal
3) Silent second stratification
See attached
4) Second lien stratification
See attached
5) IO stratification
See attached
6) Weighted average DTI
41.55%
7) Riverside / San Bernardino concentration, FICO, LTV, CLTV (including silents)
See attached
8) Stratification for attached zip codes (CONFIDENTIAL)
See attached
PLEASE DO NOT ALTER THIS PAGE. IT IS CUT DIRECTLY INTO A MODEL.
| | Fixed $ | | 2/28 $ | | 3/27 $ | | 5/25 $ | | Other | |
LTV : | | | | | | | | | | | |
Below 70 | | 2.65 | % | 3.29 | % | 3.82 | % | 0.00 | % | 0.00 | % |
70.01 to 75 | | 3.18 | % | 3.45 | % | 3.72 | % | 0.00 | % | 0.00 | % |
75.01 to 80 | | 11.54 | % | 56.03 | % | 41.58 | % | 60.85 | % | 0.00 | % |
80.01 to 85 | | 7.26 | % | 5.40 | % | 9.57 | % | 39.15 | % | 0.62 | % |
85.01 to 90 | | 8.77 | % | 7.70 | % | 12.93 | % | 0.00 | % | 1.79 | % |
90.01 to 95 | | 7.37 | % | 6.03 | % | 2.44 | % | 0.00 | % | 3.91 | % |
95.01 to 100 | | 59.23 | % | 18.09 | % | 25.94 | % | 0.00 | % | 93.67 | % |
100.01 plus | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
| | | | | | | | | | | |
FICO | | | | | | | | | | | |
N/A | | 0.08 | % | 0.14 | % | 0.00 | % | 0.00 | % | 0.00 | % |
below 549 | | 1.62 | % | 3.31 | % | 1.51 | % | 0.00 | % | 0.00 | % |
550 to 574 | | 1.76 | % | 3.61 | % | 0.37 | % | 0.00 | % | 0.00 | % |
575 to 599 | | 7.25 | % | 11.63 | % | 4.98 | % | 0.00 | % | 0.00 | % |
600 to 624 | | 22.35 | % | 19.16 | % | 31.84 | % | 74.91 | % | 12.85 | % |
625 to 649 | | 23.13 | % | 18.57 | % | 25.83 | % | 0.00 | % | 19.26 | % |
650 to 674 | | 19.95 | % | 14.84 | % | 22.21 | % | 25.09 | % | 18.31 | % |
675 to 699 | | 13.08 | % | 12.54 | % | 4.91 | % | 0.00 | % | 20.65 | % |
700 plus | | 10.78 | % | 16.21 | % | 8.37 | % | 0.00 | % | 28.93 | % |
| | | | | | | | | | | |
Property Type: | | | | | | | | | | | |
2-UNIT | | 1.70 | % | 1.91 | % | 0.00 | % | 0.00 | % | 1.92 | % |
3-UNIT | | 5.58 | % | 6.40 | % | 0.00 | % | 0.00 | % | 11.48 | % |
4-UNIT | | 1.91 | % | 3.39 | % | 3.24 | % | 0.00 | % | 3.84 | % |
CONDO | | 3.68 | % | 2.99 | % | 0.94 | % | 0.00 | % | 4.38 | % |
PUD | | 10.69 | % | 17.29 | % | 17.01 | % | 0.00 | % | 15.29 | % |
SFR | | 76.43 | % | 68.02 | % | 78.80 | % | 100.00 | % | 63.09 | % |
MH Stratification: | | | |
Total Balance | | 0 | |
% Pool Balance | | 0.00 | % |
Ave. FICO | | 0 | |
Ave. LTV | | 0 | |
% Full Docs | | 0 | % |
| | | |
Silent Seconds Stratification: | | | |
Total Balance | | 208,895,353 | |
% Pool Balance | | 47.0 | % |
Ave. FICO | | 665 | |
Ave. LTV | | 80.10 | |
% Full Docs | | 54.47 | % |
| | | |
Second Lien Stratification: | | | |
Total Balance | | 38,588,226 | |
% Pool Balance | | 8.7 | % |
Ave. FICO | | 668 | |
Ave. LTV | | 99.51 | |
% Full Docs | | 54.22 | % |
| | | |
LTV Above 90 Stratification: | | | |
Total Balance | | 137,525,674 | |
% Pool Balance | | 30.9 | % |
Ave. FICO | | 647 | |
Ave. LTV | | 98.98 | |
% Full Docs | | 78.87 | % |
Purpose: | | | | | | | | | | | |
Purchase | | 60.50 | % | 71.76 | % | 47.27 | % | 25.09 | % | 86.87 | % |
Refinance rate/term | | 6.08 | % | 4.38 | % | 7.72 | % | 0.00 | % | 0.89 | % |
Cash Out Refi (COF) Below 70 LTV | | 2.52 | % | 2.83 | % | 1.47 | % | 0.00 | % | 0.00 | % |
COF with LTV 70.01 to 75 | | 2.79 | % | 1.95 | % | 3.72 | % | 0.00 | % | 0.00 | % |
COF with LTV 75.01 to 80 | | 5.26 | % | 8.53 | % | 10.64 | % | 35.76 | % | 0.00 | % |
COF with LTV 80.01 to 85 | | 4.26 | % | 3.15 | % | 9.57 | % | 0.00 | % | 0.00 | % |
COF with LTV 85.01 to 90 | | 6.61 | % | 2.29 | % | 10.09 | % | 39.15 | % | 1.00 | % |
COF with LTV 90.01 to 95 | | 3.96 | % | 3.09 | % | 2.44 | % | 0.00 | % | 2.56 | % |
COF with LTV 95.01 to 100 | | 8.02 | % | 2.02 | % | 7.08 | % | 0.00 | % | 8.68 | % |
COF withLTV 100.01 plus | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
Other | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
| | | | | | | | | | | |
Occupancy Status: | | | | | | | | | | | |
Owner Occupied | | 91.77 | % | 94.65 | % | 96.66 | % | 100.00 | % | 99.67 | % |
2nd Home | | 5.22 | % | 2.45 | % | 1.26 | % | 0.00 | % | 0.33 | % |
Investment | | 3.01 | % | 2.90 | % | 2.08 | % | 0.00 | % | 0.00 | % |
Other | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
| | | | | | | | | | | |
Loan Balance | | | | | | | | | | | |
Below 50,000 | | 30.95 | % | 1.18 | % | 0.72 | % | 0.00 | % | 25.64 | % |
50,000.01 to 100,000 | | 26.93 | % | 10.71 | % | 15.71 | % | 0.00 | % | 38.90 | % |
100,000.01 to 150,000 | | 20.14 | % | 16.49 | % | 14.96 | % | 60.85 | % | 24.05 | % |
150,000.01 to 200,000 | | 13.28 | % | 15.18 | % | 16.20 | % | 39.15 | % | 7.22 | % |
200,000.01 to 400,000 | | 8.69 | % | 35.14 | % | 39.77 | % | 0.00 | % | 4.18 | % |
400,000.01 to 500,000 | | 0.00 | % | 10.51 | % | 5.49 | % | 0.00 | % | 0.00 | % |
500,000.01 to 600,000 | | 0.00 | % | 6.40 | % | 7.14 | % | 0.00 | % | 0.00 | % |
600,000.01 to 1,000,000 | | 0.00 | % | 4.40 | % | 0.00 | % | 0.00 | % | 0.00 | % |
1,000,000.01 and above | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
| | | | | | | | | | | |
Loan Term | | | | | | | | | | | |
>30 Years | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
30 Years | | 51.30 | % | 100.00 | % | 100.00 | % | 100.00 | % | 0.00 | % |
20 Years | | 1.33 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
15 Years | | 47.37 | % | 0.00 | % | 0.00 | % | 0.00 | % | 100.00 | % |
Other | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
Documentation Type | | | | | | | | | | | |
Full Documentation | | 81.56 | % | 69.75 | % | 90.81 | % | 100.00 | % | 50.22 | % |
Limited Documentation | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
Stated Docs with LTV below 70 | | 0.00 | % | 0.27 | % | 1.47 | % | 0.00 | % | 0.00 | % |
Stated Docs with LTV 70.01 to 75 | | 0.00 | % | 0.51 | % | 0.00 | % | 0.00 | % | 0.00 | % |
Stated Docs with LTV 75.01 to 80 | | 1.53 | % | 25.32 | % | 4.60 | % | 0.00 | % | 0.00 | % |
Stated Docs with LTV 80.01 to 85 | | 0.00 | % | 0.54 | % | 0.00 | % | 0.00 | % | 0.62 | % |
Stated Docs with LTV 85.01 to 90 | | 0.00 | % | 0.60 | % | 0.00 | % | 0.00 | % | 1.10 | % |
Stated Docs with LTV 90.01 to 95 | | 1.02 | % | 0.39 | % | 0.00 | % | 0.00 | % | 1.26 | % |
Stated Docs with LTV 95.01 to 100 | | 15.89 | % | 2.62 | % | 3.13 | % | 0.00 | % | 46.78 | % |
Stated Docs with LTV above 100.01 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
Other | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
| | | | | | | | | | | |
Lien Status | | | | | | | | | | | |
1st Lien | | 51.97 | % | 100.00 | % | 100.00 | % | 100.00 | % | 0.00 | % |
Second Liens with LTV below 85 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.62 | % |
Second Liens with LTV 85.01 to 90 | | 0.18 | % | 0.00 | % | 0.00 | % | 0.00 | % | 1.79 | % |
Second Liens with LTV 90.01 to 95 | | 1.35 | % | 0.00 | % | 0.00 | % | 0.00 | % | 3.91 | % |
Second Liens with LTV 95.01 to 100 | | 46.50 | % | 0.00 | % | 0.00 | % | 0.00 | % | 93.67 | % |
Second Liens with LTV above 100.01 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
| | | | | | | | | | | |
Interest Only | | | | | | | | | | | |
Dollar of Mortgage Type | | 0 | | 385,935,260 | | 8,509,824 | | 402,300 | | 27,995,784 | |
Ave. FICO | | 0 | | 645 | | 638 | | 624 | | 675 | |
Ave. LTV | | 0.00 | | 84.72 | | 86.27 | | 83.91 | | 99.41 | |
% Stated Docs | | 0.00 | % | 30.25 | % | 9.19 | % | 0.00 | % | 49.78 | % |
% Full Docs | | 0.00 | % | 69.75 | % | 90.81 | % | 100.00 | % | 50.22 | % |
MMC 2005-3
LTV/FICO Matrix
| | LTV | |
| | 60 and below | | 60.01-65 | | 65.01-70 | | 70.01-75 | | 75.01-80 | | 80.01-85 | | 85.01-90 | | 90.01-95 | | 95.01-100 | | Total | |
ARM | | | | | | | | | | | | | | | | | | | | | |
FICO | | | | | | | | | | | | | | | | | | | | | |
000 - 479 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.04 | % | 0.07 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.12 | % |
500 - 519 | | 0.00 | % | 0.04 | % | 0.03 | % | 0.04 | % | 0.09 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.20 | % |
520 - 539 | | 0.03 | % | 0.12 | % | 0.22 | % | 0.30 | % | 0.43 | % | 0.85 | % | 0.00 | % | 0.00 | % | 0.00 | % | 1.96 | % |
540 - 559 | | 0.02 | % | 0.05 | % | 0.15 | % | 0.24 | % | 1.02 | % | 0.38 | % | 0.44 | % | 0.00 | % | 0.00 | % | 2.30 | % |
560 - 579 | | 0.19 | % | 0.01 | % | 0.48 | % | 0.43 | % | 0.59 | % | 0.39 | % | 0.83 | % | 0.81 | % | 1.31 | % | 5.04 | % |
580 - 599 | | 0.07 | % | 0.00 | % | 0.20 | % | 0.44 | % | 0.89 | % | 0.69 | % | 1.13 | % | 1.19 | % | 2.12 | % | 6.72 | % |
600 - 619 | | 0.21 | % | 0.08 | % | 0.17 | % | 0.41 | % | 8.35 | % | 1.12 | % | 1.27 | % | 1.25 | % | 2.60 | % | 15.46 | % |
620 - 639 | | 0.15 | % | 0.18 | % | 0.11 | % | 0.50 | % | 8.17 | % | 0.71 | % | 0.87 | % | 0.58 | % | 3.38 | % | 14.65 | % |
640 - 659 | | 0.00 | % | 0.00 | % | 0.17 | % | 0.00 | % | 7.50 | % | 0.34 | % | 1.01 | % | 0.44 | % | 4.53 | % | 13.99 | % |
660 - 679 | | 0.05 | % | 0.00 | % | 0.00 | % | 0.21 | % | 4.50 | % | 0.09 | % | 0.85 | % | 0.60 | % | 2.02 | % | 8.33 | % |
680 - 699 | | 0.02 | % | 0.00 | % | 0.00 | % | 0.43 | % | 6.47 | % | 0.33 | % | 0.26 | % | 0.21 | % | 2.51 | % | 10.24 | % |
700 - 719 | | 0.09 | % | 0.00 | % | 0.05 | % | 0.01 | % | 3.43 | % | 0.00 | % | 0.17 | % | 0.13 | % | 1.32 | % | 5.19 | % |
720 - 739 | | 0.03 | % | 0.00 | % | 0.00 | % | 0.00 | % | 3.34 | % | 0.00 | % | 0.13 | % | 0.00 | % | 1.20 | % | 4.70 | % |
740 - 759 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 2.29 | % | 0.00 | % | 0.08 | % | 0.00 | % | 0.67 | % | 3.03 | % |
760 - 779 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 1.61 | % | 0.00 | % | 0.01 | % | 0.33 | % | 0.30 | % | 2.25 | % |
780 - 799 | | 0.03 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.55 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.10 | % | 0.68 | % |
800 - 850 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.16 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.03 | % | 0.19 | % |
| | | | | | | | | | | | | | | | | | | | | |
Total | | 0.87 | % | 0.48 | % | 1.59 | % | 3.06 | % | 49.45 | % | 4.91 | % | 7.08 | % | 5.52 | % | 22.09 | % | 95.04 | % |
FIXED | | | | | | | | | | | | | | | | | | | | | |
FICO | | | | | | | | | | | | | | | | | | | | | |
000 - 479 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
500 - 519 | | 0.00 | % | 0.00 | % | 0.01 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.01 | % |
520 - 539 | | 0.00 | % | 0.00 | % | 0.04 | % | 0.03 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.07 | % |
540 - 559 | | 0.01 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.04 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.05 | % |
560 - 579 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.01 | % | 0.01 | % | 0.07 | % | 0.00 | % | 0.05 | % | 0.02 | % | 0.16 | % |
580 - 599 | | 0.03 | % | 0.00 | % | 0.00 | % | 0.08 | % | 0.00 | % | 0.02 | % | 0.04 | % | 0.01 | % | 0.05 | % | 0.23 | % |
600 - 619 | | 0.00 | % | 0.00 | % | 0.02 | % | 0.03 | % | 0.11 | % | 0.06 | % | 0.01 | % | 0.05 | % | 0.68 | % | 0.97 | % |
620 - 639 | | 0.00 | % | 0.00 | % | 0.01 | % | 0.00 | % | 0.17 | % | 0.09 | % | 0.10 | % | 0.04 | % | 0.56 | % | 0.96 | % |
640 - 659 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.14 | % | 0.04 | % | 0.12 | % | 0.08 | % | 0.48 | % | 0.86 | % |
660 - 679 | | 0.01 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.03 | % | 0.00 | % | 0.02 | % | 0.06 | % | 0.50 | % | 0.63 | % |
680 - 699 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.07 | % | 0.03 | % | 0.03 | % | 0.01 | % | 0.34 | % | 0.48 | % |
700 - 719 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.06 | % | 0.06 | % | 0.00 | % | 0.08 | % | 0.20 | % |
720 - 739 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.04 | % | 0.05 | % | 0.03 | % | 0.12 | % |
740 - 759 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.01 | % | 0.01 | % | 0.10 | % | 0.13 | % |
760 - 779 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.07 | % | 0.07 | % |
780 - 799 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.02 | % | 0.02 | % |
| | | | | | | | | | | | | | | | | | | | | |
Total | | 0.06 | % | 0.00 | % | 0.08 | % | 0.16 | % | 0.57 | % | 0.36 | % | 0.43 | % | 0.37 | % | 2.94 | % | 4.96 | % |
| | | | | | | | | | | | | | | | | | | | 100.00 | % |
CLTV/FICO Matrix
| | CLTV (including silent seconds) | |
| | 60 and below | | 60.01-65 | | 65.01-70 | | 70.01-75 | | 75.01-80 | | 80.01-85 | | 85.01-90 | | 90.01-95 | | 95.01-100 | | 100.01-105 | | 105.01-110 | | 110.01+ | | Total | |
ARM | | | | | | | | | | | | | | | | | | | | | | | | | | | |
FICO | | | | | | | | | | | | | | | | | | | | | | | | | | | |
000 - 479 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.04 | % | 0.06 | % | 0.00 | % | 0.00 | % | 0.01 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.12 | % |
500 - 519 | | 0.00 | % | 0.04 | % | 0.03 | % | 0.04 | % | 0.09 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.20 | % |
520 - 539 | | 0.03 | % | 0.12 | % | 0.22 | % | 0.30 | % | 0.36 | % | 0.79 | % | 0.02 | % | 0.02 | % | 0.10 | % | 0.00 | % | 0.00 | % | 0.00 | % | 1.96 | % |
540 - 559 | | 0.02 | % | 0.05 | % | 0.15 | % | 0.24 | % | 0.80 | % | 0.26 | % | 0.42 | % | 0.08 | % | 0.29 | % | 0.00 | % | 0.00 | % | 0.00 | % | 2.30 | % |
560 - 579 | | 0.19 | % | 0.01 | % | 0.48 | % | 0.43 | % | 0.53 | % | 0.33 | % | 0.66 | % | 0.78 | % | 1.63 | % | 0.00 | % | 0.00 | % | 0.00 | % | 5.04 | % |
580 - 599 | | 0.07 | % | 0.00 | % | 0.20 | % | 0.44 | % | 0.85 | % | 0.61 | % | 1.05 | % | 1.19 | % | 2.32 | % | 0.00 | % | 0.00 | % | 0.00 | % | 6.72 | % |
600 - 619 | | 0.21 | % | 0.08 | % | 0.17 | % | 0.24 | % | 0.63 | % | 1.25 | % | 1.35 | % | 1.43 | % | 10.10 | % | 0.00 | % | 0.00 | % | 0.00 | % | 15.46 | % |
620 - 639 | | 0.15 | % | 0.00 | % | 0.11 | % | 0.51 | % | 0.67 | % | 0.69 | % | 0.71 | % | 0.99 | % | 10.81 | % | 0.00 | % | 0.00 | % | 0.00 | % | 14.65 | % |
640 - 659 | | 0.00 | % | 0.00 | % | 0.17 | % | 0.00 | % | 0.53 | % | 0.34 | % | 1.18 | % | 1.08 | % | 10.69 | % | 0.00 | % | 0.00 | % | 0.00 | % | 13.99 | % |
660 - 679 | | 0.05 | % | 0.00 | % | 0.00 | % | 0.21 | % | 0.26 | % | 0.09 | % | 0.76 | % | 1.06 | % | 5.90 | % | 0.00 | % | 0.00 | % | 0.00 | % | 8.33 | % |
680 - 699 | | 0.02 | % | 0.00 | % | 0.00 | % | 0.11 | % | 0.25 | % | 0.33 | % | 0.28 | % | 0.34 | % | 8.92 | % | 0.00 | % | 0.00 | % | 0.00 | % | 10.24 | % |
700 - 719 | | 0.09 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.12 | % | 0.00 | % | 0.16 | % | 0.58 | % | 4.24 | % | 0.00 | % | 0.00 | % | 0.00 | % | 5.19 | % |
720 - 739 | | 0.03 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.03 | % | 0.00 | % | 0.23 | % | 0.04 | % | 4.37 | % | 0.00 | % | 0.00 | % | 0.00 | % | 4.70 | % |
740 - 759 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.02 | % | 0.00 | % | 0.19 | % | 0.00 | % | 2.83 | % | 0.00 | % | 0.00 | % | 0.00 | % | 3.03 | % |
760 - 779 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.01 | % | 0.44 | % | 1.80 | % | 0.00 | % | 0.00 | % | 0.00 | % | 2.25 | % |
780 - 799 | | 0.03 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.65 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.68 | % |
800 - 850 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.19 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.19 | % |
| | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | 0.87 | % | 0.30 | % | 1.53 | % | 2.57 | % | 5.19 | % | 4.69 | % | 7.02 | % | 8.03 | % | 64.84 | % | 0.00 | % | 0.00 | % | 0.00 | % | 95.04 | % |
FIXED | | | | | | | | | | | | | | | | | | | | | | | | | | | |
FICO | | | | | | | | | | | | | | | | | | | | | | | | | | | |
000 - 479 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
500 - 519 | | 0.00 | % | 0.00 | % | 0.01 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.01 | % |
520 - 539 | | 0.00 | % | 0.00 | % | 0.04 | % | 0.03 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.07 | % |
540 - 559 | | 0.01 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.03 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.01 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.05 | % |
560 - 579 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.01 | % | 0.00 | % | 0.07 | % | 0.00 | % | 0.05 | % | 0.03 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.16 | % |
580 - 599 | | 0.03 | % | 0.00 | % | 0.00 | % | 0.08 | % | 0.00 | % | 0.02 | % | 0.02 | % | 0.01 | % | 0.08 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.23 | % |
600 - 619 | | 0.00 | % | 0.00 | % | 0.02 | % | 0.03 | % | 0.04 | % | 0.06 | % | 0.01 | % | 0.05 | % | 0.75 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.97 | % |
620 - 639 | | 0.00 | % | 0.00 | % | 0.01 | % | 0.00 | % | 0.03 | % | 0.09 | % | 0.08 | % | 0.06 | % | 0.70 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.96 | % |
640 - 659 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.13 | % | 0.04 | % | 0.12 | % | 0.08 | % | 0.49 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.86 | % |
660 - 679 | | 0.01 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.02 | % | 0.06 | % | 0.53 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.63 | % |
680 - 699 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.03 | % | 0.03 | % | 0.03 | % | 0.01 | % | 0.37 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.48 | % |
700 - 719 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.06 | % | 0.06 | % | 0.00 | % | 0.08 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.20 | % |
720 - 739 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.04 | % | 0.05 | % | 0.03 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.12 | % |
740 - 759 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.01 | % | 0.01 | % | 0.10 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.13 | % |
760 - 779 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.07 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.07 | % |
780 - 799 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.02 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.02 | % |
| | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | 0.06 | % | 0.00 | % | 0.08 | % | 0.16 | % | 0.26 | % | 0.36 | % | 0.39 | % | 0.38 | % | 3.27 | % | 0.00 | % | 0.00 | % | 0.00 | % | 4.96 | % |
| | | | | | | | | | | | | | | | | | | | | | | | | | 100.00 | % |
| | IO | |
FICO | | | |
000 - 479 | | 0.04 | % |
500 - 519 | | 0.00 | % |
520 - 539 | | 0.44 | % |
540 - 559 | | 0.41 | % |
560 - 579 | | 1.09 | % |
580 - 599 | | 1.31 | % |
600 - 619 | | 4.64 | % |
620 - 639 | | 4.36 | % |
640 - 659 | | 5.21 | % |
660 - 679 | | 3.28 | % |
680 - 699 | | 5.57 | % |
700 - 719 | | 2.83 | % |
720 - 739 | | 2.88 | % |
740 - 759 | | 1.96 | % |
760 - 779 | | 1.33 | % |
780 - 799 | | 0.41 | % |
800 - 850 | | 0.13 | % |
| | Mortgage Insurance | |
FICO | | | |
000 - 479 | | 0.00 | % |
480 - 499 | | 0.00 | % |
500 - 519 | | 0.00 | % |
520 - 539 | | 0.00 | % |
540 - 559 | | 0.00 | % |
560 - 579 | | 0.00 | % |
580 - 599 | | 0.00 | % |
600 - 619 | | 0.00 | % |
620 - 639 | | 0.00 | % |
640 - 659 | | 0.00 | % |
660 - 679 | | 0.00 | % |
680 - 699 | | 0.00 | % |
700 - 719 | | 0.00 | % |
720 - 739 | | 0.00 | % |
740 - 759 | | 0.00 | % |
760 - 779 | | 0.00 | % |
780 - 799 | | 0.00 | % |
800 - 850 | | 0.00 | % |
| | Mortgage Insurance | |
LTV | | | |
60 and below | | 0.00 | % |
60.01-65 | | 0.00 | % |
65.01-70 | | 0.00 | % |
70.01-75 | | 0.00 | % |
75.01-80 | | 0.00 | % |
80.01-85 | | 0.00 | % |
85.01-90 | | 0.00 | % |
90.01-95 | | 0.00 | % |
95.01-100 | | 0.00 | % |
100.01+ | | 0.00 | % |
DTI/FICO matrix
| | | | DTI | |
product | | fico range | | <20 | | 20-24.9 | | 25-29.9 | | 30-34.9 | | 35-39.9 | | 40-44.9 | | 45-49.9 | | 50-54.9 | | 55-59.9 | | 60+ | | TOTAL | |
ARM | | 000 - 499 | | 0.00 | % | 0.00 | % | 0.01 | % | 0.00 | % | 0.00 | % | 0.04 | % | 0.07 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.12 | % |
| | 500 - 549 | | 0.08 | % | 0.12 | % | 0.15 | % | 0.29 | % | 0.37 | % | 0.51 | % | 1.15 | % | 0.23 | % | 0.00 | % | 0.00 | % | 2.90 | % |
| | 550 - 574 | | 0.05 | % | 0.18 | % | 0.46 | % | 0.20 | % | 0.30 | % | 0.53 | % | 1.13 | % | 0.29 | % | 0.00 | % | 0.00 | % | 3.14 | % |
| | 575 - 599 | | 0.12 | % | 0.40 | % | 0.80 | % | 1.19 | % | 1.34 | % | 2.14 | % | 3.36 | % | 0.83 | % | 0.00 | % | 0.00 | % | 10.18 | % |
| | 600 - 619 | | 0.65 | % | 0.48 | % | 1.01 | % | 1.45 | % | 1.73 | % | 3.05 | % | 3.45 | % | 3.39 | % | 0.24 | % | 0.00 | % | 15.46 | % |
| | 620 - 649 | | 1.01 | % | 0.77 | % | 1.42 | % | 1.68 | % | 2.79 | % | 4.53 | % | 3.45 | % | 4.47 | % | 0.35 | % | 0.00 | % | 20.46 | % |
| | 650 - 679 | | 0.62 | % | 0.26 | % | 0.81 | % | 1.30 | % | 2.72 | % | 4.14 | % | 4.41 | % | 2.16 | % | 0.09 | % | 0.00 | % | 16.51 | % |
| | 680 - 699 | | 0.32 | % | 0.29 | % | 0.42 | % | 0.82 | % | 1.62 | % | 3.21 | % | 2.35 | % | 1.07 | % | 0.13 | % | 0.00 | % | 10.24 | % |
| | 700 - 749 | | 0.24 | % | 0.19 | % | 0.33 | % | 1.10 | % | 1.69 | % | 2.75 | % | 3.60 | % | 1.43 | % | 0.09 | % | 0.00 | % | 11.43 | % |
| | 750 - 799 | | 0.23 | % | 0.02 | % | 0.12 | % | 0.16 | % | 0.31 | % | 1.85 | % | 1.41 | % | 0.23 | % | 0.09 | % | 0.00 | % | 4.42 | % |
| | 800 - 850 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.03 | % | 0.16 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.19 | % |
| | Total | | 3.33 | % | 2.71 | % | 5.54 | % | 8.19 | % | 12.87 | % | 22.78 | % | 24.54 | % | 14.11 | % | 0.99 | % | 0.00 | % | 95.04 | % |
Fixed | | 000 - 499 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
| | 500 - 549 | | 0.03 | % | 0.00 | % | 0.00 | % | 0.04 | % | 0.00 | % | 0.00 | % | 0.01 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.08 | % |
| | 550 - 574 | | 0.00 | % | 0.00 | % | 0.01 | % | 0.01 | % | 0.03 | % | 0.04 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.09 | % |
| | 575 - 599 | | 0.01 | % | 0.08 | % | 0.02 | % | 0.05 | % | 0.04 | % | 0.08 | % | 0.04 | % | 0.03 | % | 0.00 | % | 0.00 | % | 0.36 | % |
| | 600 - 619 | | 0.01 | % | 0.04 | % | 0.09 | % | 0.06 | % | 0.11 | % | 0.23 | % | 0.25 | % | 0.18 | % | 0.00 | % | 0.00 | % | 0.97 | % |
| | 620 - 649 | | 0.04 | % | 0.06 | % | 0.05 | % | 0.12 | % | 0.37 | % | 0.30 | % | 0.22 | % | 0.12 | % | 0.01 | % | 0.00 | % | 1.29 | % |
| | 650 - 679 | | 0.01 | % | 0.01 | % | 0.02 | % | 0.15 | % | 0.31 | % | 0.17 | % | 0.22 | % | 0.28 | % | 0.00 | % | 0.00 | % | 1.16 | % |
| | 680 - 699 | | 0.00 | % | 0.01 | % | 0.01 | % | 0.04 | % | 0.05 | % | 0.16 | % | 0.16 | % | 0.04 | % | 0.00 | % | 0.00 | % | 0.48 | % |
| | 700 - 749 | | 0.00 | % | 0.00 | % | 0.02 | % | 0.07 | % | 0.11 | % | 0.02 | % | 0.11 | % | 0.06 | % | 0.00 | % | 0.00 | % | 0.40 | % |
| | 750 - 799 | | 0.00 | % | 0.00 | % | 0.03 | % | 0.03 | % | 0.01 | % | 0.03 | % | 0.01 | % | 0.01 | % | 0.00 | % | 0.00 | % | 0.13 | % |
| | 800 - 850 | | | | | | | | | | | | | | | | | | | | | | | |
| | Total | | 0.11 | % | 0.22 | % | 0.24 | % | 0.58 | % | 1.04 | % | 1.04 | % | 1.01 | % | 0.73 | % | 0.01 | % | 0.00 | % | 4.96 | % |
| | | | | | | | | | | | | | | | | | | | | | | | 100.00 | % |
General Pool Statistics
Geographic distribution
State | | % | |
California | | 26.58 | % |
Florida | | 8.35 | % |
Arizona | | 7.45 | % |
Oregon | | 6.36 | % |
Washington | | 3.53 | % |
Massachusetts | | 3.46 | % |
Illinois | | 3.08 | % |
Nevada | | 2.64 | % |
Ohio | | 2.60 | % |
Indiana | | 2.50 | % |
Georgia | | 2.49 | % |
Colorado | | 2.45 | % |
Michigan | | 2.44 | % |
Missouri | | 2.28 | % |
Pennsylvania | | 2.13 | % |
Utah | | 2.06 | % |
Maryland | | 1.91 | % |
Kansas | | 1.53 | % |
Rhode Island | | 1.41 | % |
Idaho | | 1.17 | % |
Texas | | 1.03 | % |
Virginia | | 0.98 | % |
New Jersey | | 0.97 | % |
Connecticut | | 0.91 | % |
Oklahoma | | 0.91 | % |
Nebraska | | 0.89 | % |
Louisiana | | 0.80 | % |
Iowa | | 0.76 | % |
New Mexico | | 0.72 | % |
Tennessee | | 0.71 | % |
Alabama | | 0.62 | % |
Kentucky | | 0.62 | % |
Minnesota | | 0.45 | % |
South Dakota | | 0.44 | % |
Delaware | | 0.43 | % |
District of Columbia | | 0.42 | % |
Arkansas | | 0.39 | % |
North Carolina | | 0.33 | % |
Mississippi | | 0.29 | % |
Wisconsin | | 0.22 | % |
New Hampshire | | 0.17 | % |
New York | | 0.16 | % |
West Virginia | | 0.14 | % |
Montana | | 0.11 | % |
Wyoming | | 0.08 | % |
South Carolina | | 0.03 | % |
Documentation
| | % | |
NIV | | 32.65 | % |
Stated Documentation | | 30.32 | % |
Full Documentation | | 13.44 | % |
SIVA | | 10.60 | % |
Reduced Documentation | | 6.38 | % |
No Income / No Asset | | 2.84 | % |
No Ratio | | 2.02 | % |
No Documentation | | 0.97 | % |
VOE | | 0.40 | % |
Streamline Documentation | | 0.37 | % |
Alternative Documentation | | 0.01 | % |
Occupancy Status
| | % | |
Primary | | 84.21 | % |
Investor | | 13.70 | % |
Second Home | | 2.09 | % |
Distribution by Property Type
| | % | |
Single Family | | 53.35 | % |
PUD | | 16.88 | % |
Single Family Detached | | 16.09 | % |
Condominium | | 5.42 | % |
2 Units | | 2.94 | % |
4 Units | | 2.30 | % |
Condo Low-Rise | | 1.49 | % |
3 Units | | 1.10 | % |
Condo High-Rise | | 0.31 | % |
Townhouse | | 0.07 | % |
Single Family Attached | | 0.05 | % |
Repayment type
| | % | |
2/28 6 Mo LIBOR ARM IO: Int Only | | 35.04 | % |
2/28 6 Mo LIBOR ARM | | 32.38 | % |
2/28 6 Mo LIBOR ARM BALLOON | | 19.32 | % |
2/13 6 Mo LIBOR ARM BALLOON | | 5.95 | % |
3/27 6 Mo LIBOR ARM | | 1.08 | % |
3/27 6 Mo LIBOR ARM IO: Int Only | | 0.83 | % |
2/13 6 Mo LIBOR ARM | | 0.35 | % |
5/25 6 Mo LIBOR ARM | | 0.09 | % |
Fixed Rate Balloon 15/30 | | 2.31 | % |
Fixed Rate | | 1.93 | % |
Fixed Rate Balloon 30/40 | | 0.71 | % |
Prepay penalty
1 year | | 7.16 | % |
2 year | | 77.46 | % |
3 year | | 4.71 | % |
none | | 10.67 | % |
Rate type
Borrower type
| | % | |
First Lien | | 91.33 | % |
Second Lien | | 8.67 | % |
Mortgage purpose
| | % | |
Purchase | | 71.64 | % |
Cash Out Refinance | | 24.06 | % |
Rate/Term Refinance | | 4.30 | % |
Summary statistics
Number of loans | | 3,042 | |
Total principal balance | | $ | 444,896,169 | |
Average outstanding balance | | $ | 146,251 | |
Largest outstanding balance | | $ | 892,500 | |
WALTV | | 86.10 | |
LTV >90% | | 30.91 | % |
WA Remaining Term (Months) | | 342 | |
WA Seasoning (months) | | 2 | |
WA Credit Score | | 647 | |
WAVG Includes one loan with 0 seasoning.
AFC
NA or fixed rate | | 4.96 | % |
1.000-1.999 | | 0.02 | % |
2.000-2.999 | | 35.95 | % |
3.000-3.999 | | 59.05 | % |
7.000-7.999 | | 0.02 | % |
Conforming
| | % | |
Conforming | | | |
Non conforming | | | |
1 | ARM |
2 | Owner occupied |
3 | Purchase |
4 | Full doc. |
5 | First lien |
6 | Fixed |
7 | Non-owner occupied |
8 | Refinancing |
9 | Limited doc. |
10 | Second lien |
| | | | 1 | | 2 | | 3 | | 4 | | 5 | | 6 | | 7 | | 8 | | 9 | | 10 | | 11 | |
| | | | <55 | | 56-60 | | 61-65 | | 66-70 | | 71-75 | | 76-80 | | 81-85 | | 86-90 | | 91-95 | | 96-100 | | >100 | |
1 | | <500 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
2 | | 501-525 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.02 | % | 0.07 | % | 0.03 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
3 | | 526-550 | | 0.04 | % | 0.05 | % | 0.05 | % | 0.04 | % | 0.28 | % | 0.97 | % | 0.57 | % | 0.15 | % | 0.00 | % | 0.00 | % | 0.00 | % |
4 | | 551-575 | | 0.04 | % | 0.00 | % | 0.04 | % | 0.07 | % | 0.40 | % | 0.71 | % | 0.75 | % | 1.33 | % | 0.00 | % | 0.46 | % | 0.00 | % |
5 | | 576-600 | | 0.14 | % | 0.05 | % | 0.18 | % | 0.21 | % | 0.21 | % | 1.21 | % | 0.83 | % | 1.36 | % | 1.51 | % | 3.04 | % | 0.00 | % |
6 | | 601-625 | | 0.03 | % | 0.00 | % | 0.05 | % | 0.12 | % | 0.57 | % | 11.48 | % | 0.81 | % | 1.13 | % | 1.25 | % | 1.89 | % | 0.00 | % |
7 | | 626-650 | | 0.08 | % | 0.00 | % | 0.01 | % | 0.08 | % | 0.27 | % | 9.14 | % | 0.75 | % | 1.28 | % | 0.39 | % | 3.53 | % | 0.00 | % |
8 | | 651-675 | | 0.04 | % | 0.00 | % | 0.03 | % | 0.28 | % | 0.54 | % | 10.39 | % | 0.12 | % | 0.57 | % | 0.52 | % | 4.41 | % | 0.00 | % |
9 | | 676-700 | | 0.03 | % | 0.00 | % | 0.11 | % | 0.11 | % | 0.38 | % | 5.49 | % | 0.22 | % | 0.71 | % | 0.16 | % | 3.03 | % | 0.00 | % |
10 | | >700 | | 0.01 | % | 0.06 | % | 0.00 | % | 0.10 | % | 0.17 | % | 9.11 | % | 0.00 | % | 0.45 | % | 0.21 | % | 3.76 | % | 0.00 | % |
| | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | 1 | | 2 | | 3 | | 4 | | 5 | | 6 | | 7 | | 8 | | 9 | | 10 | | 11 | |
| | | | <55 | | 56-60 | | 61-65 | | 66-70 | | 71-75 | | 76-80 | | 81-85 | | 86-90 | | 91-95 | | 96-100 | | >100 | |
1 | | <500 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
2 | | 501-525 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.02 | % | 0.07 | % | 0.03 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
3 | | 526-550 | | 0.03 | % | 0.05 | % | 0.04 | % | 0.06 | % | 0.28 | % | 0.99 | % | 0.58 | % | 0.15 | % | 0.00 | % | 0.00 | % | 0.00 | % |
4 | | 551-575 | | 0.09 | % | 0.02 | % | 0.04 | % | 0.07 | % | 0.40 | % | 0.73 | % | 0.75 | % | 1.34 | % | 0.00 | % | 0.46 | % | 0.00 | % |
5 | | 576-600 | | 0.17 | % | 0.05 | % | 0.19 | % | 0.21 | % | 0.22 | % | 1.05 | % | 0.89 | % | 1.41 | % | 1.51 | % | 3.10 | % | 0.00 | % |
6 | | 601-625 | | 0.04 | % | 0.00 | % | 0.08 | % | 0.09 | % | 0.53 | % | 11.60 | % | 1.09 | % | 1.19 | % | 1.43 | % | 4.29 | % | 0.00 | % |
7 | | 626-650 | | 0.08 | % | 0.00 | % | 0.04 | % | 0.10 | % | 0.22 | % | 9.32 | % | 0.74 | % | 0.97 | % | 0.49 | % | 5.22 | % | 0.00 | % |
8 | | 651-675 | | 0.04 | % | 0.00 | % | 0.03 | % | 0.28 | % | 0.63 | % | 9.47 | % | 0.16 | % | 0.25 | % | 0.59 | % | 5.77 | % | 0.00 | % |
9 | | 676-700 | | 0.04 | % | 0.00 | % | 0.11 | % | 0.11 | % | 0.47 | % | 5.41 | % | 0.12 | % | 0.46 | % | 0.32 | % | 3.91 | % | 0.00 | % |
10 | | >700 | | 0.00 | % | 0.06 | % | 0.00 | % | 0.07 | % | 0.18 | % | 8.52 | % | 0.00 | % | 0.12 | % | 0.24 | % | 5.00 | % | 0.00 | % |
| | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | 1 | | 2 | | 3 | | 4 | | 5 | | 6 | | 7 | | 8 | | 9 | | 10 | | 11 | |
| | | | <55 | | 56-60 | | 61-65 | | 66-70 | | 71-75 | | 76-80 | | 81-85 | | 86-90 | | 91-95 | | 96-100 | | >100 | |
1 | | <500 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
2 | | 501-525 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
3 | | 526-550 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.01 | % | 0.37 | % | 0.08 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
4 | | 551-575 | | 0.02 | % | 0.00 | % | 0.04 | % | 0.04 | % | 0.02 | % | 0.22 | % | 0.37 | % | 0.81 | % | 0.00 | % | 0.46 | % | 0.00 | % |
5 | | 576-600 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.01 | % | 0.09 | % | 0.55 | % | 0.14 | % | 0.60 | % | 0.73 | % | 2.89 | % | 0.00 | % |
6 | | 601-625 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.01 | % | 0.16 | % | 9.02 | % | 0.55 | % | 0.55 | % | 0.18 | % | 3.75 | % | 0.00 | % |
7 | | 626-650 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.05 | % | 0.14 | % | 7.11 | % | 0.27 | % | 0.42 | % | 0.36 | % | 4.29 | % | 0.00 | % |
8 | | 651-675 | | 0.04 | % | 0.00 | % | 0.00 | % | 0.20 | % | 0.24 | % | 8.00 | % | 0.03 | % | 0.22 | % | 0.16 | % | 4.83 | % | 0.00 | % |
9 | | 676-700 | | 0.03 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.18 | % | 5.13 | % | 0.11 | % | 0.34 | % | 0.14 | % | 3.47 | % | 0.00 | % |
10 | | >700 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.10 | % | 0.18 | % | 8.04 | % | 0.00 | % | 0.35 | % | 0.13 | % | 4.40 | % | 0.00 | % |
| | | | 1 | | 2 | | 3 | | 4 | | 5 | | 6 | | 7 | | 8 | | 9 | | 10 | | 11 | |
| | | | <55 | | 56-60 | | 61-65 | | 66-70 | | 71-75 | | 76-80 | | 81-85 | | 86-90 | | 91-95 | | 96-100 | | >100 | |
1 | | <500 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
2 | | 501-525 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.02 | % | 0.07 | % | 0.03 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
3 | | 526-550 | | 0.06 | % | 0.05 | % | 0.05 | % | 0.06 | % | 0.29 | % | 0.99 | % | 0.58 | % | 0.15 | % | 0.00 | % | 0.00 | % | 0.00 | % |
4 | | 551-575 | | 0.09 | % | 0.02 | % | 0.04 | % | 0.07 | % | 0.40 | % | 0.73 | % | 0.75 | % | 1.34 | % | 0.00 | % | 0.46 | % | 0.00 | % |
5 | | 576-600 | | 0.17 | % | 0.05 | % | 0.20 | % | 0.15 | % | 0.22 | % | 1.21 | % | 0.89 | % | 1.41 | % | 1.51 | % | 3.10 | % | 0.00 | % |
6 | | 601-625 | | 0.04 | % | 0.00 | % | 0.08 | % | 0.12 | % | 0.63 | % | 11.55 | % | 1.09 | % | 1.19 | % | 1.43 | % | 4.31 | % | 0.00 | % |
7 | | 626-650 | | 0.05 | % | 0.00 | % | 0.03 | % | 0.05 | % | 0.18 | % | 9.07 | % | 0.77 | % | 1.22 | % | 0.42 | % | 4.90 | % | 0.00 | % |
8 | | 651-675 | | 0.00 | % | 0.00 | % | 0.03 | % | 0.28 | % | 0.47 | % | 8.05 | % | 0.16 | % | 0.39 | % | 0.46 | % | 4.31 | % | 0.00 | % |
9 | | 676-700 | | 0.01 | % | 0.00 | % | 0.11 | % | 0.03 | % | 0.43 | % | 3.42 | % | 0.16 | % | 0.52 | % | 0.31 | % | 2.43 | % | 0.00 | % |
10 | | >700 | | 0.01 | % | 0.00 | % | 0.00 | % | 0.05 | % | 0.18 | % | 4.67 | % | 0.00 | % | 0.37 | % | 0.22 | % | 3.22 | % | 0.00 | % |
| | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | 1 | | 2 | | 3 | | 4 | | 5 | | 6 | | 7 | | 8 | | 9 | | 10 | | 11 | |
| | | | <55 | | 56-60 | | 61-65 | | 66-70 | | 71-75 | | 76-80 | | 81-85 | | 86-90 | | 91-95 | | 96-100 | | >100 | |
1 | | <500 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
2 | | 501-525 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.02 | % | 0.07 | % | 0.03 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
3 | | 526-550 | | 0.06 | % | 0.05 | % | 0.05 | % | 0.06 | % | 0.29 | % | 0.99 | % | 0.58 | % | 0.15 | % | 0.00 | % | 0.00 | % | 0.00 | % |
4 | | 551-575 | | 0.09 | % | 0.02 | % | 0.04 | % | 0.07 | % | 0.40 | % | 0.73 | % | 0.75 | % | 1.34 | % | 0.00 | % | 0.46 | % | 0.00 | % |
5 | | 576-600 | | 0.17 | % | 0.05 | % | 0.20 | % | 0.21 | % | 0.24 | % | 1.24 | % | 0.89 | % | 1.41 | % | 1.51 | % | 2.97 | % | 0.00 | % |
6 | | 601-625 | | 0.04 | % | 0.00 | % | 0.08 | % | 0.12 | % | 0.66 | % | 11.70 | % | 1.09 | % | 1.19 | % | 1.34 | % | 1.00 | % | 0.00 | % |
7 | | 626-650 | | 0.08 | % | 0.00 | % | 0.04 | % | 0.10 | % | 0.27 | % | 9.65 | % | 0.77 | % | 1.26 | % | 0.43 | % | 2.52 | % | 0.00 | % |
8 | | 651-675 | | 0.04 | % | 0.00 | % | 0.03 | % | 0.28 | % | 0.63 | % | 10.46 | % | 0.16 | % | 0.56 | % | 0.47 | % | 3.35 | % | 0.00 | % |
9 | | 676-700 | | 0.03 | % | 0.00 | % | 0.11 | % | 0.11 | % | 0.47 | % | 5.88 | % | 0.22 | % | 0.75 | % | 0.25 | % | 2.45 | % | 0.00 | % |
10 | | >700 | | 0.01 | % | 0.06 | % | 0.00 | % | 0.11 | % | 0.18 | % | 9.11 | % | 0.00 | % | 0.45 | % | 0.19 | % | 2.60 | % | 0.00 | % |
| | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | 1 | | 2 | | 3 | | 4 | | 5 | | 6 | | 7 | | 8 | | 9 | | 10 | | 11 | |
| | | | <55 | | 56-60 | | 61-65 | | 66-70 | | 71-75 | | 76-80 | | 81-85 | | 86-90 | | 91-95 | | 96-100 | | >100 | |
1 | | <500 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
2 | | 501-525 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
3 | | 526-550 | | 0.02 | % | 0.00 | % | 0.00 | % | 0.01 | % | 0.01 | % | 0.02 | % | 0.01 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
4 | | 551-575 | | 0.05 | % | 0.02 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.02 | % | 0.00 | % | 0.01 | % | 0.00 | % | 0.00 | % | 0.00 | % |
5 | | 576-600 | | 0.03 | % | 0.00 | % | 0.02 | % | 0.00 | % | 0.03 | % | 0.03 | % | 0.06 | % | 0.05 | % | 0.00 | % | 0.06 | % | 0.00 | % |
6 | | 601-625 | | 0.01 | % | 0.00 | % | 0.03 | % | 0.00 | % | 0.09 | % | 0.23 | % | 0.28 | % | 0.06 | % | 0.17 | % | 2.43 | % | 0.00 | % |
7 | | 626-650 | | 0.00 | % | 0.00 | % | 0.03 | % | 0.02 | % | 0.00 | % | 0.51 | % | 0.01 | % | 0.01 | % | 0.10 | % | 1.72 | % | 0.00 | % |
8 | | 651-675 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.09 | % | 0.07 | % | 0.03 | % | 0.02 | % | 0.07 | % | 1.62 | % | 0.00 | % |
9 | | 676-700 | | 0.01 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.09 | % | 0.39 | % | 0.00 | % | 0.04 | % | 0.17 | % | 1.01 | % | 0.00 | % |
10 | | >700 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.01 | % | 0.01 | % | 0.00 | % | 0.00 | % | 0.02 | % | 0.03 | % | 1.40 | % | 0.00 | % |
| | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | 1 | | 2 | | 3 | | 4 | | 5 | | 6 | | 7 | | 8 | | 9 | | 10 | | 11 | |
| | | | <55 | | 56-60 | | 61-65 | | 66-70 | | 71-75 | | 76-80 | | 81-85 | | 86-90 | | 91-95 | | 96-100 | | >100 | |
1 | | <500 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
2 | | 501-525 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
3 | | 526-550 | | 0.03 | % | 0.00 | % | 0.02 | % | 0.00 | % | 0.01 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
4 | | 551-575 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
5 | | 576-600 | | 0.00 | % | 0.00 | % | 0.01 | % | 0.01 | % | 0.01 | % | 0.19 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
6 | | 601-625 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.03 | % | 0.13 | % | 0.10 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.03 | % | 0.00 | % |
7 | | 626-650 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.05 | % | 0.33 | % | 0.02 | % | 0.32 | % | 0.00 | % | 0.03 | % | 0.00 | % |
8 | | 651-675 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.99 | % | 0.00 | % | 0.34 | % | 0.00 | % | 0.25 | % | 0.00 | % |
9 | | 676-700 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.48 | % | 0.10 | % | 0.28 | % | 0.01 | % | 0.14 | % | 0.00 | % |
10 | | >700 | | 0.01 | % | 0.00 | % | 0.00 | % | 0.05 | % | 0.00 | % | 0.59 | % | 0.00 | % | 0.35 | % | 0.00 | % | 0.16 | % | 0.00 | % |
| | | | 1 | | 2 | | 3 | | 4 | | 5 | | 6 | | 7 | | 8 | | 9 | | 10 | | 11 | |
| | | | <55 | | 56-60 | | 61-65 | | 66-70 | | 71-75 | | 76-80 | | 81-85 | | 86-90 | | 91-95 | | 96-100 | | >100 | |
1 | | <500 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
2 | | 501-525 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
3 | | 526-550 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.01 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
4 | | 551-575 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.10 | % | 0.04 | % | 0.03 | % | 0.02 | % | 0.00 | % | 0.00 | % | 0.00 | % |
5 | | 576-600 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.07 | % | 0.12 | % | 0.02 | % | 0.07 | % | 0.06 | % | 0.07 | % | 0.02 | % | 0.00 | % |
6 | | 601-625 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.15 | % | 0.04 | % | 0.08 | % | 0.07 | % | 0.00 | % | 0.00 | % |
7 | | 626-650 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.09 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.04 | % | 0.00 | % |
8 | | 651-675 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.13 | % | 0.04 | % | 0.00 | % | 0.08 | % | 0.11 | % | 0.06 | % | 0.00 | % |
9 | | 676-700 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.04 | % | 0.00 | % | 0.00 | % | 0.04 | % | 0.00 | % | 0.02 | % | 0.00 | % |
10 | | >700 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
| | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | 1 | | 2 | | 3 | | 4 | | 5 | | 6 | | 7 | | 8 | | 9 | | 10 | | 11 | |
| | | | <55 | | 56-60 | | 61-65 | | 66-70 | | 71-75 | | 76-80 | | 81-85 | | 86-90 | | 91-95 | | 96-100 | | >100 | |
1 | | <500 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
2 | | 501-525 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
3 | | 526-550 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
4 | | 551-575 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
5 | | 576-600 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.06 | % | 0.01 | % | 0.02 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
6 | | 601-625 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.03 | % | 0.15 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.01 | % | 0.00 | % |
7 | | 626-650 | | 0.03 | % | 0.00 | % | 0.01 | % | 0.05 | % | 0.09 | % | 0.58 | % | 0.00 | % | 0.07 | % | 0.07 | % | 0.34 | % | 0.00 | % |
8 | | 651-675 | | 0.04 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.16 | % | 2.41 | % | 0.00 | % | 0.20 | % | 0.13 | % | 1.71 | % | 0.00 | % |
9 | | 676-700 | | 0.03 | % | 0.00 | % | 0.00 | % | 0.08 | % | 0.04 | % | 2.46 | % | 0.06 | % | 0.23 | % | 0.02 | % | 1.61 | % | 0.00 | % |
10 | | >700 | | 0.00 | % | 0.06 | % | 0.00 | % | 0.07 | % | 0.00 | % | 4.44 | % | 0.00 | % | 0.10 | % | 0.02 | % | 1.94 | % | 0.00 | % |
| | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | 1 | | 2 | | 3 | | 4 | | 5 | | 6 | | 7 | | 8 | | 9 | | 10 | | 11 | |
| | | | <55 | | 56-60 | | 61-65 | | 66-70 | | 71-75 | | 76-80 | | 81-85 | | 86-90 | | 91-95 | | 96-100 | | >100 | |
1 | | <500 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
2 | | 501-525 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
3 | | 526-550 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
4 | | 551-575 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
5 | | 576-600 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.13 | % | 0.00 | % |
6 | | 601-625 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.08 | % | 3.32 | % | 0.00 | % |
7 | | 626-650 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.03 | % | 0.06 | % | 2.72 | % | 0.00 | % |
8 | | 651-675 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.03 | % | 0.12 | % | 2.67 | % | 0.00 | % |
9 | | 676-700 | | 0.01 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.08 | % | 1.60 | % | 0.00 | % |
10 | | >700 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.02 | % | 0.05 | % | 2.56 | % | 0.00 | % |
First Liens (excl. multi-family)
CLTV (excl. SS)
| | State | | <55 | | 56-60 | | 61-65 | | 66-70 | | 71-75 | | 76-80 | | 81-85 | | 86-90 | | 91-95 | | 96-100 | | >100 | |
1 | | AL | | 0.00 | % | 0.00 | % | 0.00 | % | 0.01 | % | 0.02 | % | 0.14 | % | 0.04 | % | 0.06 | % | 0.00 | % | 0.08 | % | 0.00 | % |
2 | | AR | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.11 | % | 0.02 | % | 0.06 | % | 0.01 | % | 0.03 | % | 0.00 | % |
3 | | AZ | | 0.03 | % | 0.00 | % | 0.04 | % | 0.12 | % | 0.43 | % | 5.19 | % | 0.59 | % | 0.33 | % | 0.61 | % | 1.71 | % | 0.00 | % |
4 | | CA | | 0.16 | % | 0.06 | % | 0.11 | % | 0.49 | % | 1.25 | % | 11.85 | % | 0.64 | % | 0.84 | % | 0.19 | % | 0.71 | % | 0.00 | % |
5 | | CO | | 0.00 | % | 0.03 | % | 0.00 | % | 0.00 | % | 0.04 | % | 1.42 | % | 0.09 | % | 0.27 | % | 0.04 | % | 0.14 | % | 0.00 | % |
6 | | CT | | 0.00 | % | 0.00 | % | 0.05 | % | 0.00 | % | 0.00 | % | 0.30 | % | 0.07 | % | 0.00 | % | 0.00 | % | 0.08 | % | 0.00 | % |
7 | | DC | | 0.03 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.03 | % | 0.17 | % | 0.00 | % | 0.05 | % | 0.00 | % | 0.00 | % | 0.00 | % |
8 | | DE | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.03 | % | 0.00 | % | 0.02 | % | 0.00 | % | 0.04 | % | 0.00 | % | 0.00 | % |
9 | | FL | | 0.02 | % | 0.02 | % | 0.08 | % | 0.07 | % | 0.27 | % | 3.92 | % | 0.28 | % | 0.66 | % | 0.61 | % | 1.61 | % | 0.00 | % |
10 | | GA | | 0.00 | % | 0.00 | % | 0.02 | % | 0.00 | % | 0.00 | % | 1.05 | % | 0.04 | % | 0.28 | % | 0.16 | % | 0.63 | % | 0.00 | % |
11 | | IA | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.03 | % | 0.20 | % | 0.06 | % | 0.06 | % | 0.00 | % | 0.15 | % | 0.00 | % |
12 | | ID | | 0.00 | % | 0.00 | % | 0.00 | % | 0.04 | % | 0.00 | % | 0.71 | % | 0.20 | % | 0.07 | % | 0.05 | % | 0.12 | % | 0.00 | % |
13 | | IL | | 0.01 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.01 | % | 1.00 | % | 0.01 | % | 0.07 | % | 0.05 | % | 0.18 | % | 0.00 | % |
14 | | IN | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.03 | % | 1.06 | % | 0.16 | % | 0.41 | % | 0.10 | % | 0.57 | % | 0.00 | % |
15 | | KS | | 0.00 | % | 0.00 | % | 0.01 | % | 0.01 | % | 0.02 | % | 0.43 | % | 0.03 | % | 0.22 | % | 0.06 | % | 0.48 | % | 0.00 | % |
16 | | KY | | 0.00 | % | 0.00 | % | 0.00 | % | 0.01 | % | 0.03 | % | 0.30 | % | 0.02 | % | 0.05 | % | 0.01 | % | 0.25 | % | 0.00 | % |
17 | | LA | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.22 | % | 0.11 | % | 0.04 | % | 0.01 | % | 0.28 | % | 0.00 | % |
18 | | MA | | 0.00 | % | 0.00 | % | 0.04 | % | 0.00 | % | 0.00 | % | 0.14 | % | 0.00 | % | 0.00 | % | 0.20 | % | 0.07 | % | 0.00 | % |
19 | | MD | | 0.04 | % | 0.00 | % | 0.03 | % | 0.00 | % | 0.11 | % | 1.36 | % | 0.14 | % | 0.14 | % | 0.30 | % | 0.16 | % | 0.00 | % |
20 | | ME | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.04 | % | 0.00 | % | 0.00 | % | 0.00 | % |
21 | | MI | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.04 | % | 0.48 | % | 0.17 | % | 0.44 | % | 0.21 | % | 0.58 | % | 0.00 | % |
22 | | MN | | 0.02 | % | 0.00 | % | 0.02 | % | 0.00 | % | 0.00 | % | 0.17 | % | 0.00 | % | 0.09 | % | 0.00 | % | 0.24 | % | 0.00 | % |
23 | | MO | | 0.00 | % | 0.00 | % | 0.01 | % | 0.04 | % | 0.05 | % | 1.02 | % | 0.18 | % | 0.26 | % | 0.19 | % | 1.01 | % | 0.00 | % |
24 | | MS | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.11 | % | 0.03 | % | 0.07 | % | 0.00 | % | 0.09 | % | 0.00 | % |
25 | | MT | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.06 | % | 0.10 | % | 0.04 | % | 0.00 | % | 0.00 | % | 0.10 | % | 0.00 | % |
26 | | NC | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.02 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.02 | % | 0.00 | % |
27 | | ND | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.06 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
28 | | NE | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.27 | % | 0.00 | % | 0.04 | % | 0.00 | % | 0.19 | % | 0.00 | % |
29 | | NJ | | 0.00 | % | 0.00 | % | 0.00 | % | 0.03 | % | 0.00 | % | 0.03 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.06 | % | 0.00 | % |
30 | | NM | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.05 | % | 0.40 | % | 0.00 | % | 0.24 | % | 0.12 | % | 0.05 | % | 0.00 | % |
31 | | NV | | 0.00 | % | 0.00 | % | 0.00 | % | 0.09 | % | 0.04 | % | 1.69 | % | 0.11 | % | 0.06 | % | 0.14 | % | 0.46 | % | 0.00 | % |
32 | | OH | | 0.02 | % | 0.01 | % | 0.00 | % | 0.00 | % | 0.03 | % | 0.90 | % | 0.14 | % | 0.22 | % | 0.12 | % | 0.77 | % | 0.00 | % |
33 | | OK | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.39 | % | 0.07 | % | 0.11 | % | 0.06 | % | 0.55 | % | 0.00 | % |
34 | | OR | | 0.03 | % | 0.00 | % | 0.02 | % | 0.03 | % | 0.27 | % | 2.73 | % | 0.27 | % | 0.32 | % | 0.41 | % | 0.98 | % | 0.00 | % |
35 | | PA | | 0.04 | % | 0.04 | % | 0.00 | % | 0.00 | % | 0.05 | % | 0.57 | % | 0.17 | % | 0.14 | % | 0.04 | % | 0.57 | % | 0.00 | % |
36 | | RI | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.13 | % | 0.00 | % | 0.00 | % | 0.06 | % | 0.00 | % | 0.00 | % |
37 | | SC | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.01 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.04 | % | 0.00 | % |
38 | | SD | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.13 | % | 0.03 | % | 0.04 | % | 0.00 | % | 0.01 | % | 0.00 | % |
39 | | TN | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.31 | % | 0.07 | % | 0.10 | % | 0.02 | % | 0.33 | % | 0.00 | % |
40 | | TX | | 0.01 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.34 | % | 0.02 | % | 0.09 | % | 0.05 | % | 0.46 | % | 0.00 | % |
41 | | UT | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.08 | % | 1.35 | % | 0.00 | % | 0.08 | % | 0.15 | % | 0.26 | % | 0.00 | % |
42 | | VA | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.05 | % | 0.45 | % | 0.07 | % | 0.19 | % | 0.04 | % | 0.31 | % | 0.00 | % |
43 | | VT | | 0.00 | % | 0.00 | % | 0.00 | % | 0.02 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
44 | | WA | | 0.05 | % | 0.00 | % | 0.00 | % | 0.03 | % | 0.09 | % | 1.99 | % | 0.26 | % | 0.43 | % | 0.13 | % | 0.35 | % | 0.00 | % |
45 | | WI | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.11 | % | 0.00 | % | 0.05 | % | 0.00 | % | 0.02 | % | 0.00 | % |
46 | | WV | | 0.00 | % | 0.00 | % | 0.00 | % | 0.03 | % | 0.00 | % | 0.05 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
47 | | WY | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.05 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
48 | | | | | | | | | | | | | | | | | | | | | | | | | |
49 | | | | | | | | | | | | | | | | | | | | | | | | | |
50 | | | | | | | | | | | | | | | | | | | | | | | | | |
51 | | | | | | | | | | | | | | | | | | | | | | | | | |
Second liens CLTV (excl. SS)
Start LTV | | <55 | | 56-60 | | 61-65 | | 66-70 | | 71-75 | | 76-80 | | 81-85 | | 86-90 | | 91-95 | | 96-100 | | >100 | |
<55 | | 0.01 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
56-60 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
61-65 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
66-70 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
71-75 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.04 | % | 0.20 | % | 0.00 | % |
76-80 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.07 | % | 0.33 | % | 12.45 | % | 0.00 | % |
81-85 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.01 | % | 0.03 | % | 0.35 | % | 0.00 | % |
86-90 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
91-95 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
96-100 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
>100 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
First liens - -multi family CLTV (excl. SS)
| | State | | <55 | | 56-60 | | 61-65 | | 66-70 | | 71-75 | | 76-80 | | 81-85 | | 86-90 | | 91-95 | | 96-100 | | >100 | |
1 | | AZ | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.05 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
2 | | CA | | 0.04 | % | 0.00 | % | 0.11 | % | 0.00 | % | 0.00 | % | 2.16 | % | 0.12 | % | 0.14 | % | 0.00 | % | 0.00 | % | 0.00 | % |
3 | | CT | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.45 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
4 | | FL | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.05 | % | 0.00 | % |
5 | | GA | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.12 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.09 | % | 0.00 | % |
6 | | IA | | 0.00 | % | 0.00 | % | 0.01 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
7 | | ID | | 0.01 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.04 | % | 0.00 | % | 0.00 | % | 0.00 | % |
8 | | IL | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.22 | % | 0.00 | % | 0.05 | % | 0.00 | % | 0.03 | % | 0.00 | % |
9 | | IN | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.03 | % | 0.00 | % | 0.02 | % | 0.02 | % | 0.02 | % | 0.00 | % |
10 | | KS | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.02 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
11 | | LA | | 0.00 | % | 0.02 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.04 | % | 0.00 | % | 0.03 | % | 0.00 | % | 0.00 | % | 0.00 | % |
12 | | MA | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 1.99 | % | 0.12 | % | 0.00 | % | 0.00 | % | 0.11 | % | 0.00 | % |
13 | | MD | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.01 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.04 | % | 0.00 | % |
14 | | MI | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.12 | % | 0.00 | % | 0.03 | % | 0.00 | % | 0.00 | % | 0.00 | % |
15 | | MN | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.08 | % | 0.00 | % | 0.00 | % | 0.00 | % |
16 | | MO | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.01 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
17 | | MS | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.01 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
18 | | NH | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.08 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
19 | | NJ | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.06 | % | 0.00 | % |
20 | | NM | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.02 | % | 0.00 | % |
21 | | NV | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.07 | % | 0.00 | % | 0.05 | % | 0.00 | % | 0.00 | % | 0.00 | % |
22 | | OH | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.02 | % | 0.00 | % | 0.02 | % | 0.00 | % | 0.00 | % | 0.00 | % |
23 | | OR | | 0.00 | % | 0.00 | % | 0.00 | % | 0.05 | % | 0.00 | % | 0.11 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
24 | | PA | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.01 | % | 0.03 | % | 0.00 | % | 0.03 | % | 0.00 | % | 0.11 | % | 0.00 | % |
25 | | RI | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.75 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.13 | % | 0.00 | % |
26 | | TN | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.05 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
27 | | UT | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.05 | % | 0.04 | % | 0.02 | % | 0.00 | % | 0.00 | % | 0.00 | % |
28 | | WA | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.09 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
29 | | WI | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.04 | % | 0.01 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
30 | | | | | | | | | | | | | | | | | | | | | | | | | |
31 | | | | | | | | | | | | | | | | | | | | | | | | | |
32 | | | | | | | | | | | | | | | | | | | | | | | | | |
33 | | | | | | | | | | | | | | | | | | | | | | | | | |
34 | | | | | | | | | | | | | | | | | | | | | | | | | |
35 | | | | | | | | | | | | | | | | | | | | | | | | | |
36 | | | | | | | | | | | | | | | | | | | | | | | | | |
37 | | | | | | | | | | | | | | | | | | | | | | | | | |
38 | | | | | | | | | | | | | | | | | | | | | | | | | |
39 | | | | | | | | | | | | | | | | | | | | | | | | | |
40 | | | | | | | | | | | | | | | | | | | | | | | | | |
41 | | | | | | | | | | | | | | | | | | | | | | | | | |
42 | | | | | | | | | | | | | | | | | | | | | | | | | |
43 | | | | | | | | | | | | | | | | | | | | | | | | | |
44 | | | | | | | | | | | | | | | | | | | | | | | | | |
45 | | | | | | | | | | | | | | | | | | | | | | | | | |
46 | | | | | | | | | | | | | | | | | | | | | | | | | |
47 | | | | | | | | | | | | | | | | | | | | | | | | | |
48 | | | | | | | | | | | | | | | | | | | | | | | | | |
49 | | | | | | | | | | | | | | | | | | | | | | | | | |
50 | | | | | | | | | | | | | | | | | | | | | | | | | |
51 | | | | | | | | | | | | | | | | | | | | | | | | | |
Product Type | | WA IO Term | | Number of Loans | | Loan Balance | | Avg. Loan Balance | | % of Total IO | | % of Total Pool | | WA FICO | | WA LTV | | % Owner Occupied | | % Purchase | | % Investor | | WA DTI | | % Full Doc | |
2/28 6 MO LIBOR IO | | 60 | | 544 | | 155,902,529.91 | | 286,585.53 | | 97.68 | % | 35.04 | % | 667 | | 82.39 | | 97.52 | % | 71.86 | % | 2.03 | % | 42.20 | | 60.33 | % |
3/27 6 MO LIBOR IO | | 60 | | 13 | | 3,703,900.00 | | 284,915.38 | | 2.32 | % | 0.83 | % | 633 | | 84.75 | | 100.00 | % | 62.33 | % | 0.00 | % | 42.74 | | 95.04 | % |
| | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total | | 60 | | 557 | | 159,606,429.91 | | 286,546.55 | | 100.00 | % | 35.87 | % | 666 | | 82.44 | | 97.57 | % | 71.64 | % | 1.98 | % | 42.21 | | 61.13 | % |
Please fill out chart with the appropriate characteristics for each rep line. Please note '% of total IO' should add up to 100%. Columns G, I, J, L, and M refer to % within the specific product type so they should not sum to 100%.
Initial Periodic Caps
Product Type | | 1.00% | | 1.50% | | 2.00% | | 2.50% | | 3.00% | | 3.50% | | 4.00% | | 4.50% | | 5.00% | |
2/28 6 MO LIBOR IO | | 0.00 | % | 0.00 | % | 35.04 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
3/27 6 MO LIBOR IO | | 0.00 | % | 0.00 | % | 0.83 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
| | | | | | | | | | | | | | | | | | | |
Total | | 0.00 | % | 0.00 | % | 35.87 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0 | |
Please fill out with total value dollars for loans in the pool that fall into teach cell of the matrix.
Instructions: Please also provide info on conforming and non-conforming pool (cells have already been formatted in column B, C, D, E)
| | | | group: | | group: | | group: | |
| | aggregate pool | | | | | | | |
gross WAC | | 7.772 | | | | | | | |
| | | | | | | | | |
wtd avg FICO | | 647 | | | | | | | |
FICO < 600 | | 16.75 | % | | | | | | |
FICO 600-650 | | 39.19 | % | | | | | | |
| | | | | | | | | |
wtd avg CLTV | | 95.13 | | | | | | | |
CLTV = 80 | | 3.73 | % | | | | | | |
CLTV > 80.01 | | 88.99 | % | | | | | | |
LTV 95.01 -100 | | 25.02 | % | | | | | | |
Full Doc (%) | | 69.53 | % | | | | | | |
Stated Doc (%) | | 30.47 | % | | | | | | |
| | | | | | | | | |
purch (%) | | 71.64 | % | | | | | | |
CO refi (%) | | 24.06 | % | | | | | | |
Own Occ (%) | | 94.86 | % | | | | | | |
Prepay Penalty (%) | | 89.33 | % | | | | | | |
DTI (%) | | 41.55 | | | | | | | |
ARM ? (%) | | 95.04 | % | | | | | | |
2/28 (%) | | 86.75 | % | | | | | | |
3/27 (%) | | 1.91 | % | | | | | | |
1st Lien (%) | | | | | | | | | |
Avg Loan Balance | | 146,251 | | | | | | | |
# of Loans | | 3,042 | | | | | | | |
Loan Bal < $100k | | 17.29 | % | | | | | | |
Mtg Rates > 12% | | 0.98 | % | | | | | | |
Manuf Housing (%) | | 0.00 | % | | | | | | |
| | | | | | | | | |
(%) & largest state code | | 26.58 | % | CA | | | | | |
silent 2nd (%) | | 46.95 | % | | | | | | |
IO loans (%) | | 35.87 | % | | | | | | |
5yr IO | | 35.87 | % | | | | | | |
2 yr IO | | 0.00 | % | | | | | | |
IO: FICO | | 666 | | | | | | | |
IO LTV | | 82.44 | | | | | | | |
IO DTI | | 42.21 | | | | | | | |
IO full doc | | 61.13 | % | | | | | | |
IO: purch | | 71.64 | % | | | | | | |
The percentages per table should add up to 100%
FICO & Documentation
FICO Score | | Full DOC | | Stated Doc | | Reduced / Limited Doc | | All Docs | | WAC | | Avg Prin Bal | | Current LTV | | | | | | | | | | | |
(you can delete not applicable buckets) | | | | | | | | | | | | | | | | | | | | | | | | | |
451 - 500 | | 0.02 | | 0.00 | | 0.00 | | 0.02 | | 9.680 | | 41,300 | | 68.84 | | | | | | | | | | | |
501 - 550 | | 3.10 | | 0.00 | | 0.00 | | 3.10 | | 8.860 | | 130,208 | | 78.19 | | | | | | | | | | | |
551 - 600 | | 14.53 | | 0.18 | | 0.00 | | 14.71 | | 8.430 | | 146,714 | | 87.62 | | | | | | | | | | | |
601 - 650 | | 33.71 | | 4.40 | | 0.00 | | 38.11 | | 7.750 | | 123,121 | | 85.88 | | | | | | | | | | | |
651 - 700 | | 12.90 | | 15.01 | | 0.00 | | 27.90 | | 7.570 | | 166,193 | | 87.14 | | | | | | | | | | | |
701 - 750 | | 3.58 | | 8.24 | | 0.00 | | 11.82 | | 7.310 | | 192,597 | | 85.25 | | | | | | | | | | | |
751 - 800 | | 1.39 | | 2.64 | | 0.00 | | 4.03 | | 7.530 | | 218,602 | | 84.42 | | | | | | | | | | | |
801 - 850 | | 0.19 | | 0.00 | | 0.00 | | 0.19 | | 6.250 | | 283,650 | | 83.36 | | | | | | | | | | | |
Not Available | | 0.12 | | 0.00 | | 0.00 | | 0.12 | | 9.110 | | 89,618 | | 78.66 | | | | | | | | | | | |
TOTAL POOL | | 69.53 | | 30.47 | | 0.00 | | 100.00 | | 7.770 | | 146,251 | | 86.10 | | | | | | | | | | | |
LTV & FICO
Current LTV | | FICO < 450 | | 450 - 500 | | 501 - 550 | | 551 - 600 | | 601 - 650 | | 651 - 700 | | 701 - 750 | | 751 - 800 | | 801 - 850 | | FICO | | Avg Prin Bal | | WAC | | Gross Margin | | Limited Doc | | Stated Doc | |
(feel free to delete N/A buckets) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
030.01-040 | | 0.00 | | 0.00 | | 0.00 | | 0.02 | | 0.00 | | 0.02 | | 0.00 | | 0.00 | | 0.00 | | 611 | | 58,333 | | 8.190 | | 7.150 | | 0.00 | | 0.02 | |
040.01-050 | | 0.00 | | 0.00 | | 0.00 | | 0.07 | | 0.00 | | 0.05 | | 0.06 | | 0.03 | | 0.00 | | 668 | | 155,318 | | 6.510 | | 5.510 | | 0.00 | | 0.00 | |
050.01-060 | | 0.00 | | 0.00 | | 0.03 | | 0.22 | | 0.35 | | 0.01 | | 0.05 | | 0.00 | | 0.00 | | 609 | | 176,362 | | 6.730 | | 5.630 | | 0.00 | | 0.08 | |
060.01-070 | | 0.00 | | 0.02 | | 0.56 | | 0.79 | | 0.67 | | 0.06 | | 0.05 | | 0.00 | | 0.00 | | 581 | | 176,296 | | 7.500 | | 6.440 | | 0.00 | | 0.18 | |
070.01-080 | | 0.12 | | 0.00 | | 1.40 | | 3.76 | | 21.17 | | 15.64 | | 8.07 | | 2.92 | | 0.16 | | 657 | | 198,891 | | 7.250 | | 6.230 | | 0.00 | | 22.57 | |
080.01-090 | | 0.00 | | 0.00 | | 1.11 | | 3.99 | | 4.77 | | 2.44 | | 0.40 | | 0.08 | | 0.00 | | 615 | | 157,961 | | 7.810 | | 6.770 | | 0.00 | | 1.10 | |
090.01-100 | | 0.00 | | 0.00 | | 0.00 | | 5.85 | | 11.15 | | 9.69 | | 3.19 | | 1.00 | | 0.03 | | 647 | | 97,467 | | 8.700 | | 7.370 | | 0.00 | | 6.53 | |
TOTAL POOL | | 0.12 | | 0.02 | | 3.10 | | 14.71 | | 38.11 | | 27.90 | | 11.82 | | 4.03 | | 0.19 | | 647 | | 146,251 | | 7.770 | | 6.630 | | 0.00 | | 30.47 | |
Prin Balance & FICO
Prin Balance | | FICO < 450 | | 450 - 500 | | 501 - 550 | | 551 - 600 | | 601 - 650 | | 651 - 700 | | 701 - 750 | | 751 - 800 | | 801 - 850 | | total FICO | | Current LTV | | WAC | | Gross Margin | | Limited Doc | | Stated Doc | |
(feel free to delete N/A buckets) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
a. 1 - 50,000 | | 0.00 | | 0.01 | | 0.07 | | 0.31 | | 2.61 | | 0.81 | | 0.28 | | 0.09 | | 0.00 | | 637 | | 97 | | 10.340 | | 8.490 | | 0.00 | | 0.83 | |
b. 50,001 - 100,000 | | 0.02 | | 0.01 | | 0.59 | | 2.17 | | 6.13 | | 3.26 | | 0.95 | | 0.23 | | 0.00 | | 634 | | 91 | | 8.780 | | 7.510 | | 0.00 | | 2.55 | |
c. 100,001 - 150,000 | | 0.05 | | 0.00 | | 0.93 | | 3.43 | | 7.06 | | 3.85 | | 1.33 | | 0.45 | | 0.06 | | 633 | | 87 | | 8.010 | | 6.920 | | 0.00 | | 3.71 | |
d. 150,001 - 200,000 | | 0.04 | | 0.00 | | 0.64 | | 2.48 | | 6.33 | | 3.68 | | 1.15 | | 0.30 | | 0.00 | | 634 | | 86 | | 7.550 | | 6.520 | | 0.00 | | 3.27 | |
e. 200,001 - 250,000 | | 0.00 | | 0.00 | | 0.41 | | 1.98 | | 4.42 | | 3.06 | | 1.47 | | 0.31 | | 0.00 | | 642 | | 85 | | 7.440 | | 6.400 | | 0.00 | | 2.95 | |
f. 250,001 - 300,000 | | 0.00 | | 0.00 | | 0.24 | | 1.34 | | 2.17 | | 2.97 | | 1.23 | | 0.31 | | 0.00 | | 652 | | 85 | | 7.400 | | 6.390 | | 0.00 | | 2.89 | |
g. 300,001 - 350,000 | | 0.00 | | 0.00 | | 0.15 | | 1.03 | | 1.90 | | 2.18 | | 0.80 | | 0.00 | | 0.00 | | 645 | | 86 | | 7.420 | | 6.390 | | 0.00 | | 2.05 | |
h. 350,001 - 400,000 | | 0.00 | | 0.00 | | 0.08 | | 0.60 | | 2.37 | | 1.68 | | 1.00 | | 0.24 | | 0.00 | | 658 | | 83 | | 7.070 | | 6.070 | | 0.00 | | 2.84 | |
i. 400,001 - 450,000 | | 0.00 | | 0.00 | | 0.00 | | 0.77 | | 0.96 | | 1.93 | | 0.95 | | 0.48 | | 0.00 | | 670 | | 81 | | 7.170 | | 6.170 | | 0.00 | | 2.59 | |
j. 450,001 - 500,000 | | 0.00 | | 0.00 | | 0.00 | | 0.21 | | 1.37 | | 0.98 | | 0.95 | | 0.64 | | 0.00 | | 682 | | 84 | | 7.000 | | 5.980 | | 0.00 | | 2.01 | |
k. 500,001 - 550,000 | | 0.00 | | 0.00 | | 0.00 | | 0.12 | | 0.71 | | 0.94 | | 0.58 | | 0.36 | | 0.00 | | 681 | | 80 | | 7.070 | | 6.070 | | 0.00 | | 1.76 | |
l. 550,001 - 600,000 | | 0.00 | | 0.00 | | 0.00 | | 0.13 | | 0.77 | | 1.05 | | 0.64 | | 0.13 | | 0.13 | | 678 | | 84 | | 7.200 | | 6.200 | | 0.00 | | 1.94 | |
m. 600,001 - 650,000 | | 0.00 | | 0.00 | | 0.00 | | 0.14 | | 0.70 | | 0.41 | | 0.00 | | 0.14 | | 0.00 | | 654 | | 83 | | 7.140 | | 6.140 | | 0.00 | | 0.14 | |
n. 650,001 - 700,000 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.46 | | 0.61 | | 0.31 | | 0.15 | | 0.00 | | 675 | | 77 | | 7.280 | | 6.280 | | 0.00 | | 0.76 | |
o. 700,001 - 750,000 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.16 | | 0.49 | | 0.00 | | 0.00 | | 0.00 | | 668 | | 80 | | 7.120 | | 6.120 | | 0.00 | | 0.16 | |
p. 750,001 - 800,000 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.18 | | 0.00 | | 0.00 | | 724 | | 80 | | 7.060 | | 6.060 | | 0.00 | | 0.00 | |
s. 850,001 - 900,000 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.20 | | 0.00 | | 772 | | 95 | | 7.950 | | 6.960 | | 0.00 | | 0.00 | |
TOTAL POOL | | 0.12 | | 0.02 | | 3.10 | | 14.71 | | 38.11 | | 27.90 | | 11.82 | | 4.03 | | 0.19 | | 647 | | 86 | | 7.770 | | 6.630 | | 0.00 | | 30.47 | |
Prepayment Penalty & FICO
Prepayment Penalty Term | | FICO < 450 | | 450 - 500 | | 501 - 550 | | 551 - 600 | | 601 - 650 | | 651 - 700 | | 701 - 750 | | 751 - 800 | | 801 - 850 | | total FICO | | Current LTV | | WAC | | Gross Margin | | Avg Prin Bal | | Limited Doc | | Stated Doc | |
(whatever increments) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
0 | | 0.00 | | 0.00 | | 0.06 | | 0.90 | | 3.44 | | 4.02 | | 1.60 | | 0.65 | | 0.00 | | 661 | | 86.27 | | 8.240 | | 7.010 | | 177,805 | | 0.00 | | 5.26 | |
12 | | 0.00 | | 0.00 | | 0.07 | | 1.14 | | 2.12 | | 1.86 | | 1.29 | | 0.69 | | 0.00 | | 662 | | 83.81 | | 7.600 | | 6.470 | | 230,987 | | 0.00 | | 2.43 | |
24 | | 0.09 | | 0.01 | | 2.87 | | 11.99 | | 30.48 | | 20.64 | | 8.51 | | 2.68 | | 0.19 | | 644 | | 86.20 | | 7.720 | | 6.600 | | 139,633 | | 0.00 | | 22.45 | |
36 | | 0.03 | | 0.01 | | 0.10 | | 0.68 | | 2.07 | | 1.39 | | 0.41 | | 0.01 | | 0.00 | | 637 | | 87.46 | | 7.820 | | 6.360 | | 123,862 | | 0.00 | | 0.32 | |
TOTAL POOL | | 0.12 | | 0.02 | | 3.10 | | 14.71 | | 38.11 | | 27.90 | | 11.82 | | 4.03 | | 0.19 | | 647 | | 86.10 | | 7.770 | | 6.630 | | 146,251 | | 0.00 | | 30.47 | |
Mortg Rates & FICO
Mortg Rates | | FICO < 450 | | 450 - 500 | | 501 - 550 | | 551 - 600 | | 601 - 650 | | 651 - 700 | | 701 - 750 | | 751 - 800 | | 801 - 850 | | total FICO | | Current LTV | | WAC | | Gross Margin | | Avg Prin Bal | | Limited Doc | | Stated Doc | |
(feel free to delete N/A buckets) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
05.001-5.500 | | 0.00 | | 0.00 | | 0.00 | | 0.10 | | 0.05 | | 0.14 | | 0.18 | | 0.00 | | 0.00 | | 668 | | 75.31 | | 5.360 | | 4.360 | | 299,570 | | 0.00 | | 0.00 | |
05.501-6.000 | | 0.00 | | 0.00 | | 0.00 | | 0.18 | | 0.70 | | 1.00 | | 0.51 | | 0.14 | | 0.13 | | 679 | | 77.87 | | 5.770 | | 4.770 | | 288,660 | | 0.00 | | 0.00 | |
06.001-6.500 | | 0.00 | | 0.00 | | 0.00 | | 0.62 | | 2.96 | | 3.14 | | 1.48 | | 0.21 | | 0.00 | | 661 | | 80.11 | | 6.290 | | 5.290 | | 265,742 | | 0.00 | | 1.66 | |
06.501-7.000 | | 0.00 | | 0.00 | | 0.00 | | 1.50 | | 9.03 | | 6.80 | | 3.32 | | 1.12 | | 0.00 | | 660 | | 82.44 | | 6.780 | | 5.780 | | 231,730 | | 0.00 | | 7.73 | |
07.001-7.500 | | 0.00 | | 0.00 | | 0.03 | | 1.10 | | 8.24 | | 4.35 | | 1.68 | | 0.48 | | 0.06 | | 652 | | 84.85 | | 7.190 | | 6.190 | | 184,164 | | 0.00 | | 4.37 | |
07.501-8.000 | | 0.04 | | 0.00 | | 0.14 | | 1.71 | | 5.29 | | 4.37 | | 2.30 | | 0.77 | | 0.00 | | 655 | | 87.54 | | 7.760 | | 6.750 | | 171,622 | | 0.00 | | 5.46 | |
08.001-8.500 | | 0.00 | | 0.00 | | 0.66 | | 2.15 | | 3.12 | | 2.82 | | 1.17 | | 0.80 | | 0.00 | | 645 | | 86.26 | | 8.220 | | 7.190 | | 138,321 | | 0.00 | | 3.84 | |
08.501-9.000 | | 0.03 | | 0.00 | | 1.16 | | 2.50 | | 2.61 | | 2.50 | | 0.47 | | 0.33 | | 0.00 | | 621 | | 87.64 | | 8.710 | | 7.660 | | 131,435 | | 0.00 | | 3.40 | |
09.001-9.500 | | 0.00 | | 0.01 | | 0.59 | | 1.71 | | 2.32 | | 0.98 | | 0.27 | | 0.04 | | 0.00 | | 615 | | 92.15 | | 9.240 | | 8.140 | | 97,984 | | 0.00 | | 1.32 | |
09.501-10.000 | | 0.03 | | 0.00 | | 0.31 | | 1.78 | | 0.88 | | 0.63 | | 0.17 | | 0.07 | | 0.00 | | 609 | | 94.38 | | 9.780 | | 8.570 | | 93,557 | | 0.00 | | 0.84 | |
10.001-10.500 | | 0.00 | | 0.00 | | 0.18 | | 0.67 | | 1.34 | | 0.33 | | 0.12 | | 0.05 | | 0.00 | | 619 | | 97.50 | | 10.230 | | 9.000 | | 57,694 | | 0.00 | | 0.52 | |
10.501-11.000 | | 0.00 | | 0.01 | | 0.01 | | 0.48 | | 0.26 | | 0.23 | | 0.11 | | 0.02 | | 0.00 | | 630 | | 97.80 | | 10.690 | | 9.540 | | 74,739 | | 0.00 | | 0.40 | |
11.001-11.500 | | 0.02 | | 0.00 | | 0.00 | | 0.12 | | 0.42 | | 0.16 | | 0.01 | | 0.00 | | 0.00 | | 621 | | 98.20 | | 11.210 | | 10.270 | | 31,428 | | 0.00 | | 0.18 | |
11.501-12.000 | | 0.00 | | 0.00 | | 0.02 | | 0.04 | | 0.19 | | 0.21 | | 0.02 | | 0.00 | | 0.00 | | 645 | | 98.16 | | 11.810 | | 10.410 | | 47,690 | | 0.00 | | 0.23 | |
12.001-12.500 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.10 | | 0.09 | | 0.00 | | 0.00 | | 0.00 | | 652 | | 99.59 | | 12.320 | | 10.690 | | 42,422 | | 0.00 | | 0.12 | |
12.501-13.000 | | 0.00 | | 0.00 | | 0.00 | | 0.01 | | 0.10 | | 0.13 | | 0.01 | | 0.00 | | 0.00 | | 648 | | 97.90 | | 12.850 | | 11.880 | | 47,623 | | 0.00 | | 0.22 | |
13.001-13.500 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.14 | | 0.01 | | 0.00 | | 0.00 | | 0.00 | | 632 | | 100.00 | | 13.300 | | 11.860 | | 27,881 | | 0.00 | | 0.08 | |
13.501-14.000 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.10 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 627 | | 100.00 | | 13.760 | | 12.630 | | 28,392 | | 0.00 | | 0.05 | |
14.001-14.500 | | 0.00 | | 0.00 | | 0.00 | | 0.02 | | 0.19 | | 0.01 | | 0.00 | | 0.00 | | 0.00 | | 614 | | 100.00 | | 14.230 | | 13.250 | | 29,141 | | 0.00 | | 0.04 | |
14.501-15.000 | | 0.00 | | 0.00 | | 0.00 | | 0.01 | | 0.06 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 608 | | 100.00 | | 14.750 | | 13.630 | | 31,745 | | 0.00 | | 0.00 | |
15.001-15.500 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 609 | | 100.00 | | 15.130 | | 0.000 | | 9,949 | | 0.00 | | 0.00 | |
TOTAL POOL | | 0.12 | | 0.02 | | 3.10 | | 14.71 | | 38.11 | | 27.90 | | 11.82 | | 4.03 | | 0.19 | | 647 | | 86.10 | | 7.770 | | 6.630 | | 146,251 | | 0.00 | | 0.00 | |
Mortg Rates & LTV
Mortg Rates | | LTV 40.01- 50 | | 50.01 - 60 | | 60.01 - 70 | | 70.01 - 80 | | 80.01 - 90 | | 90.01 - 100 | | 100+ | | total LTV | | avg FICO | | Gross Margin | | Avg Prin Bal | | Limited Doc | | Stated Doc | | | |
(feel free to delete N/A buckets) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
05.001-5.500 | | 0.00 | | 0.10 | | 0.00 | | 0.37 | | 0.00 | | 0.00 | | 0.00 | | 75.31 | | 668 | | 4.360 | | 299,570 | | 0.00 | | 0.00 | | | |
05.501-6.000 | | 0.06 | | 0.06 | | 0.16 | | 2.26 | | 0.13 | | 0.00 | | 0.00 | | 77.87 | | 679 | | 4.770 | | 288,660 | | 0.00 | | 0.00 | | | |
06.001-6.500 | | 0.00 | | 0.12 | | 0.55 | | 6.28 | | 1.10 | | 0.36 | | 0.00 | | 80.11 | | 661 | | 5.290 | | 265,742 | | 0.00 | | 1.66 | | | |
06.501-7.000 | | 0.14 | | 0.18 | | 0.06 | | 16.18 | | 2.45 | | 2.76 | | 0.00 | | 82.44 | | 660 | | 5.780 | | 231,730 | | 0.00 | | 7.73 | | | |
07.001-7.500 | | 0.00 | | 0.09 | | 0.43 | | 9.61 | | 1.78 | | 4.02 | | 0.00 | | 84.85 | | 652 | | 6.190 | | 184,164 | | 0.00 | | 4.37 | | | |
07.501-8.000 | | 0.02 | | 0.07 | | 0.09 | | 7.27 | | 1.80 | | 5.37 | | 0.00 | | 87.54 | | 655 | | 6.750 | | 171,622 | | 0.00 | | 5.46 | | | |
08.001-8.500 | | 0.02 | | 0.01 | | 0.24 | | 5.37 | | 1.85 | | 3.23 | | 0.00 | | 86.26 | | 645 | | 7.190 | | 138,321 | | 0.00 | | 3.84 | | | |
08.501-9.000 | | 0.00 | | 0.00 | | 0.41 | | 3.61 | | 2.09 | | 3.49 | | 0.00 | | 87.64 | | 621 | | 7.660 | | 131,435 | | 0.00 | | 3.40 | | | |
09.001-9.500 | | 0.00 | | 0.03 | | 0.04 | | 1.60 | | 0.68 | | 3.58 | | 0.00 | | 92.15 | | 615 | | 8.140 | | 97,984 | | 0.00 | | 1.32 | | | |
09.501-10.000 | | 0.00 | | 0.01 | | 0.16 | | 0.41 | | 0.48 | | 2.81 | | 0.00 | | 94.38 | | 609 | | 8.570 | | 93,557 | | 0.00 | | 0.84 | | | |
10.001-10.500 | | 0.00 | | 0.00 | | 0.00 | | 0.21 | | 0.16 | | 2.31 | | 0.00 | | 97.50 | | 619 | | 9.000 | | 57,694 | | 0.00 | | 0.52 | | | |
10.501-11.000 | | 0.00 | | 0.00 | | 0.01 | | 0.00 | | 0.16 | | 0.96 | | 0.00 | | 97.80 | | 630 | | 9.540 | | 74,739 | | 0.00 | | 0.40 | | | |
11.001-11.500 | | 0.00 | | 0.00 | | 0.00 | | 0.05 | | 0.02 | | 0.66 | | 0.00 | | 98.20 | | 621 | | 10.270 | | 31,428 | | 0.00 | | 0.18 | | | |
11.501-12.000 | | 0.00 | | 0.00 | | 0.00 | | 0.02 | | 0.04 | | 0.43 | | 0.00 | | 98.16 | | 645 | | 10.410 | | 47,690 | | 0.00 | | 0.23 | | | |
12.001-12.500 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.19 | | 0.00 | | 99.59 | | 652 | | 10.690 | | 42,422 | | 0.00 | | 0.12 | | | |
12.501-13.000 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.04 | | 0.22 | | 0.00 | | 97.90 | | 648 | | 11.880 | | 47,623 | | 0.00 | | 0.22 | | | |
13.001-13.500 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.15 | | 0.00 | | 100.00 | | 632 | | 11.860 | | 27,881 | | 0.00 | | 0.08 | | | |
13.501-14.000 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.10 | | 0.00 | | 100.00 | | 627 | | 12.630 | | 28,392 | | 0.00 | | 0.05 | | | |
14.001-14.500 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.22 | | 0.00 | | 100.00 | | 614 | | 13.250 | | 29,141 | | 0.00 | | 0.04 | | | |
14.501-15.000 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.06 | | 0.00 | | 100.00 | | 608 | | 13.630 | | 31,745 | | 0.00 | | 0.00 | | | |
15.001-15.500 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 100.00 | | 609 | | 0.000 | | 9,949 | | 0.00 | | 0.00 | | | |
TOTAL POOL | | 0.25 | | 0.67 | | 2.14 | | 53.24 | | 12.78 | | 30.91 | | 0.00 | | 86.10 | | 647 | | 6.630 | | 146,251 | | 0.00 | | 30.47 | | | |
| | All Loans | | MH | | 2nds | | 1st lien Bal< 50k | | FICO < 500 | | 1st lien FRM Purchase | | 1st lien FRM Refi | | ARM I/O Purchase | | ARM I/O Refi | | ARM Non I/O Puchase | | ARM Non I/O Refi | |
Top Level Stats | | | | | | | | | | | | | | | | | | | | | | | |
Total Collateral | | 444,896,169 | | 0 | | 38,588,226 | | 4,539,489 | | 537,707 | | 3,833,266 | | 7,627,294 | | 114,339,666 | | 45,266,764 | | 191,041,861 | | 72,194,877 | |
Percent of Deal | | 100.00 | % | 0.00 | % | 8.67 | % | 1.02 | % | 0.12 | % | 0.86 | % | 1.71 | % | 25.70 | % | 10.17 | % | 42.94 | % | 16.23 | % |
Statistical Cut-Off Date | | 11/1/2005 | | 11/1/2005 | | 11/1/2005 | | 11/1/2005 | | 11/1/2005 | | 11/1/2005 | | 11/1/2005 | | 11/1/2005 | | 11/1/2005 | | 11/1/2005 | | 11/1/2005 | |
| | | | | | | | | | | | | | | | | | | | | | | |
Averages by Group | | | | | | | | | | | | | | | | | | | | | | | |
WALA | | 2 | | 0 | | 3.23 | | 3 | | 3 | | 2 | | 2 | | 2 | | 2 | | 2 | | 2 | |
FICO | | 647 | | 0 | | 669 | | 623 | | 0 | | 643 | | 637 | | 680 | | 630 | | 646 | | 605 | |
DTI | | 41.55 | | 0.00 | | 42.81 | | 36.72 | | 43.03 | | 41.93 | | 39.22 | | 42.86 | | 40.59 | | 41.54 | | 40.32 | |
LTV | | 86.10 | | 0.00 | | 99.51 | | 88.91 | | 78.66 | | 92.27 | | 84.86 | | 82.96 | | 81.14 | | 88.74 | | 84.97 | |
CLTV | | 95.13 | | 0.00 | | 99.51 | | 92.29 | | 80.26 | | 97.86 | | 85.90 | | 98.42 | | 87.09 | | 98.09 | | 87.25 | |
Coupon | | 7.772 | | 0.000 | | 10.08 | | 9.16 | | 9.11 | | 8.46 | | 8.04 | | 7.13 | | 6.89 | | 8.09 | | 7.86 | |
Balance | | 146,251 | | 0 | | 52,788 | | 40,531 | | 89,618 | | 106,480 | | 113,840 | | 289,468 | | 279,424 | | 121,219 | | 144,970 | |
| | | | | | | | | | | | | | | | | | | | | | | |
Pct by Group | | | | | | | | | | | | | | | | | | | | | | | |
Prefunded | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
Delinquent | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
Full | | 69.53 | % | 0.00 | % | 54.22 | % | 93.41 | % | 100.00 | % | 91.19 | % | 100.00 | % | 50.44 | % | 88.14 | % | 68.67 | % | 86.73 | % |
Owner Occupied | | 94.86 | % | 0.00 | % | 96.78 | % | 81.67 | % | 100.00 | % | 97.77 | % | 92.42 | % | 97.14 | % | 98.68 | % | 92.79 | % | 95.30 | % |
First Lien | | 91.33 | % | 0.00 | % | 0.00 | % | 100.00 | % | 96.91 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 87.27 | % | 94.91 | % |
Loans w/MI | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
Silent Seconds | | 46.95 | % | 0.00 | % | 0.00 | % | 17.43 | % | 10.71 | % | 29.63 | % | 5.94 | % | 78.63 | % | 33.14 | % | 49.14 | % | 11.81 | % |
First Time Borrowers | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
Stated Doc | | 30.47 | % | 0.00 | % | 45.78 | % | 6.59 | % | 0.00 | % | 8.81 | % | 0.00 | % | 49.56 | % | 11.86 | % | 31.33 | % | 13.27 | % |
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Stats only for ARMs | | | | | | | | | | | | | | | | | | | | | | | |
WA Maximum Rate | | 14.662 | | 0.000 | | 16.448 | | 16.084 | | 16.049 | | 0.000 | | 0.000 | | 14.131 | | 13.887 | | 15.089 | | 14.857 | |
WA Gross Margin | | 6.630 | | 0.000 | | 8.329 | | 7.998 | | 8.049 | | 0.000 | | 0.000 | | 6.127 | | 5.884 | | 7.042 | | 6.804 | |
First Rate Cap | | 2.622 | | 0.000 | | 3.000 | | 3.000 | | 2.626 | | 0.000 | | 0.000 | | 2.000 | | 2.000 | | 3.000 | | 2.998 | |
Period Rate Cap | | 1.500 | | 0.000 | | 1.500 | | 1.500 | | 1.500 | | 0.000 | | 0.000 | | 1.500 | | 1.500 | | 1.500 | | 1.500 | |
Reset | | 22 | | 0 | | 21 | | 21 | | 21 | | 0 | | 0 | | 22 | | 22 | | 22 | | 22 | |
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FICO | | | | | | | | | | | | | | | | | | | | | | | |
FICO: <500 | | 0.12 | % | 0.00 | % | 0.04 | % | 0.00 | % | 100.00 | % | 0.00 | % | 0.00 | % | 0.17 | % | 0.00 | % | 0.03 | % | 0.37 | % |
FICO: 500-549 | | 2.98 | % | 0.00 | % | 0.00 | % | 5.70 | % | 0.00 | % | 0.79 | % | 4.29 | % | 0.00 | % | 4.68 | % | 1.49 | % | 11.01 | % |
FICO: 550-599 | | 13.77 | % | 0.00 | % | 0.00 | % | 20.94 | % | 0.00 | % | 15.48 | % | 18.26 | % | 3.68 | % | 17.88 | % | 12.13 | % | 32.94 | % |
FICO: 600-649 | | 38.17 | % | 0.00 | % | 38.81 | % | 52.73 | % | 0.00 | % | 28.89 | % | 38.49 | % | 23.57 | % | 43.20 | % | 43.70 | % | 41.29 | % |
FICO: 650-699 | | 28.39 | % | 0.00 | % | 36.86 | % | 11.96 | % | 0.00 | % | 51.51 | % | 26.14 | % | 37.92 | % | 28.07 | % | 28.23 | % | 12.49 | % |
FICO: 700-749 | | 11.84 | % | 0.00 | % | 17.54 | % | 6.94 | % | 0.00 | % | 3.33 | % | 11.99 | % | 23.47 | % | 6.17 | % | 10.43 | % | 1.81 | % |
FICO: 750-799 | | 4.55 | % | 0.00 | % | 6.37 | % | 1.73 | % | 0.00 | % | 0.00 | % | 0.83 | % | 10.69 | % | 0.00 | % | 3.85 | % | 0.10 | % |
FICO: 800+ | | 0.19 | % | 0.00 | % | 0.37 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.50 | % | 0.00 | % | 0.15 | % | 0.00 | % |
| | 100.00 | % | 0.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % |
DTI | | | | | | | | | | | | | | | | | | | | | | | |
DTI %:< 25.0 | | 6.36 | % | 0.00 | % | 4.14 | % | 17.92 | % | 3.09 | % | 3.07 | % | 12.40 | % | 4.65 | % | 6.52 | % | 6.50 | % | 8.55 | % |
DTI %: 25- 29. | | 5.77 | % | 0.00 | % | 3.43 | % | 13.91 | % | 9.66 | % | 6.14 | % | 0.93 | % | 2.38 | % | 10.65 | % | 5.60 | % | 8.87 | % |
DTI %: 30- 34. | | 8.77 | % | 0.00 | % | 7.14 | % | 13.69 | % | 0.00 | % | 7.25 | % | 15.81 | % | 6.56 | % | 7.89 | % | 9.07 | % | 11.13 | % |
DTI %: 35- 39. | | 13.91 | % | 0.00 | % | 15.83 | % | 9.13 | % | 0.00 | % | 28.55 | % | 19.45 | % | 12.55 | % | 14.12 | % | 13.91 | % | 13.80 | % |
DTI %: 40- 44. | | 23.81 | % | 0.00 | % | 26.25 | % | 15.61 | % | 29.60 | % | 13.79 | % | 21.24 | % | 27.39 | % | 23.61 | % | 23.81 | % | 19.18 | % |
DTI %: 45- 49. | | 25.55 | % | 0.00 | % | 23.45 | % | 21.58 | % | 57.65 | % | 13.22 | % | 21.61 | % | 32.59 | % | 23.75 | % | 23.33 | % | 22.94 | % |
DTI %: 50- 54. | | 14.83 | % | 0.00 | % | 18.39 | % | 8.16 | % | 0.00 | % | 27.98 | % | 8.56 | % | 12.81 | % | 11.21 | % | 16.91 | % | 14.85 | % |
DTI %: 55- 59. | | 1.00 | % | 0.00 | % | 1.38 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 1.06 | % | 2.28 | % | 0.87 | % | 0.68 | % |
| | 100.00 | % | 0.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % |
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LTV | | | | | | | | | | | | | | | | | | | | | | | |
O-LTV %:0.01- 60.00 | | 0.92 | % | 0.00 | % | 0.00 | % | 3.14 | % | 0.00 | % | 0.00 | % | 3.22 | % | 0.34 | % | 3.71 | % | 0.08 | % | 2.26 | % |
O-LTV %: 60.01- 65.00 | | 0.48 | % | 0.00 | % | 0.00 | % | 0.66 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 2.48 | % | 0.00 | % | 1.39 | % |
O-LTV %: 65.01- 70.00 | | 1.66 | % | 0.00 | % | 0.00 | % | 2.39 | % | 0.00 | % | 0.79 | % | 4.06 | % | 0.00 | % | 5.17 | % | 0.41 | % | 5.46 | % |
O-LTV %: 70.01- 75.00 | | 3.22 | % | 0.00 | % | 0.00 | % | 6.29 | % | 36.27 | % | 0.00 | % | 9.20 | % | 0.94 | % | 5.51 | % | 1.78 | % | 9.22 | % |
O-LTV %: 75.01- 80.00 | | 50.02 | % | 0.00 | % | 0.00 | % | 18.06 | % | 60.65 | % | 27.40 | % | 19.59 | % | 80.27 | % | 46.89 | % | 46.41 | % | 25.41 | % |
O-LTV %: 80.01- 85.00 | | 5.27 | % | 0.00 | % | 0.45 | % | 7.34 | % | 0.00 | % | 6.45 | % | 17.75 | % | 0.83 | % | 16.38 | % | 2.32 | % | 12.54 | % |
O-LTV %: 85.01- 90.00 | | 7.51 | % | 0.00 | % | 1.40 | % | 19.89 | % | 0.00 | % | 7.64 | % | 21.01 | % | 3.51 | % | 5.79 | % | 7.77 | % | 13.88 | % |
O-LTV %: 90.01- 95.00 | | 5.89 | % | 0.00 | % | 3.61 | % | 0.75 | % | 0.00 | % | 5.57 | % | 14.60 | % | 1.90 | % | 7.83 | % | 3.62 | % | 16.53 | % |
O-LTV %: 95.01- 100.00 | | 25.02 | % | 0.00 | % | 94.53 | % | 41.47 | % | 3.09 | % | 52.16 | % | 10.58 | % | 12.22 | % | 6.24 | % | 37.62 | % | 13.31 | % |
> 100 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
| | 100.00 | % | 0.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % |
| | | | | | | | | | | | | | | | | | | | | | | |
CLTV | | | | | | | | | | | | | | | | | | | | | | | |
C-LTV %:0.01 | | 0.92 | % | 0.00 | % | 0.00 | % | 3.14 | % | 0.00 | % | 0.00 | % | 3.22 | % | 0.34 | % | 3.71 | % | 0.08 | % | 2.26 | % |
C-LTV %: 60.01 | | 0.30 | % | 0.00 | % | 0.00 | % | 0.66 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 1.02 | % | 0.00 | % | 1.18 | % |
C-LTV %: 65.01 | | 1.61 | % | 0.00 | % | 0.00 | % | 2.39 | % | 0.00 | % | 0.79 | % | 4.06 | % | 0.00 | % | 5.17 | % | 0.29 | % | 5.46 | % |
C-LTV %: 70.01 | | 2.73 | % | 0.00 | % | 0.00 | % | 4.20 | % | 36.27 | % | 0.00 | % | 9.20 | % | 0.28 | % | 6.97 | % | 0.68 | % | 9.22 | % |
C-LTV %: 75.01 | | 5.45 | % | 0.00 | % | 0.00 | % | 4.81 | % | 49.94 | % | 0.00 | % | 15.26 | % | 2.30 | % | 15.20 | % | 1.78 | % | 14.14 | % |
C-LTV %: 80.01 | | 5.05 | % | 0.00 | % | 0.45 | % | 7.34 | % | 0.00 | % | 6.45 | % | 17.75 | % | 0.83 | % | 16.38 | % | 1.80 | % | 12.54 | % |
C-LTV %: 85.01 | | 7.40 | % | 0.00 | % | 1.40 | % | 18.78 | % | 0.00 | % | 5.41 | % | 19.40 | % | 5.08 | % | 8.00 | % | 6.16 | % | 13.88 | % |
C-LTV %: 90.01 | | 8.42 | % | 0.00 | % | 3.61 | % | 0.75 | % | 10.71 | % | 7.80 | % | 14.60 | % | 4.75 | % | 13.59 | % | 6.11 | % | 17.29 | % |
C-LTV %: 95.01 | | 68.12 | % | 0.00 | % | 94.53 | % | 57.93 | % | 3.09 | % | 79.56 | % | 16.52 | % | 86.43 | % | 29.95 | % | 83.10 | % | 24.03 | % |
> 100 | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
| | 100.00 | % | 0.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % |
| | | | | | | | | | | | | | | | | | | | | | | |
Product | | | | | | | | | | | | | | | | | | | | | | | |
2Yr Hybrid | | 93.04 | % | 0.00 | % | 72.55 | % | 86.82 | % | 96.91 | % | 0.00 | % | 0.00 | % | 97.98 | % | 96.92 | % | 99.05 | % | 95.30 | % |
3Yr Hybrid | | 1.91 | % | 0.00 | % | 0.00 | % | 1.35 | % | 0.00 | % | 0.00 | % | 0.00 | % | 2.02 | % | 3.08 | % | 0.90 | % | 4.28 | % |
5Yr Hybrid | | 0.09 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.05 | % | 0.42 | % |
Fixed | | 1.93 | % | 0.00 | % | 0.76 | % | 10.90 | % | 0.00 | % | 62.54 | % | 77.51 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
Fixed Balloon | | 3.02 | % | 0.00 | % | 26.69 | % | 0.93 | % | 3.09 | % | 37.46 | % | 22.49 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
| | 100.00 | % | 0.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % |
| | | | | | | | | | | | | | | | | | | | | | | |
I/O Term | | | | | | | | | | | | | | | | | | | | | | | |
a.No IO Term | | 64.13 | % | 0.00 | % | 100.00 | % | 100.00 | % | 63.73 | % | 100.00 | % | 100.00 | % | 0.00 | % | 0.00 | % | 100.00 | % | 100.00 | % |
c.5 yr | | 35.87 | % | 0.00 | % | 0.00 | % | 0.00 | % | 36.27 | % | 0.00 | % | 0.00 | % | 100.00 | % | 100.00 | % | 0.00 | % | 0.00 | % |
| | 100.00 | % | 0.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % |
Loan Balance | | | | | | | | | | | | | | | | | | | | | | | |
Loan Amt:1 - 50,000 | | 4.00 | % | 0.00 | % | 34.38 | % | 100.00 | % | 3.09 | % | 3.83 | % | 5.11 | % | 0.00 | % | 0.00 | % | 4.99 | % | 2.21 | % |
Loan Amt: 50,000 - 74,999 | | 5.33 | % | 0.00 | % | 19.45 | % | 0.00 | % | 20.37 | % | 13.01 | % | 8.08 | % | 0.05 | % | 0.00 | % | 8.90 | % | 4.76 | % |
Loan Amt: 75,000 - 99,999 | | 7.96 | % | 0.00 | % | 17.58 | % | 0.00 | % | 0.00 | % | 24.62 | % | 8.96 | % | 0.00 | % | 0.00 | % | 13.58 | % | 9.09 | % |
Loan Amt: 100,000 -199,999 | | 31.51 | % | 0.00 | % | 25.55 | % | 0.00 | % | 76.54 | % | 37.44 | % | 63.33 | % | 18.44 | % | 17.12 | % | 37.43 | % | 44.96 | % |
Loan Amt: 200,000 -499,999 | | 41.47 | % | 0.00 | % | 3.03 | % | 0.00 | % | 0.00 | % | 21.10 | % | 14.52 | % | 58.13 | % | 65.93 | % | 31.77 | % | 35.44 | % |
Loan Amt: 500,000 -999,999 | | 9.73 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 23.38 | % | 16.95 | % | 3.32 | % | 3.53 | % |
1,000,000 - | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
| | 100.00 | % | 0.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % |
| | | | | | | | | | | | | | | | | | | | | | | |
Amortization Term-Months | | | | | | | | | | | | | | | | | | | | | | | |
b.15 yr | | 0.38 | % | 0.00 | % | 4.00 | % | 0.66 | % | 0.00 | % | 0.79 | % | 1.53 | % | 0.00 | % | 0.00 | % | 0.75 | % | 0.16 | % |
c.20 yr | | 0.07 | % | 0.00 | % | 0.76 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
c.30 yr | | 79.33 | % | 0.00 | % | 95.24 | % | 94.20 | % | 78.61 | % | 61.75 | % | 75.99 | % | 100.00 | % | 100.00 | % | 66.14 | % | 67.20 | % |
d.40 yr | | 20.22 | % | 0.00 | % | 0.00 | % | 5.14 | % | 21.39 | % | 37.46 | % | 22.49 | % | 0.00 | % | 0.00 | % | 33.11 | % | 32.64 | % |
40 yr | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
| | 100.00 | % | 0.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % |
| | | | | | | | | | | | | | | | | | | | | | | |
Maturity Term-Months | | | | | | | | | | | | | | | | | | | | | | | |
b.15 yr | | 8.64 | % | 0.00 | % | 99.24 | % | 0.66 | % | 3.09 | % | 0.79 | % | 1.53 | % | 0.00 | % | 0.00 | % | 12.73 | % | 5.09 | % |
c.20 yr | | 0.07 | % | 0.00 | % | 0.76 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
c.30 yr | | 91.29 | % | 0.00 | % | 0.00 | % | 99.34 | % | 96.91 | % | 99.21 | % | 98.47 | % | 100.00 | % | 100.00 | % | 87.27 | % | 94.91 | % |
| | 100.00 | % | 0.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % |
| | | | | | | | | | | | | | | | | | | | | | | |
Property Type | | | | | | | | | | | | | | | | | | | | | | | |
Condo | | 3.07 | % | 0.00 | % | 4.38 | % | 0.66 | % | 0.00 | % | 5.06 | % | 1.99 | % | 3.03 | % | 2.07 | % | 3.51 | % | 2.37 | % |
Other/Unknown | | 11.75 | % | 0.00 | % | 17.17 | % | 1.65 | % | 0.00 | % | 0.00 | % | 3.02 | % | 18.34 | % | 0.53 | % | 14.23 | % | 2.62 | % |
PUD | | 16.81 | % | 0.00 | % | 14.32 | % | 0.00 | % | 36.27 | % | 11.61 | % | 8.74 | % | 18.45 | % | 25.75 | % | 14.71 | % | 16.07 | % |
Single Family | | 68.37 | % | 0.00 | % | 64.13 | % | 97.69 | % | 63.73 | % | 83.33 | % | 86.24 | % | 60.19 | % | 71.66 | % | 67.55 | % | 78.94 | % |
MH | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
| | 100.00 | % | 0.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % |
| | | | | | | | | | | | | | | | | | | | | | | |
Loan Purpose | | | | | | | | | | | | | | | | | | | | | | | |
Purchase | | 71.64 | % | 0.00 | % | 87.66 | % | 71.51 | % | 46.98 | % | 100.00 | % | 0.00 | % | 100.00 | % | 0.00 | % | 100.00 | % | 0.00 | % |
Refi Cashout | | 24.06 | % | 0.00 | % | 11.47 | % | 27.43 | % | 31.64 | % | 0.00 | % | 83.52 | % | 0.00 | % | 96.52 | % | 0.00 | % | 77.53 | % |
Refi Rate/Term | | 4.30 | % | 0.00 | % | 0.87 | % | 1.06 | % | 21.39 | % | 0.00 | % | 16.48 | % | 0.00 | % | 3.48 | % | 0.00 | % | 22.47 | % |
| | 100.00 | % | 0.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % |
Geographic Distribution | | | | | | | | | | | | | | | | | | | | | | | |
AL | | 0.62 | % | 0.00 | % | 0.33 | % | 2.53 | % | 0.00 | % | 6.94 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.72 | % | 1.39 | % |
AR | | 0.39 | % | 0.00 | % | 0.25 | % | 0.84 | % | 0.00 | % | 0.00 | % | 1.25 | % | 0.00 | % | 0.00 | % | 0.70 | % | 0.33 | % |
AZ | | 7.45 | % | 0.00 | % | 6.56 | % | 0.00 | % | 36.27 | % | 1.88 | % | 3.81 | % | 7.81 | % | 8.12 | % | 7.07 | % | 8.38 | % |
CA-SOUTH | | 26.58 | % | 0.00 | % | 39.36 | % | 0.00 | % | 0.00 | % | 0.00 | % | 2.43 | % | 52.03 | % | 55.17 | % | 13.88 | % | 7.96 | % |
CA-NORTH | | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % |
CO | | 2.45 | % | 0.00 | % | 1.87 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 2.07 | % | 3.49 | % | 1.83 | % | 4.62 | % |
CT | | 0.91 | % | 0.00 | % | 1.57 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.23 | % | 0.00 | % | 1.45 | % | 0.75 | % |
DC | | 0.42 | % | 0.00 | % | 0.17 | % | 0.00 | % | 0.00 | % | 0.00 | % | 1.87 | % | 0.00 | % | 0.51 | % | 0.66 | % | 0.36 | % |
DE | | 0.43 | % | 0.00 | % | 0.16 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.05 | % | 2.50 | % |
FL | | 8.35 | % | 0.00 | % | 6.13 | % | 0.00 | % | 0.00 | % | 18.32 | % | 17.13 | % | 7.46 | % | 3.34 | % | 9.32 | % | 8.58 | % |
GA | | 2.49 | % | 0.00 | % | 1.63 | % | 0.00 | % | 0.00 | % | 6.77 | % | 1.63 | % | 2.16 | % | 0.29 | % | 3.55 | % | 1.44 | % |
IA | | 0.76 | % | 0.00 | % | 0.45 | % | 7.23 | % | 0.00 | % | 0.00 | % | 2.34 | % | 0.00 | % | 0.63 | % | 1.00 | % | 1.24 | % |
ID | | 1.17 | % | 0.00 | % | 1.41 | % | 0.70 | % | 0.00 | % | 0.00 | % | 1.81 | % | 0.59 | % | 0.27 | % | 1.58 | % | 1.47 | % |
IL | | 3.08 | % | 0.00 | % | 1.94 | % | 2.63 | % | 0.00 | % | 0.00 | % | 2.96 | % | 0.48 | % | 0.00 | % | 4.55 | % | 5.06 | % |
IN | | 2.50 | % | 0.00 | % | 1.00 | % | 21.66 | % | 0.00 | % | 7.65 | % | 4.88 | % | 0.19 | % | 0.40 | % | 4.17 | % | 2.42 | % |
KS | | 1.53 | % | 0.00 | % | 0.46 | % | 10.28 | % | 0.00 | % | 2.27 | % | 2.37 | % | 0.75 | % | 0.28 | % | 1.43 | % | 3.70 | % |
KY | | 0.62 | % | 0.00 | % | 0.28 | % | 2.65 | % | 0.00 | % | 2.98 | % | 0.00 | % | 0.00 | % | 0.60 | % | 0.95 | % | 0.63 | % |
LA | | 0.80 | % | 0.00 | % | 0.98 | % | 0.75 | % | 0.00 | % | 2.57 | % | 1.41 | % | 0.12 | % | 0.00 | % | 1.40 | % | 0.48 | % |
MA | | 3.46 | % | 0.00 | % | 6.22 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 2.58 | % | 0.80 | % | 5.53 | % | 1.04 | % |
MD | | 1.91 | % | 0.00 | % | 1.16 | % | 0.00 | % | 0.00 | % | 0.00 | % | 2.52 | % | 0.88 | % | 4.30 | % | 1.40 | % | 3.50 | % |
MI | | 2.44 | % | 0.00 | % | 1.33 | % | 6.22 | % | 21.39 | % | 2.47 | % | 0.68 | % | 1.16 | % | 0.81 | % | 2.62 | % | 4.99 | % |
MN | | 0.45 | % | 0.00 | % | 0.41 | % | 0.00 | % | 0.00 | % | 0.00 | % | 2.37 | % | 0.61 | % | 0.00 | % | 0.40 | % | 0.35 | % |
MO | | 2.28 | % | 0.00 | % | 1.38 | % | 7.73 | % | 18.89 | % | 0.79 | % | 2.65 | % | 0.11 | % | 1.05 | % | 2.57 | % | 5.58 | % |
MS | | 0.29 | % | 0.00 | % | 0.10 | % | 3.60 | % | 0.00 | % | 1.81 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.52 | % | 0.30 | % |
MT | | 0.11 | % | 0.00 | % | 0.15 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.08 | % | 0.47 | % |
NC | | 0.33 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.56 | % | 0.55 | % |
NE | | 0.89 | % | 0.00 | % | 0.24 | % | 1.77 | % | 13.80 | % | 0.00 | % | 2.97 | % | 0.10 | % | 0.00 | % | 0.68 | % | 3.07 | % |
NH | | 0.17 | % | 0.00 | % | 0.13 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.39 | % | 0.00 | % |
NJ | | 0.97 | % | 0.00 | % | 1.15 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 2.13 | % | 0.00 | % | 0.85 | % | 0.10 | % |
NM | | 0.72 | % | 0.00 | % | 0.29 | % | 0.88 | % | 0.00 | % | 1.73 | % | 0.00 | % | 0.28 | % | 0.79 | % | 0.77 | % | 1.30 | % |
NV | | 2.64 | % | 0.00 | % | 2.96 | % | 0.00 | % | 0.00 | % | 0.00 | % | 2.91 | % | 4.19 | % | 5.74 | % | 1.27 | % | 1.73 | % |
NY | | 0.16 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.87 | % | 0.17 | % | 0.00 | % |
OH | | 2.60 | % | 0.00 | % | 1.67 | % | 6.76 | % | 0.00 | % | 5.59 | % | 9.94 | % | 0.28 | % | 0.26 | % | 4.20 | % | 2.35 | % |
OK | | 0.91 | % | 0.00 | % | 0.53 | % | 5.03 | % | 0.00 | % | 2.86 | % | 3.74 | % | 0.12 | % | 0.00 | % | 1.49 | % | 0.66 | % |
OR | | 6.36 | % | 0.00 | % | 4.68 | % | 0.00 | % | 0.00 | % | 23.25 | % | 14.68 | % | 4.49 | % | 3.53 | % | 6.74 | % | 8.94 | % |
PA | | 2.13 | % | 0.00 | % | 0.79 | % | 11.92 | % | 9.66 | % | 3.10 | % | 6.48 | % | 0.95 | % | 0.44 | % | 3.22 | % | 1.74 | % |
RI | | 1.41 | % | 0.00 | % | 2.41 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 1.47 | % | 0.00 | % | 2.23 | % | 0.45 | % |
SC | | 0.03 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.08 | % | 0.00 | % |
SD | | 0.44 | % | 0.00 | % | 0.17 | % | 1.05 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.87 | % | 0.33 | % |
TN | | 0.71 | % | 0.00 | % | 0.35 | % | 0.00 | % | 0.00 | % | 1.57 | % | 1.61 | % | 0.00 | % | 0.75 | % | 1.04 | % | 0.73 | % |
TX | | 1.03 | % | 0.00 | % | 0.70 | % | 3.00 | % | 0.00 | % | 7.47 | % | 0.00 | % | 0.98 | % | 0.00 | % | 1.64 | % | 0.00 | % |
UT | | 2.06 | % | 0.00 | % | 2.70 | % | 0.00 | % | 0.00 | % | 0.00 | % | 4.85 | % | 2.32 | % | 0.97 | % | 2.48 | % | 0.83 | % |
VA | | 0.98 | % | 0.00 | % | 1.13 | % | 0.66 | % | 0.00 | % | 0.00 | % | 0.72 | % | 0.30 | % | 1.26 | % | 1.29 | % | 1.11 | % |
WA | | 3.53 | % | 0.00 | % | 4.50 | % | 2.08 | % | 0.00 | % | 0.00 | % | 0.00 | % | 3.14 | % | 5.35 | % | 2.11 | % | 7.21 | % |
WI | | 0.22 | % | 0.00 | % | 0.19 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.38 | % | 0.33 | % |
WV | | 0.14 | % | 0.00 | % | 0.11 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.09 | % | 0.56 | % |
WY | | 0.08 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.00 | % | 0.51 | % |
Unknown or Other | | | | | | | | | | | | | | | | | | | | | | | |
| | 100.00 | % | 0.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % | 100.00 | % |
Deal Name: MMLT 2005-3
Detailed collateral info
| | # of Loans | | Balance | | Avg. Balance | | % of group balance | | WAC | | WALA | | WARM | | FICO | | OLTV | | CLTV | | DTI | | % of Full Doc | | % of Primary Owner | | % Single Family & PUD | | % of IO loans | | % silent 2nds | |
Aggregate | | 3,042 | | 444,896,169 | | 146,251 | | 100.00 | | 7.772 | | 2 | | 342 | | 646 | | 86.10 | | 95.13 | | 41.55 | | 69.53 | | 94.86 | | 68.37 | | 35.87 | | 46.95 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Current Balance | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
<50k | | 559 | | 17,806,988 | | 31,855 | | 4.00 | | 10.403 | | 3 | | 2259 | | 637 | | 96.99 | | 97.85 | | 40.01 | | 79.56 | | 91.60 | | 84.32 | | — | | 4.44 | |
50-75k | | 387 | | 23,690,787 | | 61,217 | | 5.33 | | 9.135 | | 3 | | 2678 | | 636 | | 91.69 | | 97.26 | | 39.71 | | 79.80 | | 91.42 | | 80.80 | | 0.26 | | 30.44 | |
75.01-100k | | 409 | | 35,404,914 | | 86,565 | | 7.96 | | 8.540 | | 3 | | 2719 | | 631 | | 90.47 | | 96.47 | | 40.11 | | 81.38 | | 94.67 | | 84.66 | | — | | 33.24 | |
100.01-200k | | 992 | | 140,172,292 | | 141,303 | | 31.51 | | 7.826 | | 3 | | 2678 | | 631 | | 86.74 | | 94.55 | | 41.25 | | 78.69 | | 95.17 | | 74.50 | | 20.57 | | 39.99 | |
200.01-300k | | 373 | | 89,437,931 | | 239,780 | | 20.10 | | 7.413 | | 2 | | 2631 | | 646 | | 84.88 | | 94.06 | | 42.19 | | 70.61 | | 94.89 | | 59.96 | | 42.58 | | 47.71 | |
300.01-400k | | 157 | | 54,264,953 | | 345,637 | | 12.20 | | 7.256 | | 2 | | 2595 | | 652 | | 84.10 | | 95.23 | | 42.86 | | 59.70 | | 96.11 | | 62.72 | | 58.18 | | 57.54 | |
400.01-500k | | 92 | | 40,816,014 | | 443,652 | | 9.17 | | 7.100 | | 2 | | 2539 | | 674 | | 82.40 | | 94.93 | | 41.74 | | 49.17 | | 96.60 | | 61.66 | | 65.31 | | 64.86 | |
500.01-1,000,000.00 | | 73 | | 43,302,290 | | 593,182 | | 9.73 | | 7.166 | | 2 | | 2563 | | 678 | | 81.42 | | 95.89 | | 42.16 | | 49.78 | | 94.01 | | 52.60 | | 79.45 | | 75.51 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
FICO | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
<=600 | | 560 | | 79,856,861 | | 142,602 | | 17.95 | | 8.511 | | 2 | | 3031 | | 569 | | 85.91 | | 87.38 | | 40.99 | | 99.02 | | 98.18 | | 82.41 | | 19.26 | | 10.18 | |
601-619 | | 595 | | 68,271,311 | | 114,742 | | 15.35 | | 7.876 | | 2 | | 2658 | | 609 | | 85.50 | | 94.99 | | 41.76 | | 98.96 | | 99.35 | | 73.40 | | 29.10 | | 48.95 | |
620-639 | | 554 | | 69,460,076 | | 125,379 | | 15.61 | | 7.734 | | 3 | | 2559 | | 630 | | 85.73 | | 95.89 | | 41.90 | | 82.98 | | 95.86 | | 72.48 | | 27.93 | | 52.47 | |
640-659 | | 444 | | 66,075,158 | | 148,818 | | 14.85 | | 7.560 | | 3 | | 2535 | | 650 | | 87.91 | | 97.01 | | 40.96 | | 66.72 | | 92.97 | | 67.21 | | 35.11 | | 48.10 | |
660-679 | | 251 | | 39,836,650 | | 158,712 | | 8.95 | | 7.701 | | 3 | | 2564 | | 669 | | 87.35 | | 96.75 | | 41.52 | | 49.83 | | 87.45 | | 62.96 | | 36.60 | | 48.83 | |
680-699 | | 271 | | 47,656,362 | | 175,854 | | 10.71 | | 7.447 | | 2 | | 2445 | | 688 | | 85.68 | | 98.04 | | 41.28 | | 35.40 | | 95.74 | | 56.14 | | 51.95 | | 61.56 | |
700-719 | | 137 | | 23,966,650 | | 174,939 | | 5.39 | | 7.474 | | 2 | | 2443 | | 707 | | 85.34 | | 97.53 | | 42.69 | | 29.67 | | 90.81 | | 59.27 | | 52.49 | | 62.66 | |
720+ | | 230 | | 49,773,102 | | 216,405 | | 11.19 | | 7.293 | | 3 | | 2415 | | 747 | | 85.08 | | 98.94 | | 42.17 | | 34.51 | | 91.58 | | 55.12 | | 59.96 | | 70.92 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
LTV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
80 | | 1,033 | | 207,928,361 | | 201,286 | | 46.74 | | 7.241 | | 2 | | 2588 | | 661 | | 80.00 | | 98.04 | | 42.39 | | 54.39 | | 95.08 | | 63.21 | | 50.76 | | 92.01 | |
80.01 - 85.00 | | 130 | | 23,444,418 | | 180,342 | | 5.27 | | 7.641 | | 3 | | 2717 | | 600 | | 84.58 | | 85.42 | | 41.79 | | 90.44 | | 98.72 | | 76.45 | | 35.65 | | 7.18 | |
85.01 - 90.00 | | 230 | | 33,421,533 | | 145,311 | | 7.51 | | 7.926 | | 2 | | 2805 | | 625 | | 89.77 | | 90.71 | | 40.33 | | 92.11 | | 76.00 | | 73.12 | | 19.83 | | 12.43 | |
90.01 - 95.00 | | 155 | | 26,199,117 | | 169,027 | | 5.89 | | 7.986 | | 3 | | 2765 | | 629 | | 94.82 | | 94.95 | | 40.89 | | 92.02 | | 96.59 | | 77.44 | | 21.84 | | 2.86 | |
95.01 - 100.00 | | 15 | | 1,567,147 | | 104,476 | | 0.35 | | 9.027 | | 2 | | 2161 | | 657 | | 97.34 | | 97.34 | | 44.03 | | 80.68 | | 100.00 | | 87.34 | | — | | 0.00 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Purchase | | 2,287 | | 318,723,019 | | 139,363 | | 71.64 | | 7.860 | | 3 | | 2617 | | 658 | | 87.04 | | 98.26 | | 42.02 | | 62.28 | | 94.29 | | 65.09 | | 35.87 | | 58.02 | |
2-4 family | | 243 | | 52,296,447 | | 215,212 | | 11.75 | | 8.202 | | 3 | | 2695 | | 686 | | 85.15 | | 98.66 | | 44.13 | | 36.83 | | 92.28 | | — | | 40.54 | | 69.75 | |
Investment & 2nd home | | 176 | | 22,845,964 | | 129,807 | | 5.14 | | 7.939 | | 3 | | 2733 | | 674 | | 84.00 | | 92.42 | | 38.04 | | 78.05 | | — | | 50.88 | | 16.95 | | 47.27 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
CA | | 450 | | 118,266,553 | | 262,815 | | 26.58 | | 7.165 | | 3 | | 2349 | | 673 | | 82.59 | | 95.22 | | 42.61 | | 49.43 | | 95.83 | | 72.35 | | 71.42 | | 65.21 | |
GA | | 75 | | 11,098,867 | | 147,985 | | 2.49 | | 8.205 | | 2 | | 2816 | | 640 | | 87.44 | | 98.37 | | 41.87 | | 71.59 | | 96.78 | | 60.11 | | 23.49 | | 56.97 | |
MA | | 67 | | 15,411,429 | | 230,021 | | 3.46 | | 8.497 | | 3 | | 2736 | | 679 | | 84.95 | | 99.25 | | 45.49 | | 28.63 | | 100.00 | | 15.03 | | 21.51 | | 72.25 | |
NY | | 4 | | 711,850 | | 177,963 | | 0.16 | | 7.200 | | 1 | | 2584 | | 675 | | 92.82 | | 94.44 | | 43.14 | | 78.37 | | 100.00 | | 91.91 | | 55.63 | | 8.09 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
FULL | | 2,312 | | 309,357,152 | | 133,805 | | 69.53 | | 7.732 | | 2 | | 2643 | | 627 | | 86.92 | | 93.88 | | 41.35 | | 100.00 | | 94.24 | | 73.51 | | 31.54 | | 36.78 | |
STATED | | 730 | | 135,539,017 | | 185,670 | | 30.47 | | 7.864 | | 3 | | 2571 | | 690 | | 84.22 | | 97.97 | | 42.00 | | — | | 96.30 | | 56.64 | | 45.77 | | 70.17 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
IO | | 557 | | 159,606,430 | | 286,547 | | 35.87 | | 7.062 | | 2 | | 2525 | | 665 | | 82.44 | | 95.21 | | 42.21 | | 61.13 | | 97.57 | | 63.44 | | 100.00 | | 65.73 | |
2nd lien | | 731 | | 38,588,226 | | 52,788 | | 8.67 | | 10.075 | | 3 | | 1787 | | 668 | | 99.51 | | 99.51 | | 42.81 | | 54.22 | | 96.78 | | 64.13 | | — | | 0.00 | |
Loans w/ silent 2nds | | 1,049 | | 208,895,353 | | 199,138 | | 46.95 | | 7.251 | | 2 | | 2592 | | 665 | | 80.10 | | 99.33 | | 42.33 | | 54.47 | | 94.83 | | 62.17 | | 50.22 | | 100.00 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
DTI: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
DTI< 40 | | 1,224 | | 154,915,860 | | 126,565 | | 34.82 | | 7.848 | | 3 | | 2666 | | 642 | | 85.94 | | 93.89 | | 31.29 | | 74.17 | | 93.56 | | 73.74 | | 30.73 | | 41.72 | |
40.00 - 45.00 | | 672 | | 108,714,607 | | 161,778 | | 24.44 | | 7.752 | | 2 | | 2598 | | 654 | | 85.47 | | 95.73 | | 42.69 | | 52.86 | | 94.10 | | 68.15 | | 39.99 | | 52.84 | |
45.01 - 50.00 | | 709 | | 115,610,839 | | 163,062 | | 25.99 | | 7.848 | | 3 | | 2662 | | 645 | | 85.96 | | 95.12 | | 47.78 | | 65.75 | | 96.96 | | 63.38 | | 41.45 | | 47.86 | |
50.01 - 55.00 | | 429 | | 65,076,479 | | 151,693 | | 14.63 | | 7.485 | | 2 | | 2484 | | 644 | | 87.74 | | 97.02 | | 52.79 | | 92.95 | | 95.49 | | 65.26 | | 31.66 | | 47.95 | |
Non-IO
Doc Stat = full
Occ Stat = owner occupied
| | < 70 | | >= 70 / < 80 | | >= 80 / < 90 | | >= 90 / < 100 | | >= 100 | |
< 550 | | 14.71 | | 34.66 | | 50.48 | | 0.00 | | 0.15 | |
550-570 | | 3.16 | | 22.68 | | 46.38 | | 27.77 | | 0.00 | |
570-590 | | 0.70 | | 10.16 | | 20.43 | | 34.92 | | 33.79 | |
590-610 | | 2.01 | | 6.21 | | 39.42 | | 21.58 | | 30.78 | |
610-630 | | 0.75 | | 5.27 | | 53.96 | | 13.76 | | 26.26 | |
630-650 | | 0.86 | | 2.65 | | 39.82 | | 11.21 | | 45.46 | |
650-670 | | 0.31 | | 3.56 | | 26.55 | | 11.49 | | 58.10 | |
670-690 | | 0.00 | | 0.00 | | 21.34 | | 21.98 | | 56.68 | |
690-710 | | 0.00 | | 15.41 | | 21.48 | | 8.80 | | 54.31 | |
710-730 | | 0.00 | | 0.00 | | 52.11 | | 10.93 | | 36.96 | |
>= 730 | | 2.94 | | 13.03 | | 17.85 | | 6.29 | | 59.89 | |
Doc Stat = not full
Occ Stat = owner occupied
| | < 70 | | >= 70 / < 80 | | >= 80 / < 90 | | >= 90 / < 100 | | >= 100 | |
550-570 | | 0.00 | | 100.00 | | 0.00 | | 0.00 | | 0.00 | |
570-590 | | 31.62 | | 26.79 | | 41.59 | | 0.00 | | 0.00 | |
590-610 | | 0.00 | | 0.00 | | 100.00 | | 0.00 | | 0.00 | |
610-630 | | 0.00 | | 11.41 | | 77.74 | | 0.00 | | 10.85 | |
630-650 | | 0.00 | | 18.54 | | 64.52 | | 6.69 | | 10.25 | |
650-670 | | 0.00 | | 0.00 | | 46.85 | | 15.29 | | 37.86 | |
670-690 | | 0.59 | | 5.04 | | 54.47 | | 4.90 | | 35.01 | |
690-710 | | 0.00 | | 1.17 | | 51.29 | | 6.88 | | 40.65 | |
710-730 | | 2.37 | | 0.00 | | 39.79 | | 0.00 | | 57.84 | |
>= 730 | | 0.00 | | 1.08 | | 50.46 | | 5.09 | | 43.37 | |
IO
Doc Stat = full
Occ Stat = owner occupied
| | < 70 | | >= 70 / < 80 | | >= 80 / < 90 | | >= 90 / < 100 | | >= 100 | |
< 550 | | 0.00 | | 29.12 | | 70.88 | | 0.00 | | 0.00 | |
550-570 | | 18.23 | | 29.25 | | 46.10 | | 6.42 | | 0.00 | |
570-590 | | 22.69 | | 16.05 | | 23.04 | | 16.58 | | 21.65 | |
590-610 | | 6.36 | | 10.72 | | 57.72 | | 20.16 | | 5.04 | |
610-630 | | 4.96 | | 3.03 | | 81.69 | | 6.87 | | 3.46 | |
630-650 | | 3.42 | | 0.88 | | 71.64 | | 6.19 | | 17.87 | |
650-670 | | 2.58 | | 13.50 | | 29.47 | | 5.60 | | 48.86 | |
670-690 | | 0.00 | | 2.74 | | 80.51 | | 3.76 | | 12.99 | |
690-710 | | 4.46 | | 24.94 | | 39.04 | | 13.95 | | 17.61 | |
710-730 | | 0.00 | | 27.27 | | 43.70 | | 12.81 | | 16.22 | |
>= 730 | | 0.00 | | 3.41 | | 83.56 | | 6.68 | | 6.35 | |
Doc Stat = not full
Occ Stat = owner occupied
| | < 70 | | >= 70 / < 80 | | >= 80 / < 90 | | >= 90 / < 100 | | >= 100 | |
< 550 | | 0.00 | | 29.12 | | 70.88 | | 0.00 | | 0.00 | |
550-570 | | 18.23 | | 29.25 | | 46.10 | | 6.42 | | 0.00 | |
570-590 | | 22.69 | | 16.05 | | 23.04 | | 16.58 | | 21.65 | |
590-610 | | 6.36 | | 10.72 | | 57.72 | | 20.16 | | 5.04 | |
610-630 | | 4.96 | | 3.03 | | 81.69 | | 6.87 | | 3.46 | |
630-650 | | 3.42 | | 0.88 | | 71.64 | | 6.19 | | 17.87 | |
650-670 | | 2.58 | | 13.50 | | 29.47 | | 5.60 | | 48.86 | |
670-690 | | 0.00 | | 2.74 | | 80.51 | | 3.76 | | 12.99 | |
690-710 | | 4.46 | | 24.94 | | 39.04 | | 13.95 | | 17.61 | |
710-730 | | 0.00 | | 27.27 | | 43.70 | | 12.81 | | 16.22 | |
>= 730 | | 0.00 | | 3.41 | | 83.56 | | 6.68 | | 6.35 | |
Doc Stat = full
Occ Stat = not owner occupied
| | < 70 | | >= 70 / < 80 | | >= 80 / < 90 | | >= 90 / < 100 | | >= 100 | |
< 550 | | 85.97 | | 14.03 | | 0.00 | | 0.00 | | 0.00 | |
550-570 | | 100.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | |
570-590 | | 15.15 | | 46.85 | | 38.00 | | 0.00 | | 0.00 | |
590-610 | | 0.00 | | 33.82 | | 66.18 | | 0.00 | | 0.00 | |
610-630 | | 0.00 | | 0.00 | | 77.36 | | 16.45 | | 6.19 | |
630-650 | | 0.00 | | 0.00 | | 34.99 | | 64.54 | | 0.47 | |
650-670 | | 0.00 | | 0.00 | | 37.75 | | 53.31 | | 8.94 | |
670-690 | | 11.33 | | 0.00 | | 60.89 | | 25.49 | | 2.30 | |
690-710 | | 0.00 | | 46.45 | | 37.77 | | 10.06 | | 5.72 | |
710-730 | | 0.00 | | 0.00 | | 0.00 | | 100.00 | | 0.00 | |
>= 730 | | 0.00 | | 4.14 | | 56.62 | | 29.19 | | 10.05 | |
Doc Stat = not full
Occ Stat = not owner occupied
| | < 70 | | >= 70 / < 80 | | >= 80 / < 90 | | >= 90 / < 100 | | >= 100 | |
< 550 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | |
>= 550 / < 570 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | |
>= 570 / < 590 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | |
>= 590 / < 610 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | |
>= 610 / < 630 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | |
>= 630 / < 650 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | |
650-670 | | 0.00 | | 0.00 | | 87.18 | | 1.81 | | 11.02 | |
670-690 | | 0.00 | | 0.00 | | 86.07 | | 0.00 | | 13.93 | |
690-710 | | 0.00 | | 0.00 | | 90.31 | | 0.00 | | 9.69 | |
710-730 | | 0.00 | | 0.00 | | 91.78 | | 0.00 | | 8.22 | |
>= 730 | | 0.00 | | 10.95 | | 74.68 | | 0.00 | | 14.36 | |
Doc Stat = full
Occ Stat = not owner occupied
| | < 70 | | >= 70 / < 80 | | >= 80 / < 90 | | >= 90 / < 100 | | >= 100 | |
610-630 | | 0.00 | | 0.00 | | 100.00 | | 0.00 | | 0.00 | |
650-670 | | 0.00 | | 0.00 | | 0.00 | | 100.00 | | 0.00 | |
670-690 | | 0.00 | | 0.00 | | 0.00 | | 100.00 | | 0.00 | |
710-730 | | 0.00 | | 0.00 | | 0.00 | | 100.00 | | 0.00 | |
>= 730 | | 13.22 | | 0.00 | | 0.00 | | 86.78 | | 0.00 | |
Doc Stat = not full
Occ Stat = not owner occupied
| | < 70 | | >= 70 / < 80 | | >= 80 / < 90 | | >= 90 / < 100 | | >= 100 | |
610-630 | | 0.00 | | 0.00 | | 100.00 | | 0.00 | | 0.00 | |
650-670 | | 0.00 | | 0.00 | | 0.00 | | 100.00 | | 0.00 | |
670-690 | | 0.00 | | 0.00 | | 0.00 | | 100.00 | | 0.00 | |
710-730 | | 0.00 | | 0.00 | | 0.00 | | 100.00 | | 0.00 | |
>= 730 | | 13.22 | | 0.00 | | 0.00 | | 86.78 | | 0.00 | |
We need these matrices in addition to strats
Aggregate Loans (First Lien Only)
FICO | | % of total deal | | Avg LTV | | Max LTV | | % Full Doc | | % Owner Occ | | % IO | | WAC | | MARGIN | | % Second Lien (Simultaneous or Silent) | |
520 - 539 | | 0.44 | | 81.96 | | 85.00 | | 100.00 | % | 100.00 | % | 100.00 | % | 8.959 | | 7.899 | | 0.00 | % |
540 - 559 | | 0.41 | | 78.14 | | 90.00 | | 100.00 | % | 100.00 | % | 100.00 | % | 8.131 | | 7.131 | | 0.00 | % |
560 - 579 | | 1.09 | | 80.35 | | 100.00 | | 100.00 | % | 100.00 | % | 100.00 | % | 7.503 | | 6.481 | | 3.09 | % |
580 - 599 | | 1.31 | | 83.43 | | 100.00 | | 100.00 | % | 100.00 | % | 100.00 | % | 7.872 | | 6.842 | | 0.00 | % |
600 - 619 | | 4.64 | | 82.03 | | 100.00 | | 100.00 | % | 99.45 | % | 100.00 | % | 7.033 | | 6.033 | | 56.82 | % |
620 - 639 | | 4.36 | | 82.37 | | 100.00 | | 100.00 | % | 100.00 | % | 100.00 | % | 7.009 | | 6.001 | | 62.54 | % |
640 - 659 | | 5.21 | | 84.76 | | 100.00 | | 61.79 | % | 97.07 | % | 100.00 | % | 7.038 | | 6.038 | | 67.29 | % |
660 - 679 | | 3.28 | | 81.63 | | 100.00 | | 43.51 | % | 93.52 | % | 100.00 | % | 6.975 | | 5.975 | | 73.33 | % |
680 - 699 | | 5.57 | | 82.80 | | 100.00 | | 34.56 | % | 99.46 | % | 100.00 | % | 6.875 | | 5.875 | | 73.19 | % |
700 - 719 | | 2.83 | | 81.85 | | 100.00 | | 28.83 | % | 93.69 | % | 100.00 | % | 6.979 | | 5.979 | | 80.22 | % |
720 - 739 | | 2.88 | | 81.18 | | 100.00 | | 27.81 | % | 100.00 | % | 100.00 | % | 6.747 | | 5.747 | | 94.07 | % |
740 - 759 | | 1.96 | | 82.22 | | 100.00 | | 29.25 | % | 100.00 | % | 100.00 | % | 7.027 | | 6.027 | | 88.87 | % |
760 - 779 | | 1.33 | | 84.22 | | 100.00 | | 43.13 | % | 81.82 | % | 100.00 | % | 7.344 | | 6.344 | | 73.08 | % |
780 - 799 | | 0.41 | | 77.22 | | 80.00 | | 45.53 | % | 92.59 | % | 100.00 | % | 6.970 | | 5.970 | | 92.59 | % |
800 >= | | 0.13 | | 80.00 | | 80.00 | | 100.00 | % | 100.00 | % | 100.00 | % | 5.805 | | 4.805 | | 100.00 | % |
Not Available | | 0.04 | | 75.00 | | 75.00 | | 100.00 | % | 100.00 | % | 100.00 | % | 7.880 | | 6.880 | | 0.00 | % |
Total | | 35.87 | | 82.44 | | 100.00 | | 61.13 | % | 97.57 | % | 100.00 | % | 7.062 | | 6.058 | | 65.73 | % |
Aggregate Loans (Second Lien Only)
FICO | | % of total deal | | Avg LTV | | Max LTV | | % Full Doc | | % Owner Occ | | % IO | | WAC | | MARGIN | | % Second Lien (Simultaneous or Silent) | |
600 - 619 | | 1.29 | | 99.90 | | 100.00 | | 100.00 | % | 100.00 | % | 0.00 | % | 11.367 | | 4.683 | | 0.00 | % |
620 - 639 | | 1.62 | | 99.12 | | 100.00 | | 70.56 | % | 97.83 | % | 0.00 | % | 10.933 | | 5.989 | | 0.00 | % |
640 - 659 | | 1.36 | | 99.19 | | 100.00 | | 59.60 | % | 98.68 | % | 0.00 | % | 10.184 | | 6.212 | | 0.00 | % |
660 - 679 | | 0.91 | | 99.27 | | 100.00 | | 42.88 | % | 88.91 | % | 0.00 | % | 10.265 | | 5.620 | | 0.00 | % |
680 - 699 | | 1.38 | | 99.54 | | 100.00 | | 35.09 | % | 96.79 | % | 0.00 | % | 9.393 | | 6.610 | | 0.00 | % |
700 - 719 | | 0.72 | | 99.85 | | 100.00 | | 25.88 | % | 100.00 | % | 0.00 | % | 9.457 | | 7.341 | | 0.00 | % |
720 - 739 | | 0.63 | | 100.00 | | 100.00 | | 27.85 | % | 97.67 | % | 0.00 | % | 8.364 | | 6.831 | | 0.00 | % |
740 - 759 | | 0.41 | | 99.74 | | 100.00 | | 29.51 | % | 89.97 | % | 0.00 | % | 8.892 | | 6.034 | | 0.00 | % |
760 - 779 | | 0.22 | | 99.58 | | 100.00 | | 16.03 | % | 88.95 | % | 0.00 | % | 9.095 | | 5.209 | | 0.00 | % |
780 - 799 | | 0.09 | | 100.00 | | 100.00 | | 29.00 | % | 100.00 | % | 0.00 | % | 8.602 | | 5.977 | | 0.00 | % |
800 >= | | 0.03 | | 100.00 | | 100.00 | | 100.00 | % | 100.00 | % | 0.00 | % | 7.250 | | 6.250 | | 0.00 | % |
Not Available | | 0.00 | | 100.00 | | 100.00 | | 100.00 | % | 100.00 | % | 0.00 | % | 11.125 | | 0.000 | | 0.00 | % |
Total | | 8.67 | | 99.51 | | 100.00 | | 54.22 | % | 96.78 | % | 0.00 | % | 10.075 | | 6.043 | | 0.00 | % |
Second Lien Loans
IO Loans
FICO | | % of total deal | | Avg LTV | | Max LTV | | % Full Doc | | % Owner Occ | | WAC | | MARGIN | | % Second Lien (Simultaneous or Silent) | |
520 - 539 | | 0.44 | | 81.96 | | 85.00 | | 100.00 | % | 100.00 | % | 8.959 | | 7.899 | | 0.00 | |
540 - 559 | | 0.41 | | 78.14 | | 90.00 | | 100.00 | % | 100.00 | % | 8.131 | | 7.131 | | 0.00 | |
560 - 579 | | 1.09 | | 80.35 | | 100.00 | | 100.00 | % | 100.00 | % | 7.503 | | 6.481 | | 0.03 | |
580 - 599 | | 1.31 | | 83.43 | | 100.00 | | 100.00 | % | 100.00 | % | 7.872 | | 6.842 | | 0.00 | |
600 - 619 | | 4.64 | | 82.03 | | 100.00 | | 100.00 | % | 99.45 | % | 7.033 | | 6.033 | | 0.57 | |
620 - 639 | | 4.36 | | 82.37 | | 100.00 | | 100.00 | % | 100.00 | % | 7.009 | | 6.001 | | 0.63 | |
640 659 | | 5.21 | | 84.76 | | 100.00 | | 61.79 | % | 97.07 | % | 7.038 | | 6.038 | | 0.67 | |
660 - 679 | | 3.28 | | 81.63 | | 100.00 | | 43.51 | % | 93.52 | % | 6.975 | | 5.975 | | 0.73 | |
680 - 699 | | 5.57 | | 82.80 | | 100.00 | | 34.56 | % | 99.46 | % | 6.875 | | 5.875 | | 0.73 | |
700 - 719 | | 2.83 | | 81.85 | | 100.00 | | 28.83 | % | 93.69 | % | 6.979 | | 5.979 | | 0.80 | |
720 - 739 | | 2.88 | | 81.18 | | 100.00 | | 27.81 | % | 100.00 | % | 6.747 | | 5.747 | | 0.94 | |
740 - 759 | | 1.96 | | 82.22 | | 100.00 | | 29.25 | % | 100.00 | % | 7.027 | | 6.027 | | 0.89 | |
760 - 779 | | 1.33 | | 84.22 | | 100.00 | | 43.13 | % | 81.82 | % | 7.344 | | 6.344 | | 0.73 | |
780 - 799 | | 0.41 | | 77.22 | | 80.00 | | 45.53 | % | 92.59 | % | 6.970 | | 5.970 | | 0.93 | |
800 >= | | 0.13 | | 80.00 | | 80.00 | | 100.00 | % | 100.00 | % | 5.805 | | 4.805 | | 1.00 | |
Not Available | | 0.04 | | 75.00 | | 75.00 | | 100.00 | % | 100.00 | % | 7.880 | | 6.880 | | 0.00 | |
Total | | 35.87 | | 82.44 | | 100.00 | | 61.13 | % | 97.57 | % | 7.062 | | 6.058 | | 0.66 | |
If the deal has deep MI - we want the following:
For Non-MI Loans-only
By LTV Bucket | | % of total deal | | Avg FICO | | %<550 FICO | | %full doc | | %non owner | |
<= 50 | | 0.25 | | 659 | | 0.00 | % | 93.87 | % | 34.50 | % |
50.01 - 55.00 | | 0.18 | | 624 | | 0.00 | % | 84.62 | % | 0.00 | % |
55.01 - 60.00 | | 0.49 | | 604 | | 6.04 | % | 90.40 | % | 1.86 | % |
60.01 - 65.00 | | 0.48 | | 579 | | 33.94 | % | 100.00 | % | 2.35 | % |
65.01 - 70.00 | | 1.66 | | 582 | | 25.16 | % | 89.46 | % | 12.77 | % |
70.01 - 75.00 | | 3.22 | | 597 | | 15.74 | % | 86.25 | % | 0.92 | % |
75.01 - 80.00 | | 50.02 | | 659 | | 1.93 | % | 55.76 | % | 4.88 | % |
80.01 - 85.00 | | 5.27 | | 600 | | 19.25 | % | 90.44 | % | 1.28 | % |
85.01 - 90.00 | | 7.51 | | 625 | | 0.00 | % | 92.11 | % | 24.00 | % |
90.01 - 95.00 | | 5.89 | | 629 | | 0.00 | % | 92.02 | % | 3.41 | % |
95.01 - 100.00 | | 25.02 | | 651 | | 0.01 | % | 75.78 | % | 1.09 | % |
We needs strats broken out in this format for Total ARMs, Total Fixed, Total IO Loans seperately
We also need this for the total pool combined
Original Principal Balances of Mortgage Loans
Range ($) | | Number of Loans | | Aggregate Original Principal Balance | | % of Aggregate Principal Balance as of Cut-off Date | | AVG CURRENT BALANCE | | WA GROSS CPN | | WA COMBLT V | | GWAC | | WA FICO | |
0.00 - 25,000.00 | | 153 | | $ | 2,737,290.00 | | 0.62 | | $ | 17,884.13 | | 11.608 | | 99.74 | | | | 631 | |
25,000.01 - 50,000.00 | | 422 | | $ | 15,877,360.00 | | 3.57 | | $ | 37,608.33 | | 10.119 | | 96.27 | | | | 638 | |
50,000.01 - 75,000.00 | | 376 | | $ | 23,273,634.00 | | 5.23 | | $ | 61,877.09 | | 9.152 | | 91.73 | | | | 640 | |
75,000.01 - 100,000.00 | | 416 | | $ | 36,240,770.00 | | 8.14 | | $ | 87,091.14 | | 8.537 | | 90.46 | | | | 630 | |
100,000.01 - 125,000.00 | | 349 | | $ | 39,578,730.00 | | 8.89 | | $ | 113,373.83 | | 8.143 | | 87.58 | | | | 638 | |
125,000.01 - 150,000.00 | | 268 | | $ | 36,757,852.00 | | 8.26 | | $ | 137,130.52 | | 7.876 | | 87.05 | | | | 629 | |
150,000.01 - 175,000.00 | | 216 | | $ | 35,264,925.00 | | 7.93 | | $ | 163,236.00 | | 7.662 | | 87.49 | | | | 636 | |
175,000.01 - 200,000.00 | | 159 | | $ | 29,798,870.00 | | 6.70 | | $ | 187,389.12 | | 7.426 | | 83.52 | | | | 632 | |
200,000.01 - 225,000.00 | | 119 | | $ | 25,276,875.00 | | 5.68 | | $ | 212,387.44 | | 7.430 | | 85.27 | | | | 636 | |
225,000.01 - 250,000.00 | | 112 | | $ | 26,545,047.00 | | 5.97 | | $ | 236,982.19 | | 7.455 | | 85.31 | | | | 648 | |
250,000.01 - 275,000.00 | | 80 | | $ | 20,895,090.00 | | 4.70 | | $ | 261,169.69 | | 7.457 | | 84.50 | | | | 650 | |
275,000.01 - 300,000.00 | | 55 | | $ | 15,828,980.00 | | 3.56 | | $ | 287,786.27 | | 7.336 | | 84.79 | | | | 655 | |
300,000.01 - 333,700.00 | | 55 | | $ | 17,396,590.00 | | 3.91 | | $ | 316,286.82 | | 7.309 | | 85.06 | | | | 649 | |
333,700.01 - 350,000.00 | | 28 | | $ | 9,580,690.00 | | 2.15 | | $ | 342,157.46 | | 7.622 | | 86.33 | | | | 637 | |
350,000.01 - 600,000.00 | | 208 | | $ | 92,307,090.00 | | 20.75 | | $ | 443,763.21 | | 7.098 | | 82.31 | | | | 672 | |
600,000.01 - 1,000,000.00 | | 26 | | $ | 17,605,000.00 | | 3.96 | | $ | 677,089.44 | | 7.228 | | 80.79 | | | | 674 | |
Total | | 3,042 | | $ | 444,964,793.00 | | 100.00 | | $ | 146,251.21 | | 7.772 | | 86.10 | | | | 647 | |
Principal Balances of Mortgage Loans as of Cutoff Date
Range ($) | | Number of Loans | | Aggregate Principal Balance as of Cut-off Date | | % of Aggregate Principal Balance as of Cut-off Date | | AVG CURRENT BALANCE | | WA GROSS CPN | | WA COMBL V | | GWAC | | WA FICO | |
0.00 -25,000.00 | | 153 | | $ | 2,736,271.77 | | 0.62 | | $ | 17,884.13 | | 11.608 | | 99.74 | | | | 631 | |
25,000.01 - 50,000.00 | | 422 | | $ | 15,870,716.03 | | 3.57 | | $ | 37,608.33 | | 10.119 | | 96.27 | | | | 638 | |
50,000.01 - 75,000.00 | | 376 | | $ | 23,265,787.24 | | 5.23 | | $ | 61,877.09 | | 9.152 | | 91.73 | | | | 640 | |
75,000.01 - 100,000.00 | | 416 | | $ | 36,229,914.29 | | 8.14 | | $ | 87,091.14 | | 8.537 | | 90.46 | | | | 630 | |
100,000.01 - 125,000.00 | | 349 | | $ | 39,567,466.56 | | 8.89 | | $ | 113,373.83 | | 8.143 | | 87.58 | | | | 638 | |
125,000.01 - 150,000.00 | | 268 | | $ | 36,750,979.18 | | 8.26 | | $ | 137,130.52 | | 7.876 | | 87.05 | | | | 629 | |
150,000.01 - 175,000.00 | | 216 | | $ | 35,258,975.11 | | 7.93 | | $ | 163,236.00 | | 7.662 | | 87.49 | | | | 636 | |
175,000.01 - 200,000.00 | | 159 | | $ | 29,794,870.70 | | 6.70 | | $ | 187,389.12 | | 7.426 | | 83.52 | | | | 632 | |
200,000.01 - 225,000.00 | | 119 | | $ | 25,274,105.30 | | 5.68 | | $ | 212,387.44 | | 7.430 | | 85.27 | | | | 636 | |
225,000.01 - 250,000.00 | | 112 | | $ | 26,542,005.39 | | 5.97 | | $ | 236,982.19 | | 7.455 | | 85.31 | | | | 648 | |
250,000.01 - 275,000.00 | | 80 | | $ | 20,893,575.23 | | 4.70 | | $ | 261,169.69 | | 7.457 | | 84.50 | | | | 650 | |
275,000.01 - 300,000.00 | | 55 | | $ | 15,828,245.09 | | 3.56 | | $ | 287,786.27 | | 7.336 | | 84.79 | | | | 655 | |
300,000.01 - 333,700.00 | | 55 | | $ | 17,395,775.06 | | 3.91 | | $ | 316,286.82 | | 7.309 | | 85.06 | | | | 649 | |
333,700.01 - 350,000.00 | | 28 | | $ | 9,580,408.85 | | 2.15 | | $ | 342,157.46 | | 7.622 | | 86.33 | | | | 637 | |
350,000.01 - 600,000.00 | | 208 | | $ | 92,302,747.70 | | 20.75 | | $ | 443,763.21 | | 7.098 | | 82.31 | | | | 672 | |
600,000.01 - 1,000,000.00 | | 26 | | $ | 17,604,325.40 | | 3.96 | | $ | 677,089.44 | | 7.228 | | 80.79 | | | | 674 | |
Total | | 3,042 | | $ | 444,896,168.90 | | 100.00 | | $ | 146,251.21 | | 7.772 | | 86.10 | | | | 647 | |
Current Mortgage Rates of Mortgage Loans
Mortgage Rates (%) | | Number of Loans | | Aggregate Principal Balance as of Cut-off Date | | % of Aggregate Principal Balance as of Cut-off Date | | AVG CURRENT BALANCE | | WA GROSS CPN | | WA COMBLT V | | GWAC | | WA FICO | |
05.000 - 5.499 | | 7 | | $ | 2,096,990.00 | | 0.47 | | $ | 299,570.00 | | 5.358 | | 75.31 | | | | 668 | |
05.500 - 5.999 | | 41 | | $ | 11,835,066.71 | | 2.66 | | $ | 288,660.16 | | 5.767 | | 77.87 | | | | 679 | |
06.000 - 6.499 | | 140 | | $ | 37,102,439.68 | | 8.34 | | $ | 265,017.43 | | 6.285 | | 80.11 | | | | 661 | |
06.500 - 6.999 | | 418 | | $ | 97,024,027.46 | | 21.81 | | $ | 232,114.90 | | 6.777 | | 82.43 | | | | 660 | |
07.000 - 7.499 | | 382 | | $ | 70,553,430.98 | | 15.86 | | $ | 184,694.85 | | 7.185 | | 84.74 | | | | 651 | |
07.500 - 7.999 | | 381 | | $ | 65,095,966.91 | | 14.63 | | $ | 170,855.56 | | 7.754 | | 87.52 | | | | 655 | |
08.000 - 8.499 | | 344 | | $ | 47,590,247.47 | | 10.70 | | $ | 138,343.74 | | 8.216 | | 86.24 | | | | 645 | |
08.500 - 8.999 | | 327 | | $ | 43,336,488.83 | | 9.74 | | $ | 132,527.49 | | 8.711 | | 87.80 | | | | 622 | |
09.000 - 9.499 | | 268 | | $ | 25,998,083.20 | | 5.84 | | $ | 97,007.77 | | 9.241 | | 92.26 | | | | 616 | |
09.500 - 9.999 | | 186 | | $ | 17,589,482.22 | | 3.95 | | $ | 94,567.11 | | 9.771 | | 94.17 | | | | 608 | |
10.000 - 10.499 | | 200 | | $ | 11,557,812.40 | | 2.60 | | $ | 57,789.06 | | 10.216 | | 97.41 | | | | 618 | |
10.500 - 10.999 | | 73 | | $ | 5,341,301.85 | | 1.20 | | $ | 73,168.52 | | 10.678 | | 97.94 | | | | 631 | |
11.000 - 11.499 | | 99 | | $ | 3,163,119.03 | | 0.71 | | $ | 31,950.70 | | 11.201 | | 98.18 | | | | 620 | |
11.500 - 11.999 | | 48 | | $ | 2,207,599.68 | | 0.50 | | $ | 45,991.66 | | 11.796 | | 98.21 | | | | 645 | |
12.000 - 12.499 | | 20 | | $ | 846,975.64 | | 0.19 | | $ | 42,348.78 | | 12.304 | | 99.79 | | | | 650 | |
12.500 - 12.999 | | 21 | | $ | 1,068,181.15 | | 0.24 | | $ | 50,865.77 | | 12.827 | | 97.59 | | | | 649 | |
13.000 - 13.499 | | 26 | | $ | 725,170.05 | | 0.16 | | $ | 27,891.16 | | 13.237 | | 100.00 | | | | 635 | |
13.500 - 13.999 | | 17 | | $ | 479,465.45 | | 0.11 | | $ | 28,203.85 | | 13.720 | | 100.00 | | | | 628 | |
14.000 - 14.499 | | 33 | | $ | 976,067.56 | | 0.22 | | $ | 29,577.80 | | 14.222 | | 100.00 | | | | 614 | |
14.500 - 14.999 | | 9 | | $ | 263,984.03 | | 0.06 | | $ | 29,331.56 | | 14.707 | | 100.00 | | | | 608 | |
15.000 - 15.499 | | 2 | | $ | 44,268.60 | | 0.01 | | $ | 22,134.30 | | 15.028 | | 100.00 | | | | 609 | |
Total | | 3,042 | | $ | 444,896,168.90 | | 100.00 | | $ | 146,251.21 | | 7.772 | | 86.10 | | | | 647 | |
Original Term to Maturity of Mortgage Loans
Original Term (mos) | | Number of Loans | | Aggregate Principal Balance as of Cut-off Date | | % of Aggregate Principal Balance as of Cut-off Date | | AVG CURRENT BALANCE | | WA GROSS CPN | | WA COMBLT V | | GWAC | | WA FICO | |
000 - 180 | | 727 | | $ | 38,441,456.55 | | 8.64 | | $ | 52,876.83 | | 10.056 | | 99.44 | | | | 669 | |
181 - 240 | | 7 | | $ | 293,269.20 | | 0.07 | | $ | 41,895.60 | | 12.238 | | 100.00 | | | | 637 | |
241 - 360 | | 2,308 | | $ | 406,161,443.15 | | 91.29 | | $ | 175,979.83 | | 7.553 | | 84.82 | | | | 644 | |
Total | | 3,042 | | $ | 444,896,168.90 | | 100.00 | | $ | 146,251.21 | | 7.772 | | 86.10 | | | | 647 | |
Stated Remaining Term to Maturity of Mortgage Loans
Remaining Term (mos) | | Number of Loans | | Aggregate Principal Balance as of Cut-off Date | | % of Aggregate Principal Balance as of Cut-off Date | | AVG CURRENT BALANCE | | WA GROSS CPN | | WA COMBLT V | | GWAC | | WA FICO | |
121 - 180 | | 727 | | $ | 38,441,456.55 | | 8.64 | | $ | 52,876.83 | | 10.056 | | 99.44 | | | | 669 | |
181 - 240 | | 7 | | $ | 293,269.20 | | 0.07 | | $ | 41,895.60 | | 12.238 | | 100.00 | | | | 637 | |
301 - 360 | | 2,308 | | $ | 406,161,443.15 | | 91.29 | | $ | 175,979.83 | | 7.553 | | 84.82 | | | | 644 | |
Total | | 3,042 | | $ | 444,896,168.90 | | 100.00 | | $ | 146,251.21 | | 7.772 | | 86.10 | | | | 647 | |
Mortgage Insurance | | Number of Loans | | Aggregate Principal Balance as of Cut-off Date | | % of Aggregate Principal Balance as of Cut-off Date | | AVG CURRENT BALANCE | | WA GROSS CPN | | WA COMBLT V | | GWAC | | WA FICO | |
Yes | | 3,042 | | $ | 444,896,168.90 | | 10000 | % | $ | 146,251.21 | | 7.772 | | 86.10 | | | | 647 | |
Total: | | 3,042 | | $ | 444,896,168.90 | | 100.00 | | $ | 146,251.21 | | 7.772 | | 86.10 | | | | 647 | |
Lien | | Number of Loans | | Aggregate Principal Balance as of Cut-off Date | | % of Aggregate Principal Balance as of Cut-off Date | | AVG CURRENT BALANCE | | WA GROSS CPN | | WA COMBLTV | | GWAC | | WA FICO | |
First Lien | | 2,311 | | $ | 406,307,943.15 | | 9133 | % | $ | 175,814.77 | | 7.554 | | 84.82 | | | | 644 | |
Second Lien | | 731 | | $ | 38,588,225.75 | | 867 | % | $ | 52,788.27 | | 10.075 | | 99.51 | | | | 669 | |
Total | | 3,042 | | $ | 444,896,168.90 | | 100.00 | | $ | 146,251.21 | | 7.772 | | 86.10 | | | | 647 | |
Seasoning(mos) | | Number of Loans | | Aggregate Principal Balance as of Cut-off Date | | % of Aggregate Principal Balance as of Cut-off Date | | AVG CURRENT BALANCE | | WA GROSS CPN | | WA COMBLT V | | GWAC | | WA FICO | |
0 | | 1 | | $ | 412,800.00 | | 9 | % | $ | 412,800.00 | | 6.305 | | 80.00 | | | | 750 | |
1 | | 474 | | $ | 84,117,189.00 | | 1891 | % | $ | 177,462.42 | | 7.652 | | 86.13 | | | | 646 | |
2 | | 866 | | $ | 148,390,131.53 | | 3335 | % | $ | 171,351.19 | | 7.543 | | 84.87 | | | | 642 | |
3 | | 980 | | $ | 121,874,512.43 | | 2739 | % | $ | 124,361.75 | | 7.940 | | 86.99 | | | | 644 | |
4 | | 705 | | $ | 87,391,787.29 | | 1964 | % | $ | 123,959.98 | | 8.017 | | 86.79 | | | | 658 | |
5 | | 11 | | $ | 1,950,648.22 | | 44 | % | $ | 177,331.66 | | 8.430 | | 87.75 | | | | 666 | |
6 | | 4 | | $ | 617,626.43 | | 14 | % | $ | 154,406.61 | | 9.909 | | 100.00 | | | | 602 | |
13 | | 1 | | $ | 141,474.00 | | 3 | % | $ | 141,474.00 | | 10.500 | | 100.00 | | | | 583 | |
Total | | 3,042 | | $ | 444,896,168.90 | | 100.00 | | $ | 146,251.21 | | 7.772 | | 86.10 | | | | 647 | |
Combined Loan-to-Value Ratios of Mortgage Loans
Combined LTVs | | Number of Loans | | Aggregate Principal Balance as of Cut-off Date | | % of Aggregate Principal Balance as of Cut-off Date | | AVG CURRENT BALANCE | | WA GROSS CPN | | WA COMBLT V | | GWAC | | WA FICO | |
30.01 - 35.00 | | 1 | | $ | 32,000.00 | | 0.01 | | $ | 32,000.00 | | 8.340 | | 32.99 | | | | 591 | |
35.01 - 40.00 | | 2 | | $ | 143,000.00 | | 0.03 | | $ | 71,500.00 | | 8.154 | | 39.29 | | | | 616 | |
40.01 - 45.00 | | 3 | | $ | 455,979.73 | | 0.10 | | $ | 151,993.24 | | 6.730 | | 42.82 | | | | 646 | |
45.01 - 50.00 | | 3 | | $ | 475,930.07 | | 0.11 | | $ | 158,643.36 | | 6.297 | | 46.68 | | | | 690 | |
50.01 - 55.00 | | 6 | | $ | 812,974.31 | | 0.18 | | $ | 135,495.72 | | 6.823 | | 52.56 | | | | 624 | |
55.01 - 60.00 | | 11 | | $ | 2,185,180.64 | | 0.49 | | $ | 198,652.79 | | 6.695 | | 58.60 | | | | 604 | |
60.01 - 65.00 | | 11 | | $ | 2,124,956.15 | | 0.48 | | $ | 193,177.83 | | 8.163 | | 63.21 | | | | 579 | |
65.01 - 70.00 | | 43 | | $ | 7,395,025.38 | | 1.66 | | $ | 171,977.33 | | 7.313 | | 68.96 | | | | 582 | |
70.01 - 75.00 | | 80 | | $ | 14,327,968.34 | | 3.22 | | $ | 179,099.60 | | 7.412 | | 74.00 | | | | 605 | |
75.01 - 80.00 | | 1,111 | | $ | 222,551,528.82 | | 50.02 | | $ | 200,316.41 | | 7.244 | | 79.91 | | | | 660 | |
80.01 - 85.00 | | 130 | | $ | 23,444,418.38 | | 5.27 | | $ | 180,341.68 | | 7.641 | | 84.58 | | | | 600 | |
85.01 - 90.00 | | 230 | | $ | 33,421,533.17 | | 7.51 | | $ | 145,311.01 | | 7.926 | | 89.77 | | | | 625 | |
90.01 - 95.00 | | 155 | | $ | 26,199,117.02 | | 5.89 | | $ | 169,026.56 | | 7.986 | | 94.82 | | | | 629 | |
95.01 - 100.00 | | 1,256 | | $ | 111,326,556.89 | | 25.02 | | $ | 88,635.79 | | 8.866 | | 99.96 | | | | 651 | |
Total | | 3,042 | | $ | 444,896,168.90 | | 100.00 | | $ | 146,251.21 | | 7.772 | | 86.10 | | | | 647 | |
Owner Occupancy of Mortgage Loans
Owner Occupancy | | Number of Loans | | Aggregate Principal Balance as of Cut-off Date | | % of Aggregate Principal Balance as of Cut-off Date | | AVG CURRENT BALANCE | | WA GROSS CPN | | WA COMBLT V | | GWAC | | WA FICO | |
Non-owner | | 102 | | $ | 12,028,194.73 | | 2.70 | | $ | 117,923.48 | | 8.015 | | 85.62 | | | | 664 | |
Primary | | 2,866 | | $ | 422,050,205.08 | | 94.86 | | $ | 147,261.06 | | 7.763 | | 86.21 | | | | 645 | |
Second Home | | 74 | | $ | 10,817,769.09 | | 2.43 | | $ | 146,186.07 | | 7.854 | | 82.20 | | | | 687 | |
Total | | 3,042 | | $ | 444,896,168.90 | | 100.00 | | $ | 146,251.21 | | 7.772 | | 86.10 | | | | 647 | |
Property Type of Mortgage Loans
Property Types | | Number of Loans | | Aggregate Principal Balance as of Cut-off Date | | % of Aggregate Principal Balance as of Cut-off Date | | AVG CURRENT BALANCE | | WA GROSS CPN | | WA COMBLT V | | GWAC | | WA FICO | |
2 Units | | 59 | | $ | 8,272,634.59 | | 1.86 | | $ | 140,214.15 | | 7.928 | | 85.95 | | | | 663 | |
3 Units | | 127 | | $ | 29,158,006.72 | | 6.55 | | $ | 229,590.60 | | 8.415 | | 85.31 | | | | 685 | |
4 Units | | 57 | | $ | 14,865,805.88 | | 3.34 | | $ | 260,803.61 | | 7.935 | | 84.40 | | | | 701 | |
Condominium | | 106 | | $ | 13,640,515.06 | | 3.07 | | $ | 128,684.10 | | 7.848 | | 86.52 | | | | 659 | |
PUD | | 395 | | $ | 74,800,267.80 | | 16.81 | | $ | 189,367.77 | | 7.472 | | 85.73 | | | | 646 | |
Single Family | | 2,298 | | $ | 304,158,938.85 | | 68.37 | | $ | 132,358.11 | | 7.769 | | 86.33 | | | | 639 | |
Total | | 3,042 | | $ | 444,896,168.90 | | 100.00 | | $ | 146,251.21 | | 7.772 | | 86.10 | | | | 647 | |
Loan Purpose of Mortgage Loans
Loan Purpose | | Number of Loans | | Aggregate Principal Balance as of Cut-off Date | | % of Aggregate Principal Balance as of Cut-off Date | | AVG CURRENT BALANCE | | WA GROSS CPN | | WA COMBLT V | | GWAC | | WA FICO | |
Cash Out Refinance | | 644 | | $ | 107,034,526.95 | | 24.06 | | $ | 166,202.68 | | 7.534 | | 83.47 | | | | 617 | |
Purchase | | 2,287 | | $ | 318,723,018.71 | | 71.64 | | $ | 139,362.93 | | 7.860 | | 87.04 | | | | 659 | |
Rate/Term Refinance | | 111 | | $ | 19,138,623.24 | | 4.30 | | $ | 172,420.03 | | 7.646 | | 85.07 | | | | 609 | |
Total | | 3,042 | | $ | 444,896,168.90 | | 100.00 | | $ | 146,251.21 | | 7.772 | | 86.10 | | | | 647 | |
Document Type of Mortgage Loans
Document Type | | Number of Loans | | Aggregate Principal Balance as of Cut-off Date | | % of Aggregate Principal Balance as of Cut-off Date | | AVG CURRENT BALANCE | | WA GROSS CPN | | WA COMBLT V | | GWAC | | WA FICO | |
Full Documentation | | 2,312 | | $ | 309,357,152.24 | | 69.53 | | $ | 133,805.00 | | 7.732 | | 86.92 | | | | 628 | |
Stated Documentation | | 730 | | $ | 135,539,016.66 | | 30.47 | | $ | 185,669.89 | | 7.864 | | 84.22 | | | | 690 | |
Total | | 3,042 | | $ | 444,896,168.90 | | 100.00 | | $ | 146,251.21 | | 7.772 | | 86.10 | | | | 647 | |
Product Type of Mortgage Loans
Product Type | | Number of Loans | | Aggregate Principal Balance as of Cut-off Date | | % of Aggregate Principal Balance as of Cut-off Date | | AVG CURRENT BALANCE | | WA GROSS CPN | | WA COMBLT V | | GWAC | | WA FICO | |
2/13 6 MO LIBOR | | 21 | | $ | 1,543,673.38 | | 0.35 | | $ | 73,508.26 | | 9.226 | | 98.84 | | | | 667 | |
2/13 6 MO LIBOR BALLOON | | 402 | | $ | 26,452,110.26 | | 5.95 | | $ | 65,801.27 | | 9.465 | | 99.44 | | | | 676 | |
2/28 6 MO LIBOR | | 1,143 | | $ | 144,072,150.09 | | 32.38 | | $ | 126,047.38 | | 8.029 | | 86.83 | | | | 628 | |
2/28 6 MO LIBOR BALLOON | | 465 | | $ | 85,960,580.12 | | 19.32 | | $ | 184,861.46 | | 7.599 | | 85.39 | | | | 633 | |
2/28 6 MO LIBOR IO: 5Yr IO | | 544 | | $ | 155,902,529.91 | | 35.04 | | $ | 286,585.53 | | 7.066 | | 82.39 | | | | 667 | |
3/27 6 MO LIBOR | | 34 | | $ | 3,944,633.83 | | 0.89 | | $ | 116,018.64 | | 7.482 | | 88.88 | | | | 634 | |
3/27 6 MO LIBOR BALLOON | | 6 | | $ | 861,289.94 | | 0.19 | | $ | 143,548.32 | | 6.934 | | 80.79 | | | | 673 | |
3/27 6 MO LIBOR IO: 5Yr IO | | 13 | | $ | 3,703,900.00 | | 0.83 | | $ | 284,915.38 | | 6.866 | | 84.75 | | | | 633 | |
5/25 6 MO LIBOR | | 3 | | $ | 402,299.73 | | 0.09 | | $ | 134,099.91 | | 6.905 | | 83.91 | | | | 624 | |
Balloon 15/30 | | 301 | | $ | 10,299,172.91 | | 2.31 | | $ | 34,216.52 | | 11.710 | | 99.78 | | | | 651 | |
Balloon 30/40 | | 22 | | $ | 3,151,213.95 | | 0.71 | | $ | 143,237.00 | | 7.892 | | 89.65 | | | | 652 | |
FIXED RATE | | 88 | | $ | 8,602,614.78 | | 1.93 | | $ | 97,756.99 | | 8.427 | | 86.92 | | | | 634 | |
Total | | 3,042 | | $ | 444,896,168.90 | | 100.00 | | $ | 146,251.21 | | 7.772 | | 86.10 | | | | 647 | |
** For ARM loans please break out 2/28, 3/27, 5/25 by percentage
** For IO loans please include length of ammortization term and fixed rate term ( 2yr, 3yr, 5yr, 10yr)
Geographical Distribution of Mortgages Loans
State | | Number of Loans | | Aggregate Principal Balance as of Cut-off Date | | % of Aggregate Principal Balance as of Cut-off Date | | AVG CURRENT BALANCE | | WA GROSS CPN | | WA COMBLT V | | GWAC | | WA FICO | |
CA | | 450 | | $ | 118,266,552.72 | | 26.58 | | $ | 262,814.56 | | 7.165 | | 82.59 | | | | 673 | |
MA | | 67 | | $ | 15,411,428.82 | | 3.46 | | $ | 230,021.33 | | 8.497 | | 84.95 | | | | 679 | |
NY | | 4 | | $ | 711,850.00 | | 0.16 | | $ | 177,962.50 | | 7.200 | | 92.82 | | | | 675 | |
Other | | 2,521 | | $ | 310,506,337.36 | | 69.79 | | $ | 123,167.92 | | 7.969 | | 87.47 | | | | 635 | |
Total | | 3,042 | | $ | 444,896,168.90 | | 100.00 | | $ | 146,251.21 | | 7.772 | | 86.10 | | | | 647 | |
Prepay Penalty for Mortgage Loans
Prepay Penalty | | Number of Loans | | Aggregate Principal Balance as of Cut-off Date | | % of Aggregate Principal Balance as of Cut-off Date | | AVG CURRENT BALANCE | | WA GROSS CPN | | WA COMBLT V | | GWAC | | WA FICO | |
Has Prepay Penalty | | 2,775 | | $ | 397,422,129.27 | | 89.33 | | $ | 143,215.18 | | 7.717 | | 86.08 | | | | 645 | |
None | | 267 | | $ | 47,474,039.63 | | 10.67 | | $ | 177,805.39 | | 8.236 | | 86.27 | | | | 661 | |
Total | | 3,042 | | $ | 444,896,168.90 | | 100.00 | | $ | 146,251.21 | | 7.772 | | 86.10 | | | | 647 | |
Prepay Term for Mortgage Loans
Prepay Term | | Number of Loans | | Aggregate Principal Balance as of Cut-off Date | | % of Aggregate Principal Balance as of Cut-off Date | | AVG CURRENT BALANCE | | WA GROSS CPN | | WA COMBLT V | | GWAC | | WA FICO | |
0 | | 267 | | $ | 47,474,039.63 | | 10.67 | | $ | 177,805.39 | | 8.236 | | 86.27 | | | | 661 | |
12 | | 138 | | $ | 31,876,153.08 | | 7.16 | | $ | 230,986.62 | | 7.602 | | 83.81 | | | | 662 | |
24 | | 2,468 | | $ | 344,613,266.59 | | 77.46 | | $ | 139,632.60 | | 7.721 | | 86.20 | | | | 644 | |
36 | | 169 | | $ | 20,932,709.60 | | 4.71 | | $ | 123,862.19 | | 7.823 | | 87.46 | | | | 637 | |
Total | | 3,042 | | $ | 444,896,168.90 | | 100.00 | | $ | 146,251.21 | | 7.772 | | 86.10 | | | | 647 | |
Fico Scores of Mortgage Loans
Fico Scores | | Number of Loans | | Aggregate Principal Balance as of Cut-off Date | | % of Aggregate Principal Balance as of Cut-off Date | | AVG CURRENT BALANCE | | WA GROSS CPN | | WA COMBLT V | | GWAC | | WA FICO | |
500 - 519 | | 8 | | $ | 917,350.00 | | 0.21 | | $ | 114,668.75 | | 8.939 | | 72.37 | | | | 508 | |
520 - 539 | | 63 | | $ | 9,040,651.28 | | 2.03 | | $ | 143,502.40 | | 8.760 | | 78.07 | | | | 531 | |
540 - 559 | | 78 | | $ | 10,456,492.01 | | 2.35 | | $ | 134,057.59 | | 8.735 | | 80.42 | | | | 551 | |
560 - 579 | | 147 | | $ | 23,147,782.49 | | 5.20 | | $ | 157,467.91 | | 8.434 | | 87.23 | | | | 573 | |
580 - 599 | | 207 | | $ | 30,940,946.02 | | 6.95 | | $ | 149,473.17 | | 8.493 | | 89.49 | | | | 589 | |
600 - 619 | | 646 | | $ | 73,087,243.49 | | 16.43 | | $ | 113,138.15 | | 7.877 | | 85.57 | | | | 608 | |
620 - 639 | | 554 | | $ | 69,460,075.77 | | 15.61 | | $ | 125,379.20 | | 7.734 | | 85.73 | | | | 630 | |
640 - 659 | | 444 | | $ | 66,075,157.59 | | 14.85 | | $ | 148,817.92 | | 7.560 | | 87.91 | | | | 650 | |
660 - 679 | | 251 | | $ | 39,836,649.83 | | 8.95 | | $ | 158,711.75 | | 7.701 | | 87.35 | | | | 669 | |
680 - 699 | | 271 | | $ | 47,656,361.57 | | 10.71 | | $ | 175,853.73 | | 7.447 | | 85.68 | | | | 688 | |
700 - 719 | | 137 | | $ | 23,966,649.90 | | 5.39 | | $ | 174,939.05 | | 7.474 | | 85.34 | | | | 707 | |
720 - 739 | | 99 | | $ | 21,436,305.33 | | 4.82 | | $ | 216,528.34 | | 7.079 | | 85.46 | | | | 728 | |
740 - 759 | | 69 | | $ | 14,087,661.55 | | 3.17 | | $ | 204,169.01 | | 7.402 | | 85.18 | | | | 749 | |
760 - 779 | | 43 | | $ | 10,318,153.85 | | 2.32 | | $ | 239,957.07 | | 7.675 | | 85.34 | | | | 768 | |
780 - 799 | | 16 | | $ | 3,080,032.74 | | 0.69 | | $ | 192,502.05 | | 7.300 | | 81.57 | | | | 790 | |
800 >= | | 3 | | $ | 850,948.98 | | 0.19 | | $ | 283,649.66 | | 6.248 | | 83.36 | | | | 804 | |
Not Available | | 6 | | $ | 537,706.50 | | 0.12 | | $ | 89,617.75 | | 9.113 | | 78.66 | | | | 0 | |
Total | | 3,042 | | $ | 444,896,168.90 | | 100.00 | | $ | 146,251.21 | | 7.772 | | 86.10 | | | | 647 | |
We need these matrices in addition to strats
Aggregate Loans (First Lien Only)
FICO | | % of total deal | | Avg LTV | | Max LTV | | % Full Doc | | % Owner Occ | | % IO | | WAC | | MARGIN | | % Second Lien (Simultaneous or Silent) | |
500 - 519 | | 0.21 | | 72.37 | | 80.00 | | 100.00 | % | 100.00 | % | 0.00 | % | 8.939 | | 7.596 | | 0.00 | % |
520 - 539 | | 2.03 | | 78.07 | | 85.00 | | 100.00 | % | 98.82 | % | 21.82 | % | 8.760 | | 7.431 | | 6.54 | % |
540 - 559 | | 2.35 | | 80.42 | | 90.00 | | 100.00 | % | 96.79 | % | 17.28 | % | 8.735 | | 7.465 | | 19.19 | % |
560 - 579 | | 5.20 | | 87.23 | | 100.00 | | 97.81 | % | 97.32 | % | 20.89 | % | 8.434 | | 7.077 | | 7.54 | % |
580 - 599 | | 6.95 | | 89.49 | | 100.00 | | 99.11 | % | 98.72 | % | 18.78 | % | 8.493 | | 7.122 | | 4.28 | % |
600 - 619 | | 15.13 | | 84.34 | | 100.00 | | 98.94 | % | 99.35 | % | 30.64 | % | 7.578 | | 6.404 | | 53.22 | % |
620 - 639 | | 13.99 | | 84.17 | | 100.00 | | 84.42 | % | 95.63 | % | 31.17 | % | 7.363 | | 6.144 | | 58.56 | % |
640 - 659 | | 13.50 | | 86.78 | | 100.00 | | 67.43 | % | 92.39 | % | 38.63 | % | 7.296 | | 6.040 | | 52.93 | % |
660 - 679 | | 8.04 | | 86.00 | | 100.00 | | 50.62 | % | 87.29 | % | 40.76 | % | 7.410 | | 6.107 | | 54.38 | % |
680 - 699 | | 9.33 | | 83.64 | | 100.00 | | 35.45 | % | 95.58 | % | 59.63 | % | 7.159 | | 5.990 | | 70.65 | % |
700 - 719 | | 4.66 | | 83.09 | | 100.00 | | 30.26 | % | 89.38 | % | 60.64 | % | 7.166 | | 6.007 | | 72.39 | % |
720 - 739 | | 4.19 | | 83.29 | | 100.00 | | 35.15 | % | 95.52 | % | 68.67 | % | 6.887 | | 5.729 | | 79.73 | % |
740 - 759 | | 2.75 | | 82.99 | | 100.00 | | 33.71 | % | 93.10 | % | 71.29 | % | 7.177 | | 6.062 | | 82.53 | % |
760 - 779 | | 2.10 | | 83.84 | | 100.00 | | 32.20 | % | 81.40 | % | 63.17 | % | 7.525 | | 6.500 | | 76.79 | % |
780 - 799 | | 0.60 | | 78.83 | | 99.99 | | 38.88 | % | 89.51 | % | 68.46 | % | 7.107 | | 6.107 | | 91.15 | % |
800 >= | | 0.16 | | 80.00 | | 80.00 | | 100.00 | % | 80.80 | % | 80.80 | % | 6.045 | | 5.045 | | 100.00 | % |
Not Available | | 0.12 | | 77.98 | | 80.00 | | 100.00 | % | 100.00 | % | 37.42 | % | 9.049 | | 8.049 | | 11.05 | % |
Total | | 91.33 | | 84.82 | | 100.00 | | 70.99 | % | 94.68 | % | 39.28 | % | 7.554 | | 6.326 | | 51.41 | % |
Aggregate Loans (Second Lien Only)
FICO | | % of total deal | | Avg LTV | | Max LTV | | % Full Doc | | % Owner Occ | | % IO | | WAC | | MARGIN | | % Second Lien (Simultaneous or Silent) | |
600 - 619 | | 1.29 | | 99.90 | | 100.00 | | 100.00 | % | 100.00 | % | 0.00 | % | 11.367 | | 4.683 | | 0.00 | % |
620 - 639 | | 1.62 | | 99.12 | | 100.00 | | 70.56 | % | 97.83 | % | 0.00 | % | 10.933 | | 5.989 | | 0.00 | % |
640 - 659 | | 1.36 | | 99.19 | | 100.00 | | 59.60 | % | 98.68 | % | 0.00 | % | 10.184 | | 6.212 | | 0.00 | % |
660 - 679 | | 0.91 | | 99.27 | | 100.00 | | 42.88 | % | 88.91 | % | 0.00 | % | 10.265 | | 5.620 | | 0.00 | % |
680 - 699 | | 1.38 | | 99.54 | | 100.00 | | 35.09 | % | 96.79 | % | 0.00 | % | 9.393 | | 6.610 | | 0.00 | % |
700 - 719 | | 0.72 | | 99.85 | | 100.00 | | 25.88 | % | 100.00 | % | 0.00 | % | 9.457 | | 7.341 | | 0.00 | % |
720 - 739 | | 0.63 | | 100.00 | | 100.00 | | 27.85 | % | 97.67 | % | 0.00 | % | 8.364 | | 6.831 | | 0.00 | % |
740 - 759 | | 0.41 | | 99.74 | | 100.00 | | 29.51 | % | 89.97 | % | 0.00 | % | 8.892 | | 6.034 | | 0.00 | % |
760 - 779 | | 0.22 | | 99.58 | | 100.00 | | 16.03 | % | 88.95 | % | 0.00 | % | 9.095 | | 5.209 | | 0.00 | % |
780 - 799 | | 0.09 | | 100.00 | | 100.00 | | 29.00 | % | 100.00 | % | 0.00 | % | 8.602 | | 5.977 | | 0.00 | % |
800 >= | | 0.03 | | 100.00 | | 100.00 | | 100.00 | % | 100.00 | % | 0.00 | % | 7.250 | | 6.250 | | 0.00 | % |
Not Available | | 0.00 | | 100.00 | | 100.00 | | 100.00 | % | 100.00 | % | 0.00 | % | 11.125 | | 0.000 | | 0.00 | % |
Total | | 8.67 | | 99.51 | | 100.00 | | 54.22 | % | 96.78 | % | 0.00 | % | 10.075 | | 6.043 | | 0.00 | % |
Second Lien Loans | | | | | | | | | | | | | | | | | | | |
FRM % | | 72.55 | | | | | | | | | | | | | | | | | |
ARM % | | 27.45 | | | | | | | | | | | | | | | | | |
IO Loans
FICO | | % of total deal | | Avg LTV | | Max LTV | | % Full Doc | | % Owner Occ | | WAC | | MARGIN | | % Second Lien (Simultaneous or Silent) | |
520 - 539 | | 0.44 | | 81.96 | | 85.00 | | 100.00 | % | 100.00 | % | 8.959 | | 7.899 | | 0.00 | |
540 - 559 | | 0.41 | | 78.14 | | 90.00 | | 100.00 | % | 100.00 | % | 8.131 | | 7.131 | | 0.00 | |
560 - 579 | | 1.09 | | 80.35 | | 100.00 | | 100.00 | % | 100.00 | % | 7.503 | | 6.481 | | 0.03 | |
580 - 599 | | 1.31 | | 83.43 | | 100.00 | | 100.00 | % | 100.00 | % | 7.872 | | 6.842 | | 0.00 | |
600 - 619 | | 4.64 | | 82.03 | | 100.00 | | 100.00 | % | 99.45 | % | 7.033 | | 6.033 | | 0.57 | |
620 - 639 | | 4.36 | | 82.37 | | 100.00 | | 100.00 | % | 100.00 | % | 7.009 | | 6.001 | | 0.63 | |
640 - 659 | | 5.21 | | 84.76 | | 100.00 | | 61.79 | % | 97.07 | % | 7.038 | | 6.038 | | 0.67 | |
660 - 679 | | 3.28 | | 81.63 | | 100.00 | | 43.51 | % | 93.52 | % | 6.975 | | 5.975 | | 0.73 | |
680 - 699 | | 5.57 | | 82.80 | | 100.00 | | 34.56 | % | 99.46 | % | 6.875 | | 5.875 | | 0.73 | |
700 - 719 | | 2.83 | | 81.85 | | 100.00 | | 28.83 | % | 93.69 | % | 6.979 | | 5.979 | | 0.80 | |
720 - 739 | | 2.88 | | 81.18 | | 100.00 | | 27.81 | % | 100.00 | % | 6.747 | | 5.747 | | 0.94 | |
740 - 759 | | 1.96 | | 82.22 | | 100.00 | | 29.25 | % | 100.00 | % | 7.027 | | 6.027 | | 0.89 | |
760 - 779 | | 1.33 | | 84.22 | | 100.00 | | 43.13 | % | 81.82 | % | 7.344 | | 6.344 | | 0.73 | |
780 - 799 | | 0.41 | | 77.22 | | 80.00 | | 45.53 | % | 92.59 | % | 6.970 | | 5.970 | | 0.93 | |
800 >= | | 0.13 | | 80.00 | | 80.00 | | 100.00 | % | 100.00 | % | 5.805 | | 4.805 | | 1.00 | |
Not Available | | 0.04 | | 75.00 | | 75.00 | | 100.00 | % | 100.00 | % | 7.880 | | 6.880 | | 0.00 | |
Total | | 35.87 | | 82.44 | | 100.00 | | 61.13 | % | 97.57 | % | 7.062 | | 6.058 | | 0.66 | |
If the deal has deep MI - we want the following:
For Non-MI Loans-only
By LTV Bucket | | % of total deal | | Avg FICO | | %<550 FICO | | %full doc | | %non owner | |
<= 50 | | | 0.25 | | 659 | | 0.00 | % | 93.87 | % | 34.50 | % |
50.01 - 55.00 | | | 0.18 | | 624 | | 0.00 | % | 84.62 | % | 0.00 | % |
55.01 - 60.00 | | | 0.49 | | 604 | | 6.04 | % | 90.40 | % | 1.86 | % |
60.01 - 65.00 | | | 0.48 | | 579 | | 33.94 | % | 100.00 | % | 2.35 | % |
65.01 - 70.00 | | | 1.66 | | 582 | | 25.16 | % | 89.46 | % | 12.77 | % |
70.01 - 75.00 | | | 3.22 | | 597 | | 15.74 | % | 86.25 | % | 0.92 | % |
75.01 - 80.00 | | | 50.02 | | 659 | | 1.93 | % | 55.76 | % | 4.88 | % |
80.01 - 85.00 | | | 5.27 | | 600 | | 19.25 | % | 90.44 | % | 1.28 | % |
85.01 - 90.00 | | | 7.51 | | 625 | | 0.00 | % | 92.11 | % | 24.00 | % |
90.01 - 95.00 | | | 5.89 | | 629 | | 0.00 | % | 92.02 | % | 3.41 | % |
95.01 - 100.00 | | | 25.02 | | 651 | | 0.01 | % | 75.78 | % | 1.09 | % |
We needs strats broken out in this format for Total ARMs, Total Fixed, Total IO Loans seperately We also need this for the total pool combined
Original Principal Balances of Mortgage Loans
Range ($) | | Number of Loans | | Aggregate Original Principal Balance | | % of Aggregate Principal Balance as of Cut-off Date | | AVG CURRENT BALANCE | | WA GROSS CPN | | WA COMBLTV | | GWAC | | WA FICO | |
0.00 - 25,000.00 | | 153 | | $ | 2,737,290.00 | | 0.62 | | $ | 17,884.13 | | 11.608 | | 99.74 | | | | 631 | |
25,000.01 - 50,000.00 | | 422 | | $ | 15,877,360.00 | | 3.57 | | $ | 37,608.33 | | 10.119 | | 96.27 | | | | 638 | |
50,000.01 - 75,000.00 | | 376 | | $ | 23,273,634.00 | | 5.23 | | $ | 61,877.09 | | 9.152 | | 91.73 | | | | 640 | |
75,000.01 - 100,000.00 | | 416 | | $ | 36,240,770.00 | | 8.14 | | $ | 87,091.14 | | 8.537 | | 90.46 | | | | 630 | |
100,000.01 - 125,000.00 | | 349 | | $ | 39,578,730.00 | | 8.89 | | $ | 113,373.83 | | 8.143 | | 87.58 | | | | 638 | |
125,000.01 - 150,000.00 | | 268 | | $ | 36,757,852.00 | | 8.26 | | $ | 137,130.52 | | 7.876 | | 87.05 | | | | 629 | |
150,000.01 - 175,000.00 | | 216 | | $ | 35,264,925.00 | | 7.93 | | $ | 163,236.00 | | 7.662 | | 87.49 | | | | 636 | |
175,000.01 - 200,000.00 | | 159 | | $ | 29,798,870.00 | | 6.70 | | $ | 187,389.12 | | 7.426 | | 83.52 | | | | 632 | |
200,000.01 - 225,000.00 | | 119 | | $ | 25,276,875.00 | | 5.68 | | $ | 212,387.44 | | 7.430 | | 85.27 | | | | 636 | |
225,000.01 - 250,000.00 | | 112 | | $ | 26,545,047.00 | | 5.97 | | $ | 236,982.19 | | 7.455 | | 85.31 | | | | 648 | |
250,000.01 - 275,000.00 | | 80 | | $ | 20,895,090.00 | | 4.70 | | $ | 261,169.69 | | 7.457 | | 84.50 | | | | 650 | |
275,000.01 - 300,000.00 | | 55 | | $ | 15,828,980.00 | | 3.56 | | $ | 287,786.27 | | 7.336 | | 84.79 | | | | 655 | |
300,000.01 - 333,700.00 | | 55 | | $ | 17,396,590.00 | | 3.91 | | $ | 316,286.82 | | 7.309 | | 85.06 | | | | 649 | |
333,700.01 - 350,000.00 | | 28 | | $ | 9,580,690.00 | | 2.15 | | $ | 342,157.46 | | 7.622 | | 86.33 | | | | 637 | |
350,000.01 - 600,000.00 | | 208 | | $ | 92,307,090.00 | | 20.75 | | $ | 443,763.21 | | 7.098 | | 82.31 | | | | 672 | |
600,000.01 - 1,000,000.00 | | 26 | | $ | 17,605,000.00 | | 3.96 | | $ | 677,089.44 | | 7.228 | | 80.79 | | | | 674 | |
Total | | 3,042 | | $ | 444,964,793.00 | | 100.00 | | $ | 146,251.21 | | 7.772 | | 86.10 | | | | 647 | |
Principal Balances of Mortgage Loans as of Cutoff Date
Range ($) | | Number of Loans | | Aggregate Principal Balance as of Cut-off Date | | % of Aggregate Principal Balance as of Cut-off Date | | AVG CURRENT BALANCE | | WA GROSS CPN | | WA COMBLTV | | GWAC | | WA FICO | |
0.00 - 25,000.00 | | 153 | | $ | 2,736,271.77 | | 0.62 | | $ | 17,884.13 | | 11.608 | | 99.74 | | | | 631 | |
25,000.01 - 50,000.00 | | 422 | | $ | 15,870,716.03 | | 3.57 | | $ | 37,608.33 | | 10.119 | | 96.27 | | | | 638 | |
50,000.01 - 75,000.00 | | 376 | | $ | 23,265,787.24 | | 5.23 | | $ | 61,877.09 | | 9.152 | | 91.73 | | | | 640 | |
75,000.01 - 100,000.00 | | 416 | | $ | 36,229,914.29 | | 8.14 | | $ | 87,091.14 | | 8.537 | | 90.46 | | | | 630 | |
100,000.01 - 125,000.00 | | 349 | | $ | 39,567,466.56 | | 8.89 | | $ | 113,373.83 | | 8.143 | | 87.58 | | | | 638 | |
125,000.01 - 150,000.00 | | 268 | | $ | 36,750,979.18 | | 8.26 | | $ | 137,130.52 | | 7.876 | | 87.05 | | | | 629 | |
150,000.01 - 175,000.00 | | 216 | | $ | 35,258,975.11 | | 7.93 | | $ | 163,236.00 | | 7.662 | | 87.49 | | | | 636 | |
175,000.01 - 200,000.00 | | 159 | | $ | 29,794,870.70 | | 6.70 | | $ | 187,389.12 | | 7.426 | | 83.52 | | | | 632 | |
200,000.01 - 225,000.00 | | 119 | | $ | 25,274,105.30 | | 5.68 | | $ | 212,387.44 | | 7.430 | | 85.27 | | | | 636 | |
225,000.01 - 250,000.00 | | 112 | | $ | 26,542,005.39 | | 5.97 | | $ | 236,982.19 | | 7.455 | | 85.31 | | | | 648 | |
250,000.01 - 275,000.00 | | 80 | | $ | 20,893,575.23 | | 4.70 | | $ | 261,169.69 | | 7.457 | | 84.50 | | | | 650 | |
275,000.01 - 300,000.00 | | 55 | | $ | 15,828,245.09 | | 3.56 | | $ | 287,786.27 | | 7.336 | | 84.79 | | | | 655 | |
300,000.01 - 333,700.00 | | 55 | | $ | 17,395,775.06 | | 3.91 | | $ | 316,286.82 | | 7.309 | | 85.06 | | | | 649 | |
333,700.01 - 350,000.00 | | 28 | | $ | 9,580,408.85 | | 2.15 | | $ | 342,157.46 | | 7.622 | | 86.33 | | | | 637 | |
350,000.01 - 600,000.00 | | 208 | | $ | 92,302,747.70 | | 20.75 | | $ | 443,763.21 | | 7.098 | | 82.31 | | | | 672 | |
600,000.01 - 1,000,000.00 | | 26 | | $ | 17,604,325.40 | | 3.96 | | $ | 677,089.44 | | 7.228 | | 80.79 | | | | 674 | |
Total | | 3,042 | | $ | 444,896,168.90 | | 100.00 | | $ | 146,251.21 | | 7.772 | | 86.10 | | | | 647 | |
Current Mortgage Rates of Mortgage Loans
Mortgage Rates (%) | | Number of Loans | | Aggregate Principal Balance as of Cut-off Date | | % of Aggregate Principal Balance as of Cut-off Date | | AVG CURRENT BALANCE | | WA GROSS CPN | | WA COMBLTV | | GWAC | | WA FICO | |
05.000 - 5.499 | | 7 | | $ | 2,096,990.00 | | 0.47 | | $ | 299,570.00 | | 5.358 | | 75.31 | | | | 668 | |
05.500 - 5.999 | | 41 | | $ | 11,835,066.71 | | 2.66 | | $ | 288,660.16 | | 5.767 | | 77.87 | | | | 679 | |
06.000 - 6.499 | | 140 | | $ | 37,102,439.68 | | 8.34 | | $ | 265,017.43 | | 6.285 | | 80.11 | | | | 661 | |
06.500 - 6.999 | | 418 | | $ | 97,024,027.46 | | 21.81 | | $ | 232,114.90 | | 6.777 | | 82.43 | | | | 660 | |
07.000 - 7.499 | | 382 | | $ | 70,553,430.98 | | 15.86 | | $ | 184,694.85 | | 7.185 | | 84.74 | | | | 651 | |
07.500 - 7.999 | | 381 | | $ | 65,095,966.91 | | 14.63 | | $ | 170,855.56 | | 7.754 | | 87.52 | | | | 655 | |
08.000 - 8.499 | | 344 | | $ | 47,590,247.47 | | 10.70 | | $ | 138,343.74 | | 8.216 | | 86.24 | | | | 645 | |
08.500 - 8.999 | | 327 | | $ | 43,336,488.83 | | 9.74 | | $ | 132,527.49 | | 8.711 | | 87.80 | | | | 622 | |
09.000 - 9.499 | | 268 | | $ | 25,998,083.20 | | 5.84 | | $ | 97,007.77 | | 9.241 | | 92.26 | | | | 616 | |
09.500 - 9.999 | | 186 | | $ | 17,589,482.22 | | 3.95 | | $ | 94,567.11 | | 9.771 | | 94.17 | | | | 608 | |
10.000 - 10.499 | | 200 | | $ | 11,557,812.40 | | 2.60 | | $ | 57,789.06 | | 10.216 | | 97.41 | | | | 618 | |
10.500 - 10.999 | | 73 | | $ | 5,341,301.85 | | 1.20 | | $ | 73,168.52 | | 10.678 | | 97.94 | | | | 631 | |
11.000 - 11.499 | | 99 | | $ | 3,163,119.03 | | 0.71 | | $ | 31,950.70 | | 11.201 | | 98.18 | | | | 620 | |
11.500 - 11.999 | | 48 | | $ | 2,207,599.68 | | 0.50 | | $ | 45,991.66 | | 11.796 | | 98.21 | | | | 645 | |
12.000 - 12.499 | | 20 | | $ | 846,975.64 | | 0.19 | | $ | 42,348.78 | | 12.304 | | 99.79 | | | | 650 | |
12.500 - 12.999 | | 21 | | $ | 1,068,181.15 | | 0.24 | | $ | 50,865.77 | | 12.827 | | 97.59 | | | | 649 | |
13.000 - 13.499 | | 26 | | $ | 725,170.05 | | 0.16 | | $ | 27,891.16 | | 13.237 | | 100.00 | | | | 635 | |
13.500 - 13.999 | | 17 | | $ | 479,465.45 | | 0.11 | | $ | 28,203.85 | | 13.720 | | 100.00 | | | | 628 | |
14.000 - 14.499 | | 33 | | $ | 976,067.56 | | 0.22 | | $ | 29,577.80 | | 14.222 | | 100.00 | | | | 614 | |
14.500 - 14.999 | | 9 | | $ | 263,984.03 | | 0.06 | | $ | 29,331.56 | | 14.707 | | 100.00 | | | | 608 | |
15.000 - 15.499 | | 2 | | $ | 44,268.60 | | 0.01 | | $ | 22,134.30 | | 15.028 | | 100.00 | | | | 609 | |
Total | | 3,042 | | $ | 444,896,168.90 | | 100.00 | | $ | 146,251.21 | | 7.772 | | 86.10 | | | | 647 | |
Original Term to Maturity of Mortgage Loans
Original Term (mos) | | Number of Loans | | Aggregate Principal Balance as of Cut-off Date | | % of Aggregate Principal Balance as of Cut-off Date | | AVG CURRENT BALANCE | | WA GROSS CPN | | WA COMBLTV | | GWAC | | WA FICO | |
000 - 180 | | 727 | | $ | 38,441,456.55 | | 8.64 | | $ | 52,876.83 | | 10.056 | | 99.44 | | | | 669 | |
181 - 240 | | 7 | | $ | 293,269.20 | | 0.07 | | $ | 41,895.60 | | 12.238 | | 100.00 | | | | 637 | |
241 - 360 | | 2,308 | | $ | 406,161,443.15 | | 91.29 | | $ | 175,979.83 | | 7.553 | | 84.82 | | | | 644 | |
Total | | 3,042 | | $ | 444,896,168.90 | | 100.00 | | $ | 146,251.21 | | 7.772 | | 86.10 | | | | 647 | |
Stated Remaining Term to Maturity of Mortgage Loans
Remaining Term (mos) | | Number of Loans | | Aggregate Principal Balance as of Cut-off Date | | % of Aggregate Principal Balance as of Cut-off Date | | AVG CURRENT BALANCE | | WA GROSS CPN | | WA COMBLTV | | GWAC | | WA FICO | |
121 - 180 | | 727 | | $ | 38,441,456.55 | | 8.64 | | $ | 52,876.83 | | 10.056 | | 99.44 | | | | 669 | |
181 - 240 | | 7 | | $ | 293,269.20 | | 0.07 | | $ | 41,895.60 | | 12.238 | | 100.00 | | | | 637 | |
301 - 360 | | 2,308 | | $ | 406,161,443.15 | | 91.29 | | $ | 175,979.83 | | 7.553 | | 84.82 | | | | 644 | |
Total | | 3,042 | | $ | 444,896,168.90 | | 100.00 | | $ | 146,251.21 | | 7.772 | | 86.10 | | | | 647 | |
Mortgage Insurance | | Number of Loans | | Aggregate Principal Balance as of Cut-off Date | | % of Aggregate Principal Balance as of Cut-off Date | | AVG CURRENT BALANCE | | WA GROSS CPN | | WA COMBLTV | | GWAC | | WA FICO | |
Yes | | 3,042 | | $ | 444,896,168.90 | | 10000 | % | $ | 146,251.21 | | 7.772 | | 86.10 | | | | 647 | |
Total: | | 3,042 | | $ | 444,896,168.90 | | 100.00 | | $ | 146,251.21 | | 7.772 | | 86.10 | | | | 647 | |
Lien | | Number of Loans | | Aggregate Principal Balance as of Cut-off Date | | % of Aggregate Principal Balance as of Cut-off Date | | AVG CURRENT BALANCE | | WA GROSS CPN | | WA COMBLTV | | GWAC | | WA FICO | |
First Lien | | 2,311 | | $ | 406,307,943.15 | | 9133 | % | $ | 175,814.77 | | 7.554 | | 84.82 | | | | 644 | |
Second Lien | | 731 | | $ | 38,588,225.75 | | 867 | % | $ | 52,788.27 | | 10.075 | | 99.51 | | | | 669 | |
Total | | 3,042 | | $ | 444,896,168.90 | | 100.00 | | $ | 146,251.21 | | 7.772 | | 86.10 | | | | 647 | |
Seasoning(mos) | | Number of Loans | | Aggregate Principal Balance as of Cut-off Date | | % of Aggregate Principal Balance as of Cut-off Date | | AVG CURRENT BALANCE | | WA GROSS CPN | | WA COMBLTV | | GWAC | | WA FICO | |
0 | | 1 | | $ | 412,800.00 | | 9 | % | $ | 412,800.00 | | 6.305 | | 80.00 | | | | 750 | |
1 | | 474 | | $ | 84,117,189.00 | | 1891 | % | $ | 177,462.42 | | 7.652 | | 86.13 | | | | 646 | |
2 | | 866 | | $ | 148,390,131.53 | | 3335 | % | $ | 171,351.19 | | 7.543 | | 84.87 | | | | 642 | |
3 | | 980 | | $ | 121,874,512.43 | | 2739 | % | $ | 124,361.75 | | 7.940 | | 86.99 | | | | 644 | |
4 | | 705 | | $ | 87,391,787.29 | | 1964 | % | $ | 123,959.98 | | 8.017 | | 86.79 | | | | 658 | |
5 | | 11 | | $ | 1,950,648.22 | | 44 | % | $ | 177,331.66 | | 8.430 | | 87.75 | | | | 666 | |
6 | | 4 | | $ | 617,626.43 | | 14 | % | $ | 154,406.61 | | 9.909 | | 100.00 | | | | 602 | |
13 | | 1 | | $ | 141,474.00 | | 3 | % | $ | 141,474.00 | | 10.500 | | 100.00 | | | | 583 | |
Total | | 3,042 | | $ | 444,896,168.90 | | 100.00 | | $ | 146,251.21 | | 7.772 | | 86.10 | | | | 647 | |
Combined Loan-to-Value Ratios of Mortgage Loans
Combined LTVs | | Number of Loans | | Aggregate Principal Balance as of Cut-off Date | | % of Aggregate Principal Balance as of Cut-off Date | | AVG CURRENT BALANCE | | WA GROSS CPN | | WA COMBLTV | | GWAC | | WA FICO | |
30.01 - 35.00 | | 1 | | $ | 32,000.00 | | 0.01 | | $ | 32,000.00 | | 8.340 | | 32.99 | | | | 591 | |
35.01 - 40.00 | | 2 | | $ | 143,000.00 | | 0.03 | | $ | 71,500.00 | | 8.154 | | 39.29 | | | | 616 | |
40.01 - 45.00 | | 3 | | $ | 455,979.73 | | 0.10 | | $ | 151,993.24 | | 6.730 | | 42.82 | | | | 646 | |
45.01 - 50.00 | | 3 | | $ | 475,930.07 | | 0.11 | | $ | 158,643.36 | | 6.297 | | 46.68 | | | | 690 | |
50.01 - 55.00 | | 6 | | $ | 812,974.31 | | 0.18 | | $ | 135,495.72 | | 6.823 | | 52.56 | | | | 624 | |
55.01 - 60.00 | | 11 | | $ | 2,185,180.64 | | 0.49 | | $ | 198,652.79 | | 6.695 | | 58.60 | | | | 604 | |
60.01 - 65.00 | | 11 | | $ | 2,124,956.15 | | 0.48 | | $ | 193,177.83 | | 8.163 | | 63.21 | | | | 579 | |
65.01 - 70.00 | | 43 | | $ | 7,395,025.38 | | 1.66 | | $ | 171,977.33 | | 7.313 | | 68.96 | | | | 582 | |
70.01 - 75.00 | | 80 | | $ | 14,327,968.34 | | 3.22 | | $ | 179,099.60 | | 7.412 | | 74.00 | | | | 605 | |
75.01 - 80.00 | | 1,111 | | $ | 222,551,528.82 | | 50.02 | | $ | 200,316.41 | | 7.244 | | 79.91 | | | | 660 | |
80.01 - 85.00 | | 130 | | $ | 23,444,418.38 | | 5.27 | | $ | 180,341.68 | | 7.641 | | 84.58 | | | | 600 | |
85.01 - 90.00 | | 230 | | $ | 33,421,533.17 | | 7.51 | | $ | 145,311.01 | | 7.926 | | 89.77 | | | | 625 | |
90.01 - 95.00 | | 155 | | $ | 26,199,117.02 | | 5.89 | | $ | 169,026.56 | | 7.986 | | 94.82 | | | | 629 | |
95.01 - 100.00 | | 1,256 | | $ | 111,326,556.89 | | 25.02 | | $ | 88,635.79 | | 8.866 | | 99.96 | | | | 651 | |
Total | | 3,042 | | $ | 444,896,168.90 | | 100.00 | | $ | 146,251.21 | | 7.772 | | 86.10 | | | | 647 | |
Owner Occupancy of Mortgage Loans
Owner Occupancy | | Number of Loans | | Aggregate Principal Balance as of Cut-off Date | | % of Aggregate Principal Balance as of Cut-off Date | | AVG CURRENT BALANCE | | WA GROSS CPN | | WA COMBLTV | | GWAC | | WA FICO | |
Non-owner | | 102 | | $ | 12,028,194.73 | | 2.70 | | $ | 117,923.48 | | 8.015 | | 85.62 | | | | 664 | |
Primary | | 2,866 | | $ | 422,050,205.08 | | 94.86 | | $ | 147,261.06 | | 7.763 | | 86.21 | | | | 645 | |
Second Home | | 74 | | $ | 10,817,769.09 | | 2.43 | | $ | 146,186.07 | | 7.854 | | 82.20 | | | | 687 | |
Total | | 3,042 | | $ | 444,896,168.90 | | 100.00 | | $ | 146,251.21 | | 7.772 | | 86.10 | | | | 647 | |
Property Type of Mortgage Loans
Property Types | | Number of Loans | | Aggregate Principal Balance as of Cut-off Date | | % of Aggregate Principal Balance as of Cut-off Date | | AVG CURRENT BALANCE | | WA GROSS CPN | | WA COMBLTV | | GWAC | | WA FICO | |
2 Units | | 59 | | $ | 8,272,634.59 | | 1.86 | | $ | 140,214.15 | | 7.928 | | 85.95 | | | | 663 | |
3 Units | | 127 | | $ | 29,158,006.72 | | 6.55 | | $ | 229,590.60 | | 8.415 | | 85.31 | | | | 685 | |
4 Units | | 57 | | $ | 14,865,805.88 | | 3.34 | | $ | 260,803.61 | | 7.935 | | 84.40 | | | | 701 | |
Condominium | | 106 | | $ | 13,640,515.06 | | 3.07 | | $ | 128,684.10 | | 7.848 | | 86.52 | | | | 659 | |
PUD | | 395 | | $ | 74,800,267.80 | | 16.81 | | $ | 189,367.77 | | 7.472 | | 85.73 | | | | 646 | |
Single Family | | 2,298 | | $ | 304,158,938.85 | | 68.37 | | $ | 132,358.11 | | 7.769 | | 86.33 | | | | 639 | |
Total | | 3,042 | | $ | 444,896,168.90 | | 100.00 | | $ | 146,251.21 | | 7.772 | | 86.10 | | | | 647 | |
Loan Purpose of Mortgage Loans
Loan Purpose | | Number of Loans | | Aggregate Principal Balance as of Cut-off Date | | % of Aggregate Principal Balance as of Cut-off Date | | AVG CURRENT BALANCE | | WA GROSS CPN | | WA COMBLTV | | GWAC | | WA FICO | |
Cash Out Refinance | | 644 | | $ | 107,034,526.95 | | 24.06 | | $ | 166,202.68 | | 7.534 | | 83.47 | | | | 617 | |
Purchase | | 2,287 | | $ | 318,723,018.71 | | 71.64 | | $ | 139,362.93 | | 7.860 | | 87.04 | | | | 659 | |
Rate/Term Refinance | | 111 | | $ | 19,138,623.24 | | 4.30 | | $ | 172,420.03 | | 7.646 | | 85.07 | | | | 609 | |
Total | | 3,042 | | $ | 444,896,168.90 | | 100.00 | | $ | 146,251.21 | | 7.772 | | 86.10 | | | | 647 | |
Document Type of Mortgage Loans
Document Type | | Number of Loans | | Aggregate Principal Balance as of Cut-off Date | | % of Aggregate Principal Balance as of Cut-off Date | | AVG CURRENT BALANCE | | WA GROSS CPN | | WA COMBLTV | | GWAC | | WA FICO | |
Full Documentation | | 2,312 | | $ | 309,357,152.24 | | 69.53 | | $ | 133,805.00 | | 7.732 | | 86.92 | | | | 628 | |
Stated Documentation | | 730 | | $ | 135,539,016.66 | | 30.47 | | $ | 185,669.89 | | 7.864 | | 84.22 | | | | 690 | |
Total | | 3,042 | | $ | 444,896,168.90 | | 100.00 | | $ | 146,251.21 | | 7.772 | | 86.10 | | | | 647 | |
Product Type of Mortgage Loans
Product Type | | Number of Loans | | Aggregate Principal Balance as of Cut-off Date | | % of Aggregate Principal Balance as of Cut-off Date | | AVG CURRENT BALANCE | | WA GROSS CPN | | WA COMBLTV | | GWAC | | WA FICO | |
2/13 6 MO LIBOR | | 21 | | $ | 1,543,673.38 | | 0.35 | | $ | 73,508.26 | | 9.226 | | 98.84 | | | | 667 | |
2/13 6 MO LIBOR BALLOON | | 402 | | $ | 26,452,110.26 | | 5.95 | | $ | 65,801.27 | | 9.465 | | 99.44 | | | | 676 | |
2/28 6 MO LIBOR | | 1,143 | | $ | 144,072,150.09 | | 32.38 | | $ | 126,047.38 | | 8.029 | | 86.83 | | | | 628 | |
2/28 6 MO LIBOR BALLOON | | 465 | | $ | 85,960,580.12 | | 19.32 | | $ | 184,861.46 | | 7.599 | | 85.39 | | | | 633 | |
2/28 6 MO LIBOR IO: 5Yr IO | | 544 | | $ | 155,902,529.91 | | 35.04 | | $ | 286,585.53 | | 7.066 | | 82.39 | | | | 667 | |
3/27 6 MO LIBOR | | 34 | | $ | 3,944,633.83 | | 0.89 | | $ | 116,018.64 | | 7.482 | | 88.88 | | | | 634 | |
3/27 6 MO LIBOR BALLOON | | 6 | | $ | 861,289.94 | | 0.19 | | $ | 143,548.32 | | 6.934 | | 80.79 | | | | 673 | |
3/27 6 MO LIBOR IO: 5Yr IO | | 13 | | $ | 3,703,900.00 | | 0.83 | | $ | 284,915.38 | | 6.866 | | 84.75 | | | | 633 | |
5/25 6 MO LIBOR | | 3 | | $ | 402,299.73 | | 0.09 | | $ | 134,099.91 | | 6.905 | | 83.91 | | | | 624 | |
Balloon 15/30 | | 301 | | $ | 10,299,172.91 | | 2.31 | | $ | 34,216.52 | | 11.710 | | 99.78 | | | | 651 | |
Balloon 30/40 | | 22 | | $ | 3,151,213.95 | | 0.71 | | $ | 143,237.00 | | 7.892 | | 89.65 | | | | 652 | |
FIXED RATE | | 88 | | $ | 8,602,614.78 | | 1.93 | | $ | 97,756.99 | | 8.427 | | 86.92 | | | | 634 | |
Total | | 3,042 | | $ | 444,896,168.90 | | 100.00 | | $ | 146,251.21 | | 7.772 | | 86.10 | | | | 647 | |
** For ARM loans please break out 2/28, 3/27, 5/25 by percentage
** For IO loans please include length of ammortization term and fixed rate term ( 2yr, 3yr, 5yr, 10yr)
Geographical Distribution of Mortgages Loans
State | | Number of Loans | | Aggregate Principal Balance as of Cut-off Date | | % of Aggregate Principal Balance as of Cut-off Date | | AVG CURRENT BALANCE | | WA GROSS CPN | | WA COMBLTV | | GWAC | | WA FICO | |
CA | | 450 | | $ | 118,266,552.72 | | 26.58 | | $ | 262,814.56 | | 7.165 | | 82.59 | | | | 673 | |
MA | | 67 | | $ | 15,411,428.82 | | 3.46 | | $ | 230,021.33 | | 8.497 | | 84.95 | | | | 679 | |
NY | | 4 | | $ | 711,850.00 | | 0.16 | | $ | 177,962.50 | | 7.200 | | 92.82 | | | | 675 | |
Other | | 2,521 | | $ | 310,506,337.36 | | 69.79 | | $ | 123,167.92 | | 7.969 | | 87.47 | | | | 635 | |
Total | | 3,042 | | $ | 444,896,168.90 | | 100.00 | | $ | 146,251.21 | | 7.772 | | 86.10 | | | | 647 | |
Prepay Penalty for Mortgage Loans
Prepay Penalty | | Number of Loans | | Aggregate Principal Balance as of Cut-off Date | | % of Aggregate Principal Balance as of Cut-off Date | | AVG CURRENT BALANCE | | WA GROSS CPN | | WA COMBLTV | | GWAC | | WA FICO | |
Has Prepay Penalty | | 2,775 | | $ | 397,422,129.27 | | 89.33 | | $ | 143,215.18 | | 7.717 | | 86.08 | | | | 645 | |
None | | 267 | | $ | 47,474,039.63 | | 10.67 | | $ | 177,805.39 | | 8.236 | | 86.27 | | | | 661 | |
Total | | 3,042 | | $ | 444,896,168.90 | | 100.00 | | $ | 146,251.21 | | 7.772 | | 86.10 | | | | 647 | |
Prepay Term for Mortgage Loans
Prepay Term | | Number of Loans | | Aggregate Principal Balance as of Cut-off Date | | % of Aggregate Principal Balance as of Cut-off Date | | AVG CURRENT BALANCE | | WA GROSS CPN | | WA COMBLTV | | GWAC | | WA FICO | |
0 | | 267 | | $ | 47,474,039.63 | | 10.67 | | $ | 177,805.39 | | 8.236 | | 86.27 | | | | 661 | |
12 | | 138 | | $ | 31,876,153.08 | | 7.16 | | $ | 230,986.62 | | 7.602 | | 83.81 | | | | 662 | |
24 | | 2,468 | | $ | 344,613,266.59 | | 77.46 | | $ | 139,632.60 | | 7.721 | | 86.20 | | | | 644 | |
36 | | 169 | | $ | 20,932,709.60 | | 4.71 | | $ | 123,862.19 | | 7.823 | | 87.46 | | | | 637 | |
Total | | 3,042 | | $ | 444,896,168.90 | | 100.00 | | $ | 146,251.21 | | 7.772 | | 86.10 | | | | 647 | |
Fico Scores of Mortgage Loans
Fico Scores | | Number of Loans | | Aggregate Principal Balance as of Cut-off Date | | % of Aggregate Principal Balance as of Cut-off Date | | AVG CURRENT BALANCE | | WA GROSS CPN | | WA COMBLTV | | GWAC | | WA FICO | |
500 - 519 | | 8 | | $ | 917,350.00 | | 0.21 | | $ | 114,668.75 | | 8.939 | | 72.37 | | | | 508 | |
520 - 539 | | 63 | | $ | 9,040,651.28 | | 2.03 | | $ | 143,502.40 | | 8.760 | | 78.07 | | | | 531 | |
540 - 559 | | 78 | | $ | 10,456,492.01 | | 2.35 | | $ | 134,057.59 | | 8.735 | | 80.42 | | | | 551 | |
560 - 579 | | 147 | | $ | 23,147,782.49 | | 5.20 | | $ | 157,467.91 | | 8.434 | | 87.23 | | | | 573 | |
580 - 599 | | 207 | | $ | 30,940,946.02 | | 6.95 | | $ | 149,473.17 | | 8.493 | | 89.49 | | | | 589 | |
600 - 619 | | 646 | | $ | 73,087,243.49 | | 16.43 | | $ | 113,138.15 | | 7.877 | | 85.57 | | | | 608 | |
620 - 639 | | 554 | | $ | 69,460,075.77 | | 15.61 | | $ | 125,379.20 | | 7.734 | | 85.73 | | | | 630 | |
640 - 659 | | 444 | | $ | 66,075,157.59 | | 14.85 | | $ | 148,817.92 | | 7.560 | | 87.91 | | | | 650 | |
660 - 679 | | 251 | | $ | 39,836,649.83 | | 8.95 | | $ | 158,711.75 | | 7.701 | | 87.35 | | | | 669 | |
680 - 699 | | 271 | | $ | 47,656,361.57 | | 10.71 | | $ | 175,853.73 | | 7.447 | | 85.68 | | | | 688 | |
700 - 719 | | 137 | | $ | 23,966,649.90 | | 5.39 | | $ | 174,939.05 | | 7.474 | | 85.34 | | | | 707 | |
720 - 739 | | 99 | | $ | 21,436,305.33 | | 4.82 | | $ | 216,528.34 | | 7.079 | | 85.46 | | | | 728 | |
740 - 759 | | 69 | | $ | 14,087,661.55 | | 3.17 | | $ | 204,169.01 | | 7.402 | | 85.18 | | | | 749 | |
760 - 779 | | 43 | | $ | 10,318,153.85 | | 2.32 | | $ | 239,957.07 | | 7.675 | | 85.34 | | | | 768 | |
780 - 799 | | 16 | | $ | 3,080,032.74 | | 0.69 | | $ | 192,502.05 | | 7.300 | | 81.57 | | | | 790 | |
800 >= | | 3 | | $ | 850,948.98 | | 0.19 | | $ | 283,649.66 | | 6.248 | | 83.36 | | | | 804 | |
Not Available | | 6 | | $ | 537,706.50 | | 0.12 | | $ | 89,617.75 | | 9.113 | | 78.66 | | | | 0 | |
Total | | 3,042 | | $ | 444,896,168.90 | | 100.00 | | $ | 146,251.21 | | 7.772 | | 86.10 | | | | 647 | |
Collateral Analysis
FICO Low | | FICO High | | LTV | | Wtd Avg Current Balance | | Percent of Current Balance | | Wtd Avg GWAC | | % MI | | Wtd Avg FICO | | Wtd Avg DTI | | Wtd Avg LTV | | % SFD | | % PUD | | % Owner Occ | | % Full Doc | | % Ltd Doc | | % Stated Doc | | % Int Only | |
500 | | 524 | | > 65 | % | 30,389 | | 0.01 | | 14.000 | | 0.00 | | 522 | | 38.60 | | 100.00 | | 100.00 | | 0.00 | | 100.00 | | 100.00 | | 0.00 | | 0.00 | | 0.00 | |
525 | | 549 | | > 65 | % | 87,654 | | 2.77 | | 10.138 | | 0.00 | | 537 | | 39.41 | | 78.84 | | 86.01 | | 10.94 | | 96.11 | | 100.00 | | 0.00 | | 0.00 | | 10.15 | |
550 | | 574 | | > 65 | % | 91,562 | | 4.67 | | 10.032 | | 0.00 | | 561 | | 37.94 | | 84.91 | | 83.87 | | 11.94 | | 94.21 | | 100.00 | | 0.00 | | 0.00 | | 20.24 | |
575 | | 599 | | > 70 | % | 124,427 | | 13.06 | | 9.584 | | 0.00 | | 587 | | 42.51 | | 93.34 | | 77.23 | | 18.77 | | 98.51 | | 99.61 | | 0.00 | | 0.39 | | 23.51 | |
600 | | 624 | | > 70 | % | 83,427 | | 11.39 | | 8.907 | | 0.00 | | 611 | | 42.52 | | 87.69 | | 75.84 | | 18.97 | | 99.70 | | 99.61 | | 0.00 | | 0.39 | | 29.13 | |
625 | | 649 | | > 70 | % | 125,833 | | 13.60 | | 8.048 | | 0.00 | | 635 | | 43.56 | | 87.08 | | 68.89 | | 16.21 | | 98.34 | | 82.96 | | 0.00 | | 17.04 | | 34.70 | |
650 | | 674 | | > 80 | % | 145,199 | | 10.96 | | 8.034 | | 0.00 | | 660 | | 44.19 | | 96.69 | | 69.17 | | 20.63 | | 99.60 | | 68.17 | | 0.00 | | 31.83 | | 48.94 | |
675 | | 699 | | > 80 | % | 167,885 | | 7.14 | | 7.634 | | 0.00 | | 687 | | 43.32 | | 97.57 | | 65.16 | | 24.39 | | 98.48 | | 71.39 | | 0.00 | | 28.61 | | 61.79 | |
700 | | 724 | | > 80 | % | 138,148 | | 2.79 | | 7.650 | | 0.00 | | 711 | | 46.23 | | 98.32 | | 75.54 | | 19.13 | | 99.19 | | 70.81 | | 0.00 | | 29.19 | | 48.23 | |
725 | | 749 | | > 85 | % | 138,856 | | 1.77 | | 7.635 | | 0.00 | | 737 | | 44.04 | | 98.89 | | 48.07 | | 40.62 | | 100.00 | | 77.18 | | 0.00 | | 22.82 | | 47.55 | |
750 | | 774 | | > 85 | % | 148,593 | | 0.68 | | 6.942 | | 0.00 | | 761 | | 41.45 | | 94.94 | | 60.51 | | 29.36 | | 100.00 | | 93.17 | | 0.00 | | 6.83 | | 74.66 | |
775 | | 799 | | > 85 | % | 292,980 | | 0.21 | | 6.568 | | 0.00 | | 794 | | 51.34 | | 95.17 | | 0.00 | | 100.00 | | 100.00 | | 85.33 | | 0.00 | | 14.67 | | 85.33 | |
800 | | max | | > 85 | % | 259,692 | | 30.93 | | 6.433 | | 0.00 | | 684 | | 43.08 | | 77.72 | | 60.59 | | 19.36 | | 98.75 | | 74.54 | | 0.00 | | 25.46 | | 69.02 | |
LTV Low | | LTV High | | DTI | | Wtd Avg Current Balance | | Percent of Current Balance | | Wtd Avg GWAC | | % MI | | Wtd Avg FICO | | Wtd Avg DTI | | Wtd Avg LTV | | % SFD | | % PUD | | % Owner Occ | | % Full Doc | | % Ltd Doc | | % Stated Doc | | % Int Only | |
0 | % | 64 | % | > 50 | % | 130,804 | | 77.89 | | 8.200 | | 0.00 | | 643 | | 40.07 | | 86.93 | | 69.40 | | 18.44 | | 98.35 | | 78.67 | | 0.00 | | 21.33 | | 41.77 | |
65 | % | 69 | % | > 50 | % | 140,716 | | 0.10 | | 6.827 | | 0.00 | | 612 | | 50.10 | | 67.04 | | 100.00 | | 0.00 | | 100.00 | | 100.00 | | 0.00 | | 0.00 | | 74.62 | |
70 | % | 74 | % | > 50 | % | 551,120 | | 0.59 | | 5.601 | | 0.00 | | 666 | | 52.33 | | 72.21 | | 100.00 | | 0.00 | | 100.00 | | 100.00 | | 0.00 | | 0.00 | | 61.09 | |
75 | % | 79 | % | > 50 | % | 343,601 | | 1.83 | | 5.828 | | 0.00 | | 681 | | 53.74 | | 78.32 | | 76.24 | | 20.17 | | 100.00 | | 100.00 | | 0.00 | | 0.00 | | 82.25 | |
80 | % | 84 | % | > 50 | % | 241,803 | | 8.40 | | 6.173 | | 0.00 | | 661 | | 52.99 | | 80.00 | | 65.53 | | 19.40 | | 99.34 | | 98.47 | | 0.00 | | 1.53 | | 75.08 | |
85 | % | 89 | % | > 50 | % | 216,888 | | 1.15 | | 7.400 | | 0.00 | | 614 | | 51.99 | | 87.66 | | 73.27 | | 24.33 | | 95.64 | | 100.00 | | 0.00 | | 0.00 | | 64.97 | |
90 | % | 94 | % | > 50 | % | 242,228 | | 1.97 | | 7.119 | | 0.00 | | 653 | | 53.30 | | 91.12 | | 53.26 | | 38.12 | | 100.00 | | 94.56 | | 0.00 | | 5.44 | | 46.54 | |
95 | % | 99 | % | > 50 | % | 269,395 | | 2.29 | | 7.474 | | 0.00 | | 653 | | 52.73 | | 96.13 | | 65.89 | | 13.18 | | 100.00 | | 100.00 | | 0.00 | | 0.00 | | 60.61 | |
100 | % | max | | > 50 | % | 118,031 | | 5.77 | | 8.479 | | 0.00 | | 662 | | 52.83 | | 100.00 | | 64.35 | | 28.31 | | 100.00 | | 95.36 | | 0.00 | | 4.64 | | 43.32 | |
DTI Low | | DTI High | | FICO | | Wtd Avg Current Balance | | Percent of Current Balance | | Wtd Avg GWAC | | % MI | | Wtd Avg FICO | | Wtd Avg DTI | | Wtd Avg LTV | | % SFD | | % PUD | | % Owner Occ | | % Full Doc | | % Ltd Doc | | % Stated Doc | | % Int Only | |
20 | % | 24 | % | < 525 | | 156,499 | | 62.08 | | 7.512 | | 0.00 | | 671 | | 40.11 | | 86.75 | | 65.80 | | 19.63 | | 98.94 | | 73.55 | | 0.00 | | 26.45 | | 54.01 | |
25 | % | 29 | % | < 550 | | 93,021 | | 0.33 | | 9.394 | | 0.00 | | 540 | | 27.13 | | 74.35 | | 70.24 | | 29.76 | | 100.00 | | 100.00 | | 0.00 | | 0.00 | | 0.00 | |
30 | % | 34 | % | < 575 | | 82,605 | | 0.88 | | 10.045 | | 0.00 | | 546 | | 32.56 | | 79.66 | | 64.60 | | 31.18 | | 94.00 | | 100.00 | | 0.00 | | 0.00 | | 14.89 | |
35 | % | 39 | % | < 600 | | 97,638 | | 2.80 | | 9.861 | | 0.00 | | 574 | | 37.44 | | 88.86 | | 80.63 | | 13.55 | | 95.97 | | 100.00 | | 0.00 | | 0.00 | | 16.44 | |
40 | % | 44 | % | < 625 | | 101,766 | | 6.60 | | 9.340 | | 0.00 | | 587 | | 42.55 | | 88.14 | | 79.78 | | 14.22 | | 98.76 | | 99.50 | | 0.00 | | 0.50 | | 16.50 | |
45 | % | 49 | % | < 650 | | 107,532 | | 12.65 | | 9.264 | | 0.00 | | 598 | | 47.75 | | 88.22 | | 76.81 | | 15.36 | | 96.60 | | 95.80 | | 0.00 | | 4.20 | | 28.26 | |
50 | % | 54 | % | < 675 | | 169,004 | | 14.20 | | 7.436 | | 0.00 | | 632 | | 52.74 | | 88.03 | | 66.86 | | 24.73 | | 99.80 | | 99.06 | | 0.00 | | 0.94 | | 53.20 | |
55 | % | max | | < 700 | | 216,161 | | 0.46 | | 7.563 | | 0.00 | | 642 | | 55.02 | | 80.19 | | 83.04 | | 0.00 | | 93.97 | | 100.00 | | 0.00 | | 0.00 | | 0.00 | |
LIMITED AND STATED DOC
FICO Low | | FICO High | | Wtd Avg Current Balance | | Percent of Current Balance | | Wtd Avg GWAC | | % MI | | Wtd Avg FICO | | Wtd Avg DTI | | Wtd Avg LTV | | % SFD | | % PUD | | % Owner Occ | | % Full Doc | | % Ltd Doc | | % Stated Doc | | % Int Only | | % CA | | % NY | | % FL | |
500 | | 524 | | 0 | | 0.00 | | 0.000 | | 0.00 | | 0 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | |
525 | | 549 | | 0 | | 0.00 | | 0.000 | | 0.00 | | 0 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | |
550 | | 574 | | 0 | | 0.00 | | 0.000 | | 0.00 | | 0 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | |
575 | | 599 | | 36,203 | | 0.08 | | 9.756 | | 0.00 | | 587 | | 33.58 | | 71.05 | | 100.00 | | 0.00 | | 100.00 | | 0.00 | | 0.00 | | 100.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | |
600 | | 624 | | 91,957 | | 0.07 | | 9.744 | | 0.00 | | 614 | | 29.76 | | 73.88 | | 100.00 | | 0.00 | | 100.00 | | 0.00 | | 0.00 | | 100.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | |
625 | | 649 | | 101,725 | | 2.38 | | 10.069 | | 0.00 | | 633 | | 40.29 | | 83.83 | | 57.67 | | 5.47 | | 100.00 | | 0.00 | | 0.00 | | 100.00 | | 6.57 | | 1.28 | | 0.00 | | 7.82 | |
650 | | 674 | | 152,608 | | 6.44 | | 8.983 | | 0.00 | | 660 | | 41.39 | | 89.20 | | 51.09 | | 20.80 | | 100.00 | | 0.00 | | 0.00 | | 100.00 | | 38.47 | | 19.54 | | 0.00 | | 4.74 | |
675 | | 699 | | 159,833 | | 4.25 | | 8.451 | | 0.00 | | 686 | | 41.90 | | 88.86 | | 51.96 | | 18.94 | | 100.00 | | 0.00 | | 0.00 | | 100.00 | | 26.96 | | 20.54 | | 0.00 | | 14.23 | |
700 | | 724 | | 163,557 | | 2.32 | | 7.988 | | 0.00 | | 710 | | 42.82 | | 86.34 | | 53.71 | | 13.76 | | 100.00 | | 0.00 | | 0.00 | | 100.00 | | 41.07 | | 25.32 | | 0.00 | | 6.09 | |
725 | | 749 | | 237,634 | | 1.35 | | 7.700 | | 0.00 | | 736 | | 41.76 | | 85.07 | | 48.87 | | 22.85 | | 100.00 | | 0.00 | | 0.00 | | 100.00 | | 60.42 | | 50.08 | | 0.00 | | 0.00 | |
750 | | 774 | | 99,485 | | 0.14 | | 8.781 | | 0.00 | | 760 | | 33.97 | | 86.63 | | 71.00 | | 26.50 | | 100.00 | | 0.00 | | 0.00 | | 100.00 | | 30.65 | | 30.65 | | 0.00 | | 0.00 | |
775 | | 799 | | 141,980 | | 0.10 | | 6.737 | | 0.00 | | 790 | | 42.62 | | 85.94 | | 0.00 | | 100.00 | | 100.00 | | 0.00 | | 0.00 | | 100.00 | | 69.73 | | 69.73 | | 0.00 | | 0.00 | |
800 | | max | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
IO LOANS
FICO Low | | FICO High | | Wtd Avg Current Balance | | Percent of Current Balance | | Wtd Avg GWAC | | % MI | | Wtd Avg FICO | | Wtd Avg DTI | | Wtd Avg LTV | | % SFD | | % PUD | | % Owner Occ | | % Full Doc | | % Ltd Doc | | % Stated Doc | | % Int Only | | % CA | | % NY | | % FL | |
500 | | 524 | | 0 | | 0.00 | | 0.000 | | 0.00 | | 0 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | |
525 | | 549 | | 198,000 | | 0.28 | | 9.827 | | 0.00 | | 534 | | 49.21 | | 78.83 | | 100.00 | | 0.00 | | 100.00 | | 100.00 | | 0.00 | | 0.00 | | 100.00 | | 56.566 | | 0.00 | | 0.00 | |
550 | | 574 | | 205,303 | | 0.95 | | 9.752 | | 0.00 | | 559 | | 37.83 | | 84.40 | | 68.15 | | 31.85 | | 100.00 | | 100.00 | | 0.00 | | 0.00 | | 100.00 | | 10.889 | | 0.00 | | 0.00 | |
575 | | 599 | | 257,014 | | 3.19 | | 8.294 | | 0.00 | | 587 | | 44.29 | | 89.13 | | 76.74 | | 20.74 | | 98.94 | | 100.00 | | 0.00 | | 0.00 | | 100.00 | | 36.647 | | 0.00 | | 6.08 | |
600 | | 624 | | 281,360 | | 3.39 | | 7.187 | | 0.00 | | 613 | | 42.54 | | 83.17 | | 76.20 | | 18.19 | | 100.00 | | 100.00 | | 0.00 | | 0.00 | | 100.00 | | 59.943 | | 0.00 | | 7.73 | |
625 | | 649 | | 291,175 | | 5.26 | | 6.567 | | 0.00 | | 637 | | 45.01 | | 82.64 | | 76.97 | | 16.44 | | 95.46 | | 97.03 | | 0.00 | | 2.97 | | 100.00 | | 60.028 | | 0.00 | | 0.00 | |
650 | | 674 | | 312,085 | | 13.94 | | 6.562 | | 0.00 | | 660 | | 44.18 | | 85.27 | | 64.16 | | 27.54 | | 98.98 | | 82.23 | | 0.00 | | 17.77 | | 100.00 | | 69.224 | | 0.00 | | 2.46 | |
675 | | 699 | | 292,571 | | 8.92 | | 6.488 | | 0.00 | | 688 | | 45.24 | | 87.90 | | 62.82 | | 22.93 | | 98.79 | | 87.15 | | 0.00 | | 12.85 | | 100.00 | | 66.194 | | 0.00 | | 6.29 | |
700 | | 724 | | 261,468 | | 5.00 | | 6.326 | | 0.00 | | 711 | | 45.20 | | 84.19 | | 66.42 | | 13.15 | | 100.00 | | 80.97 | | 0.00 | | 19.03 | | 100.00 | | 73.424 | | 0.00 | | 1.17 | |
725 | | 749 | | 290,230 | | 3.81 | | 6.413 | | 0.00 | | 735 | | 46.57 | | 84.07 | | 57.58 | | 21.67 | | 100.00 | | 78.61 | | 0.00 | | 21.39 | | 100.00 | | 78.691 | | 0.00 | | 4.22 | |
750 | | 774 | | 261,514 | | 1.21 | | 6.268 | | 0.00 | | 764 | | 38.58 | | 83.62 | | 64.11 | | 28.94 | | 100.00 | | 96.41 | | 0.00 | | 3.59 | | 100.00 | | 64.108 | | 0.00 | | 0.00 | |
775 | | 799 | | 369,473 | | 0.39 | | 5.980 | | 0.00 | | 792 | | 46.05 | | 86.44 | | 0.00 | | 100.00 | | 100.00 | | 82.14 | | 0.00 | | 17.86 | | 100.00 | | 62.973 | | 0.00 | | 0.00 | |
800 | | max | | 0 | | 0.00 | | 0.000 | | 0.00 | | 0 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | | 0.00 | |
MMLT 2005-3
FIXED FICO
FICO | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
500-524 | | 1 | | 30,100.00 | | 0.14 | % | 10.630 | | 177 | | 70.00 | | 500 | |
525-549 | | 2 | | 327,500.00 | | 1.49 | % | 8.402 | | 358 | | 71.34 | | 534 | |
550-574 | | 4 | | 388,181.78 | | 1.76 | % | 10.370 | | 358 | | 79.89 | | 561 | |
575-599 | | 19 | | 1,598,222.69 | | 7.25 | % | 9.035 | | 357 | | 84.11 | | 585 | |
600-624 | | 135 | | 4,928,092.88 | | 22.35 | % | 10.938 | | 240 | | 94.12 | | 610 | |
625-649 | | 112 | | 5,101,796.62 | | 23.13 | % | 10.342 | | 258 | | 94.60 | | 635 | |
650-674 | | 65 | | 4,400,590.87 | | 19.95 | % | 9.361 | | 279 | | 94.82 | | 660 | |
675-699 | | 40 | | 2,885,260.04 | | 13.08 | % | 9.516 | | 271 | | 95.96 | | 685 | |
700+ | | 32 | | 2,376,656.76 | | 10.78 | % | 8.804 | | 260 | | 94.56 | | 732 | |
None | | 1 | | 16,600.00 | | 0.08 | % | 11.125 | | 177 | | 100.00 | | 0 | |
Total | | 411 | | 22,053,001.64 | | 100.00 | % | 9.884 | | 270 | | 93.31 | | 645 | |
MMC 2005-2
Combined Original LTV(incl ss) | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV(incl ss) | | Weighted Average FICO | |
0.01- 49.99 | | 14 | | 1,371,325.12 | | 0.36 | % | 7.230 | | 353 | | 45.60 | | 606 | |
50.00- 54.99 | | 5 | | 679,142.50 | | 0.18 | % | 6.968 | | 358 | | 53.01 | | 586 | |
55.00- 59.99 | | 5 | | 595,861.34 | | 0.16 | % | 7.416 | | 359 | | 57.28 | | 620 | |
60.00- 64.99 | | 14 | | 1,938,734.17 | | 0.51 | % | 6.818 | | 359 | | 62.19 | | 611 | |
65.00- 69.99 | | 16 | | 3,017,673.36 | | 0.79 | % | 6.959 | | 356 | | 67.01 | | 643 | |
70.00- 74.99 | | 33 | | 5,662,479.83 | | 1.48 | % | 7.335 | | 359 | | 72.46 | | 604 | |
75.00- 79.99 | | 68 | | 12,382,042.56 | | 3.23 | % | 7.284 | | 357 | | 77.24 | | 613 | |
80.00 | | 95 | | 12,750,264.40 | | 3.33 | % | 7.631 | | 359 | | 80.00 | | 604 | |
80.01- 84.99 | | 33 | | 5,349,727.25 | | 1.40 | % | 7.450 | | 357 | | 83.44 | | 603 | |
85.00- 89.99 | | 95 | | 15,926,454.53 | | 4.15 | % | 7.743 | | 358 | | 86.20 | | 609 | |
90.00- 94.99 | | 199 | | 27,987,194.29 | | 7.30 | % | 7.910 | | 354 | | 90.96 | | 629 | |
95.00- 99.99 | | 199 | | 27,510,808.10 | | 7.18 | % | 7.546 | | 343 | | 96.30 | | 641 | |
100.00 | | 2,531 | | 268,237,247.82 | | 69.96 | % | 7.891 | | 326 | | 100.00 | | 659 | |
Total | | 3,307 | | 383,408,955.27 | | 100.00 | % | 7.801 | | 334 | | 95.67 | | 648 | |
MMC 2005-2
Current Principal Balance | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
0.01 -50,000.00 | | 136 | | 4,237,822.44 | | 6.41 | % | 11.354 | | 197 | | 98.71 | | 680 | |
50,000.01 - 100,000.00 | | 134 | | 9,714,166.87 | | 14.70 | % | 9.659 | | 273 | | 93.29 | | 686 | |
100,000.01 - 150,000.00 | | 69 | | 8,508,509.66 | | 12.87 | % | 8.699 | | 315 | | 88.98 | | 685 | |
150,000.01 - 200,000.00 | | 52 | | 9,148,639.49 | | 13.84 | % | 7.658 | | 355 | | 82.58 | | 688 | |
200,000.01 - 250,000.00 | | 42 | | 9,321,783.13 | | 14.10 | % | 7.823 | | 359 | | 84.11 | | 699 | |
250,000.01 - 300,000.00 | | 22 | | 6,159,452.38 | | 9.32 | % | 7.631 | | 359 | | 80.80 | | 685 | |
300,000.01 - 350,000.00 | | 14 | | 4,614,058.51 | | 6.98 | % | 7.905 | | 359 | | 85.02 | | 707 | |
350,000.01 - 400,000.00 | | 13 | | 4,869,963.95 | | 7.37 | % | 7.644 | | 359 | | 82.01 | | 702 | |
400,000.01 - 450,000.00 | | 8 | | 3,362,441.21 | | 5.09 | % | 8.258 | | 358 | | 82.40 | | 700 | |
450,000.01 - 500,000.00 | | 8 | | 3,725,431.43 | | 5.64 | % | 8.012 | | 359 | | 81.89 | | 682 | |
550,000.01 - 600,000.00 | | 2 | | 1,140,600.00 | | 1.73 | % | 8.073 | | 358 | | 90.08 | | 728 | |
600,000.01 - 650,000.00 | | 2 | | 1,289,200.00 | | 1.95 | % | 8.001 | | 358 | | 90.08 | | 741 | |
Total | | 502 | | 66,092,069.07 | | 100.00 | % | 8.424 | | 330 | | 86.42 | | 693 | |
Current Gross Rate | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
6.000 - 6.499 | | 9 | | 1,619,302.56 | | 2.45 | % | 6.264 | | 359 | | 77.90 | | 699 | |
6.500 - 6.999 | | 24 | | 6,027,027.95 | | 9.12 | % | 6.752 | | 359 | | 77.47 | | 706 | |
7.000 - 7.499 | | 42 | | 8,093,683.92 | | 12.25 | % | 7.260 | | 358 | | 80.74 | | 707 | |
7.500 - 7.999 | | 81 | | 16,118,613.36 | | 24.39 | % | 7.756 | | 359 | | 84.07 | | 697 | |
8.000 - 8.499 | | 59 | | 12,482,875.47 | | 18.89 | % | 8.218 | | 359 | | 85.08 | | 689 | |
8.500 - 8.999 | | 57 | | 7,942,795.93 | | 12.02 | % | 8.785 | | 342 | | 91.38 | | 679 | |
9.000 - 9.499 | | 18 | | 2,558,318.26 | | 3.87 | % | 9.175 | | 358 | | 84.99 | | 664 | |
9.500 - 9.999 | | 41 | | 2,903,527.20 | | 4.39 | % | 9.823 | | 248 | | 94.50 | | 690 | |
10.000 -10.499 | | 16 | | 962,281.73 | | 1.46 | % | 10.185 | | 216 | | 96.96 | | 722 | |
10.500 -10.999 | | 40 | | 2,291,381.45 | | 3.47 | % | 10.826 | | 180 | | 99.88 | | 700 | |
11.000 -11.499 | | 11 | | 554,246.74 | | 0.84 | % | 11.241 | | 179 | | 99.49 | | 684 | |
11.500 -11.999 | | 30 | | 1,965,762.10 | | 2.97 | % | 11.778 | | 178 | | 99.77 | | 690 | |
12.000 -12.499 | | 26 | | 909,982.99 | | 1.38 | % | 12.358 | | 178 | | 99.94 | | 665 | |
12.500 -12.999 | | 12 | | 464,636.08 | | 0.70 | % | 12.736 | | 179 | | 100.00 | | 667 | |
13.000 -13.499 | | 12 | | 444,204.88 | | 0.67 | % | 13.155 | | 181 | | 100.00 | | 651 | |
13.500 -13.999 | | 3 | | 116,792.00 | | 0.18 | % | 13.700 | | 178 | | 100.00 | | 642 | |
14.000 -14.499 | | 15 | | 441,091.04 | | 0.67 | % | 14.138 | | 180 | | 100.00 | | 641 | |
14.500 -14.999 | | 3 | | 124,362.94 | | 0.19 | % | 14.897 | | 178 | | 100.00 | | 652 | |
15.500 -15.999 | | 3 | | 71,182.47 | | 0.11 | % | 15.899 | | 178 | | 98.10 | | 637 | |
Total | | 502 | | 66,092,069.07 | | 100.00 | % | 8.424 | | 330 | | 86.42 | | 693 | |
FICO | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
575-599 | | 4 | | 400,725.58 | | 0.61 | % | 8.727 | | 358 | | 73.10 | | 585 | |
600-624 | | 4 | | 637,393.01 | | 0.96 | % | 8.582 | | 359 | | 78.51 | | 606 | |
625-649 | | 55 | | 4,473,387.24 | | 6.77 | % | 9.335 | | 319 | | 83.90 | | 636 | |
650-674 | | 146 | | 17,889,118.32 | | 27.07 | % | 8.889 | | 335 | | 87.83 | | 662 | |
675-699 | | 122 | | 17,139,377.45 | | 25.93 | % | 8.199 | | 331 | | 87.35 | | 685 | |
700+ | | 171 | | 25,552,067.47 | | 38.66 | % | 8.082 | | 326 | | 85.66 | | 732 | |
Total | | 502 | | 66,092,069.07 | | 100.00 | % | 8.424 | | 330 | | 86.42 | | 693 | |
Combined Original LTV | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
0.01- 49.99 | | 3 | | 384,755.64 | | 0.58 | % | 7.509 | | 358 | | 45.68 | | 662 | |
55.00- 59.99 | | 1 | | 217,820.95 | | 0.33 | % | 6.990 | | 359 | | 55.90 | | 711 | |
65.00- 69.99 | | 4 | | 577,096.10 | | 0.87 | % | 6.705 | | 358 | | 67.28 | | 693 | |
70.00- 74.99 | | 5 | | 724,573.98 | | 1.10 | % | 8.213 | | 359 | | 71.17 | | 629 | |
75.00- 79.99 | | 13 | | 2,583,913.78 | | 3.91 | % | 7.549 | | 359 | | 77.32 | | 647 | |
80.00 | | 174 | | 36,786,574.06 | | 55.66 | % | 7.768 | | 359 | | 80.00 | | 698 | |
80.01- 84.99 | | 1 | | 242,500.00 | | 0.37 | % | 6.999 | | 358 | | 83.62 | | 685 | |
85.00- 89.99 | | 4 | | 863,754.15 | | 1.31 | % | 7.703 | | 358 | | 89.52 | | 681 | |
90.00- 94.99 | | 11 | | 1,591,316.58 | | 2.41 | % | 8.001 | | 352 | | 90.35 | | 677 | |
95.00- 99.99 | | 13 | | 1,152,805.28 | | 1.74 | % | 9.000 | | 318 | | 96.06 | | 682 | |
100.00 | | 273 | | 20,966,958.55 | | 31.72 | % | 9.817 | | 270 | | 100.00 | | 693 | |
Total | | 502 | | 66,092,069.07 | | 100.00 | % | 8.424 | | 330 | | 86.42 | | 693 | |
Combined Original LTV(incl ss) | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV(incl ss) | | Weighted Average FICO | |
0.01- 49.99 | | 3 | | 384,755.64 | | 0.58 | % | 7.509 | | 358 | | 45.68 | | 662 | |
55.00- 59.99 | | 1 | | 217,820.95 | | 0.33 | % | 6.990 | | 359 | | 55.90 | | 711 | |
65.00- 69.99 | | 4 | | 577,096.10 | | 0.87 | % | 6.705 | | 358 | | 67.28 | | 693 | |
70.00- 74.99 | | 4 | | 587,133.42 | | 0.89 | % | 7.941 | | 359 | | 71.07 | | 624 | |
75.00- 79.99 | | 10 | | 2,318,381.92 | | 3.51 | % | 7.484 | | 359 | | 77.04 | | 644 | |
80.00 | | 7 | | 1,051,922.48 | | 1.59 | % | 7.158 | | 359 | | 80.00 | | 675 | |
80.01- 84.99 | | 1 | | 242,500.00 | | 0.37 | % | 6.999 | | 358 | | 83.62 | | 685 | |
85.00- 89.99 | | 4 | | 863,754.15 | | 1.31 | % | 7.703 | | 358 | | 89.52 | | 681 | |
90.00- 94.99 | | 12 | | 1,720,148.16 | | 2.60 | % | 8.045 | | 352 | | 90.67 | | 675 | |
95.00- 99.99 | | 18 | | 1,901,345.43 | | 2.88 | % | 8.366 | | 334 | | 95.99 | | 679 | |
100.00 | | 438 | | 56,227,210.82 | | 85.07 | % | 8.552 | | 326 | | 100.00 | | 697 | |
Total | | 502 | | 66,092,069.07 | | 100.00 | % | 8.424 | | 330 | | 97.32 | | 693 | |
Original Term (months) | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
180.000 | | 210 | | 10,567,499.33 | | 15.99 | % | 11.239 | | 178 | | 99.87 | | 696 | |
240.000 | | 3 | | 76,105.69 | | 0.12 | % | 12.033 | | 239 | | 100.00 | | 664 | |
360.000 | | 289 | | 55,448,464.05 | | 83.90 | % | 7.883 | | 359 | | 83.84 | | 692 | |
Total | | 502 | | 66,092,069.07 | | 100.00 | % | 8.424 | | 330 | | 86.42 | | 693 | |
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 Combined Orig LTV | | Weighted Average FICO | |
121-180 | | 210 | | 10,567,499.33 | | 15.99 | % | 11.239 | | 178 | | 99.87 | | 696 | |
181-240 | | 3 | | 76,105.69 | | 0.12 | % | 12.033 | | 239 | | 100.00 | | 664 | |
301-360 | | 289 | | 55,448,464.05 | | 83.90 | % | 7.883 | | 359 | | 83.84 | | 692 | |
Total | | 502 | | 66,092,069.07 | | 100.00 | % | 8.424 | | 330 | | 86.42 | | 693 | |
Debt Ratio | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
0.01 -20.00 | | 9 | | 773,413.15 | | 1.17 | % | 8.290 | | 343 | | 83.90 | | 706 | |
20.01 -25.00 | | 16 | | 1,338,243.89 | | 2.02 | % | 8.595 | | 338 | | 90.24 | | 686 | |
25.01 -30.00 | | 20 | | 2,162,944.42 | | 3.27 | % | 8.441 | | 323 | | 88.06 | | 702 | |
30.01 -35.00 | | 60 | | 5,684,734.26 | | 8.60 | % | 8.301 | | 336 | | 85.96 | | 685 | |
35.01 -40.00 | | 109 | | 12,485,308.71 | | 18.89 | % | 8.480 | | 332 | | 87.49 | | 684 | |
40.01 -45.00 | | 165 | | 22,093,761.62 | | 33.43 | % | 8.350 | | 329 | | 86.41 | | 694 | |
45.01 -50.00 | | 108 | | 19,199,830.16 | | 29.05 | % | 8.512 | | 326 | | 85.03 | | 698 | |
50.01 -55.00 | | 15 | | 2,353,832.86 | | 3.56 | % | 8.345 | | 337 | | 90.47 | | 684 | |
Total | | 502 | | 66,092,069.07 | | 100.00 | % | 8.424 | | 330 | | 86.42 | | 693 | |
FRM/ARM | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
ARM | | 348 | | 59,131,015.94 | | 89.47 | % | 8.036 | | 347 | | 84.90 | | 693 | |
Fixed Rate | | 154 | | 6,961,053.13 | | 10.53 | % | 11.722 | | 183 | | 99.32 | | 691 | |
Total | | 502 | | 66,092,069.07 | | 100.00 | % | 8.424 | | 330 | | 86.42 | | 693 | |
Product | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
2/13 6 Mo LIBOR ARM | | 4 | | 243,196.46 | | 0.37 | % | 10.716 | | 179 | | 100.00 | | 697 | |
2/13 6 Mo LIBOR ARM BALLOON | | 57 | | 3,575,617.99 | | 5.41 | % | 10.219 | | 179 | | 99.96 | | 707 | |
2/28 6 Mo LIBOR ARM | | 177 | | 26,155,602.10 | | 39.57 | % | 8.119 | | 359 | | 84.59 | | 678 | |
2/28 6 Mo LIBOR ARM IO | | 109 | | 28,938,778.44 | | 43.79 | % | 7.678 | | 359 | | 83.41 | | 704 | |
5/25 6 Mo LIBOR ARM | | 1 | | 217,820.95 | | 0.33 | % | 6.990 | | 359 | | 55.90 | | 711 | |
Fixed Rate | | 5 | | 212,368.25 | | 0.32 | % | 9.296 | | 316 | | 83.55 | | 693 | |
Fixed Rate Balloon 15/30 | | 140 | | 5,945,746.54 | | 9.00 | % | 11.900 | | 178 | | 99.84 | | 686 | |
Fixed Rate Balloon 15/30 IO | | 9 | | 802,938.34 | | 1.21 | % | 11.039 | | 178 | | 99.65 | | 726 | |
Total | | 502 | | 66,092,069.07 | | 100.00 | % | 8.424 | | 330 | | 86.42 | | 693 | |
Interest Only | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
Interest Only | | 118 | | 29,741,716.78 | | 45.00 | % | 7.768 | | 354 | | 83.85 | | 704 | |
Not Interest Only | | 384 | | 36,350,352.29 | | 55.00 | % | 8.961 | | 310 | | 88.53 | | 683 | |
Total | | 502 | | 66,092,069.07 | | 100.00 | % | 8.424 | | 330 | | 86.42 | | 693 | |
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 Combined Orig LTV | | Weighted Average FICO | |
Prepay Penalty: 0 months | | 77 | | 11,907,826.97 | | 18.02 | % | 9.014 | | 327 | | 86.97 | | 690 | |
Prepay Penalty: 12 months | | 19 | | 3,833,617.71 | | 5.80 | % | 8.162 | | 340 | | 84.20 | | 690 | |
Prepay Penalty: 24 months | | 399 | | 49,301,868.43 | | 74.60 | % | 8.324 | | 329 | | 86.65 | | 693 | |
Prepay Penalty: 36 months | | 7 | | 1,048,755.96 | | 1.59 | % | 7.433 | | 355 | | 77.57 | | 731 | |
Total | | 502 | | 66,092,069.07 | | 100.00 | % | 8.424 | | 330 | | 86.42 | | 693 | |
Lien | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
First Lien | | 289 | | 55,448,464.05 | | 83.90 | % | 7.883 | | 359 | | 83.84 | | 692 | |
Second Lien | | 213 | | 10,643,605.02 | | 16.10 | % | 11.244 | | 179 | | 99.87 | | 696 | |
Total | | 502 | | 66,092,069.07 | | 100.00 | % | 8.424 | | 330 | | 86.42 | | 693 | |
Documentation Type | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
Stated Documentation | | 502 | | 66,092,069.07 | | 100.00 | % | 8.424 | | 330 | | 86.42 | | 693 | |
Total | | 502 | | 66,092,069.07 | | 100.00 | % | 8.424 | | 330 | | 86.42 | | 693 | |
Loan Purpose | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
Cash Out Refinance | | 55 | | 8,618,710.82 | | 13.04 | % | 8.124 | | 348 | | 82.33 | | 665 | |
Purchase | | 445 | | 57,018,470.21 | | 86.27 | % | 8.474 | | 327 | | 87.05 | | 697 | |
Rate/Term Refinance | | 2 | | 454,888.04 | | 0.69 | % | 7.903 | | 358 | | 85.22 | | 661 | |
Total | | 502 | | 66,092,069.07 | | 100.00 | % | 8.424 | | 330 | | 86.42 | | 693 | |
Property Type | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
2 Units | | 20 | | 3,273,825.44 | | 4.95 | % | 8.340 | | 336 | | 87.00 | | 721 | |
3 Units | | 64 | | 11,922,742.36 | | 18.04 | % | 8.787 | | 319 | | 84.33 | | 705 | |
4 Units | | 26 | | 4,972,717.13 | | 7.52 | % | 8.808 | | 319 | | 84.39 | | 705 | |
Condominium | | 34 | | 3,904,061.78 | | 5.91 | % | 8.182 | | 332 | | 86.60 | | 699 | |
PUD | | 70 | | 9,816,329.36 | | 14.85 | % | 8.396 | | 333 | | 87.78 | | 683 | |
Single Family | | 288 | | 32,202,393.00 | | 48.72 | % | 8.277 | | 333 | | 87.01 | | 685 | |
Total | | 502 | | 66,092,069.07 | | 100.00 | % | 8.424 | | 330 | | 86.42 | | 693 | |
Occupancy Status | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
Primary | | 474 | | 62,710,923.27 | | 94.88 | % | 8.402 | | 330 | | 86.55 | | 693 | |
Second Home | | 28 | | 3,381,145.80 | | 5.12 | % | 8.832 | | 322 | | 84.01 | | 681 | |
Total | | 502 | | 66,092,069.07 | | 100.00 | % | 8.424 | | 330 | | 86.42 | | 693 | |
State | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
Alabama | | 1 | | 179,212.46 | | 0.27 | % | 7.150 | | 358 | | 79.83 | | 644 | |
Arizona | | 44 | | 4,590,149.32 | | 6.95 | % | 8.463 | | 332 | | 85.25 | | 685 | |
California | | 85 | | 17,379,465.38 | | 26.30 | % | 8.070 | | 326 | | 83.47 | | 706 | |
Colorado | | 6 | | 506,919.24 | | 0.77 | % | 8.209 | | 323 | | 84.00 | | 682 | |
Connecticut | | 12 | | 2,086,685.34 | | 3.16 | % | 8.167 | | 317 | | 84.65 | | 700 | |
District of Columbia | | 5 | | 943,257.61 | | 1.43 | % | 7.676 | | 331 | | 77.84 | | 695 | |
Florida | | 65 | | 6,321,740.09 | | 9.57 | % | 8.749 | | 325 | | 87.05 | | 678 | |
Georgia | | 15 | | 2,002,047.40 | | 3.03 | % | 9.191 | | 341 | | 95.36 | | 689 | |
Idaho | | 6 | | 405,059.40 | | 0.61 | % | 8.468 | | 337 | | 82.20 | | 649 | |
Illinois | | 9 | | 1,009,106.44 | | 1.53 | % | 9.040 | | 333 | | 88.88 | | 672 | |
Indiana | | 9 | | 592,290.76 | | 0.90 | % | 8.303 | | 349 | | 97.35 | | 686 | |
Iowa | | 3 | | 139,831.28 | | 0.21 | % | 8.763 | | 332 | | 88.35 | | 665 | |
Kansas | | 1 | | 22,393.10 | | 0.03 | % | 14.750 | | 178 | | 100.00 | | 659 | |
Kentucky | | 5 | | 704,709.76 | | 1.07 | % | 8.818 | | 342 | | 90.25 | | 675 | |
Louisiana | | 9 | | 525,498.01 | | 0.80 | % | 9.396 | | 326 | | 89.11 | | 662 | |
Maine | | 1 | | 161,886.81 | | 0.24 | % | 7.800 | | 359 | | 90.00 | | 632 | |
Maryland | | 11 | | 1,674,911.09 | | 2.53 | % | 8.469 | | 333 | | 86.54 | | 689 | |
Massachusetts | | 29 | | 6,440,545.40 | | 9.74 | % | 8.972 | | 322 | | 84.05 | | 699 | |
Michigan | | 18 | | 1,703,352.56 | | 2.58 | % | 8.241 | | 336 | | 90.44 | | 693 | |
Minnesota | | 2 | | 550,000.00 | | 0.83 | % | 8.837 | | 358 | | 94.27 | | 654 | |
Mississippi | | 1 | | 102,932.63 | | 0.16 | % | 8.125 | | 359 | | 100.00 | | 684 | |
Missouri | | 13 | | 694,402.42 | | 1.05 | % | 8.885 | | 340 | | 88.03 | | 674 | |
Nebraska | | 6 | | 547,579.95 | | 0.83 | % | 8.730 | | 323 | | 84.00 | | 671 | |
Nevada | | 19 | | 3,469,329.21 | | 5.25 | % | 7.909 | | 340 | | 87.43 | | 689 | |
New Hampshire | | 1 | | 64,959.38 | | 0.10 | % | 11.625 | | 178 | | 100.00 | | 712 | |
New Jersey | | 2 | | 130,988.71 | | 0.20 | % | 8.245 | | 323 | | 84.00 | | 728 | |
New Mexico | | 5 | | 351,793.78 | | 0.53 | % | 8.959 | | 334 | | 89.13 | | 683 | |
Ohio | | 17 | | 2,153,938.47 | | 3.26 | % | 8.643 | | 338 | | 92.87 | | 677 | |
Oklahoma | | 11 | | 630,127.21 | | 0.95 | % | 8.870 | | 348 | | 95.45 | | 668 | |
Oregon | | 11 | | 1,221,965.02 | | 1.85 | % | 8.432 | | 330 | | 89.12 | | 694 | |
Pennsylvania | | 10 | | 636,153.92 | | 0.96 | % | 8.789 | | 336 | | 94.18 | | 670 | |
Rhode Island | | 20 | | 2,913,773.19 | | 4.41 | % | 8.398 | | 328 | | 84.75 | | 714 | |
Tennessee | | 5 | | 509,793.34 | | 0.77 | % | 8.099 | | 337 | | 92.46 | | 708 | |
Texas | | 10 | | 839,692.65 | | 1.27 | % | 8.687 | | 331 | | 90.16 | | 684 | |
Utah | | 12 | | 1,288,218.05 | | 1.95 | % | 7.839 | | 327 | | 87.49 | | 700 | |
Vermont | | 1 | | 76,603.57 | | 0.12 | % | 8.500 | | 359 | | 70.00 | | 594 | |
Virginia | | 6 | | 1,148,093.15 | | 1.74 | % | 8.270 | | 351 | | 92.07 | | 681 | |
Washington | | 12 | | 1,032,267.81 | | 1.56 | % | 8.191 | | 311 | | 86.66 | | 712 | |
Wisconsin | | 4 | | 340,395.16 | | 0.52 | % | 8.936 | | 319 | | 81.03 | | 664 | |
Total | | 502 | | 66,092,069.07 | | 100.00 | % | 8.424 | | 330 | | 86.42 | | 693 | |
Gross Margin | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
5.000 - 5.499 | | 9 | | 1,619,302.56 | | 2.74 | % | 6.264 | | 359 | | 77.90 | | 699 | |
5.500 - 5.999 | | 24 | | 6,027,027.95 | | 10.19 | % | 6.752 | | 359 | | 77.47 | | 706 | |
6.000 - 6.499 | | 41 | | 8,039,766.35 | | 13.60 | % | 7.259 | | 358 | | 80.84 | | 707 | |
6.500 - 6.999 | | 82 | | 16,290,514.91 | | 27.55 | % | 7.767 | | 359 | | 84.02 | | 697 | |
7.000 - 7.499 | | 58 | | 12,624,415.57 | | 21.35 | % | 8.238 | | 359 | | 85.02 | | 688 | |
7.500 - 7.999 | | 57 | | 7,661,957.04 | | 12.96 | % | 8.788 | | 339 | | 92.09 | | 680 | |
8.000 - 8.499 | | 21 | | 2,788,990.40 | | 4.72 | % | 9.314 | | 343 | | 86.23 | | 665 | |
8.500 - 8.999 | | 30 | | 2,470,444.51 | | 4.18 | % | 9.956 | | 261 | | 93.53 | | 680 | |
9.000 - 9.499 | | 9 | | 631,005.62 | | 1.07 | % | 10.155 | | 236 | | 95.36 | | 708 | |
9.500 - 9.999 | | 8 | | 613,300.74 | | 1.04 | % | 10.829 | | 179 | | 100.00 | | 686 | |
10.000 -10.499 | | 4 | | 169,424.33 | | 0.29 | % | 11.375 | | 179 | | 100.00 | | 659 | |
11.500 -11.999 | | 1 | | 47,178.91 | | 0.08 | % | 13.125 | | 178 | | 100.00 | | 649 | |
12.000+ | | 4 | | 147,687.05 | | 0.25 | % | 13.368 | | 179 | | 100.00 | | 634 | |
Total | | 348 | | 59,131,015.94 | | 100.00 | % | 8.036 | | 347 | | 84.90 | | 693 | |
Minimum Interest Rate | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
6.000 - 6.499 | | 9 | | 1,619,302.56 | | 2.74 | % | 6.264 | | 359 | | 77.90 | | 699 | |
6.500 - 6.999 | | 24 | | 6,027,027.95 | | 10.19 | % | 6.752 | | 359 | | 77.47 | | 706 | |
7.000 - 7.499 | | 41 | | 8,039,766.35 | | 13.60 | % | 7.259 | | 358 | | 80.84 | | 707 | |
7.500 - 7.999 | | 81 | | 16,118,613.36 | | 27.26 | % | 7.756 | | 359 | | 84.07 | | 697 | |
8.000 - 8.499 | | 58 | | 12,400,530.48 | | 20.97 | % | 8.219 | | 359 | | 85.12 | | 689 | |
8.500 - 8.999 | | 57 | | 7,942,795.93 | | 13.43 | % | 8.785 | | 342 | | 91.38 | | 679 | |
9.000 - 9.499 | | 18 | | 2,558,318.26 | | 4.33 | % | 9.175 | | 358 | | 84.99 | | 664 | |
9.500 - 9.999 | | 28 | | 2,288,530.04 | | 3.87 | % | 9.803 | | 267 | | 93.02 | | 680 | |
10.000 -10.499 | | 10 | | 673,988.06 | | 1.14 | % | 10.169 | | 232 | | 95.66 | | 705 | |
10.500 -10.999 | | 11 | | 914,143.79 | | 1.55 | % | 10.793 | | 179 | | 100.00 | | 685 | |
11.000 -11.499 | | 5 | | 241,199.42 | | 0.41 | % | 11.301 | | 179 | | 100.00 | | 662 | |
11.500 -11.999 | | 1 | | 111,933.78 | | 0.19 | % | 11.875 | | 178 | | 100.00 | | 671 | |
13.000 -13.499 | | 4 | | 146,946.17 | | 0.25 | % | 13.125 | | 178 | | 100.00 | | 638 | |
13.500 -13.999 | | 1 | | 47,919.79 | | 0.08 | % | 13.875 | | 179 | | 100.00 | | 637 | |
Total | | 348 | | 59,131,015.94 | | 100.00 | % | 8.036 | | 347 | | 84.90 | | 693 | |
Maximum Interest Rate | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
9.500 - 9.999 | | 1 | | 92,131.92 | | 0.16 | % | 7.525 | | 359 | | 80.00 | | 729 | |
13.000 -13.499 | | 9 | | 1,619,302.56 | | 2.74 | % | 6.264 | | 359 | | 77.90 | | 699 | |
13.500 -13.999 | | 24 | | 6,027,027.95 | | 10.19 | % | 6.752 | | 359 | | 77.47 | | 706 | |
14.000 -14.499 | | 41 | | 8,039,766.35 | | 13.60 | % | 7.259 | | 358 | | 80.84 | | 707 | |
14.500 -14.999 | | 80 | | 16,026,481.44 | | 27.10 | % | 7.757 | | 359 | | 84.09 | | 697 | |
15.000 -15.499 | | 58 | | 12,400,530.48 | | 20.97 | % | 8.219 | | 359 | | 85.12 | | 689 | |
15.500 -15.999 | | 56 | | 7,877,631.61 | | 13.32 | % | 8.784 | | 342 | | 91.30 | | 679 | |
16.000 -16.499 | | 18 | | 2,558,318.26 | | 4.33 | % | 9.175 | | 358 | | 84.99 | | 664 | |
16.500 -16.999 | | 29 | | 2,353,694.36 | | 3.98 | % | 9.781 | | 270 | | 93.21 | | 680 | |
17.000 -17.499 | | 10 | | 673,988.06 | | 1.14 | % | 10.169 | | 232 | | 95.66 | | 705 | |
17.500 -17.999 | | 11 | | 914,143.79 | | 1.55 | % | 10.793 | | 179 | | 100.00 | | 685 | |
18.000 -18.499 | | 5 | | 241,199.42 | | 0.41 | % | 11.301 | | 179 | | 100.00 | | 662 | |
18.500 -18.999 | | 1 | | 111,933.78 | | 0.19 | % | 11.875 | | 178 | | 100.00 | | 671 | |
20.000 -20.499 | | 4 | | 146,946.17 | | 0.25 | % | 13.125 | | 178 | | 100.00 | | 638 | |
20.500 -20.999 | | 1 | | 47,919.79 | | 0.08 | % | 13.875 | | 179 | | 100.00 | | 637 | |
Total | | 348 | | 59,131,015.94 | | 100.00 | % | 8.036 | | 347 | | 84.90 | | 693 | |
Initial Periodic Rate Cap | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
2.000 | | 109 | | 28,938,778.44 | | 48.94 | % | 7.678 | | 359 | | 83.41 | | 704 | |
3.000 | | 239 | | 30,192,237.50 | | 51.06 | % | 8.380 | | 336 | | 86.33 | | 682 | |
Total | | 348 | | 59,131,015.94 | | 100.00 | % | 8.036 | | 347 | | 84.90 | | 693 | |
Subsequent Periodic Rate Cap | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
1.500 | | 348 | | 59,131,015.94 | | 100.00 | % | 8.036 | | 347 | | 84.90 | | 693 | |
Total | | 348 | | 59,131,015.94 | | 100.00 | % | 8.036 | | 347 | | 84.90 | | 693 | |
Next Rate Change Date | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
04/01/05 | | 11 | | 675,796.29 | | 1.14 | % | 10.328 | | 178 | | 99.77 | | 707 | |
01/01/07 | | 1 | | 124,679.39 | | 0.21 | % | 9.375 | | 355 | | 100.00 | | 681 | |
02/01/07 | | 1 | | 281,289.38 | | 0.48 | % | 7.375 | | 356 | | 80.00 | | 712 | |
03/01/07 | | 3 | | 720,898.57 | | 1.22 | % | 8.014 | | 357 | | 90.25 | | 679 | |
04/01/07 | | 106 | | 19,719,271.81 | | 33.35 | % | 7.961 | | 354 | | 84.43 | | 690 | |
05/01/07 | | 225 | | 37,391,259.55 | | 63.23 | % | 8.041 | | 346 | | 84.93 | | 694 | |
05/01/10 | | 1 | | 217,820.95 | | 0.37 | % | 6.990 | | 359 | | 55.90 | | 711 | |
Total | | 348 | | 59,131,015.94 | | 100.00 | % | 8.036 | | 347 | | 84.90 | | 693 | |
MMC 2005-2
Combined Original LTV(inc ss) | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV(incl ss) | | Weighted Average FICO | |
75.00- 79.99 | | 1 | | 124,885.45 | | 0.07 | % | 6.430 | | 359 | | 79.38 | | 587 | |
80.01- 84.99 | | 1 | | 498,902.92 | | 0.28 | % | 5.500 | | 358 | | 82.08 | | 652 | |
85.00- 89.99 | | 3 | | 822,377.46 | | 0.46 | % | 6.634 | | 359 | | 87.77 | | 661 | |
90.00- 94.99 | | 21 | | 4,424,730.01 | | 2.45 | % | 6.623 | | 359 | | 92.48 | | 670 | |
95.00- 99.99 | | 68 | | 11,951,267.38 | | 6.62 | % | 7.041 | | 359 | | 96.99 | | 643 | |
100.00 | | 963 | | 162,596,467.63 | | 90.12 | % | 7.012 | | 359 | | 100.00 | | 661 | |
Total | | 1,057 | | 180,418,630.85 | | 100.00 | % | 6.998 | | 359 | | 99.50 | | 660 | |
MMLT 2005-3
Combined Original LTV (incl silent secs) | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV (incl silent secs) | | Weighted Average FICO | |
0.01- 49.99 | | 9 | | 1,106,909.80 | | 0.25 | % | 6.774 | | 358 | | 43.74 | | 659 | |
50.00- 54.99 | | 5 | | 757,974.31 | | 0.17 | % | 6.776 | | 358 | | 52.38 | | 622 | |
55.00- 59.99 | | 11 | | 2,150,180.64 | | 0.48 | % | 6.696 | | 358 | | 58.45 | | 604 | |
60.00- 64.99 | | 10 | | 1,406,956.15 | | 0.32 | % | 7.461 | | 357 | | 62.85 | | 557 | |
65.00- 69.99 | | 23 | | 4,044,650.01 | | 0.91 | % | 7.323 | | 358 | | 68.09 | | 576 | |
70.00- 74.99 | | 51 | | 8,887,525.84 | | 2.00 | % | 7.590 | | 357 | | 72.02 | | 594 | |
75.00- 79.99 | | 83 | | 14,035,885.90 | | 3.15 | % | 7.512 | | 358 | | 76.76 | | 597 | |
80.00 | | 92 | | 16,612,089.76 | | 3.73 | % | 7.684 | | 357 | | 80.00 | | 603 | |
80.01- 84.99 | | 33 | | 7,225,548.25 | | 1.62 | % | 7.403 | | 353 | | 83.35 | | 610 | |
85.00- 89.99 | | 117 | | 20,684,055.86 | | 4.65 | % | 7.589 | | 357 | | 85.86 | | 608 | |
90.00- 94.99 | | 206 | | 34,305,774.14 | | 7.71 | % | 7.768 | | 353 | | 90.81 | | 634 | |
95.00- 99.99 | | 247 | | 41,895,083.65 | | 9.42 | % | 7.722 | | 346 | | 96.10 | | 642 | |
100.00 | | 2,155 | | 291,783,534.59 | | 65.58 | % | 7.847 | | 336 | | 100.00 | | 660 | |
Total | | 3,042 | | 444,896,168.90 | | 100.00 | % | 7.772 | | 342 | | 95.13 | | 647 | |
MMLT 2005-3
| | | | Minimum | | Maximum | |
Scheduled Principal Balance | | $ | 108,391,163 | | $ | 9,949 | | $ | 610,000 | |
Average Scheduled Principal Balance | | $ | 88,918 | | | | | |
Number of Mortgage Loans | | 1,219 | | | | | |
| | | | | | | |
Weighted Average Gross Coupon | | 8.866 | % | 6.415 | % | 15.125 | % |
Weighted Average FICO Score | | 651 | | 575 | | 804 | |
Weighted Average Combined Original LTV | | 100.00 | % | 100.00 | % | 100.00 | % |
| | | | | | | |
Weighted Average Original Term | | 302 months | | 180 months | | 360 months | |
Weighted Average Stated Remaining Term | | 300 months | | 174 months | | 359 months | |
Weighted Average Seasoning | | 3 months | | 1 months | | 13 months | |
| | | | | | | |
Weighted Average Gross Margin | | 7.501 | % | 5.415 | % | 13.625 | % |
Weighted Average Minimum Interest Rate | | 8.586 | % | 6.415 | % | 14.625 | % |
Weighted Average Maximum Interest Rate | | 15.585 | % | 13.415 | % | 21.625 | % |
Weighted Average Initial Rate Cap | | 2.826 | % | 2.000 | % | 3.000 | % |
Weighted Average Subsequent Rate Cap | | 1.500 | % | 1.500 | % | 1.500 | % |
Weighted Average Months to Roll | | 22 months | | 11 months | | 35 months | |
| | | | | | | |
Maturity Date | | | | May 1 2020 | | Oct 1 2035 | |
Maximum Zip Code Concentration | | 1.11 | % | 97007 | | | |
| | | | | | | |
ARM | | 88.23 | % | | | | |
Fixed Rate | | 11.77 | % | | | | |
| | | | | | | |
2/13 6 Mo LIBOR ARM | | 0.95 | % | | | | |
2/13 6 Mo LIBOR ARM BALLOON | | 22.09 | % | | | | |
2/28 6 Mo LIBOR ARM | | 35.02 | % | | | | |
2/28 6 Mo LIBOR ARM BALLOON | | 13.39 | % | | | | |
2/28 6 Mo LIBOR ARM IO | | 14.74 | % | | | | |
3/27 6 Mo LIBOR ARM | | 1.44 | % | | | | |
3/27 6 Mo LIBOR ARM IO | | 0.60 | % | | | | |
Fixed Rate | | 1.59 | % | | | | |
Fixed Rate Balloon 15/30 | | 8.91 | % | | | | |
Fixed Rate Balloon 30/40 | | 1.27 | % | | | | |
| | | | | | | |
Interest Only | | 15.34 | % | | | | |
Not Interest Only | | 84.66 | % | | | | |
| | | | | | | |
Prepay Penalty: 0 months | | 10.83 | % | | | | |
Prepay Penalty: 12 months | | 4.91 | % | | | | |
Prepay Penalty: 24 months | | 78.82 | % | | | | |
Prepay Penalty: 36 months | | 5.44 | % | | | | |
| | | | | | | |
First Lien | | 67.78 | % | | | | |
Second Lien | | 32.22 | % | | | | |
| | | | | | | |
Full Documentation | | 75.72 | % | | | | |
Stated Documentation | | 24.28 | % | | | | |
| | | | | | | |
Cash Out Refinance | | 10.91 | % | | | | |
Purchase | | 87.72 | % | | | | |
Rate/Term Refinance | | 1.37 | % | | | | |
| | | | | | | |
2 Units | | 1.21 | % | | | | |
3 Units | | 6.56 | % | | | | |
4 Units | | 2.22 | % | | | | |
Condominium | | 3.73 | % | | | | |
PUD | | 15.07 | % | | | | |
Single Family | | 71.21 | % | | | | |
| | | | | | | |
Primary | | 98.90 | % | | | | |
Second Home | | 1.10 | % | | | | |
| | | | | | | |
Top 5 States: | | | | | | | |
California | | 15.72 | % | | | | |
Florida | | 9.27 | % | | | | |
Oregon | | 7.43 | % | | | | |
Ohio | | 4.58 | % | | | | |
Indiana | | 4.05 | % | | | | |
| | | | | | | | | | |
MMLT 2005-3
Current Principal Balance | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
0.01 - 50,000.00 | | 126 | | 5,239,488.98 | | 1.29 | % | 9.085 | | 354 | | 89.20 | | 622 | |
50,000.01 - 100,000.00 | | 594 | | 45,306,187.02 | | 11.15 | % | 8.401 | | 357 | | 88.24 | | 622 | |
100,000.01 - 150,000.00 | | 551 | | 68,631,792.00 | | 16.89 | % | 7.870 | | 357 | | 85.95 | | 626 | |
150,000.01 - 200,000.00 | | 362 | | 62,880,106.90 | | 15.48 | % | 7.476 | | 358 | | 85.26 | | 633 | |
200,000.01 - 250,000.00 | | 226 | | 50,645,290.92 | | 12.46 | % | 7.426 | | 358 | | 85.01 | | 641 | |
250,000.01 - 300,000.00 | | 135 | | 36,721,820.32 | | 9.04 | % | 7.405 | | 358 | | 84.63 | | 652 | |
300,000.01 - 350,000.00 | | 83 | | 26,976,183.91 | | 6.64 | % | 7.420 | | 358 | | 85.51 | | 645 | |
350,000.01 - 400,000.00 | | 71 | | 26,588,769.29 | | 6.54 | % | 7.069 | | 357 | | 82.55 | | 658 | |
400,000.01 - 450,000.00 | | 53 | | 22,583,371.38 | | 5.56 | % | 7.170 | | 358 | | 81.33 | | 670 | |
450,000.01 - 500,000.00 | | 39 | | 18,432,642.66 | | 4.54 | % | 7.004 | | 357 | | 83.69 | | 682 | |
500,000.01 - 550,000.00 | | 23 | | 12,038,757.67 | | 2.96 | % | 7.069 | | 358 | | 80.25 | | 681 | |
550,000.01 - 600,000.00 | | 22 | | 12,659,206.70 | | 3.12 | % | 7.197 | | 358 | | 83.51 | | 678 | |
600,000.01 - 650,000.00 | | 10 | | 6,195,176.51 | | 1.52 | % | 7.143 | | 358 | | 83.46 | | 654 | |
650,000.01 - 700,000.00 | | 10 | | 6,792,448.89 | | 1.67 | % | 7.277 | | 357 | | 76.94 | | 675 | |
700,000.01 - 750,000.00 | | 4 | | 2,926,200.00 | | 0.72 | % | 7.118 | | 356 | | 80.00 | | 668 | |
750,000.01 - 800,000.00 | | 1 | | 798,000.00 | | 0.20 | % | 7.055 | | 358 | | 79.96 | | 724 | |
850,000.01 - 900,000.00 | | 1 | | 892,500.00 | | 0.22 | % | 7.955 | | 356 | | 94.95 | | 772 | |
Total | | 2,311 | | 406,307,943.15 | | 100.00 | % | 7.554 | | 358 | | 84.82 | | 644 | |
Current Gross Rate | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
5.000 - 5.499 | | 7 | | 2,096,990.00 | | 0.52 | % | 5.358 | | 358 | | 75.31 | | 668 | |
5.500 - 5.999 | | 41 | | 11,835,066.71 | | 2.91 | % | 5.767 | | 358 | | 77.87 | | 679 | |
6.000 - 6.499 | | 140 | | 37,102,439.68 | | 9.13 | % | 6.285 | | 358 | | 80.11 | | 661 | |
6.500 - 6.999 | | 417 | | 96,910,027.46 | | 23.85 | % | 6.777 | | 358 | | 82.42 | | 660 | |
7.000 - 7.499 | | 369 | | 69,326,369.48 | | 17.06 | % | 7.184 | | 358 | | 84.47 | | 650 | |
7.500 - 7.999 | | 358 | | 63,240,055.20 | | 15.56 | % | 7.751 | | 358 | | 87.16 | | 653 | |
8.000 - 8.499 | | 306 | | 44,195,242.10 | | 10.88 | % | 8.211 | | 357 | | 85.30 | | 639 | |
8.500 - 8.999 | | 290 | | 40,674,770.12 | | 10.01 | % | 8.708 | | 357 | | 87.02 | | 616 | |
9.000 - 9.499 | | 178 | | 20,392,001.83 | | 5.02 | % | 9.236 | | 358 | | 90.26 | | 600 | |
9.500 - 9.999 | | 118 | | 13,191,156.22 | | 3.25 | % | 9.759 | | 357 | | 92.39 | | 584 | |
10.000 -10.499 | | 49 | | 4,118,326.31 | | 1.01 | % | 10.238 | | 357 | | 93.00 | | 580 | |
10.500 -10.999 | | 23 | | 2,369,903.05 | | 0.58 | % | 10.684 | | 355 | | 96.48 | | 582 | |
11.000 -11.499 | | 9 | | 556,485.84 | | 0.14 | % | 11.231 | | 358 | | 90.76 | | 589 | |
11.500 -11.999 | | 5 | | 267,809.15 | | 0.07 | % | 11.688 | | 358 | | 85.70 | | 558 | |
12.500 -12.999 | | 1 | | 31,300.00 | | 0.01 | % | 12.700 | | 356 | | 100.00 | | 583 | |
Total | | 2,311 | | 406,307,943.15 | | 100.00 | % | 7.554 | | 358 | | 84.82 | | 644 | |
FICO | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
500-524 | | 10 | | 1,217,296.59 | | 0.30 | % | 9.069 | | 353 | | 73.02 | | 512 | |
525-549 | | 94 | | 12,045,953.62 | | 2.96 | % | 8.862 | | 358 | | 78.27 | | 535 | |
550-574 | | 85 | | 14,338,454.91 | | 3.53 | % | 8.451 | | 358 | | 80.11 | | 560 | |
575-599 | | 314 | | 46,901,516.68 | | 11.54 | % | 8.481 | | 358 | | 89.99 | | 585 | |
600-624 | | 545 | | 78,711,594.71 | | 19.37 | % | 7.592 | | 358 | | 83.99 | | 610 | |
625-649 | | 461 | | 76,133,553.74 | | 18.74 | % | 7.280 | | 357 | | 85.12 | | 636 | |
650-674 | | 320 | | 61,744,716.66 | | 15.20 | % | 7.365 | | 357 | | 86.87 | | 660 | |
675-699 | | 229 | | 50,324,700.73 | | 12.39 | % | 7.201 | | 358 | | 83.91 | | 686 | |
700+ | | 248 | | 64,369,049.01 | | 15.84 | % | 7.125 | | 358 | | 83.03 | | 735 | |
None | | 5 | | 521,106.50 | | 0.13 | % | 9.049 | | 357 | | 77.98 | | 0 | |
Total | | 2,311 | | 406,307,943.15 | | 100.00 | % | 7.554 | | 358 | | 84.82 | | 644 | |
Combined Original LTV | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
0.01- 49.99 | | 9 | | 1,106,909.80 | | 0.27 | % | 6.774 | | 358 | | 43.74 | | 659 | |
50.00- 54.99 | | 5 | | 757,974.31 | | 0.19 | % | 6.776 | | 358 | | 52.38 | | 622 | |
55.00- 59.99 | | 11 | | 2,150,180.64 | | 0.53 | % | 6.696 | | 358 | | 58.45 | | 604 | |
60.00- 64.99 | | 12 | | 2,214,956.15 | | 0.55 | % | 8.122 | | 357 | | 63.08 | | 581 | |
65.00- 69.99 | | 23 | | 4,044,650.01 | | 1.00 | % | 7.323 | | 358 | | 68.09 | | 576 | |
70.00- 74.99 | | 54 | | 10,454,326.66 | | 2.57 | % | 7.316 | | 357 | | 72.02 | | 605 | |
75.00- 79.99 | | 124 | | 21,847,184.91 | | 5.38 | % | 7.357 | | 358 | | 77.47 | | 626 | |
80.00 | | 1,033 | | 207,928,360.96 | | 51.18 | % | 7.241 | | 357 | | 80.00 | | 662 | |
80.01- 84.99 | | 33 | | 6,483,051.34 | | 1.60 | % | 7.362 | | 357 | | 83.48 | | 610 | |
85.00- 89.99 | | 134 | | 22,340,105.60 | | 5.50 | % | 7.778 | | 357 | | 85.90 | | 602 | |
90.00- 94.99 | | 212 | | 32,792,939.65 | | 8.07 | % | 7.850 | | 357 | | 90.71 | | 630 | |
95.00- 99.99 | | 122 | | 20,720,145.81 | | 5.10 | % | 7.969 | | 358 | | 95.25 | | 621 | |
100.00 | | 539 | | 73,467,157.31 | | 18.08 | % | 8.269 | | 358 | | 100.00 | | 643 | |
Total | | 2,311 | | 406,307,943.15 | | 100.00 | % | 7.554 | | 358 | | 84.82 | | 644 | |
Original Term (months) | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
180.000 | | 3 | | 146,500.00 | | 0.04 | % | 9.240 | | 177 | | 82.84 | | 603 | |
360.000 | | 2,308 | | 406,161,443.15 | | 99.96 | % | 7.553 | | 358 | | 84.82 | | 644 | |
Total | | 2,311 | | 406,307,943.15 | | 100.00 | % | 7.554 | | 358 | | 84.82 | | 644 | |
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 Combined Orig LTV | | Weighted Average FICO | |
121-180 | | 3 | | 146,500.00 | | 0.04 | % | 9.240 | | 177 | | 82.84 | | 603 | |
301-360 | | 2,308 | | 406,161,443.15 | | 99.96 | % | 7.553 | | 358 | | 84.82 | | 644 | |
Total | | 2,311 | | 406,307,943.15 | | 100.00 | % | 7.554 | | 358 | | 84.82 | | 644 | |
Debt Ratio | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
0.01 -20.00 | | 77 | | 14,269,566.50 | | 3.51 | % | 7.517 | | 358 | | 86.86 | | 652 | |
20.01 -25.00 | | 105 | | 12,094,083.69 | | 2.98 | % | 7.756 | | 357 | | 83.38 | | 623 | |
25.01 -30.00 | | 174 | | 24,293,914.39 | | 5.98 | % | 7.746 | | 358 | | 83.30 | | 629 | |
30.01 -35.00 | | 246 | | 36,595,528.52 | | 9.01 | % | 7.674 | | 357 | | 85.55 | | 639 | |
35.01 -40.00 | | 349 | | 55,482,712.61 | | 13.66 | % | 7.615 | | 358 | | 84.77 | | 646 | |
40.01 -45.00 | | 502 | | 98,369,112.27 | | 24.21 | % | 7.503 | | 357 | | 83.99 | | 653 | |
45.01 -50.00 | | 551 | | 106,509,412.16 | | 26.21 | % | 7.659 | | 357 | | 84.81 | | 644 | |
50.01 -55.00 | | 302 | | 57,954,836.71 | | 14.26 | % | 7.203 | | 358 | | 86.29 | | 642 | |
55.01 -60.00 | | 3 | | 340,099.19 | | 0.08 | % | 6.870 | | 357 | | 82.46 | | 608 | |
None | | 2 | | 398,677.11 | | 0.10 | % | 7.315 | | 357 | | 87.26 | | 624 | |
Total | | 2,311 | | 406,307,943.15 | | 100.00 | % | 7.554 | | 358 | | 84.82 | | 644 | |
FRM/ARM | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
ARM | | 2,208 | | 394,847,383.62 | | 97.18 | % | 7.535 | | 358 | | 84.75 | | 645 | |
Fixed Rate | | 103 | | 11,460,559.53 | | 2.82 | % | 8.182 | | 355 | | 87.34 | | 639 | |
Total | | 2,311 | | 406,307,943.15 | | 100.00 | % | 7.554 | | 358 | | 84.82 | | 644 | |
Product | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
2/28 6 Mo LIBOR ARM | | 1,143 | | 144,072,150.09 | | 35.46 | % | 8.029 | | 358 | | 86.83 | | 628 | |
2/28 6 Mo LIBOR ARM BALLOON | | 465 | | 85,960,580.12 | | 21.16 | % | 7.599 | | 358 | | 85.39 | | 633 | |
2/28 6 Mo LIBOR ARM IO | | 544 | | 155,902,529.91 | | 38.37 | % | 7.066 | | 358 | | 82.39 | | 667 | |
3/27 6 Mo LIBOR ARM | | 40 | | 4,805,923.77 | | 1.18 | % | 7.384 | | 357 | | 87.43 | | 641 | |
3/27 6 Mo LIBOR ARM IO | | 13 | | 3,703,900.00 | | 0.91 | % | 6.866 | | 357 | | 84.75 | | 633 | |
5/25 6 Mo LIBOR ARM | | 3 | | 402,299.73 | | 0.10 | % | 6.905 | | 357 | | 83.91 | | 624 | |
Fixed Rate | | 81 | | 8,309,345.58 | | 2.05 | % | 8.292 | | 354 | | 86.46 | | 634 | |
Fixed Rate Balloon 30/40 | | 22 | | 3,151,213.95 | | 0.78 | % | 7.892 | | 358 | | 89.65 | | 652 | |
Total | | 2,311 | | 406,307,943.15 | | 100.00 | % | 7.554 | | 358 | | 84.82 | | 644 | |
Interest Only | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
Interest Only | | 557 | | 159,606,429.91 | | 39.28 | % | 7.062 | | 358 | | 82.44 | | 666 | |
Not Interest Only | | 1,754 | | 246,701,513.24 | | 60.72 | % | 7.872 | | 357 | | 86.36 | | 631 | |
Total | | 2,311 | | 406,307,943.15 | | 100.00 | % | 7.554 | | 358 | | 84.82 | | 644 | |
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 Combined Orig LTV | | Weighted Average FICO | |
Prepay Penalty: 0 months | | 181 | | 40,807,582.13 | | 10.04 | % | 7.865 | | 357 | | 84.11 | | 659 | |
Prepay Penalty: 12 months | | 109 | | 29,900,761.89 | | 7.36 | % | 7.463 | | 357 | | 82.79 | | 660 | |
Prepay Penalty: 24 months | | 1,864 | | 315,148,508.16 | | 77.56 | % | 7.508 | | 358 | | 84.96 | | 642 | |
Prepay Penalty: 36 months | | 157 | | 20,451,090.97 | | 5.03 | % | 7.760 | | 357 | | 87.17 | | 637 | |
Total | | 2,311 | | 406,307,943.15 | | 100.00 | % | 7.554 | | 358 | | 84.82 | | 644 | |
Lien | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
First Lien | | 2,311 | | 406,307,943.15 | | 100.00 | % | 7.554 | | 358 | | 84.82 | | 644 | |
Total | | 2,311 | | 406,307,943.15 | | 100.00 | % | 7.554 | | 358 | | 84.82 | | 644 | |
Documentation Type | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
Full Documentation | | 1,841 | | 288,433,362.20 | | 70.99 | % | 7.572 | | 358 | | 86.00 | | 626 | |
Stated Documentation | | 470 | | 117,874,580.95 | | 29.01 | % | 7.508 | | 358 | | 81.94 | | 689 | |
Total | | 2,311 | | 406,307,943.15 | | 100.00 | % | 7.554 | | 358 | | 84.82 | | 644 | |
Loan Purpose | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
Cash Out Refinance | | 573 | | 102,607,849.82 | | 25.25 | % | 7.440 | | 357 | | 82.85 | | 616 | |
Purchase | | 1,635 | | 284,896,181.57 | | 70.12 | % | 7.592 | | 358 | | 85.54 | | 657 | |
Rate/Term Refinance | | 103 | | 18,803,911.76 | | 4.63 | % | 7.594 | | 358 | | 84.82 | | 609 | |
Total | | 2,311 | | 406,307,943.15 | | 100.00 | % | 7.554 | | 358 | | 84.82 | | 644 | |
Property Type | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
2 Units | | 47 | | 7,525,703.08 | | 1.85 | % | 7.712 | | 357 | | 84.58 | | 661 | |
3 Units | | 76 | | 24,713,927.41 | | 6.08 | % | 8.024 | | 357 | | 82.66 | | 684 | |
4 Units | | 40 | | 13,431,272.89 | | 3.31 | % | 7.704 | | 358 | | 82.75 | | 702 | |
Condominium | | 70 | | 11,948,843.75 | | 2.94 | % | 7.584 | | 358 | | 84.63 | | 656 | |
PUD | | 302 | | 69,275,211.32 | | 17.05 | % | 7.255 | | 358 | | 84.64 | | 645 | |
Single Family | | 1,776 | | 279,412,984.70 | | 68.77 | % | 7.573 | | 357 | | 85.17 | | 637 | |
Total | | 2,311 | | 406,307,943.15 | | 100.00 | % | 7.554 | | 358 | | 84.82 | | 644 | |
Occupancy Status | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
Non-owner | | 102 | | 12,028,194.73 | | 2.96 | % | 8.015 | | 357 | | 85.62 | | 664 | |
Primary | | 2,164 | | 384,704,141.26 | | 94.68 | % | 7.541 | | 358 | | 84.92 | | 643 | |
Second Home | | 45 | | 9,575,607.16 | | 2.36 | % | 7.480 | | 358 | | 79.92 | | 686 | |
Total | | 2,311 | | 406,307,943.15 | | 100.00 | % | 7.554 | | 358 | | 84.82 | | 644 | |
State | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
Alabama | | 24 | | 2,610,748.39 | | 0.64 | % | 7.951 | | 358 | | 86.21 | | 625 | |
Arizona | | 165 | | 30,612,563.30 | | 7.53 | % | 7.273 | | 358 | | 82.63 | | 642 | |
Arkansas | | 19 | | 1,615,698.92 | | 0.40 | % | 8.387 | | 358 | | 88.50 | | 620 | |
California | | 280 | | 103,076,676.76 | | 25.37 | % | 6.868 | | 358 | | 80.13 | | 671 | |
Colorado | | 52 | | 10,160,751.92 | | 2.50 | % | 7.410 | | 358 | | 85.62 | | 626 | |
Connecticut | | 15 | | 3,457,330.15 | | 0.85 | % | 7.846 | | 357 | | 83.08 | | 658 | |
Delaware | | 10 | | 1,833,777.99 | | 0.45 | % | 7.913 | | 357 | | 87.61 | | 592 | |
District of Columbia | | 8 | | 1,820,800.00 | | 0.45 | % | 8.061 | | 358 | | 80.21 | | 643 | |
Florida | | 198 | | 34,786,843.68 | | 8.56 | % | 7.653 | | 357 | | 85.99 | | 646 | |
Georgia | | 61 | | 10,470,459.24 | | 2.58 | % | 8.009 | | 358 | | 86.68 | | 640 | |
Idaho | | 37 | | 4,677,772.78 | | 1.15 | % | 7.739 | | 358 | | 86.10 | | 631 | |
Illinois | | 88 | | 12,959,233.12 | | 3.19 | % | 7.956 | | 358 | | 86.34 | | 628 | |
Indiana | | 134 | | 10,742,447.26 | | 2.64 | % | 8.377 | | 357 | | 89.87 | | 619 | |
Iowa | | 40 | | 3,210,610.27 | | 0.79 | % | 8.305 | | 357 | | 88.21 | | 603 | |
Kansas | | 57 | | 6,610,208.79 | | 1.63 | % | 7.948 | | 358 | | 87.72 | | 630 | |
Kentucky | | 28 | | 2,628,629.63 | | 0.65 | % | 8.431 | | 358 | | 89.68 | | 616 | |
Louisiana | | 27 | | 3,161,654.75 | | 0.78 | % | 7.984 | | 357 | | 89.13 | | 631 | |
Maryland | | 39 | | 8,039,388.11 | | 1.98 | % | 7.466 | | 358 | | 83.85 | | 622 | |
Massachusetts | | 42 | | 13,010,756.17 | | 3.20 | % | 8.067 | | 357 | | 82.18 | | 678 | |
Michigan | | 94 | | 10,339,234.55 | | 2.54 | % | 8.383 | | 358 | | 89.39 | | 613 | |
Minnesota | | 10 | | 1,837,171.40 | | 0.45 | % | 8.645 | | 357 | | 82.34 | | 633 | |
Mississippi | | 18 | | 1,260,816.95 | | 0.31 | % | 9.190 | | 357 | | 95.29 | | 613 | |
Missouri | | 86 | | 9,615,820.29 | | 2.37 | % | 8.158 | | 357 | | 87.76 | | 621 | |
Montana | | 3 | | 445,224.90 | | 0.11 | % | 7.895 | | 357 | | 73.33 | | 603 | |
Nebraska | | 38 | | 3,847,440.33 | | 0.95 | % | 8.463 | | 354 | | 93.05 | | 627 | |
Nevada | | 46 | | 10,593,521.10 | | 2.61 | % | 7.123 | | 358 | | 82.86 | | 654 | |
New Hampshire | | 3 | | 698,220.00 | | 0.17 | % | 6.894 | | 357 | | 88.59 | | 628 | |
New Jersey | | 15 | | 3,883,776.04 | | 0.96 | % | 7.928 | | 358 | | 89.91 | | 694 | |
New Mexico | | 22 | | 3,089,546.62 | | 0.76 | % | 7.960 | | 357 | | 87.07 | | 620 | |
New York | | 4 | | 711,850.00 | | 0.18 | % | 7.200 | | 359 | | 92.82 | | 675 | |
North Carolina | | 7 | | 1,462,412.92 | | 0.36 | % | 7.964 | | 358 | | 88.08 | | 638 | |
Ohio | | 112 | | 10,916,391.76 | | 2.69 | % | 8.286 | | 358 | | 89.97 | | 626 | |
Oklahoma | | 44 | | 3,856,045.04 | | 0.95 | % | 8.831 | | 357 | | 92.08 | | 618 | |
Oregon | | 134 | | 26,468,514.75 | | 6.51 | % | 7.186 | | 358 | | 86.80 | | 633 | |
Pennsylvania | | 88 | | 9,183,725.25 | | 2.26 | % | 8.164 | | 357 | | 90.62 | | 638 | |
Rhode Island | | 22 | | 5,329,817.74 | | 1.31 | % | 7.950 | | 357 | | 86.25 | | 669 | |
South Carolina | | 1 | | 145,389.07 | | 0.04 | % | 6.930 | | 355 | | 80.00 | | 795 | |
South Dakota | | 20 | | 1,902,739.57 | | 0.47 | % | 8.167 | | 358 | | 90.49 | | 629 | |
Tennessee | | 26 | | 3,043,925.04 | | 0.75 | % | 8.331 | | 357 | | 88.14 | | 605 | |
Texas | | 33 | | 4,312,382.27 | | 1.06 | % | 8.323 | | 357 | | 93.28 | | 631 | |
Utah | | 55 | | 8,113,742.93 | | 2.00 | % | 7.646 | | 358 | | 83.11 | | 647 | |
Virginia | | 24 | | 3,930,233.80 | | 0.97 | % | 7.757 | | 358 | | 83.89 | | 631 | |
Washington | | 69 | | 13,967,984.62 | | 3.44 | % | 7.330 | | 358 | | 85.69 | | 618 | |
West Virginia | | 5 | | 580,800.00 | | 0.14 | % | 7.738 | | 358 | | 85.51 | | 591 | |
Wisconsin | | 6 | | 919,664.98 | | 0.23 | % | 8.887 | | 358 | | 94.65 | | 619 | |
Wyoming | | 2 | | 365,200.00 | | 0.09 | % | 8.353 | | 359 | | 86.35 | | 636 | |
Total | | 2,311 | | 406,307,943.15 | | 100.00 | % | 7.554 | | 358 | | 84.82 | | 644 | |
Gross Margin | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
4.000 - 4.499 | | 7 | | 2,096,990.00 | | 0.53 | % | 5.358 | | 358 | | 75.31 | | 668 | |
4.500 - 4.999 | | 41 | | 11,835,066.71 | | 3.00 | % | 5.767 | | 358 | | 77.87 | | 679 | |
5.000 - 5.499 | | 139 | | 36,950,139.68 | | 9.36 | % | 6.284 | | 358 | | 80.11 | | 661 | |
5.500 - 5.999 | | 416 | | 96,743,685.40 | | 24.50 | % | 6.787 | | 358 | | 82.46 | | 660 | |
6.000 - 6.499 | | 367 | | 69,072,183.17 | | 17.49 | % | 7.227 | | 358 | | 84.57 | | 648 | |
6.500 - 6.999 | | 354 | | 62,453,591.11 | | 15.82 | % | 7.798 | | 358 | | 87.22 | | 652 | |
7.000 - 7.499 | | 290 | | 42,057,614.89 | | 10.65 | % | 8.225 | | 357 | | 85.28 | | 638 | |
7.500 - 7.999 | | 273 | | 38,121,226.64 | | 9.65 | % | 8.740 | | 358 | | 87.12 | | 615 | |
8.000 - 8.499 | | 171 | | 19,726,087.13 | | 5.00 | % | 9.295 | | 358 | | 90.25 | | 598 | |
8.500 - 8.999 | | 85 | | 10,138,300.92 | | 2.57 | % | 9.756 | | 357 | | 92.15 | | 584 | |
9.000 - 9.499 | | 39 | | 3,428,289.72 | | 0.87 | % | 10.239 | | 357 | | 93.22 | | 582 | |
9.500 - 9.999 | | 15 | | 1,587,535.33 | | 0.40 | % | 10.741 | | 358 | | 99.18 | | 585 | |
10.000 -10.499 | | 7 | | 405,285.84 | | 0.10 | % | 11.260 | | 358 | | 94.77 | | 585 | |
10.500 -10.999 | | 4 | | 231,387.08 | | 0.06 | % | 11.706 | | 358 | | 83.45 | | 554 | |
Total | | 2,208 | | 394,847,383.62 | | 100.00 | % | 7.535 | | 358 | | 84.75 | | 645 | |
Minimum Interest Rate | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
5.000 - 5.499 | | 7 | | 2,096,990.00 | | 0.53 | % | 5.358 | | 358 | | 75.31 | | 668 | |
5.500 - 5.999 | | 41 | | 11,835,066.71 | | 3.00 | % | 5.767 | | 358 | | 77.87 | | 679 | |
6.000 - 6.499 | | 139 | | 36,950,139.68 | | 9.36 | % | 6.284 | | 358 | | 80.11 | | 661 | |
6.500 - 6.999 | | 412 | | 96,047,085.40 | | 24.33 | % | 6.776 | | 358 | | 82.40 | | 660 | |
7.000 - 7.499 | | 354 | | 67,094,251.69 | | 16.99 | % | 7.182 | | 358 | | 84.51 | | 649 | |
7.500 - 7.999 | | 340 | | 60,570,313.98 | | 15.34 | % | 7.754 | | 358 | | 86.98 | | 653 | |
8.000 - 8.499 | | 289 | | 42,077,469.11 | | 10.66 | % | 8.209 | | 357 | | 85.14 | | 640 | |
8.500 - 8.999 | | 275 | | 39,652,105.29 | | 10.04 | % | 8.708 | | 358 | | 87.11 | | 616 | |
9.000 - 9.499 | | 168 | | 19,720,114.77 | | 4.99 | % | 9.234 | | 358 | | 90.38 | | 599 | |
9.500 - 9.999 | | 104 | | 12,000,552.15 | | 3.04 | % | 9.759 | | 357 | | 92.56 | | 582 | |
10.000 -10.499 | | 49 | | 4,118,326.31 | | 1.04 | % | 10.238 | | 357 | | 93.00 | | 580 | |
10.500 -10.999 | | 19 | | 2,048,295.61 | | 0.52 | % | 10.700 | | 357 | | 98.08 | | 584 | |
11.000 -11.499 | | 7 | | 405,285.84 | | 0.10 | % | 11.260 | | 358 | | 94.77 | | 585 | |
11.500 -11.999 | | 4 | | 231,387.08 | | 0.06 | % | 11.706 | | 358 | | 83.45 | | 554 | |
Total | | 2,208 | | 394,847,383.62 | | 100.00 | % | 7.535 | | 358 | | 84.75 | | 645 | |
Maximum Interest Rate | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
11.500 -11.999 | | 1 | | 71,556.67 | | 0.02 | % | 8.505 | | 357 | | 80.00 | | 637 | |
12.000 -12.499 | | 7 | | 2,096,990.00 | | 0.53 | % | 5.358 | | 358 | | 75.31 | | 668 | |
12.500 -12.999 | | 41 | | 11,835,066.71 | | 3.00 | % | 5.767 | | 358 | | 77.87 | | 679 | |
13.000 -13.499 | | 138 | | 36,703,639.68 | | 9.30 | % | 6.284 | | 358 | | 80.08 | | 661 | |
13.500 -13.999 | | 413 | | 96,293,585.40 | | 24.39 | % | 6.774 | | 358 | | 82.41 | | 660 | |
14.000 -14.499 | | 354 | | 67,094,251.69 | | 16.99 | % | 7.182 | | 358 | | 84.51 | | 649 | |
14.500 -14.999 | | 340 | | 60,570,313.98 | | 15.34 | % | 7.754 | | 358 | | 86.98 | | 653 | |
15.000 -15.499 | | 289 | | 42,077,469.11 | | 10.66 | % | 8.209 | | 357 | | 85.14 | | 640 | |
15.500 -15.999 | | 274 | | 39,580,548.62 | | 10.02 | % | 8.708 | | 358 | | 87.12 | | 616 | |
16.000 -16.499 | | 168 | | 19,720,114.77 | | 4.99 | % | 9.234 | | 358 | | 90.38 | | 599 | |
16.500 -16.999 | | 104 | | 12,000,552.15 | | 3.04 | % | 9.759 | | 357 | | 92.56 | | 582 | |
17.000 -17.499 | | 49 | | 4,118,326.31 | | 1.04 | % | 10.238 | | 357 | | 93.00 | | 580 | |
17.500 -17.999 | | 19 | | 2,048,295.61 | | 0.52 | % | 10.700 | | 357 | | 98.08 | | 584 | |
18.000 -18.499 | | 7 | | 405,285.84 | | 0.10 | % | 11.260 | | 358 | | 94.77 | | 585 | |
18.500 -18.999 | | 4 | | 231,387.08 | | 0.06 | % | 11.706 | | 358 | | 83.45 | | 554 | |
Total | | 2,208 | | 394,847,383.62 | | 100.00 | % | 7.535 | | 358 | | 84.75 | | 645 | |
Initial Periodic Rate Cap | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
1.000 | | 1 | | 84,600.00 | | 0.02 | % | 8.935 | | 359 | | 90.00 | | 553 | |
2.000 | | 558 | | 159,958,429.91 | | 40.51 | % | 7.061 | | 358 | | 82.44 | | 666 | |
3.000 | | 1,648 | | 234,732,797.04 | | 59.45 | % | 7.858 | | 358 | | 86.32 | | 630 | |
7.000 | | 1 | | 71,556.67 | | 0.02 | % | 8.505 | | 357 | | 80.00 | | 637 | |
Total | | 2,208 | | 394,847,383.62 | | 100.00 | % | 7.535 | | 358 | | 84.75 | | 645 | |
Subsequent Periodic Rate Cap | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
1.500 | | 2,208 | | 394,847,383.62 | | 100.00 | % | 7.535 | | 358 | | 84.75 | | 645 | |
Total | | 2,208 | | 394,847,383.62 | | 100.00 | % | 7.535 | | 358 | | 84.75 | | 645 | |
Next Rate Change Date | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
10/01/06 | | 1 | | 141,474.00 | | 0.04 | % | 10.500 | | 347 | | 100.00 | | 583 | |
05/01/07 | | 1 | | 440,000.00 | | 0.11 | % | 9.875 | | 354 | | 100.00 | | 575 | |
06/01/07 | | 7 | | 1,556,785.62 | | 0.39 | % | 7.808 | | 355 | | 84.65 | | 672 | |
07/01/07 | | 375 | | 68,078,897.43 | | 17.24 | % | 7.576 | | 356 | | 83.83 | | 655 | |
08/01/07 | | 602 | | 99,185,255.51 | | 25.12 | % | 7.579 | | 357 | | 84.95 | | 641 | |
09/01/07 | | 760 | | 138,023,568.56 | | 34.96 | % | 7.484 | | 358 | | 84.53 | | 642 | |
09/02/07 | | 1 | | 75,920.00 | | 0.02 | % | 7.005 | | 358 | | 80.00 | | 616 | |
10/01/07 | | 404 | | 78,020,559.00 | | 19.76 | % | 7.561 | | 359 | | 85.45 | | 645 | |
10/10/07 | | 1 | | 412,800.00 | | 0.10 | % | 6.305 | | 360 | | 80.00 | | 750 | |
07/01/08 | | 13 | | 1,781,645.44 | | 0.45 | % | 7.264 | | 356 | | 84.34 | | 625 | |
08/01/08 | | 13 | | 2,588,384.29 | | 0.66 | % | 7.068 | | 357 | | 83.88 | | 639 | |
09/01/08 | | 20 | | 3,169,044.04 | | 0.80 | % | 7.158 | | 358 | | 88.22 | | 644 | |
10/01/08 | | 7 | | 970,750.00 | | 0.25 | % | 7.206 | | 359 | | 89.81 | | 636 | |
08/01/10 | | 3 | | 402,299.73 | | 0.10 | % | 6.905 | | 357 | | 83.91 | | 624 | |
Total | | 2,208 | | 394,847,383.62 | | 100.00 | % | 7.535 | | 358 | | 84.75 | | 645 | |
Current Principal Balance | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
50,000.01 - 100,000.00 | | 1 | | 60,800.00 | | 0.04 | % | 8.505 | | 358 | | 80.00 | | 616 | |
100,000.01 - 150,000.00 | | 92 | | 11,782,227.96 | | 7.38 | % | 7.433 | | 357 | | 84.17 | | 636 | |
150,000.01 - 200,000.00 | | 105 | | 18,448,824.75 | | 11.56 | % | 7.073 | | 357 | | 82.64 | | 651 | |
200,000.01 - 250,000.00 | | 88 | | 19,821,393.43 | | 12.42 | % | 7.090 | | 358 | | 82.60 | | 652 | |
250,000.01 - 300,000.00 | | 65 | | 17,764,826.85 | | 11.13 | % | 7.048 | | 358 | | 82.83 | | 666 | |
300,000.01 - 350,000.00 | | 44 | | 14,302,000.00 | | 8.96 | % | 7.041 | | 358 | | 84.62 | | 649 | |
350,000.01 - 400,000.00 | | 45 | | 16,767,945.03 | | 10.51 | % | 6.887 | | 357 | | 81.64 | | 667 | |
400,000.01 - 450,000.00 | | 35 | | 14,906,900.00 | | 9.34 | % | 6.932 | | 358 | | 80.48 | | 679 | |
450,000.01 - 500,000.00 | | 26 | | 12,348,659.50 | | 7.74 | % | 6.863 | | 357 | | 84.14 | | 693 | |
500,000.01 - 550,000.00 | | 17 | | 8,909,770.00 | | 5.58 | % | 6.962 | | 358 | | 79.77 | | 691 | |
550,000.01 - 600,000.00 | | 19 | | 10,911,905.88 | | 6.84 | % | 7.183 | | 358 | | 83.33 | | 683 | |
600,000.01 - 650,000.00 | | 8 | | 4,977,976.51 | | 3.12 | % | 7.242 | | 358 | | 81.85 | | 653 | |
650,000.01 - 700,000.00 | | 7 | | 4,720,000.00 | | 2.96 | % | 7.385 | | 357 | | 77.69 | | 686 | |
700,000.01 - 750,000.00 | | 3 | | 2,192,700.00 | | 1.37 | % | 6.613 | | 356 | | 76.66 | | 669 | |
750,000.01 - 800,000.00 | | 1 | | 798,000.00 | | 0.50 | % | 7.055 | | 358 | | 79.96 | | 724 | |
850,000.01 - 900,000.00 | | 1 | | 892,500.00 | | 0.56 | % | 7.955 | | 356 | | 94.95 | | 772 | |
Total | | 557 | | 159,606,429.91 | | 100.00 | % | 7.062 | | 358 | | 82.44 | | 666 | |
Current Gross Rate | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
5.000 - 5.499 | | 6 | | 1,859,390.00 | | 1.16 | % | 5.360 | | 358 | | 74.71 | | 674 | |
5.500 - 5.999 | | 25 | | 8,593,566.51 | | 5.38 | % | 5.756 | | 358 | | 77.50 | | 694 | |
6.000 - 6.499 | | 85 | | 26,332,168.13 | | 16.50 | % | 6.286 | | 357 | | 79.37 | | 663 | |
6.500 - 6.999 | | 190 | | 53,927,290.67 | | 33.79 | % | 6.776 | | 358 | | 82.23 | | 675 | |
7.000 - 7.499 | | 103 | | 27,589,884.02 | | 17.29 | % | 7.170 | | 357 | | 83.59 | | 658 | |
7.500 - 7.999 | | 67 | | 20,145,310.88 | | 12.62 | % | 7.748 | | 358 | | 85.11 | | 671 | |
8.000 - 8.499 | | 41 | | 11,022,453.45 | | 6.91 | % | 8.210 | | 357 | | 84.21 | | 653 | |
8.500 - 8.999 | | 23 | | 5,956,516.25 | | 3.73 | % | 8.702 | | 358 | | 85.94 | | 646 | |
9.000 - 9.499 | | 7 | | 1,193,010.00 | | 0.75 | % | 9.240 | | 357 | | 87.81 | | 623 | |
9.500 - 9.999 | | 8 | | 2,529,340.00 | | 1.58 | % | 9.751 | | 357 | | 86.00 | | 579 | |
10.000 - 10.499 | | 1 | | 127,500.00 | | 0.08 | % | 10.325 | | 358 | | 100.00 | | 577 | |
10.500 - 10.999 | | 1 | | 330,000.00 | | 0.21 | % | 10.700 | | 358 | | 100.00 | | 597 | |
Total | | 557 | | 159,606,429.91 | | 100.00 | % | 7.062 | | 358 | | 82.44 | | 666 | |
FICO | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
525-549 | | 9 | | 2,119,700.00 | | 1.33 | % | 8.954 | | 357 | | 81.82 | | 533 | |
550-574 | | 12 | | 3,787,849.01 | | 2.37 | % | 7.699 | | 357 | | 76.21 | | 562 | |
575-599 | | 35 | | 8,516,885.00 | | 5.34 | % | 7.777 | | 358 | | 83.83 | | 586 | |
600-624 | | 107 | | 25,601,865.12 | | 16.04 | % | 7.118 | | 358 | | 81.51 | | 611 | |
625-649 | | 80 | | 20,902,656.14 | | 13.10 | % | 6.845 | | 357 | | 83.30 | | 636 | |
650-674 | | 98 | | 27,321,383.01 | | 17.12 | % | 7.035 | | 357 | | 83.94 | | 659 | |
675-699 | | 94 | | 28,737,565.01 | | 18.01 | % | 6.913 | | 358 | | 82.64 | | 687 | |
700+ | | 121 | | 42,423,526.62 | | 26.58 | % | 6.953 | | 358 | | 81.83 | | 736 | |
None | | 1 | | 195,000.00 | | 0.12 | % | 7.880 | | 357 | | 75.00 | | 0 | |
Total | | 557 | | 159,606,429.91 | | 100.00 | % | 7.062 | | 358 | | 82.44 | | 666 | |
Combined Original LTV | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
0.01 - 49.99 | | 3 | | 686,000.00 | | 0.43 | % | 6.297 | | 358 | | 44.34 | | 670 | |
50.00 - 54.99 | | 2 | | 340,000.00 | | 0.21 | % | 6.660 | | 357 | | 51.04 | | 607 | |
55.00 - 59.99 | | 4 | | 1,040,000.00 | | 0.65 | % | 5.783 | | 358 | | 58.29 | | 605 | |
60.00 - 64.99 | | 3 | | 1,122,999.01 | | 0.70 | % | 8.310 | | 358 | | 63.45 | | 606 | |
65.00 - 69.99 | | 7 | | 1,957,000.00 | | 1.23 | % | 6.385 | | 358 | | 68.26 | | 596 | |
70.00 - 74.99 | | 8 | | 2,067,499.54 | | 1.30 | % | 6.252 | | 358 | | 71.47 | | 625 | |
75.00 - 79.99 | | 27 | | 9,340,610.00 | | 5.85 | % | 6.885 | | 357 | | 77.93 | | 650 | |
80.00 | | 360 | | 105,548,962.88 | | 66.13 | % | 6.972 | | 357 | | 80.00 | | 678 | |
80.01 - 84.99 | | 7 | | 1,844,250.00 | | 1.16 | % | 6.966 | | 357 | | 83.52 | | 615 | |
85.00 - 89.99 | | 23 | | 6,878,393.74 | | 4.31 | % | 6.900 | | 358 | | 85.26 | | 612 | |
90.00 - 94.99 | | 29 | | 8,296,030.00 | | 5.20 | % | 7.469 | | 358 | | 91.04 | | 652 | |
95.00 - 99.99 | | 16 | | 3,861,750.00 | | 2.42 | % | 7.452 | | 357 | | 95.22 | | 649 | |
100.00 | | 68 | | 16,622,934.74 | | 10.41 | % | 7.732 | | 358 | | 100.00 | | 661 | |
Total | | 557 | | 159,606,429.91 | | 100.00 | % | 7.062 | | 358 | | 82.44 | | 666 | |
Orginal Term (months) | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
360.000 | | 557 | | 159,606,429.91 | | 100.00 | % | 7.062 | | 358 | | 82.44 | | 666 | |
Total | | 557 | | 159,606,429.91 | | 100.00 | % | 7.062 | | 358 | | 82.44 | | 666 | |
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 Combined Orig LTV | | Weighted Average FICO | |
301-360 | | 557 | | 159,606,429.91 | | 100.00 | % | 7.062 | | 358 | | 82.44 | | 666 | |
Total | | 557 | | 159,606,429.91 | | 100.00 | % | 7.062 | | 358 | | 82.44 | | 666 | |
Debt Ratio | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
0.01 - 20.00 | | 15 | | 5,921,247.86 | | 3.71 | % | 7.208 | | 357 | | 85.93 | | 675 | |
20.01 - 25.00 | | 9 | | 2,344,880.00 | | 1.47 | % | 6.461 | | 357 | | 75.36 | | 636 | |
25.01 - 30.00 | | 27 | | 7,539,715.53 | | 4.72 | % | 7.104 | | 358 | | 81.29 | | 642 | |
30.01 - 35.00 | | 46 | | 11,236,477.38 | | 7.04 | % | 7.035 | | 357 | | 83.99 | | 662 | |
35.01 - 40.00 | | 79 | | 20,567,308.74 | | 12.89 | % | 7.076 | | 357 | | 81.50 | | 666 | |
40.01 - 45.00 | | 149 | | 43,472,731.51 | | 27.24 | % | 7.028 | | 358 | | 82.41 | | 676 | |
45.01 - 50.00 | | 168 | | 47,921,109.37 | | 30.02 | % | 7.218 | | 357 | | 82.35 | | 665 | |
50.01 - 55.00 | | 64 | | 20,602,959.52 | | 12.91 | % | 6.783 | | 358 | | 83.07 | | 659 | |
Total | | 557 | | 159,606,429.91 | | 100.00 | % | 7.062 | | 358 | | 82.44 | | 666 | |
FRM/ARM | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
ARM | | 557 | | 159,606,429.91 | | 100.00 | % | 7.062 | | 358 | | 82.44 | | 666 | |
Total | | 557 | | 159,606,429.91 | | 100.00 | % | 7.062 | | 358 | | 82.44 | | 666 | |
Product | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
2/28 6 Mo LIBOR ARM IO | | 544 | | 155,902,529.91 | | 97.68 | % | 7.066 | | 358 | | 82.39 | | 667 | |
3/27 6 Mo LIBOR ARM IO | | 13 | | 3,703,900.00 | | 2.32 | % | 6.866 | | 357 | | 84.75 | | 633 | |
Total | | 557 | | 159,606,429.91 | | 100.00 | % | 7.062 | | 358 | | 82.44 | | 666 | |
Interest Only | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
Interest Only | | 557 | | 159,606,429.91 | | 100.00 | % | 7.062 | | 358 | | 82.44 | | 666 | |
Total | | 557 | | 159,606,429.91 | | 100.00 | % | 7.062 | | 358 | | 82.44 | | 666 | |
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 Combined Orig LTV | | Weighted Average FICO | |
Prepay Penalty: 0 months | | 44 | | 14,145,890.00 | | 8.86 | % | 7.519 | | 357 | | 81.93 | | 681 | |
Prepay Penalty: 12 months | | 35 | | 12,964,088.13 | | 8.12 | % | 7.450 | | 357 | | 81.84 | | 671 | |
Prepay Penalty: 24 months | | 462 | | 128,030,732.62 | | 80.22 | % | 6.969 | | 358 | | 82.49 | | 665 | |
Prepay Penalty: 36 months | | 16 | | 4,465,719.16 | | 2.80 | % | 7.146 | | 357 | | 84.46 | | 641 | |
Total | | 557 | | 159,606,429.91 | | 100.00 | % | 7.062 | | 358 | | 82.44 | | 666 | |
Lien | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
First Lien | | 557 | | 159,606,429.91 | | 100.00 | % | 7.062 | | 358 | | 82.44 | | 666 | |
Total | | 557 | | 159,606,429.91 | | 100.00 | % | 7.062 | | 358 | | 82.44 | | 666 | |
Documentation Type | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
Full Documentation | | 366 | | 97,571,408.85 | | 61.13 | % | 6.973 | | 358 | | 83.34 | | 643 | |
Stated Documentation | | 191 | | 62,035,021.06 | | 38.87 | % | 7.201 | | 358 | | 81.03 | | 701 | |
Total | | 557 | | 159,606,429.91 | | 100.00 | % | 7.062 | | 358 | | 82.44 | | 666 | |
Loan Purpose | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
Cash Out Refinance | | 154 | | 43,690,364.77 | | 27.37 | % | 6.878 | | 358 | | 80.85 | | 630 | |
Purchase | | 395 | | 114,339,666.40 | | 71.64 | % | 7.131 | | 358 | | 82.96 | | 680 | |
Rate/Term Refinance | | 8 | | 1,576,398.74 | | 0.99 | % | 7.123 | | 358 | | 89.40 | | 620 | |
Total | | 557 | | 159,606,429.91 | | 100.00 | % | 7.062 | | 358 | | 82.44 | | 666 | |
Property Type | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
2 Units | | 8 | | 2,547,670.06 | | 1.60 | % | 7.451 | | 357 | | 84.01 | | 713 | |
3 Units | | 31 | | 11,546,130.00 | | 7.23 | % | 7.991 | | 357 | | 82.38 | | 692 | |
4 Units | | 16 | | 7,108,245.03 | | 4.45 | % | 7.352 | | 358 | | 81.43 | | 711 | |
Condominium | | 18 | | 4,403,600.00 | | 2.76 | % | 7.101 | | 358 | | 82.38 | | 671 | |
PUD | | 111 | | 32,746,784.11 | | 20.52 | % | 6.989 | | 358 | | 82.63 | | 654 | |
Single Family | | 373 | | 101,254,000.71 | | 63.44 | % | 6.948 | | 357 | | 82.42 | | 662 | |
Total | | 557 | | 159,606,429.91 | | 100.00 | % | 7.062 | | 358 | | 82.44 | | 666 | |
Occupancy Status | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
Non-owner | | 11 | | 3,165,080.00 | | 1.98 | % | 7.750 | | 357 | | 89.00 | | 704 | |
Primary | | 544 | | 155,734,229.91 | | 97.57 | % | 7.041 | | 358 | | 82.32 | | 665 | |
Second Home | | 2 | | 707,120.00 | | 0.44 | % | 8.528 | | 358 | | 80.00 | | 721 | |
Total | | 557 | | 159,606,429.91 | | 100.00 | % | 7.062 | | 358 | | 82.44 | | 666 | |
State | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
Arizona | | 57 | | 12,604,409.14 | | 7.90 | % | 7.123 | | 358 | | 83.65 | | 659 | |
California | | 225 | | 84,469,978.79 | | 52.92 | % | 6.818 | | 358 | | 80.33 | | 676 | |
Colorado | | 18 | | 3,941,054.79 | | 2.47 | % | 6.830 | | 357 | | 82.22 | | 651 | |
Connecticut | | 1 | | 265,410.00 | | 0.17 | % | 7.930 | | 357 | | 90.00 | | 713 | |
District of Columbia | | 1 | | 231,000.00 | | 0.14 | % | 7.060 | | 358 | | 66.00 | | 569 | |
Florida | | 43 | | 10,042,406.40 | | 6.29 | % | 7.511 | | 357 | | 86.53 | | 664 | |
Georgia | | 9 | | 2,607,350.00 | | 1.63 | % | 7.401 | | 357 | | 82.43 | | 681 | |
Idaho | | 6 | | 799,140.00 | | 0.50 | % | 7.399 | | 358 | | 86.27 | | 658 | |
Illinois | | 3 | | 552,640.00 | | 0.35 | % | 7.405 | | 358 | | 80.00 | | 649 | |
Indiana | | 3 | | 397,340.00 | | 0.25 | % | 7.845 | | 357 | | 94.36 | | 639 | |
Iowa | | 2 | | 283,850.00 | | 0.18 | % | 6.887 | | 357 | | 83.07 | | 588 | |
Kansas | | 3 | | 983,000.00 | | 0.62 | % | 7.257 | | 359 | | 86.76 | | 687 | |
Kentucky | | 2 | | 271,999.20 | | 0.17 | % | 8.292 | | 356 | | 80.00 | | 621 | |
Louisiana | | 1 | | 134,910.00 | | 0.08 | % | 8.305 | | 359 | | 90.00 | | 681 | |
Maryland | | 10 | | 2,951,200.00 | | 1.85 | % | 7.168 | | 358 | | 83.77 | | 605 | |
Massachusetts | | 10 | | 3,314,340.00 | | 2.08 | % | 8.282 | | 357 | | 80.90 | | 686 | |
Michigan | | 9 | | 1,695,499.16 | | 1.06 | % | 7.902 | | 358 | | 88.76 | | 633 | |
Minnesota | | 3 | | 692,800.00 | | 0.43 | % | 8.598 | | 357 | | 79.87 | | 625 | |
Missouri | | 4 | | 601,300.00 | | 0.38 | % | 7.960 | | 358 | | 90.21 | | 610 | |
Nebraska | | 1 | | 111,500.00 | | 0.07 | % | 7.825 | | 358 | | 100.00 | | 647 | |
Nevada | | 32 | | 7,391,868.90 | | 4.63 | % | 6.927 | | 358 | | 82.16 | | 657 | |
New Jersey | | 7 | | 2,438,200.00 | | 1.53 | % | 7.761 | | 358 | | 91.99 | | 713 | |
New Mexico | | 4 | | 682,100.00 | | 0.43 | % | 7.730 | | 358 | | 88.65 | | 616 | |
New York | | 1 | | 396,000.00 | | 0.25 | % | 6.680 | | 359 | | 90.00 | | 700 | |
Ohio | | 4 | | 432,820.06 | | 0.27 | % | 7.626 | | 357 | | 90.21 | | 630 | |
Oklahoma | | 1 | | 136,500.00 | | 0.09 | % | 9.825 | | 356 | | 100.00 | | 583 | |
Oregon | | 32 | | 6,728,647.86 | | 4.22 | % | 6.941 | | 357 | | 87.13 | | 638 | |
Pennsylvania | | 8 | | 1,291,316.25 | | 0.81 | % | 7.760 | | 357 | | 91.35 | | 672 | |
Rhode Island | | 6 | | 1,681,900.00 | | 1.05 | % | 7.966 | | 357 | | 88.18 | | 667 | |
Tennessee | | 1 | | 337,250.00 | | 0.21 | % | 7.900 | | 356 | | 95.00 | | 576 | |
Texas | | 4 | | 1,119,410.00 | | 0.70 | % | 7.413 | | 357 | | 82.70 | | 638 | |
Utah | | 14 | | 3,085,775.88 | | 1.93 | % | 7.733 | | 357 | | 81.16 | | 666 | |
Virginia | | 6 | | 918,220.00 | | 0.58 | % | 7.138 | | 358 | | 83.47 | | 628 | |
Washington | | 26 | | 6,015,293.48 | | 3.77 | % | 7.089 | | 358 | | 84.30 | | 634 | |
Total | | 557 | | 159,606,429.91 | | 100.00 | % | 7.062 | | 358 | | 82.44 | | 666 | |
Gross Margin | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
4.000 - 4.499 | | 6 | | 1,859,390.00 | | 1.16 | % | 5.360 | | 358 | | 74.71 | | 674 | |
4.500 - 4.999 | | 25 | | 8,593,566.51 | | 5.38 | % | 5.756 | | 358 | | 77.50 | | 694 | |
5.000 - 5.499 | | 85 | | 26,332,168.13 | | 16.50 | % | 6.286 | | 357 | | 79.37 | | 663 | |
5.500 - 5.999 | | 190 | | 53,927,290.67 | | 33.79 | % | 6.776 | | 358 | | 82.23 | | 675 | |
6.000 - 6.499 | | 103 | | 27,589,884.02 | | 17.29 | % | 7.170 | | 357 | | 83.59 | | 658 | |
6.500 - 6.999 | | 67 | | 20,145,310.88 | | 12.62 | % | 7.748 | | 358 | | 85.11 | | 671 | |
7.000 - 7.499 | | 43 | | 11,419,253.45 | | 7.15 | % | 8.239 | | 357 | | 84.30 | | 650 | |
7.500 - 7.999 | | 23 | | 5,826,606.25 | | 3.65 | % | 8.715 | | 358 | | 86.38 | | 650 | |
8.000 - 8.499 | | 7 | | 1,382,460.00 | | 0.87 | % | 9.352 | | 358 | | 90.06 | | 614 | |
8.500 - 8.999 | | 6 | | 2,073,000.00 | | 1.30 | % | 9.756 | | 357 | | 82.92 | | 578 | |
9.000 - 9.499 | | 1 | | 127,500.00 | | 0.08 | % | 10.325 | | 358 | | 100.00 | | 577 | |
9.500 - 9.999 | | 1 | | 330,000.00 | | 0.21 | % | 10.700 | | 358 | | 100.00 | | 597 | |
Total | | 557 | | 159,606,429.91 | | 100.00 | % | 7.062 | | 358 | | 82.44 | | 666 | |
Minimum Interest Rate | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
5.000 - 5.499 | | 6 | | 1,859,390.00 | | 1.16 | % | 5.360 | | 358 | | 74.71 | | 674 | |
5.500 - 5.999 | | 25 | | 8,593,566.51 | | 5.38 | % | 5.756 | | 358 | | 77.50 | | 694 | |
6.000 - 6.499 | | 85 | | 26,332,168.13 | | 16.50 | % | 6.286 | | 357 | | 79.37 | | 663 | |
6.500 - 6.999 | | 190 | | 53,927,290.67 | | 33.79 | % | 6.776 | | 358 | | 82.23 | | 675 | |
7.000 - 7.499 | | 103 | | 27,589,884.02 | | 17.29 | % | 7.170 | | 357 | | 83.59 | | 658 | |
7.500 - 7.999 | | 67 | | 20,145,310.88 | | 12.62 | % | 7.748 | | 358 | | 85.11 | | 671 | |
8.000 - 8.499 | | 41 | | 11,022,453.45 | | 6.91 | % | 8.210 | | 357 | | 84.21 | | 653 | |
8.500 - 8.999 | | 23 | | 5,956,516.25 | | 3.73 | % | 8.702 | | 358 | | 85.94 | | 646 | |
9.000 - 9.499 | | 7 | | 1,193,010.00 | | 0.75 | % | 9.240 | | 357 | | 87.81 | | 623 | |
9.500 - 9.999 | | 8 | | 2,529,340.00 | | 1.58 | % | 9.751 | | 357 | | 86.00 | | 579 | |
10.000 - 10.499 | | 1 | | 127,500.00 | | 0.08 | % | 10.325 | | 358 | | 100.00 | | 577 | |
10.500 - 10.999 | | 1 | | 330,000.00 | | 0.21 | % | 10.700 | | 358 | | 100.00 | | 597 | |
Total | | 557 | | 159,606,429.91 | | 100.00 | % | 7.062 | | 358 | | 82.44 | | 666 | |
Maximum Interest Rate | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
12.000 - 12.499 | | 6 | | 1,859,390.00 | | 1.16 | % | 5.360 | | 358 | | 74.71 | | 674 | |
12.500 - 12.999 | | 25 | | 8,593,566.51 | | 5.38 | % | 5.756 | | 358 | | 77.50 | | 694 | |
13.000 - 13.499 | | 85 | | 26,332,168.13 | | 16.50 | % | 6.286 | | 357 | | 79.37 | | 663 | |
13.500 - 13.999 | | 190 | | 53,927,290.67 | | 33.79 | % | 6.776 | | 358 | | 82.23 | | 675 | |
14.000 - 14.499 | | 103 | | 27,589,884.02 | | 17.29 | % | 7.170 | | 357 | | 83.59 | | 658 | |
14.500 - 14.999 | | 67 | | 20,145,310.88 | | 12.62 | % | 7.748 | | 358 | | 85.11 | | 671 | |
15.000 - 15.499 | | 41 | | 11,022,453.45 | | 6.91 | % | 8.210 | | 357 | | 84.21 | | 653 | |
15.500 - 15.999 | | 23 | | 5,956,516.25 | | 3.73 | % | 8.702 | | 358 | | 85.94 | | 646 | |
16.000 - 16.499 | | 7 | | 1,193,010.00 | | 0.75 | % | 9.240 | | 357 | | 87.81 | | 623 | |
16.500 - 16.999 | | 8 | | 2,529,340.00 | | 1.58 | % | 9.751 | | 357 | | 86.00 | | 579 | |
17.000 - 17.499 | | 1 | | 127,500.00 | | 0.08 | % | 10.325 | | 358 | | 100.00 | | 577 | |
17.500 - 17.999 | | 1 | | 330,000.00 | | 0.21 | % | 10.700 | | 358 | | 100.00 | | 597 | |
Total | | 557 | | 159,606,429.91 | | 100.00 | % | 7.062 | | 358 | | 82.44 | | 666 | |
Initial Periodic Rate Cap | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
2.000 | | 557 | | 159,606,429.91 | | 100.00 | % | 7.062 | | 358 | | 82.44 | | 666 | |
Total | | 557 | | 159,606,429.91 | | 100.00 | % | 7.062 | | 358 | | 82.44 | | 666 | |
Subsequent Periodic Rate Cap | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
1.500 | | 557 | | 159,606,429.91 | | 100.00 | % | 7.062 | | 358 | | 82.44 | | 666 | |
Total | | 557 | | 159,606,429.91 | | 100.00 | % | 7.062 | | 358 | | 82.44 | | 666 | |
Next Rate Change Date | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
05/01/07 | | 1 | | 440,000.00 | | 0.28 | % | 9.875 | | 354 | | 100.00 | | 575 | |
06/01/07 | | 2 | | 847,875.03 | | 0.53 | % | 8.008 | | 355 | | 80.00 | | 670 | |
07/01/07 | | 116 | | 33,527,585.10 | | 21.01 | % | 7.131 | | 356 | | 81.89 | | 680 | |
08/01/07 | | 136 | | 35,520,754.78 | | 22.26 | % | 6.957 | | 357 | | 82.85 | | 659 | |
09/01/07 | | 189 | | 53,428,365.00 | | 33.48 | % | 7.078 | | 358 | | 81.62 | | 660 | |
10/01/07 | | 99 | | 31,725,150.00 | | 19.88 | % | 7.047 | | 359 | | 83.53 | | 672 | |
10/10/07 | | 1 | | 412,800.00 | | 0.26 | % | 6.305 | | 360 | | 80.00 | | 750 | |
07/01/08 | | 2 | | 738,700.00 | | 0.46 | % | 6.506 | | 356 | | 83.16 | | 645 | |
08/01/08 | | 3 | | 940,000.00 | | 0.59 | % | 6.977 | | 357 | | 82.47 | | 613 | |
09/01/08 | | 8 | | 2,025,200.00 | | 1.27 | % | 6.947 | | 358 | | 86.39 | | 639 | |
Total | | 557 | | 159,606,429.91 | | 100.00 | % | 7.062 | | 358 | | 82.44 | | 666 | |
MMLT 2005-3
Current Principal Balance | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
0.01 - 50,000.00 | | 109 | | 3,690,414.34 | | 2.72 | % | 10.990 | | 191 | | 99.41 | | 684 | |
50,000.01 - 100,000.00 | | 151 | | 11,327,543.62 | | 8.36 | % | 9.632 | | 234 | | 95.57 | | 685 | |
100,000.01 - 150,000.00 | | 137 | | 16,505,615.47 | | 12.18 | % | 8.464 | | 302 | | 88.90 | | 687 | |
150,000.01 - 200,000.00 | | 83 | | 14,562,867.05 | | 10.74 | % | 7.773 | | 341 | | 84.20 | | 686 | |
200,000.01 - 250,000.00 | | 58 | | 13,141,972.82 | | 9.70 | % | 7.638 | | 357 | | 81.81 | | 689 | |
250,000.01 - 300,000.00 | | 47 | | 12,845,190.57 | | 9.48 | % | 7.549 | | 358 | | 81.94 | | 689 | |
300,000.01 - 350,000.00 | | 28 | | 9,118,443.26 | | 6.73 | % | 7.644 | | 358 | | 81.83 | | 677 | |
350,000.01 - 400,000.00 | | 34 | | 12,650,871.78 | | 9.33 | % | 7.155 | | 357 | | 80.45 | | 689 | |
400,000.01 - 450,000.00 | | 27 | | 11,505,241.83 | | 8.49 | % | 7.362 | | 358 | | 79.71 | | 699 | |
450,000.01 - 500,000.00 | | 19 | | 8,942,842.66 | | 6.60 | % | 7.260 | | 357 | | 81.11 | | 704 | |
500,000.01 - 550,000.00 | | 15 | | 7,849,557.67 | | 5.79 | % | 7.259 | | 358 | | 80.00 | | 692 | |
550,000.01 - 600,000.00 | | 15 | | 8,652,506.70 | | 6.38 | % | 7.392 | | 358 | | 83.48 | | 694 | |
600,000.01 - 650,000.00 | | 1 | | 640,000.00 | | 0.47 | % | 8.025 | | 359 | | 80.00 | | 792 | |
650,000.01 - 700,000.00 | | 5 | | 3,372,448.89 | | 2.49 | % | 7.030 | | 357 | | 80.41 | | 683 | |
700,000.01 - 750,000.00 | | 1 | | 733,500.00 | | 0.54 | % | 8.630 | | 357 | | 90.00 | | 664 | |
Total | | 730 | | 135,539,016.66 | | 100.00 | % | 7.864 | | 334 | | 84.22 | | 690 | |
Current Gross Rate | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
6.000 - 6.499 | | 20 | | 6,997,060.00 | | 5.16 | % | 6.290 | | 358 | | 79.99 | | 694 | |
6.500 - 6.999 | | 116 | | 34,738,524.47 | | 25.63 | % | 6.777 | | 358 | | 79.89 | | 694 | |
7.000 - 7.499 | | 73 | | 19,311,639.49 | | 14.25 | % | 7.182 | | 357 | | 80.66 | | 685 | |
7.500 - 7.999 | | 96 | | 23,900,967.50 | | 17.63 | % | 7.771 | | 358 | | 83.19 | | 694 | |
8.000 - 8.499 | | 93 | | 17,031,388.07 | | 12.57 | % | 8.221 | | 337 | | 84.34 | | 706 | |
8.500 - 8.999 | | 83 | | 15,686,561.25 | | 11.57 | % | 8.706 | | 344 | | 87.04 | | 677 | |
9.000 - 9.499 | | 60 | | 5,892,426.72 | | 4.35 | % | 9.298 | | 268 | | 93.06 | | 673 | |
9.500 - 9.999 | | 48 | | 3,754,616.57 | | 2.77 | % | 9.821 | | 189 | | 98.55 | | 679 | |
10.000 -10.499 | | 27 | | 2,215,032.00 | | 1.63 | % | 10.282 | | 177 | | 99.70 | | 679 | |
10.500 -10.999 | | 30 | | 1,896,704.85 | | 1.40 | % | 10.685 | | 179 | | 98.59 | | 694 | |
11.000 -11.499 | | 16 | | 782,657.75 | | 0.58 | % | 11.259 | | 198 | | 97.67 | | 658 | |
11.500 -11.999 | | 16 | | 1,049,218.13 | | 0.77 | % | 11.750 | | 177 | | 100.00 | | 682 | |
12.000 -12.499 | | 11 | | 509,923.48 | | 0.38 | % | 12.301 | | 177 | | 99.65 | | 650 | |
12.500 -12.999 | | 14 | | 914,933.29 | | 0.68 | % | 12.832 | | 182 | | 97.19 | | 655 | |
13.000 -13.499 | | 13 | | 436,064.26 | | 0.32 | % | 13.167 | | 177 | | 100.00 | | 639 | |
13.500 -13.999 | | 7 | | 244,530.76 | | 0.18 | % | 13.721 | | 191 | | 100.00 | | 633 | |
14.000 -14.499 | | 7 | | 176,768.07 | | 0.13 | % | 14.146 | | 176 | | 100.00 | | 637 | |
Total | | 730 | | 135,539,016.66 | | 100.00 | % | 7.864 | | 334 | | 84.22 | | 690 | |
FICO | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
550-574 | | 2 | | 297,750.00 | | 0.22 | % | 8.928 | | 359 | | 75.00 | | 568 | |
575-599 | | 2 | | 485,855.48 | | 0.36 | % | 8.517 | | 358 | | 70.64 | | 582 | |
600-624 | | 4 | | 918,617.67 | | 0.68 | % | 8.798 | | 357 | | 78.20 | | 608 | |
625-649 | | 96 | | 16,307,556.96 | | 12.03 | % | 8.104 | | 333 | | 81.92 | | 634 | |
650-674 | | 177 | | 31,836,962.11 | | 23.49 | % | 8.115 | | 335 | | 84.97 | | 659 | |
675-699 | | 201 | | 36,238,021.31 | | 26.74 | % | 7.816 | | 335 | | 84.13 | | 687 | |
700+ | | 248 | | 49,454,253.13 | | 36.49 | % | 7.628 | | 333 | | 84.88 | | 733 | |
Total | | 730 | | 135,539,016.66 | | 100.00 | % | 7.864 | | 334 | | 84.22 | | 690 | |
Combined Original LTV | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
0.01- 49.99 | | 1 | | 67,900.00 | | 0.05 | % | 7.905 | | 359 | | 39.02 | | 685 | |
50.00- 54.99 | | 1 | | 125,000.00 | | 0.09 | % | 7.005 | | 357 | | 54.82 | | 711 | |
55.00- 59.99 | | 1 | | 209,855.48 | | 0.15 | % | 7.875 | | 356 | | 58.33 | | 576 | |
70.00- 74.99 | | 6 | | 1,675,202.79 | | 1.24 | % | 7.355 | | 357 | | 72.29 | | 633 | |
75.00- 79.99 | | 19 | | 4,684,295.94 | | 3.46 | % | 7.388 | | 358 | | 78.06 | | 667 | |
80.00 | | 354 | | 94,838,703.20 | | 69.97 | % | 7.408 | | 358 | | 80.00 | | 692 | |
80.01- 84.99 | | 2 | | 847,381.17 | | 0.63 | % | 7.752 | | 319 | | 82.61 | | 647 | |
85.00- 89.99 | | 10 | | 1,774,459.05 | | 1.31 | % | 7.422 | | 349 | | 85.87 | | 666 | |
90.00- 94.99 | | 10 | | 2,533,298.41 | | 1.87 | % | 8.501 | | 341 | | 90.52 | | 664 | |
95.00- 99.99 | | 22 | | 2,468,271.37 | | 1.82 | % | 9.218 | | 270 | | 95.92 | | 688 | |
100.00 | | 304 | | 26,314,649.25 | | 19.41 | % | 9.474 | | 248 | | 100.00 | | 694 | |
Total | | 730 | | 135,539,016.66 | | 100.00 | % | 7.864 | | 334 | | 84.22 | | 690 | |
Combined Original LTV(incl ss) | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV(Incl ss) | | Weighted Average FICO | |
0.01- 49.99 | | 1 | | 67,900.00 | | 0.05 | % | 7.905 | | 359 | | 39.02 | | 685 | |
50.00- 54.99 | | 1 | | 125,000.00 | | 0.09 | % | 7.005 | | 357 | | 54.82 | | 711 | |
55.00- 59.99 | | 1 | | 209,855.48 | | 0.15 | % | 7.875 | | 356 | | 58.33 | | 576 | |
70.00- 74.99 | | 5 | | 1,075,901.97 | | 0.79 | % | 7.608 | | 357 | | 71.25 | | 635 | |
75.00- 79.99 | | 8 | | 1,960,887.13 | | 1.45 | % | 7.464 | | 359 | | 76.99 | | 636 | |
80.00 | | 12 | | 3,223,070.97 | | 2.38 | % | 7.796 | | 357 | | 80.00 | | 645 | |
80.01- 84.99 | | 2 | | 847,381.17 | | 0.63 | % | 7.752 | | 319 | | 82.61 | | 647 | |
85.00- 89.99 | | 12 | | 2,320,459.05 | | 1.71 | % | 7.232 | | 351 | | 86.03 | | 665 | |
90.00- 94.99 | | 13 | | 4,078,574.97 | | 3.01 | % | 7.952 | | 347 | | 90.78 | | 684 | |
95.00- 99.99 | | 42 | | 8,166,396.04 | | 6.03 | % | 7.846 | | 331 | | 96.24 | | 684 | |
100.00 | | 633 | | 113,463,589.88 | | 83.71 | % | 7.888 | | 332 | | 100.00 | | 694 | |
Total | | 730 | | 135,539,016.66 | | 100.00 | % | 7.864 | | 334 | | 97.97 | | 690 | |
Original Term (months) | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
180.000 | | 257 | | 17,449,291.38 | | 12.87 | % | 10.215 | | 177 | | 99.43 | | 691 | |
240.000 | | 3 | | 215,144.33 | | 0.16 | % | 12.443 | | 236 | | 100.00 | | 642 | |
360.000 | | 470 | | 117,874,580.95 | | 86.97 | % | 7.508 | | 358 | | 81.94 | | 689 | |
Total | | 730 | | 135,539,016.66 | | 100.00 | % | 7.864 | | 334 | | 84.22 | | 690 | |
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 Combined Orig LTV | | Weighted Average FICO | |
121-180 | | 257 | | 17,449,291.38 | | 12.87 | % | 10.215 | | 177 | | 99.43 | | 691 | |
181-240 | | 3 | | 215,144.33 | | 0.16 | % | 12.443 | | 236 | | 100.00 | | 642 | |
301-360 | | 470 | | 117,874,580.95 | | 86.97 | % | 7.508 | | 358 | | 81.94 | | 689 | |
Total | | 730 | | 135,539,016.66 | | 100.00 | % | 7.864 | | 334 | | 84.22 | | 690 | |
Debt Ratio | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
0.01 -20.00 | | 6 | | 720,478.11 | | 0.53 | % | 8.487 | | 347 | | 92.25 | | 671 | |
20.01 -25.00 | | 14 | | 1,673,025.65 | | 1.23 | % | 8.096 | | 352 | | 82.89 | | 666 | |
25.01 -30.00 | | 45 | | 4,682,501.95 | | 3.45 | % | 8.114 | | 340 | | 83.33 | | 684 | |
30.01 -35.00 | | 59 | | 10,480,048.04 | | 7.73 | % | 8.036 | | 336 | | 84.79 | | 689 | |
35.01 -40.00 | | 154 | | 22,463,481.27 | | 16.57 | % | 7.898 | | 335 | | 84.51 | | 684 | |
40.01 -45.00 | | 250 | | 51,251,798.31 | | 37.81 | % | 7.732 | | 332 | | 83.81 | | 689 | |
45.01 -50.00 | | 183 | | 39,602,042.06 | | 29.22 | % | 7.872 | | 335 | | 84.38 | | 696 | |
50.01 -55.00 | | 18 | | 4,590,902.60 | | 3.39 | % | 8.230 | | 333 | | 84.70 | | 691 | |
55.01 -60.00 | | 1 | | 74,738.67 | | 0.06 | % | 10.375 | | 176 | | 100.00 | | 691 | |
Total | | 730 | | 135,539,016.66 | | 100.00 | % | 7.864 | | 334 | | 84.22 | | 690 | |
FRM/ARM | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
ARM | | 648 | | 131,472,015.25 | | 97.00 | % | 7.743 | | 338 | | 83.80 | | 690 | |
Fixed Rate | | 82 | | 4,067,001.41 | | 3.00 | % | 11.771 | | 195 | | 98.01 | | 677 | |
Total | | 730 | | 135,539,016.66 | | 100.00 | % | 7.864 | | 334 | | 84.22 | | 690 | |
Product | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
2/13 6 Mo LIBOR ARM | | 6 | | 483,953.36 | | 0.36 | % | 9.425 | | 177 | | 99.13 | | 693 | |
2/13 6 Mo LIBOR ARM BALLOON | | 176 | | 13,451,027.67 | | 9.92 | % | 9.791 | | 177 | | 99.40 | | 694 | |
2/28 6 Mo LIBOR ARM | | 175 | | 31,368,939.66 | | 23.14 | % | 7.958 | | 357 | | 84.24 | | 675 | |
2/28 6 Mo LIBOR ARM BALLOON | | 93 | | 23,534,398.41 | | 17.36 | % | 7.676 | | 358 | | 81.28 | | 677 | |
2/28 6 Mo LIBOR ARM IO | | 190 | | 61,851,421.06 | | 45.63 | % | 7.199 | | 358 | | 81.03 | | 701 | |
3/27 6 Mo LIBOR ARM | | 7 | | 598,675.09 | | 0.44 | % | 7.933 | | 358 | | 83.63 | | 694 | |
3/27 6 Mo LIBOR ARM IO | | 1 | | 183,600.00 | | 0.14 | % | 7.990 | | 358 | | 80.00 | | 671 | |
Fixed Rate | | 5 | | 362,310.78 | | 0.27 | % | 11.481 | | 286 | | 91.88 | | 646 | |
Fixed Rate Balloon 15/30 | | 75 | | 3,514,310.35 | | 2.59 | % | 11.946 | | 177 | | 99.62 | | 682 | |
Fixed Rate Balloon 30/40 | | 2 | | 190,380.28 | | 0.14 | % | 9.088 | | 357 | | 80.00 | | 646 | |
Total | | 730 | | 135,539,016.66 | | 100.00 | % | 7.864 | | 334 | | 84.22 | | 690 | |
Interest Only | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
Interest Only | | 191 | | 62,035,021.06 | | 45.77 | % | 7.201 | | 358 | | 81.03 | | 701 | |
Not Interest Only | | 539 | | 73,503,995.60 | | 54.23 | % | 8.424 | | 314 | | 86.92 | | 680 | |
Total | | 730 | | 135,539,016.66 | | 100.00 | % | 7.864 | | 334 | | 84.22 | | 690 | |
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 Combined Orig LTV | | Weighted Average FICO | |
Prepay Penalty: 0 months | | 117 | | 23,392,366.33 | | 17.26 | % | 8.578 | | 327 | | 83.82 | | 690 | |
Prepay Penalty: 12 months | | 46 | | 10,817,847.83 | | 7.98 | % | 7.859 | | 342 | | 81.68 | | 700 | |
Prepay Penalty: 24 months | | 555 | | 99,895,844.21 | | 73.70 | % | 7.691 | | 335 | | 84.62 | | 688 | |
Prepay Penalty: 36 months | | 12 | | 1,432,958.29 | | 1.06 | % | 8.339 | | 352 | | 82.22 | | 695 | |
Total | | 730 | | 135,539,016.66 | | 100.00 | % | 7.864 | | 334 | | 84.22 | | 690 | |
Lien | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
First Lien | | 470 | | 117,874,580.95 | | 86.97 | % | 7.508 | | 358 | | 81.94 | | 689 | |
Second Lien | | 260 | | 17,664,435.71 | | 13.03 | % | 10.242 | | 178 | | 99.44 | | 691 | |
Total | | 730 | | 135,539,016.66 | | 100.00 | % | 7.864 | | 334 | | 84.22 | | 690 | |
Documentation Type | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
Stated Documentation | | 730 | | 135,539,016.66 | | 100.00 | % | 7.864 | | 334 | | 84.22 | | 690 | |
Total | | 730 | | 135,539,016.66 | | 100.00 | % | 7.864 | | 334 | | 84.22 | | 690 | |
Loan Purpose | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
Cash Out Refinance | | 63 | | 12,645,585.45 | | 9.33 | % | 7.689 | | 336 | | 82.63 | | 662 | |
Purchase | | 657 | | 120,214,032.74 | | 88.69 | % | 7.884 | | 333 | | 84.43 | | 693 | |
Rate/Term Refinance | | 10 | | 2,679,398.47 | | 1.98 | % | 7.773 | | 355 | | 82.26 | | 651 | |
Total | | 730 | | 135,539,016.66 | | 100.00 | % | 7.864 | | 334 | | 84.22 | | 690 | |
Property Type | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
2 Units | | 12 | | 3,102,466.43 | | 2.29 | % | 7.829 | | 333 | | 86.35 | | 720 | |
3 Units | | 88 | | 20,485,200.74 | | 15.11 | % | 8.581 | | 326 | | 84.57 | | 704 | |
4 Units | | 35 | | 9,445,576.86 | | 6.97 | % | 8.032 | | 341 | | 81.82 | | 700 | |
Condominium | | 29 | | 5,343,912.29 | | 3.94 | % | 7.733 | | 340 | | 83.87 | | 700 | |
PUD | | 94 | | 20,397,968.01 | | 15.05 | % | 7.673 | | 339 | | 83.96 | | 684 | |
Single Family | | 472 | | 76,763,892.33 | | 56.64 | % | 7.713 | | 334 | | 84.43 | | 684 | |
Total | | 730 | | 135,539,016.66 | | 100.00 | % | 7.864 | | 334 | | 84.22 | | 690 | |
Occupancy Status | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
Primary | | 693 | | 130,524,834.48 | | 96.30 | % | 7.837 | | 334 | | 84.30 | | 689 | |
Second Home | | 37 | | 5,014,182.18 | | 3.70 | % | 8.562 | | 338 | | 82.18 | | 701 | |
Total | | 730 | | 135,539,016.66 | | 100.00 | % | 7.864 | | 334 | | 84.22 | | 690 | |
State | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
Alabama | | 1 | | 39,780.00 | | 0.03 | % | 11.375 | | 177 | | 100.00 | | 656 | |
Arizona | | 62 | | 9,137,059.25 | | 6.74 | % | 7.776 | | 337 | | 82.97 | | 683 | |
Arkansas | | 3 | | 298,468.98 | | 0.22 | % | 8.405 | | 358 | | 85.55 | | 675 | |
California | | 246 | | 59,812,802.25 | | 44.13 | % | 7.373 | | 329 | | 83.14 | | 692 | |
Colorado | | 7 | | 1,690,567.82 | | 1.25 | % | 7.855 | | 349 | | 89.62 | | 679 | |
Connecticut | | 11 | | 1,753,992.44 | | 1.29 | % | 9.086 | | 321 | | 83.84 | | 680 | |
Delaware | | 1 | | 132,789.66 | | 0.10 | % | 6.935 | | 356 | | 89.98 | | 699 | |
District of Columbia | | 2 | | 484,800.00 | | 0.36 | % | 8.547 | | 357 | | 80.00 | | 665 | |
Florida | | 83 | | 13,141,517.27 | | 9.70 | % | 8.290 | | 343 | | 85.47 | | 686 | |
Georgia | | 23 | | 3,152,688.31 | | 2.33 | % | 8.600 | | 338 | | 84.37 | | 679 | |
Idaho | | 5 | | 530,906.65 | | 0.39 | % | 8.617 | | 323 | | 83.80 | | 685 | |
Illinois | | 17 | | 2,621,428.86 | | 1.93 | % | 8.521 | | 343 | | 85.39 | | 689 | |
Indiana | | 4 | | 423,650.00 | | 0.31 | % | 7.915 | | 346 | | 92.85 | | 695 | |
Kansas | | 9 | | 1,677,032.93 | | 1.24 | % | 7.740 | | 349 | | 82.66 | | 667 | |
Kentucky | | 3 | | 279,944.24 | | 0.21 | % | 7.901 | | 358 | | 100.00 | | 713 | |
Louisiana | | 6 | | 655,850.00 | | 0.48 | % | 9.501 | | 306 | | 85.09 | | 663 | |
Maryland | | 5 | | 1,404,620.00 | | 1.04 | % | 7.629 | | 358 | | 82.28 | | 699 | |
Massachusetts | | 47 | | 10,998,397.21 | | 8.11 | % | 8.757 | | 325 | | 83.90 | | 700 | |
Michigan | | 11 | | 982,695.28 | | 0.73 | % | 8.843 | | 336 | | 90.30 | | 682 | |
Minnesota | | 9 | | 1,005,517.55 | | 0.74 | % | 8.682 | | 337 | | 83.66 | | 665 | |
Mississippi | | 4 | | 237,907.92 | | 0.18 | % | 8.835 | | 347 | | 95.23 | | 686 | |
Missouri | | 16 | | 1,325,757.46 | | 0.98 | % | 8.546 | | 343 | | 89.28 | | 676 | |
Montana | | 1 | | 108,000.00 | | 0.08 | % | 8.755 | | 359 | | 80.00 | | 690 | |
Nebraska | | 4 | | 662,779.04 | | 0.49 | % | 8.593 | | 357 | | 94.69 | | 670 | |
Nevada | | 29 | | 5,224,371.10 | | 3.85 | % | 7.566 | | 336 | | 82.19 | | 690 | |
New Jersey | | 14 | | 3,005,562.26 | | 2.22 | % | 8.318 | | 341 | | 88.36 | | 705 | |
New Mexico | | 6 | | 433,134.61 | | 0.32 | % | 8.199 | | 338 | | 87.00 | | 687 | |
New York | | 1 | | 154,000.00 | | 0.11 | % | 7.874 | | 359 | | 100.00 | | 671 | |
North Carolina | | 1 | | 376,000.00 | | 0.28 | % | 8.155 | | 358 | | 80.00 | | 766 | |
Ohio | | 10 | | 846,031.11 | | 0.62 | % | 8.439 | | 352 | | 95.45 | | 690 | |
Oklahoma | | 5 | | 369,272.77 | | 0.27 | % | 8.512 | | 351 | | 92.46 | | 665 | |
Oregon | | 12 | | 1,340,960.04 | | 0.99 | % | 7.758 | | 335 | | 83.62 | | 710 | |
Pennsylvania | | 10 | | 1,492,051.38 | | 1.10 | % | 8.482 | | 354 | | 90.14 | | 676 | |
Rhode Island | | 25 | | 3,829,465.33 | | 2.83 | % | 8.380 | | 324 | | 84.64 | | 692 | |
South Dakota | | 1 | | 131,400.00 | | 0.10 | % | 8.875 | | 358 | | 100.00 | | 659 | |
Tennessee | | 2 | | 192,300.00 | | 0.14 | % | 7.082 | | 358 | | 87.52 | | 680 | |
Texas | | 7 | | 1,288,310.93 | | 0.95 | % | 7.657 | | 328 | | 88.20 | | 670 | |
Utah | | 12 | | 2,440,085.71 | | 1.80 | % | 7.816 | | 351 | | 80.68 | | 694 | |
Virginia | | 4 | | 505,475.82 | | 0.37 | % | 9.225 | | 355 | | 92.58 | | 639 | |
Washington | | 9 | | 1,205,324.42 | | 0.89 | % | 7.556 | | 337 | | 82.33 | | 679 | |
Wisconsin | | 2 | | 146,318.06 | | 0.11 | % | 8.980 | | 313 | | 84.81 | | 694 | |
Total | | 730 | | 135,539,016.66 | | 100.00 | % | 7.864 | | 334 | | 84.22 | | 690 | |
Gross Margin | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
5.000 - 5.499 | | 20 | | 6,997,060.00 | | 5.32 | % | 6.290 | | 358 | | 79.99 | | 694 | |
5.500 - 5.999 | | 118 | | 35,044,124.47 | | 26.66 | % | 6.787 | | 358 | | 79.89 | | 694 | |
6.000 - 6.499 | | 77 | | 19,990,139.49 | | 15.20 | % | 7.222 | | 357 | | 80.79 | | 686 | |
6.500 - 6.999 | | 97 | | 24,399,122.65 | | 18.56 | % | 7.797 | | 357 | | 83.59 | | 694 | |
7.000 - 7.499 | | 95 | | 16,881,622.33 | | 12.84 | % | 8.264 | | 333 | | 84.90 | | 705 | |
7.500 - 7.999 | | 86 | | 15,477,556.62 | | 11.77 | % | 8.765 | | 337 | | 87.23 | | 674 | |
8.000 - 8.499 | | 59 | | 5,883,013.34 | | 4.47 | % | 9.364 | | 265 | | 93.05 | | 671 | |
8.500 - 8.999 | | 42 | | 3,468,831.12 | | 2.64 | % | 9.927 | | 183 | | 98.34 | | 682 | |
9.000 - 9.499 | | 17 | | 1,167,125.67 | | 0.89 | % | 10.264 | | 177 | | 99.72 | | 677 | |
9.500 - 9.999 | | 11 | | 878,211.63 | | 0.67 | % | 10.619 | | 177 | | 100.00 | | 696 | |
10.000 -10.499 | | 14 | | 684,283.44 | | 0.52 | % | 11.499 | | 177 | | 100.00 | | 655 | |
10.500 -10.999 | | 2 | | 104,371.88 | | 0.08 | % | 11.767 | | 177 | | 100.00 | | 671 | |
11.000 -11.499 | | 2 | | 65,490.65 | | 0.05 | % | 12.125 | | 177 | | 100.00 | | 633 | |
11.500 -11.999 | | 1 | | 175,000.00 | | 0.13 | % | 12.875 | | 177 | | 90.00 | | 630 | |
12.000+ | | 7 | | 256,061.96 | | 0.19 | % | 13.265 | | 176 | | 100.00 | | 630 | |
Total | | 648 | | 131,472,015.25 | | 100.00 | % | 7.743 | | 338 | | 83.80 | | 690 | |
Minimum Interest Rate | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
6.000 - 6.499 | | 20 | | 6,997,060.00 | | 5.32 | % | 6.290 | | 358 | | 79.99 | | 694 | |
6.500 - 6.999 | | 116 | | 34,738,524.47 | | 26.42 | % | 6.777 | | 358 | | 79.89 | | 694 | |
7.000 - 7.499 | | 73 | | 19,311,639.49 | | 14.69 | % | 7.182 | | 357 | | 80.66 | | 685 | |
7.500 - 7.999 | | 96 | | 23,900,967.50 | | 18.18 | % | 7.771 | | 358 | | 83.19 | | 694 | |
8.000 - 8.499 | | 92 | | 16,959,407.79 | | 12.90 | % | 8.221 | | 337 | | 84.36 | | 706 | |
8.500 - 8.999 | | 82 | | 15,630,594.80 | | 11.89 | % | 8.707 | | 344 | | 87.06 | | 677 | |
9.000 - 9.499 | | 60 | | 5,892,426.72 | | 4.48 | % | 9.298 | | 268 | | 93.06 | | 673 | |
9.500 - 9.999 | | 45 | | 3,572,744.81 | | 2.72 | % | 9.823 | | 183 | | 99.14 | | 679 | |
10.000 -10.499 | | 24 | | 1,987,326.45 | | 1.51 | % | 10.279 | | 177 | | 99.83 | | 670 | |
10.500 -10.999 | | 13 | | 1,127,115.29 | | 0.86 | % | 10.620 | | 177 | | 97.63 | | 687 | |
11.000 -11.499 | | 12 | | 566,283.44 | | 0.43 | % | 11.280 | | 176 | | 100.00 | | 659 | |
11.500 -11.999 | | 3 | | 173,371.88 | | 0.13 | % | 11.810 | | 177 | | 100.00 | | 663 | |
12.000 -12.499 | | 3 | | 155,490.65 | | 0.12 | % | 12.270 | | 178 | | 100.00 | | 635 | |
12.500 -12.999 | | 1 | | 175,000.00 | | 0.13 | % | 12.875 | | 177 | | 90.00 | | 630 | |
13.000 -13.499 | | 6 | | 212,276.21 | | 0.16 | % | 13.125 | | 176 | | 100.00 | | 630 | |
13.500 -13.999 | | 2 | | 71,785.75 | | 0.05 | % | 13.625 | | 176 | | 100.00 | | 629 | |
Total | | 648 | | 131,472,015.25 | | 100.00 | % | 7.743 | | 338 | | 83.80 | | 690 | |
Maximum Interest Rate | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
13.000 -13.499 | | 20 | | 6,997,060.00 | | 5.32 | % | 6.290 | | 358 | | 79.99 | | 694 | |
13.500 -13.999 | | 116 | | 34,738,524.47 | | 26.42 | % | 6.777 | | 358 | | 79.89 | | 694 | |
14.000 -14.499 | | 73 | | 19,311,639.49 | | 14.69 | % | 7.182 | | 357 | | 80.66 | | 685 | |
14.500 -14.999 | | 96 | | 23,900,967.50 | | 18.18 | % | 7.771 | | 358 | | 83.19 | | 694 | |
15.000 -15.499 | | 92 | | 16,959,407.79 | | 12.90 | % | 8.221 | | 337 | | 84.36 | | 706 | |
15.500 -15.999 | | 82 | | 15,630,594.80 | | 11.89 | % | 8.707 | | 344 | | 87.06 | | 677 | |
16.000 -16.499 | | 60 | | 5,892,426.72 | | 4.48 | % | 9.298 | | 268 | | 93.06 | | 673 | |
16.500 -16.999 | | 45 | | 3,572,744.81 | | 2.72 | % | 9.823 | | 183 | | 99.14 | | 679 | |
17.000 -17.499 | | 24 | | 1,987,326.45 | | 1.51 | % | 10.279 | | 177 | | 99.83 | | 670 | |
17.500 -17.999 | | 13 | | 1,127,115.29 | | 0.86 | % | 10.620 | | 177 | | 97.63 | | 687 | |
18.000 -18.499 | | 12 | | 566,283.44 | | 0.43 | % | 11.280 | | 176 | | 100.00 | | 659 | |
18.500 -18.999 | | 3 | | 173,371.88 | | 0.13 | % | 11.810 | | 177 | | 100.00 | | 663 | |
19.000 -19.499 | | 3 | | 155,490.65 | | 0.12 | % | 12.270 | | 178 | | 100.00 | | 635 | |
19.500 -19.999 | | 1 | | 175,000.00 | | 0.13 | % | 12.875 | | 177 | | 90.00 | | 630 | |
20.000 -20.499 | | 6 | | 212,276.21 | | 0.16 | % | 13.125 | | 176 | | 100.00 | | 630 | |
20.500 -20.999 | | 2 | | 71,785.75 | | 0.05 | % | 13.625 | | 176 | | 100.00 | | 629 | |
Total | | 648 | | 131,472,015.25 | | 100.00 | % | 7.743 | | 338 | | 83.80 | | 690 | |
Initial Periodic Rate Cap | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
2.000 | | 192 | | 62,387,021.06 | | 47.45 | % | 7.199 | | 358 | | 81.02 | | 701 | |
3.000 | | 456 | | 69,084,994.19 | | 52.55 | % | 8.235 | | 321 | | 86.30 | | 680 | |
Total | | 648 | | 131,472,015.25 | | 100.00 | % | 7.743 | | 338 | | 83.80 | | 690 | |
Subsequent Periodic Rate Cap | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
1.500 | | 648 | | 131,472,015.25 | | 100.00 | % | 7.743 | | 338 | | 83.80 | | 690 | |
Total | | 648 | | 131,472,015.25 | | 100.00 | % | 7.743 | | 338 | | 83.80 | | 690 | |
Next Rate Change Date | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
05/01/07 | | 1 | | 93,870.82 | | 0.07 | % | 9.875 | | 174 | | 100.00 | | 706 | |
06/01/07 | | 4 | | 1,051,737.63 | | 0.80 | % | 8.527 | | 320 | | 83.88 | | 665 | |
07/01/07 | | 163 | | 30,526,001.11 | | 23.22 | % | 8.022 | | 321 | | 85.07 | | 693 | |
08/01/07 | | 209 | | 33,261,113.78 | | 25.30 | % | 7.934 | | 327 | | 85.14 | | 681 | |
09/01/07 | | 170 | | 41,717,326.82 | | 31.73 | % | 7.418 | | 355 | | 82.00 | | 687 | |
10/01/07 | | 93 | | 24,039,690.00 | | 18.29 | % | 7.640 | | 349 | | 83.40 | | 705 | |
07/01/08 | | 1 | | 100,731.05 | | 0.08 | % | 7.905 | | 356 | | 80.00 | | 657 | |
08/01/08 | | 1 | | 125,000.00 | | 0.10 | % | 7.005 | | 357 | | 54.82 | | 711 | |
09/01/08 | | 4 | | 408,544.04 | | 0.31 | % | 7.999 | | 358 | | 85.78 | | 685 | |
10/01/08 | | 2 | | 148,000.00 | | 0.11 | % | 8.625 | | 359 | | 100.00 | | 704 | |
Total | | 648 | | 131,472,015.25 | | 100.00 | % | 7.743 | | 338 | | 83.80 | | 690 | |
MMLT 2005-3
Current Principal Balance | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
0.01 - 50,000.00 | | 4 | | 169,350.10 | | 0.86 | % | 10.271 | | 177 | | 100.00 | | 672 | |
50,000.01 - 100,000.00 | | 18 | | 1,430,047.13 | | 7.22 | % | 9.713 | | 177 | | 99.69 | | 670 | |
100,000.01 - 150,000.00 | | 4 | | 473,910.44 | | 2.39 | % | 8.069 | | 229 | | 83.50 | | 724 | |
150,000.01 - 200,000.00 | | 9 | | 1,552,081.70 | | 7.84 | % | 7.414 | | 357 | | 78.63 | | 635 | |
200,000.01 - 250,000.00 | | 6 | | 1,411,895.18 | | 7.13 | % | 6.496 | | 357 | | 77.63 | | 656 | |
250,000.01 - 300,000.00 | | 4 | | 1,090,400.00 | | 5.51 | % | 6.893 | | 357 | | 80.00 | | 651 | |
300,000.01 - 350,000.00 | | 13 | | 4,271,090.00 | | 21.57 | % | 7.063 | | 358 | | 82.84 | | 633 | |
350,000.01 - 400,000.00 | | 12 | | 4,508,151.54 | | 22.77 | % | 6.840 | | 358 | | 80.00 | | 651 | |
400,000.01 - 450,000.00 | | 4 | | 1,718,800.00 | | 8.68 | % | 7.360 | | 356 | | 85.12 | | 691 | |
450,000.01 - 500,000.00 | | 4 | | 1,927,859.50 | | 9.74 | % | 6.666 | | 357 | | 80.00 | | 677 | |
550,000.01 - 600,000.00 | | 1 | | 572,000.00 | | 2.89 | % | 7.150 | | 358 | | 80.00 | | 720 | |
650,000.01 - 700,000.00 | | 1 | | 672,000.00 | | 3.39 | % | 7.050 | | 358 | | 80.00 | | 646 | |
Total | | 80 | | 19,797,585.59 | | 100.00 | % | 7.222 | | 340 | | 82.46 | | 657 | |
Current Gross Rate | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
5.000 - 5.499 | | 1 | | 242,390.00 | | 1.22 | % | 5.305 | | 358 | | 79.91 | | 750 | |
6.000 - 6.499 | | 12 | | 4,131,990.00 | | 20.87 | % | 6.301 | | 357 | | 80.41 | | 665 | |
6.500 - 6.999 | | 23 | | 7,182,070.00 | | 36.28 | % | 6.754 | | 358 | | 80.39 | | 670 | |
7.000 - 7.499 | | 10 | | 3,623,856.66 | | 18.30 | % | 7.086 | | 352 | | 79.70 | | 666 | |
7.500 - 7.999 | | 5 | | 1,219,000.00 | | 6.16 | % | 7.799 | | 348 | | 81.03 | | 607 | |
8.000 - 8.499 | | 3 | | 476,000.00 | | 2.40 | % | 8.282 | | 319 | | 79.87 | | 585 | |
8.500 - 8.999 | | 2 | | 511,881.70 | | 2.59 | % | 8.723 | | 358 | | 85.13 | | 615 | |
9.000 - 9.499 | | 8 | | 812,333.97 | | 4.10 | % | 9.257 | | 247 | | 92.24 | | 636 | |
9.500 - 9.999 | | 11 | | 1,235,628.51 | | 6.24 | % | 9.868 | | 240 | | 99.64 | | 625 | |
10.000 -10.499 | | 2 | | 164,000.00 | | 0.83 | % | 10.125 | | 177 | | 100.00 | | 633 | |
10.500 -10.999 | | 2 | | 157,966.66 | | 0.80 | % | 10.769 | | 177 | | 100.00 | | 688 | |
11.500 -11.999 | | 1 | | 40,468.09 | | 0.20 | % | 11.875 | | 177 | | 100.00 | | 666 | |
Total | | 80 | | 19,797,585.59 | | 100.00 | % | 7.222 | | 340 | | 82.46 | | 657 | |
FICO | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
525-549 | | 2 | | 496,000.00 | | 2.51 | % | 8.757 | | 359 | | 75.56 | | 541 | |
550-574 | | 4 | | 827,999.01 | | 4.18 | % | 7.751 | | 357 | | 75.98 | | 559 | |
575-599 | | 2 | | 790,000.00 | | 3.99 | % | 9.379 | | 356 | | 94.46 | | 582 | |
600-624 | | 4 | | 1,274,320.00 | | 6.44 | % | 6.763 | | 359 | | 81.23 | | 611 | |
625-649 | | 23 | | 6,532,422.36 | | 33.00 | % | 7.087 | | 342 | | 82.03 | | 632 | |
650-674 | | 13 | | 2,960,664.39 | | 14.95 | % | 7.313 | | 333 | | 84.59 | | 662 | |
675-699 | | 13 | | 2,207,831.09 | | 11.15 | % | 7.171 | | 324 | | 83.75 | | 688 | |
700+ | | 19 | | 4,708,348.74 | | 23.78 | % | 6.883 | | 336 | | 81.28 | | 730 | |
Total | | 80 | | 19,797,585.59 | | 100.00 | % | 7.222 | | 340 | | 82.46 | | 657 | |
Combined Original LTV | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
0.01- 49.99 | | 1 | | 136,000.00 | | 0.69 | % | 6.755 | | 358 | | 42.50 | | 792 | |
60.00- 64.99 | | 1 | | 207,999.01 | | 1.05 | % | 7.060 | | 356 | | 64.00 | | 558 | |
65.00- 69.99 | | 1 | | 185,000.00 | | 0.93 | % | 8.130 | | 358 | | 68.52 | | 533 | |
75.00- 79.99 | | 2 | | 553,390.00 | | 2.80 | % | 7.455 | | 359 | | 79.81 | | 635 | |
80.00 | | 45 | | 15,018,388.91 | | 75.86 | % | 6.835 | | 357 | | 80.00 | | 663 | |
85.00- 89.99 | | 3 | | 1,004,500.00 | | 5.07 | % | 7.192 | | 358 | | 85.87 | | 610 | |
95.00- 99.99 | | 1 | | 89,413.78 | | 0.45 | % | 9.875 | | 176 | | 95.00 | | 674 | |
100.00 | | 26 | | 2,602,893.89 | | 13.15 | % | 9.297 | | 229 | | 100.00 | | 655 | |
Total | | 80 | | 19,797,585.59 | | 100.00 | % | 7.222 | | 340 | | 82.46 | | 657 | |
Original Term (months) | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
180.000 | | 25 | | 1,937,307.67 | | 9.79 | % | 9.568 | | 177 | | 99.77 | | 675 | |
360.000 | | 55 | | 17,860,277.92 | | 90.21 | % | 6.968 | | 357 | | 80.58 | | 656 | |
Total | | 80 | | 19,797,585.59 | | 100.00 | % | 7.222 | | 340 | | 82.46 | | 657 | |
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 Combined Orig LTV | | Weighted Average FICO | |
121-180 | | 25 | | 1,937,307.67 | | 9.79 | % | 9.568 | | 177 | | 99.77 | | 675 | |
301-360 | | 55 | | 17,860,277.92 | | 90.21 | % | 6.968 | | 357 | | 80.58 | | 656 | |
Total | | 80 | | 19,797,585.59 | | 100.00 | % | 7.222 | | 340 | | 82.46 | | 657 | |
Debt Ratio | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
0.01 -20.00 | | 2 | | 1,017,600.00 | | 5.14 | % | 6.933 | | 358 | | 80.00 | | 654 | |
20.01 -25.00 | | 3 | | 478,358.28 | | 2.42 | % | 7.468 | | 295 | | 86.89 | | 637 | |
25.01 -30.00 | | 1 | | 363,990.00 | | 1.84 | % | 6.330 | | 359 | | 80.00 | | 679 | |
30.01 -35.00 | | 8 | | 1,756,211.33 | | 8.87 | % | 7.156 | | 343 | | 80.42 | | 671 | |
35.01 -40.00 | | 12 | | 2,845,092.98 | | 14.37 | % | 7.519 | | 328 | | 86.27 | | 654 | |
40.01 -45.00 | | 30 | | 7,594,204.05 | | 38.36 | % | 7.158 | | 340 | | 81.97 | | 664 | |
45.01 -50.00 | | 14 | | 3,299,429.94 | | 16.67 | % | 7.447 | | 340 | | 81.55 | | 670 | |
50.01 -55.00 | | 10 | | 2,442,699.01 | | 12.34 | % | 7.025 | | 350 | | 82.73 | | 618 | |
Total | | 80 | | 19,797,585.59 | | 100.00 | % | 7.222 | | 340 | | 82.46 | | 657 | |
FRM/ARM | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
ARM | | 75 | | 19,291,150.84 | | 97.44 | % | 7.156 | | 342 | | 82.30 | | 658 | |
Fixed Rate | | 5 | | 506,434.75 | | 2.56 | % | 9.737 | | 243 | | 88.50 | | 617 | |
Total | | 80 | | 19,797,585.59 | | 100.00 | % | 7.222 | | 340 | | 82.46 | | 657 | |
Product | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
2/13 6 Mo LIBOR ARM BALLOON | | 21 | | 1,615,872.92 | | 8.16 | % | 9.350 | | 177 | | 99.72 | | 677 | |
2/28 6 Mo LIBOR ARM | | 7 | | 2,306,990.00 | | 11.65 | % | 7.191 | | 358 | | 80.00 | | 638 | |
2/28 6 Mo LIBOR ARM BALLOON | | 10 | | 3,312,649.41 | | 16.73 | % | 7.457 | | 358 | | 80.77 | | 626 | |
2/28 6 Mo LIBOR ARM IO | | 36 | | 11,784,438.51 | | 59.52 | % | 6.786 | | 357 | | 80.84 | | 669 | |
3/27 6 Mo LIBOR ARM IO | | 1 | | 271,200.00 | | 1.37 | % | 6.205 | | 356 | | 80.00 | | 655 | |
Fixed Rate | | 1 | | 185,000.00 | | 0.93 | % | 8.130 | | 358 | | 68.52 | | 533 | |
Fixed Rate Balloon 15/30 | | 4 | | 321,434.75 | | 1.62 | % | 10.662 | | 177 | | 100.00 | | 665 | |
Total | | 80 | | 19,797,585.59 | | 100.00 | % | 7.222 | | 340 | | 82.46 | | 657 | |
Interest Only | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
Interest Only | | 37 | | 12,055,638.51 | | 60.89 | % | 6.773 | | 357 | | 80.82 | | 669 | |
Not Interest Only | | 43 | | 7,741,947.08 | | 39.11 | % | 7.922 | | 313 | | 85.00 | | 639 | |
Total | | 80 | | 19,797,585.59 | | 100.00 | % | 7.222 | | 340 | | 82.46 | | 657 | |
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 Combined Orig LTV | | Weighted Average FICO | |
Prepay Penalty: 0 months | | 3 | | 1,004,000.00 | | 5.07 | % | 7.221 | | 342 | | 81.72 | | 698 | |
Prepay Penalty: 12 months | | 7 | | 1,675,220.99 | | 8.46 | % | 7.141 | | 344 | | 81.35 | | 700 | |
Prepay Penalty: 24 months | | 68 | | 16,662,164.60 | | 84.16 | % | 7.237 | | 339 | | 82.81 | | 652 | |
Prepay Penalty: 36 months | | 2 | | 456,200.00 | | 2.30 | % | 6.986 | | 357 | | 75.34 | | 606 | |
Total | | 80 | | 19,797,585.59 | | 100.00 | % | 7.222 | | 340 | | 82.46 | | 657 | |
Lien | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
First Lien | | 55 | | 17,860,277.92 | | 90.21 | % | 6.968 | | 357 | | 80.58 | | 656 | |
Second Lien | | 25 | | 1,937,307.67 | | 9.79 | % | 9.568 | | 177 | | 99.77 | | 675 | |
Total | | 80 | | 19,797,585.59 | | 100.00 | % | 7.222 | | 340 | | 82.46 | | 657 | |
Documentation Type | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
Full Documentation | | 35 | | 9,977,367.73 | | 50.40 | % | 7.103 | | 348 | | 82.05 | | 640 | |
Stated Documentation | | 45 | | 9,820,217.86 | | 49.60 | % | 7.343 | | 331 | | 82.87 | | 675 | |
Total | | 80 | | 19,797,585.59 | | 100.00 | % | 7.222 | | 340 | | 82.46 | | 657 | |
Loan Purpose | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
Cash Out Refinance | | 16 | | 4,291,081.02 | | 21.67 | % | 7.082 | | 347 | | 81.34 | | 635 | |
Purchase | | 62 | | 14,823,504.57 | | 74.88 | % | 7.279 | | 337 | | 82.47 | | 665 | |
Rate/Term Refinance | | 2 | | 683,000.00 | | 3.45 | % | 6.874 | | 358 | | 89.22 | | 640 | |
Total | | 80 | | 19,797,585.59 | | 100.00 | % | 7.222 | | 340 | | 82.46 | | 657 | |
Property Type | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
3 Units | | 1 | | 247,906.17 | | 1.25 | % | 7.025 | | 356 | | 80.00 | | 672 | |
4 Units | | 4 | | 1,010,966.66 | | 5.11 | % | 7.328 | | 325 | | 83.51 | | 719 | |
PUD | | 6 | | 2,141,349.79 | | 10.82 | % | 7.479 | | 355 | | 80.34 | | 649 | |
Single Family | | 69 | | 16,397,362.97 | | 82.83 | % | 7.185 | | 339 | | 82.71 | | 654 | |
Total | | 80 | | 19,797,585.59 | | 100.00 | % | 7.222 | | 340 | | 82.46 | | 657 | |
Occupancy Status | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
Non-owner | | 1 | | 136,000.00 | | 0.69 | % | 6.755 | | 358 | | 42.50 | | 792 | |
Primary | | 76 | | 18,991,235.80 | | 95.93 | % | 7.214 | | 339 | | 82.79 | | 657 | |
Second Home | | 3 | | 670,349.79 | | 3.39 | % | 7.554 | | 347 | | 81.21 | | 639 | |
Total | | 80 | | 19,797,585.59 | | 100.00 | % | 7.222 | | 340 | | 82.46 | | 657 | |
State | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
California | | 80 | | 19,797,585.59 | | 100.00 | % | 7.222 | | 340 | | 82.46 | | 657 | |
Total | | 80 | | 19,797,585.59 | | 100.00 | % | 7.222 | | 340 | | 82.46 | | 657 | |
Gross Margin | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
4.000 - 4.499 | | 1 | | 242,390.00 | | 1.26 | % | 5.305 | | 358 | | 79.91 | | 750 | |
5.000 - 5.499 | | 12 | | 4,131,990.00 | | 21.42 | % | 6.301 | | 357 | | 80.41 | | 665 | |
5.500 - 5.999 | | 23 | | 7,182,070.00 | | 37.23 | % | 6.754 | | 358 | | 80.39 | | 670 | |
6.000 - 6.499 | | 10 | | 3,623,856.66 | | 18.79 | % | 7.086 | | 352 | | 79.70 | | 666 | |
6.500 - 6.999 | | 5 | | 1,219,000.00 | | 6.32 | % | 7.799 | | 348 | | 81.03 | | 607 | |
7.000 - 7.499 | | 5 | | 525,764.75 | | 2.73 | % | 8.919 | | 242 | | 92.85 | | 644 | |
7.500 - 7.999 | | 4 | | 685,251.70 | | 3.55 | % | 9.031 | | 313 | | 88.89 | | 618 | |
8.000 - 8.499 | | 6 | | 658,569.22 | | 3.41 | % | 9.230 | | 263 | | 90.43 | | 621 | |
8.500 - 8.999 | | 8 | | 981,258.51 | | 5.09 | % | 9.845 | | 256 | | 99.54 | | 624 | |
9.000 - 9.499 | | 1 | | 41,000.00 | | 0.21 | % | 10.125 | | 177 | | 100.00 | | 627 | |
Total | | 75 | | 19,291,150.84 | | 100.00 | % | 7.156 | | 342 | | 82.30 | | 658 | |
Minimum Interest Rate | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
5.000 - 5.499 | | 1 | | 242,390.00 | | 1.26 | % | 5.305 | | 358 | | 79.91 | | 750 | |
6.000 - 6.499 | | 12 | | 4,131,990.00 | | 21.42 | % | 6.301 | | 357 | | 80.41 | | 665 | |
6.500 - 6.999 | | 23 | | 7,182,070.00 | | 37.23 | % | 6.754 | | 358 | | 80.39 | | 670 | |
7.000 - 7.499 | | 10 | | 3,623,856.66 | | 18.79 | % | 7.086 | | 352 | | 79.70 | | 666 | |
7.500 - 7.999 | | 5 | | 1,219,000.00 | | 6.32 | % | 7.799 | | 348 | | 81.03 | | 607 | |
8.000 - 8.499 | | 2 | | 291,000.00 | | 1.51 | % | 8.378 | | 294 | | 87.08 | | 618 | |
8.500 - 8.999 | | 2 | | 511,881.70 | | 2.65 | % | 8.723 | | 358 | | 85.13 | | 615 | |
9.000 - 9.499 | | 8 | | 812,333.97 | | 4.21 | % | 9.257 | | 247 | | 92.24 | | 636 | |
9.500 - 9.999 | | 11 | | 1,235,628.51 | | 6.41 | % | 9.868 | | 240 | | 99.64 | | 625 | |
10.000 -10.499 | | 1 | | 41,000.00 | | 0.21 | % | 10.125 | | 177 | | 100.00 | | 627 | |
Total | | 75 | | 19,291,150.84 | | 100.00 | % | 7.156 | | 342 | | 82.30 | | 658 | |
Maximum Interest Rate | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
12.000 -12.499 | | 1 | | 242,390.00 | | 1.26 | % | 5.305 | | 358 | | 79.91 | | 750 | |
13.000 -13.499 | | 12 | | 4,131,990.00 | | 21.42 | % | 6.301 | | 357 | | 80.41 | | 665 | |
13.500 -13.999 | | 23 | | 7,182,070.00 | | 37.23 | % | 6.754 | | 358 | | 80.39 | | 670 | |
14.000 -14.499 | | 10 | | 3,623,856.66 | | 18.79 | % | 7.086 | | 352 | | 79.70 | | 666 | |
14.500 -14.999 | | 5 | | 1,219,000.00 | | 6.32 | % | 7.799 | | 348 | | 81.03 | | 607 | |
15.000 -15.499 | | 2 | | 291,000.00 | | 1.51 | % | 8.378 | | 294 | | 87.08 | | 618 | |
15.500 -15.999 | | 2 | | 511,881.70 | | 2.65 | % | 8.723 | | 358 | | 85.13 | | 615 | |
16.000 -16.499 | | 8 | | 812,333.97 | | 4.21 | % | 9.257 | | 247 | | 92.24 | | 636 | |
16.500 -16.999 | | 11 | | 1,235,628.51 | | 6.41 | % | 9.868 | | 240 | | 99.64 | | 625 | |
17.000 -17.499 | | 1 | | 41,000.00 | | 0.21 | % | 10.125 | | 177 | | 100.00 | | 627 | |
Total | | 75 | | 19,291,150.84 | | 100.00 | % | 7.156 | | 342 | | 82.30 | | 658 | |
Initial Periodic Rate Cap | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
2.000 | | 38 | | 12,407,638.51 | | 64.32 | % | 6.773 | | 357 | | 80.80 | | 668 | |
3.000 | | 37 | | 6,883,512.33 | | 35.68 | % | 7.847 | | 315 | | 85.00 | | 642 | |
Total | | 75 | | 19,291,150.84 | | 100.00 | % | 7.156 | | 342 | | 82.30 | | 658 | |
Subsequent Periodic Rate Cap | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
1.500 | | 75 | | 19,291,150.84 | | 100.00 | % | 7.156 | | 342 | | 82.30 | | 658 | |
Total | | 75 | | 19,291,150.84 | | 100.00 | % | 7.156 | | 342 | | 82.30 | | 658 | |
Next Rate Change Date | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
05/01/07 | | 1 | | 440,000.00 | | 2.28 | % | 9.875 | | 354 | | 100.00 | | 575 | |
07/01/07 | | 14 | | 3,171,929.52 | | 16.44 | % | 7.153 | | 329 | | 81.82 | | 692 | |
08/01/07 | | 28 | | 5,863,721.32 | | 30.40 | % | 7.215 | | 329 | | 83.09 | | 656 | |
09/01/07 | | 20 | | 5,945,690.00 | | 30.82 | % | 6.929 | | 351 | | 80.47 | | 650 | |
10/01/07 | | 11 | | 3,598,610.00 | | 18.65 | % | 7.177 | | 359 | | 82.46 | | 658 | |
07/01/08 | | 1 | | 271,200.00 | | 1.41 | % | 6.205 | | 356 | | 80.00 | | 655 | |
Total | | 75 | | 19,291,150.84 | | 100.00 | % | 7.156 | | 342 | | 82.30 | | 658 | |
MMLT 2005-3
Current Principal Balance | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
0.01 - 50,000.00 | | 50 | | 1,582,198.55 | | 10.58 | % | 9.822 | | 302 | | 91.44 | | 628 | |
50,000.01 - 100,000.00 | | 102 | | 7,366,989.23 | | 49.28 | % | 8.487 | | 358 | | 89.52 | | 623 | |
100,000.01 - 150,000.00 | | 35 | | 4,208,612.48 | | 28.16 | % | 8.185 | | 358 | | 92.56 | | 618 | |
150,000.01 - 200,000.00 | | 8 | | 1,353,780.63 | | 9.06 | % | 8.155 | | 358 | | 94.94 | | 607 | |
200,000.01 - 250,000.00 | | 2 | | 436,390.00 | | 2.92 | % | 8.164 | | 358 | | 94.64 | | 670 | |
Total | | 197 | | 14,947,970.89 | | 100.00 | % | 8.504 | | 352 | | 91.22 | | 622 | |
Current Gross Rate | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
5.500 - 5.999 | | 1 | | 75,900.10 | | 0.51 | % | 5.880 | | 357 | | 80.00 | | 653 | |
6.000 - 6.499 | | 1 | | 187,000.00 | | 1.25 | % | 6.415 | | 358 | | 100.00 | | 664 | |
6.500 - 6.999 | | 12 | | 1,194,038.77 | | 7.99 | % | 6.656 | | 358 | | 83.85 | | 640 | |
7.000 - 7.499 | | 15 | | 1,508,261.89 | | 10.09 | % | 7.164 | | 358 | | 89.86 | | 629 | |
7.500 - 7.999 | | 28 | | 2,532,164.15 | | 16.94 | % | 7.731 | | 358 | | 92.00 | | 648 | |
8.000 - 8.499 | | 32 | | 2,486,378.56 | | 16.63 | % | 8.188 | | 357 | | 90.08 | | 633 | |
8.500 - 8.999 | | 29 | | 2,276,570.61 | | 15.23 | % | 8.734 | | 358 | | 90.92 | | 619 | |
9.000 - 9.499 | | 23 | | 1,831,891.15 | | 12.26 | % | 9.322 | | 358 | | 92.68 | | 594 | |
9.500 - 9.999 | | 17 | | 1,183,371.45 | | 7.92 | % | 9.712 | | 350 | | 94.49 | | 608 | |
10.000 -10.499 | | 10 | | 565,082.78 | | 3.78 | % | 10.268 | | 342 | | 91.95 | | 577 | |
10.500 -10.999 | | 6 | | 528,345.63 | | 3.53 | % | 10.590 | | 357 | | 92.57 | | 581 | |
11.000 -11.499 | | 13 | | 323,523.53 | | 2.16 | % | 11.266 | | 240 | | 99.89 | | 604 | |
11.500 -11.999 | | 3 | | 108,542.72 | | 0.73 | % | 11.919 | | 295 | | 90.25 | | 586 | |
12.000 -12.499 | | 1 | | 23,966.56 | | 0.16 | % | 12.250 | | 236 | | 100.00 | | 642 | |
12.500 -12.999 | | 1 | | 22,980.00 | | 0.15 | % | 12.990 | | 177 | | 100.00 | | 629 | |
13.000 -13.499 | | 2 | | 38,495.40 | | 0.26 | % | 13.363 | | 177 | | 100.00 | | 634 | |
14.000 -14.499 | | 2 | | 32,957.59 | | 0.22 | % | 14.250 | | 177 | | 100.00 | | 611 | |
14.500 -14.999 | | 1 | | 28,500.00 | | 0.19 | % | 14.750 | | 178 | | 100.00 | | 606 | |
Total | | 197 | | 14,947,970.89 | | 100.00 | % | 8.504 | | 352 | | 91.22 | | 622 | |
FICO | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
525-549 | | 7 | | 527,911.68 | | 3.53 | % | 9.676 | | 358 | | 81.03 | | 533 | |
550-574 | | 8 | | 619,071.72 | | 4.14 | % | 9.950 | | 358 | | 84.24 | | 561 | |
575-599 | | 32 | | 2,749,204.47 | | 18.39 | % | 9.111 | | 357 | | 92.19 | | 585 | |
600-624 | | 60 | | 4,276,466.18 | | 28.61 | % | 8.657 | | 347 | | 90.31 | | 609 | |
625-649 | | 47 | | 3,338,945.52 | | 22.34 | % | 8.239 | | 349 | | 91.50 | | 636 | |
650-674 | | 23 | | 1,787,253.24 | | 11.96 | % | 7.491 | | 351 | | 93.99 | | 659 | |
675-699 | | 10 | | 763,518.10 | | 5.11 | % | 7.574 | | 358 | | 94.25 | | 685 | |
700+ | | 10 | | 885,599.98 | | 5.92 | % | 8.015 | | 358 | | 94.35 | | 720 | |
Total | | 197 | | 14,947,970.89 | | 100.00 | % | 8.504 | | 352 | | 91.22 | | 622 | |
Combined Original LTV | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
0.01- 49.99 | | 1 | | 29,979.73 | | 0.20 | % | 7.965 | | 357 | | 42.86 | | 579 | |
50.00- 54.99 | | 1 | | 39,974.31 | | 0.27 | % | 8.215 | | 356 | | 54.05 | | 575 | |
70.00- 74.99 | | 2 | | 143,471.84 | | 0.96 | % | 8.174 | | 357 | | 73.23 | | 590 | |
75.00- 79.99 | | 7 | | 416,479.01 | | 2.79 | % | 8.183 | | 358 | | 78.27 | | 604 | |
80.00 | | 45 | | 3,517,761.82 | | 23.53 | % | 7.894 | | 358 | | 80.00 | | 613 | |
85.00- 89.99 | | 14 | | 1,040,278.68 | | 6.96 | % | 9.152 | | 358 | | 86.20 | | 602 | |
90.00- 94.99 | | 33 | | 2,851,280.17 | | 19.07 | % | 8.285 | | 358 | | 90.37 | | 628 | |
95.00- 99.99 | | 8 | | 665,955.24 | | 4.46 | % | 8.256 | | 342 | | 96.10 | | 625 | |
100.00 | | 86 | | 6,242,790.09 | | 41.76 | % | 8.900 | | 345 | | 100.00 | | 630 | |
Total | | 197 | | 14,947,970.89 | | 100.00 | % | 8.504 | | 352 | | 91.22 | | 622 | |
Original Term (months) | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
180.000 | | 22 | | 448,276.14 | | 3.00 | % | 11.709 | | 177 | | 99.92 | | 624 | |
240.000 | | 2 | | 48,518.63 | | 0.32 | % | 11.681 | | 236 | | 100.00 | | 632 | |
360.000 | | 173 | | 14,451,176.12 | | 96.68 | % | 8.394 | | 358 | | 90.92 | | 622 | |
Total | | 197 | | 14,947,970.89 | | 100.00 | % | 8.504 | | 352 | | 91.22 | | 622 | |
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 Combined Orig LTV | | Weighted Average FICO | |
121-180 | | 22 | | 448,276.14 | | 3.00 | % | 11.709 | | 177 | | 99.92 | | 624 | |
181-240 | | 2 | | 48,518.63 | | 0.32 | % | 11.681 | | 236 | | 100.00 | | 632 | |
301-360 | | 173 | | 14,451,176.12 | | 96.68 | % | 8.394 | | 358 | | 90.92 | | 622 | |
Total | | 197 | | 14,947,970.89 | | 100.00 | % | 8.504 | | 352 | | 91.22 | | 622 | |
Debt Ratio | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
0.01 -20.00 | | 7 | | 609,690.00 | | 4.08 | % | 8.090 | | 358 | | 97.95 | | 657 | |
20.01 -25.00 | | 19 | | 1,249,117.38 | | 8.36 | % | 8.920 | | 358 | | 89.76 | | 613 | |
25.01 -30.00 | | 10 | | 620,079.80 | | 4.15 | % | 8.816 | | 357 | | 88.69 | | 614 | |
30.01 -35.00 | | 24 | | 1,917,509.01 | | 12.83 | % | 8.278 | | 353 | | 91.20 | | 622 | |
35.01 -40.00 | | 27 | | 1,912,638.05 | | 12.80 | % | 8.987 | | 348 | | 88.43 | | 602 | |
40.01 -45.00 | | 39 | | 3,034,618.64 | | 20.30 | % | 8.382 | | 349 | | 93.86 | | 635 | |
45.01 -50.00 | | 44 | | 3,645,729.05 | | 24.39 | % | 8.424 | | 356 | | 91.24 | | 616 | |
50.01 -55.00 | | 25 | | 1,879,862.75 | | 12.58 | % | 8.295 | | 346 | | 89.20 | | 631 | |
55.01 -60.00 | | 2 | | 78,726.21 | | 0.53 | % | 9.814 | | 304 | | 96.45 | | 637 | |
Total | | 197 | | 14,947,970.89 | | 100.00 | % | 8.504 | | 352 | | 91.22 | | 622 | |
FRM/ARM | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
ARM | | 159 | | 13,317,049.71 | | 89.09 | % | 8.335 | | 358 | | 91.09 | | 622 | |
Fixed Rate | | 38 | | 1,630,921.18 | | 10.91 | % | 9.882 | | 304 | | 92.27 | | 623 | |
Total | | 197 | | 14,947,970.89 | | 100.00 | % | 8.504 | | 352 | | 91.22 | | 622 | |
Product | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
2/28 6 Mo LIBOR ARM | | 127 | | 10,194,435.95 | | 68.20 | % | 8.459 | | 358 | | 90.71 | | 622 | |
2/28 6 Mo LIBOR ARM BALLOON | | 25 | | 2,369,447.39 | | 15.85 | % | 8.185 | | 358 | | 93.74 | | 620 | |
2/28 6 Mo LIBOR ARM IO | | 4 | | 469,520.06 | | 3.14 | % | 7.169 | | 357 | | 86.17 | | 628 | |
3/27 6 Mo LIBOR ARM | | 3 | | 283,646.31 | | 1.90 | % | 7.066 | | 358 | | 90.98 | | 637 | |
Fixed Rate | | 12 | | 909,973.20 | | 6.09 | % | 9.478 | | 351 | | 90.06 | | 625 | |
Fixed Rate Balloon 15/30 | | 22 | | 448,276.14 | | 3.00 | % | 11.709 | | 177 | | 99.92 | | 624 | |
Fixed Rate Balloon 30/40 | | 4 | | 272,671.84 | | 1.82 | % | 8.225 | | 357 | | 87.09 | | 618 | |
Total | | 197 | | 14,947,970.89 | | 100.00 | % | 8.504 | | 352 | | 91.22 | | 622 | |
Interest Only | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
Interest Only | | 4 | | 469,520.06 | | 3.14 | % | 7.169 | | 357 | | 86.17 | | 628 | |
Not Interest Only | | 193 | | 14,478,450.83 | | 96.86 | % | 8.547 | | 352 | | 91.39 | | 622 | |
Total | | 197 | | 14,947,970.89 | | 100.00 | % | 8.504 | | 352 | | 91.22 | | 622 | |
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 Combined Orig LTV | | Weighted Average FICO | |
Prepay Penalty: 0 months | | 2 | | 203,790.53 | | 1.36 | % | 8.432 | | 357 | | 95.61 | | 624 | |
Prepay Penalty: 12 months | | 1 | | 24,552.07 | | 0.16 | % | 11.125 | | 236 | | 100.00 | | 622 | |
Prepay Penalty: 24 months | | 173 | | 12,958,563.76 | | 86.69 | % | 8.483 | | 351 | | 91.31 | | 622 | |
Prepay Penalty: 36 months | | 21 | | 1,761,064.53 | | 11.78 | % | 8.633 | | 356 | | 89.92 | | 622 | |
Total | | 197 | | 14,947,970.89 | | 100.00 | % | 8.504 | | 352 | | 91.22 | | 622 | |
Lien | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
First Lien | | 173 | | 14,451,176.12 | | 96.68 | % | 8.394 | | 358 | | 90.92 | | 622 | |
Second Lien | | 24 | | 496,794.77 | | 3.32 | % | 11.706 | | 183 | | 99.93 | | 624 | |
Total | | 197 | | 14,947,970.89 | | 100.00 | % | 8.504 | | 352 | | 91.22 | | 622 | |
Documentation Type | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
Full Documentation | | 190 | | 14,217,367.56 | | 95.11 | % | 8.511 | | 351 | | 90.85 | | 619 | |
Stated Documentation | | 7 | | 730,603.33 | | 4.89 | % | 8.363 | | 358 | | 98.49 | | 684 | |
Total | | 197 | | 14,947,970.89 | | 100.00 | % | 8.504 | | 352 | | 91.22 | | 622 | |
Loan Purpose | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
Cash Out Refinance | | 39 | | 3,026,075.20 | | 20.24 | % | 8.525 | | 352 | | 89.82 | | 619 | |
Purchase | | 152 | | 11,341,023.85 | | 75.87 | % | 8.517 | | 351 | | 91.58 | | 624 | |
Rate/Term Refinance | | 6 | | 580,871.84 | | 3.89 | % | 8.151 | | 358 | | 91.58 | | 607 | |
Total | | 197 | | 14,947,970.89 | | 100.00 | % | 8.504 | | 352 | | 91.22 | | 622 | |
Property Type | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
2 Units | | 7 | | 598,007.83 | | 4.00 | % | 8.389 | | 357 | | 88.49 | | 631 | |
4 Units | | 2 | | 296,969.04 | | 1.99 | % | 8.816 | | 358 | | 90.00 | | 663 | |
Condominium | | 6 | | 331,209.72 | | 2.22 | % | 9.085 | | 343 | | 90.58 | | 614 | |
PUD | | 9 | | 809,137.12 | | 5.41 | % | 8.054 | | 341 | | 88.72 | | 622 | |
Single Family | | 173 | | 12,912,647.18 | | 86.38 | % | 8.515 | | 352 | | 91.55 | | 621 | |
Total | | 197 | | 14,947,970.89 | | 100.00 | % | 8.504 | | 352 | | 91.22 | | 622 | |
Occupancy Status | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
Non-owner | | 24 | | 1,669,399.22 | | 11.17 | % | 8.208 | | 358 | | 87.64 | | 667 | |
Primary | | 173 | | 13,278,571.67 | | 88.83 | % | 8.541 | | 351 | | 91.67 | | 617 | |
Total | | 197 | | 14,947,970.89 | | 100.00 | % | 8.504 | | 352 | | 91.22 | | 622 | |
State | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
Arkansas | | 1 | | 116,000.00 | | 0.78 | % | 6.755 | | 358 | | 80.00 | | 602 | |
Florida | | 4 | | 465,000.00 | | 3.11 | % | 7.727 | | 345 | | 93.66 | | 621 | |
Indiana | | 54 | | 3,559,969.12 | | 23.82 | % | 8.529 | | 354 | | 89.96 | | 627 | |
Iowa | | 2 | | 129,236.28 | | 0.86 | % | 9.290 | | 357 | | 96.73 | | 596 | |
Michigan | | 42 | | 3,095,007.04 | | 20.71 | % | 8.858 | | 352 | | 89.70 | | 607 | |
Mississippi | | 3 | | 181,780.92 | | 1.22 | % | 10.292 | | 358 | | 96.19 | | 608 | |
North Carolina | | 1 | | 159,057.49 | | 1.06 | % | 8.700 | | 357 | | 100.00 | | 601 | |
Ohio | | 68 | | 5,213,942.52 | | 34.88 | % | 8.465 | | 350 | | 91.67 | | 628 | |
Pennsylvania | | 4 | | 307,249.00 | | 2.06 | % | 7.837 | | 358 | | 95.21 | | 653 | |
South Dakota | | 7 | | 694,093.69 | | 4.64 | % | 8.413 | | 352 | | 93.90 | | 624 | |
Tennessee | | 8 | | 630,834.83 | | 4.22 | % | 8.683 | | 347 | | 90.24 | | 600 | |
Texas | | 1 | | 187,000.00 | | 1.25 | % | 6.415 | | 358 | | 100.00 | | 664 | |
West Virginia | | 2 | | 208,800.00 | | 1.40 | % | 6.939 | | 358 | | 90.73 | | 640 | |
Total | | 197 | | 14,947,970.89 | | 100.00 | % | 8.504 | | 352 | | 91.22 | | 622 | |
Gross Margin | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
4.500 - 4.999 | | 1 | | 75,900.10 | | 0.57 | % | 5.880 | | 357 | | 80.00 | | 653 | |
5.000 - 5.499 | | 1 | | 187,000.00 | | 1.40 | % | 6.415 | | 358 | | 100.00 | | 664 | |
5.500 - 5.999 | | 12 | | 1,194,038.77 | | 8.97 | % | 6.656 | | 358 | | 83.85 | | 640 | |
6.000 - 6.499 | | 15 | | 1,508,261.89 | | 11.33 | % | 7.164 | | 358 | | 89.86 | | 629 | |
6.500 - 6.999 | | 25 | | 2,257,292.31 | | 16.95 | % | 7.727 | | 358 | | 92.01 | | 647 | |
7.000 - 7.499 | | 31 | | 2,341,478.56 | | 17.58 | % | 8.188 | | 357 | | 89.90 | | 635 | |
7.500 - 7.999 | | 28 | | 2,032,480.61 | | 15.26 | % | 8.794 | | 358 | | 91.07 | | 616 | |
8.000 - 8.499 | | 23 | | 1,779,821.15 | | 13.36 | % | 9.388 | | 358 | | 94.21 | | 592 | |
8.500 - 8.999 | | 12 | | 1,171,649.60 | | 8.80 | % | 9.545 | | 357 | | 93.55 | | 601 | |
9.000 - 9.499 | | 6 | | 398,390.97 | | 2.99 | % | 10.315 | | 357 | | 90.56 | | 571 | |
9.500 - 9.999 | | 2 | | 194,601.91 | | 1.46 | % | 10.621 | | 356 | | 100.00 | | 584 | |
10.000 -10.499 | | 2 | | 105,583.84 | | 0.79 | % | 11.450 | | 358 | | 100.00 | | 586 | |
10.500 -10.999 | | 1 | | 70,550.00 | | 0.53 | % | 11.880 | | 358 | | 85.00 | | 563 | |
Total | | 159 | | 13,317,049.71 | | 100.00 | % | 8.335 | | 358 | | 91.09 | | 622 | |
Minimum Interest Rate | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
5.500 - 5.999 | | 1 | | 75,900.10 | | 0.57 | % | 5.880 | | 357 | | 80.00 | | 653 | |
6.000 - 6.499 | | 1 | | 187,000.00 | | 1.40 | % | 6.415 | | 358 | | 100.00 | | 664 | |
6.500 - 6.999 | | 12 | | 1,194,038.77 | | 8.97 | % | 6.656 | | 358 | | 83.85 | | 640 | |
7.000 - 7.499 | | 15 | | 1,508,261.89 | | 11.33 | % | 7.164 | | 358 | | 89.86 | | 629 | |
7.500 - 7.999 | | 25 | | 2,257,292.31 | | 16.95 | % | 7.727 | | 358 | | 92.01 | | 647 | |
8.000 - 8.499 | | 30 | | 2,274,878.56 | | 17.08 | % | 8.175 | | 357 | | 89.90 | | 634 | |
8.500 - 8.999 | | 28 | | 2,211,770.61 | | 16.61 | % | 8.740 | | 358 | | 91.24 | | 620 | |
9.000 - 9.499 | | 21 | | 1,694,391.15 | | 12.72 | % | 9.332 | | 358 | | 93.98 | | 592 | |
9.500 - 9.999 | | 12 | | 982,453.32 | | 7.38 | % | 9.707 | | 357 | | 94.00 | | 594 | |
10.000 -10.499 | | 8 | | 518,090.97 | | 3.89 | % | 10.281 | | 357 | | 91.22 | | 571 | |
10.500 -10.999 | | 3 | | 236,838.19 | | 1.78 | % | 10.600 | | 356 | | 98.22 | | 585 | |
11.000 -11.499 | | 2 | | 105,583.84 | | 0.79 | % | 11.450 | | 358 | | 100.00 | | 586 | |
11.500 -11.999 | | 1 | | 70,550.00 | | 0.53 | % | 11.880 | | 358 | | 85.00 | | 563 | |
Total | | 159 | | 13,317,049.71 | | 100.00 | % | 8.335 | | 358 | | 91.09 | | 622 | |
Maximum Interest Rate | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
12.500 -12.999 | | 1 | | 75,900.10 | | 0.57 | % | 5.880 | | 357 | | 80.00 | | 653 | |
13.000 -13.499 | | 1 | | 187,000.00 | | 1.40 | % | 6.415 | | 358 | | 100.00 | | 664 | |
13.500 -13.999 | | 12 | | 1,194,038.77 | | 8.97 | % | 6.656 | | 358 | | 83.85 | | 640 | |
14.000 -14.499 | | 15 | | 1,508,261.89 | | 11.33 | % | 7.164 | | 358 | | 89.86 | | 629 | |
14.500 -14.999 | | 25 | | 2,257,292.31 | | 16.95 | % | 7.727 | | 358 | | 92.01 | | 647 | |
15.000 -15.499 | | 30 | | 2,274,878.56 | | 17.08 | % | 8.175 | | 357 | | 89.90 | | 634 | |
15.500 -15.999 | | 28 | | 2,211,770.61 | | 16.61 | % | 8.740 | | 358 | | 91.24 | | 620 | |
16.000 -16.499 | | 21 | | 1,694,391.15 | | 12.72 | % | 9.332 | | 358 | | 93.98 | | 592 | |
16.500 -16.999 | | 12 | | 982,453.32 | | 7.38 | % | 9.707 | | 357 | | 94.00 | | 594 | |
17.000 -17.499 | | 8 | | 518,090.97 | | 3.89 | % | 10.281 | | 357 | | 91.22 | | 571 | |
17.500 -17.999 | | 3 | | 236,838.19 | | 1.78 | % | 10.600 | | 356 | | 98.22 | | 585 | |
18.000 -18.499 | | 2 | | 105,583.84 | | 0.79 | % | 11.450 | | 358 | | 100.00 | | 586 | |
18.500 -18.999 | | 1 | | 70,550.00 | | 0.53 | % | 11.880 | | 358 | | 85.00 | | 563 | |
Total | | 159 | | 13,317,049.71 | | 100.00 | % | 8.335 | | 358 | | 91.09 | | 622 | |
Initial Periodic Rate Cap | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
2.000 | | 4 | | 469,520.06 | | 3.53 | % | 7.169 | | 357 | | 86.17 | | 628 | |
3.000 | | 155 | | 12,847,529.65 | | 96.47 | % | 8.378 | | 358 | | 91.27 | | 622 | |
Total | | 159 | | 13,317,049.71 | | 100.00 | % | 8.335 | | 358 | | 91.09 | | 622 | |
Subsequent Periodic Rate Cap | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
1.500 | | 159 | | 13,317,049.71 | | 100.00 | % | 8.335 | | 358 | | 91.09 | | 622 | |
Total | | 159 | | 13,317,049.71 | | 100.00 | % | 8.335 | | 358 | | 91.09 | | 622 | |
Next Rate Change Date | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
06/01/07 | | 1 | | 42,236.28 | | 0.32 | % | 10.505 | | 355 | | 90.00 | | 588 | |
07/01/07 | | 28 | | 1,935,553.87 | | 14.53 | % | 8.610 | | 356 | | 91.56 | | 623 | |
08/01/07 | | 40 | | 3,401,518.49 | | 25.54 | % | 8.576 | | 357 | | 92.33 | | 613 | |
09/01/07 | | 61 | | 5,373,674.76 | | 40.35 | % | 8.060 | | 358 | | 91.09 | | 635 | |
09/02/07 | | 1 | | 75,920.00 | | 0.57 | % | 7.005 | | 358 | | 80.00 | | 616 | |
10/01/07 | | 25 | | 2,204,500.00 | | 16.55 | % | 8.562 | | 359 | | 89.20 | | 603 | |
08/01/08 | | 2 | | 131,646.31 | | 0.99 | % | 6.992 | | 357 | | 86.35 | | 647 | |
10/01/08 | | 1 | | 152,000.00 | | 1.14 | % | 7.130 | | 359 | | 95.00 | | 627 | |
Total | | 159 | | 13,317,049.71 | | 100.00 | % | 8.335 | | 358 | | 91.09 | | 622 | |
MMLT 2005-3
Current Principal Balance | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
0.01 - 50,000.00 | | 449 | | 13,367,498.82 | | 34.64 | % | 10.829 | | 177 | | 99.75 | | 643 | |
50,000.01 - 100,000.00 | | 198 | | 14,189,514.51 | | 36.77 | % | 9.981 | | 178 | | 99.64 | | 671 | |
100,000.01 - 150,000.00 | | 66 | | 7,686,653.74 | | 19.92 | % | 9.300 | | 177 | | 99.67 | | 703 | |
150,000.01 - 200,000.00 | | 13 | | 2,173,738.91 | | 5.63 | % | 9.821 | | 177 | | 97.62 | | 681 | |
200,000.01 - 250,000.00 | | 5 | | 1,170,819.77 | | 3.03 | % | 8.184 | | 177 | | 97.56 | | 677 | |
Total | | 731 | | 38,588,225.75 | | 100.00 | % | 10.075 | | 177 | | 99.51 | | 669 | |
Current Gross Rate | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
6.500 - 6.999 | | 1 | | 114,000.00 | | 0.30 | % | 6.999 | | 178 | | 95.00 | | 695 | |
7.000 - 7.499 | | 13 | | 1,227,061.50 | | 3.18 | % | 7.251 | | 177 | | 99.77 | | 737 | |
7.500 - 7.999 | | 23 | | 1,855,911.71 | | 4.81 | % | 7.866 | | 177 | | 99.92 | | 707 | |
8.000 - 8.499 | | 38 | | 3,395,005.37 | | 8.80 | % | 8.284 | | 177 | | 98.50 | | 714 | |
8.500 - 8.999 | | 37 | | 2,661,718.71 | | 6.90 | % | 8.749 | | 177 | | 99.70 | | 707 | |
9.000 - 9.499 | | 90 | | 5,606,081.37 | | 14.53 | % | 9.258 | | 177 | | 99.54 | | 675 | |
9.500 - 9.999 | | 68 | | 4,398,326.00 | | 11.40 | % | 9.809 | | 177 | | 99.49 | | 678 | |
10.000 -10.499 | | 151 | | 7,439,486.09 | | 19.28 | % | 10.204 | | 177 | | 99.86 | | 639 | |
10.500 -10.999 | | 50 | | 2,971,398.80 | | 7.70 | % | 10.672 | | 178 | | 99.10 | | 671 | |
11.000 -11.499 | | 90 | | 2,606,633.19 | | 6.75 | % | 11.194 | | 178 | | 99.76 | | 626 | |
11.500 -11.999 | | 43 | | 1,939,790.53 | | 5.03 | % | 11.811 | | 178 | | 99.94 | | 657 | |
12.000 -12.499 | | 20 | | 846,975.64 | | 2.19 | % | 12.304 | | 178 | | 99.79 | | 650 | |
12.500 -12.999 | | 20 | | 1,036,881.15 | | 2.69 | % | 12.831 | | 181 | | 97.52 | | 651 | |
13.000 -13.499 | | 26 | | 725,170.05 | | 1.88 | % | 13.237 | | 177 | | 100.00 | | 635 | |
13.500 -13.999 | | 17 | | 479,465.45 | | 1.24 | % | 13.720 | | 184 | | 100.00 | | 628 | |
14.000 -14.499 | | 33 | | 976,067.56 | | 2.53 | % | 14.222 | | 177 | | 100.00 | | 614 | |
14.500 -14.999 | | 9 | | 263,984.03 | | 0.68 | % | 14.707 | | 177 | | 100.00 | | 608 | |
15.000 -15.499 | | 2 | | 44,268.60 | | 0.11 | % | 15.028 | | 177 | | 100.00 | | 609 | |
Total | | 731 | | 38,588,225.75 | | 100.00 | % | 10.075 | | 177 | | 99.51 | | 669 | |
FICO | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
600-624 | | 205 | | 6,750,921.10 | | 17.49 | % | 11.299 | | 177 | | 99.91 | | 610 | |
625-649 | | 182 | | 8,225,097.80 | | 21.32 | % | 10.774 | | 178 | | 98.96 | | 634 | |
650-674 | | 122 | | 7,056,937.19 | | 18.29 | % | 10.196 | | 177 | | 99.41 | | 659 | |
675-699 | | 102 | | 7,167,966.32 | | 18.58 | % | 9.519 | | 177 | | 99.40 | | 687 | |
700+ | | 119 | | 9,370,703.34 | | 24.28 | % | 8.914 | | 177 | | 99.85 | | 733 | |
None | | 1 | | 16,600.00 | | 0.04 | % | 11.125 | | 177 | | 100.00 | | 0 | |
Total | | 731 | | 38,588,225.75 | | 100.00 | % | 10.075 | | 177 | | 99.51 | | 669 | |
Combined Original LTV | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
80.01- 84.99 | | 1 | | 174,932.28 | | 0.45 | % | 10.625 | | 176 | | 84.70 | | 631 | |
85.00- 89.99 | | 2 | | 76,941.77 | | 0.20 | % | 9.476 | | 176 | | 86.57 | | 662 | |
90.00- 94.99 | | 9 | | 812,459.59 | | 2.11 | % | 9.611 | | 177 | | 91.05 | | 646 | |
95.00- 99.99 | | 39 | | 2,599,886.44 | | 6.74 | % | 9.591 | | 177 | | 96.94 | | 675 | |
100.00 | | 680 | | 34,924,005.67 | | 90.50 | % | 10.121 | | 177 | | 100.00 | | 669 | |
Total | | 731 | | 38,588,225.75 | | 100.00 | % | 10.075 | | 177 | | 99.51 | | 669 | |
Original Term (months) | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
180.000 | | 724 | | 38,294,956.55 | | 99.24 | % | 10.059 | | 177 | | 99.51 | | 669 | |
240.000 | | 7 | | 293,269.20 | | 0.76 | % | 12.238 | | 236 | | 100.00 | | 637 | |
Total | | 731 | | 38,588,225.75 | | 100.00 | % | 10.075 | | 177 | | 99.51 | | 669 | |
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 Combined Orig LTV | | Weighted Average FICO | |
121-180 | | 724 | | 38,294,956.55 | | 99.24 | % | 10.059 | | 177 | | 99.51 | | 669 | |
181-240 | | 7 | | 293,269.20 | | 0.76 | % | 12.238 | | 236 | | 100.00 | | 637 | |
Total | | 731 | | 38,588,225.75 | | 100.00 | % | 10.075 | | 177 | | 99.51 | | 669 | |
Debt Ratio | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
0.01 -20.00 | | 12 | | 741,480.80 | | 1.92 | % | 8.607 | | 178 | | 97.86 | | 658 | |
20.01 -25.00 | | 22 | | 795,495.43 | | 2.06 | % | 9.848 | | 177 | | 100.00 | | 652 | |
25.01 -30.00 | | 45 | | 1,323,720.31 | | 3.43 | % | 10.756 | | 177 | | 99.77 | | 658 | |
30.01 -35.00 | | 62 | | 2,754,501.92 | | 7.14 | % | 10.221 | | 177 | | 99.24 | | 671 | |
35.01 -40.00 | | 128 | | 6,106,603.68 | | 15.83 | % | 10.329 | | 178 | | 99.78 | | 663 | |
40.01 -45.00 | | 170 | | 10,345,494.86 | | 26.81 | % | 10.126 | | 178 | | 99.46 | | 676 | |
45.01 -50.00 | | 158 | | 9,101,426.84 | | 23.59 | % | 10.066 | | 177 | | 99.46 | | 677 | |
50.01 -55.00 | | 127 | | 7,121,642.64 | | 18.46 | % | 9.777 | | 177 | | 99.56 | | 656 | |
55.01 -60.00 | | 5 | | 238,284.01 | | 0.62 | % | 10.686 | | 177 | | 100.00 | | 646 | |
None | | 2 | | 59,575.26 | | 0.15 | % | 9.412 | | 177 | | 100.00 | | 658 | |
Total | | 731 | | 38,588,225.75 | | 100.00 | % | 10.075 | | 177 | | 99.51 | | 669 | |
FRM/ARM | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
ARM | | 423 | | 27,995,783.64 | | 72.55 | % | 9.452 | | 177 | | 99.41 | | 675 | |
Fixed Rate | | 308 | | 10,592,442.11 | | 27.45 | % | 11.724 | | 178 | | 99.78 | | 651 | |
Total | | 731 | | 38,588,225.75 | | 100.00 | % | 10.075 | | 177 | | 99.51 | | 669 | |
Product | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
2/13 6 Mo LIBOR ARM | | 21 | | 1,543,673.38 | | 4.00 | % | 9.226 | | 177 | | 98.84 | | 667 | |
2/13 6 Mo LIBOR ARM BALLOON | | 402 | | 26,452,110.26 | | 68.55 | % | 9.465 | | 177 | | 99.44 | | 676 | |
Fixed Rate | | 7 | | 293,269.20 | | 0.76 | % | 12.238 | | 236 | | 100.00 | | 637 | |
Fixed Rate Balloon 15/30 | | 301 | | 10,299,172.91 | | 26.69 | % | 11.710 | | 177 | | 99.78 | | 651 | |
Total | | 731 | | 38,588,225.75 | | 100.00 | % | 10.075 | | 177 | | 99.51 | | 669 | |
Interest Only | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
Not Interest Only | | 731 | | 38,588,225.75 | | 100.00 | % | 10.075 | | 177 | | 99.51 | | 669 | |
Total | | 731 | | 38,588,225.75 | | 100.00 | % | 10.075 | | 177 | | 99.51 | | 669 | |
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 Combined Orig LTV | | Weighted Average FICO | |
Prepay Penalty: 0 months | | 86 | | 6,666,457.50 | | 17.28 | % | 10.501 | | 178 | | 99.50 | | 674 | |
Prepay Penalty: 12 months | | 29 | | 1,975,391.19 | | 5.12 | % | 9.706 | | 178 | | 99.25 | | 685 | |
Prepay Penalty: 24 months | | 604 | | 29,464,758.43 | | 76.36 | % | 9.997 | | 177 | | 99.52 | | 667 | |
Prepay Penalty: 36 months | | 12 | | 481,618.63 | | 1.25 | % | 10.476 | | 177 | | 100.00 | | 633 | |
Total | | 731 | | 38,588,225.75 | | 100.00 | % | 10.075 | | 177 | | 99.51 | | 669 | |
Lien | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
Second Lien | | 731 | | 38,588,225.75 | | 100.00 | % | 10.075 | | 177 | | 99.51 | | 669 | |
Total | | 731 | | 38,588,225.75 | | 100.00 | % | 10.075 | | 177 | | 99.51 | | 669 | |
Documentation Type | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
Full Documentation | | 471 | | 20,923,790.04 | | 54.22 | % | 9.935 | | 177 | | 99.57 | | 650 | |
Stated Documentation | | 260 | | 17,664,435.71 | | 45.78 | % | 10.242 | | 178 | | 99.44 | | 691 | |
Total | | 731 | | 38,588,225.75 | | 100.00 | % | 10.075 | | 177 | | 99.51 | | 669 | |
Loan Purpose | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
Cash Out Refinance | | 71 | | 4,426,677.13 | | 11.47 | % | 9.724 | | 178 | | 98.02 | | 655 | |
Purchase | | 652 | | 33,826,837.14 | | 87.66 | % | 10.117 | | 177 | | 99.71 | | 671 | |
Rate/Term Refinance | | 8 | | 334,711.48 | | 0.87 | % | 10.550 | | 177 | | 99.28 | | 621 | |
Total | | 731 | | 38,588,225.75 | | 100.00 | % | 10.075 | | 177 | | 99.51 | | 669 | |
Property Type | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
2 Units | | 12 | | 746,931.51 | | 1.94 | % | 10.099 | | 177 | | 99.79 | | 687 | |
3 Units | | 51 | | 4,444,079.31 | | 11.52 | % | 10.591 | | 178 | | 100.00 | | 688 | |
4 Units | | 17 | | 1,434,532.99 | | 3.72 | % | 10.092 | | 177 | | 99.77 | | 688 | |
Condominium | | 36 | | 1,691,671.31 | | 4.38 | % | 9.710 | | 178 | | 99.89 | | 674 | |
PUD | | 93 | | 5,525,056.48 | | 14.32 | % | 10.190 | | 177 | | 99.39 | | 659 | |
Single Family | | 522 | | 24,745,954.15 | | 64.13 | % | 9.981 | | 177 | | 99.40 | | 665 | |
Total | | 731 | | 38,588,225.75 | | 100.00 | % | 10.075 | | 177 | | 99.51 | | 669 | |
Occupancy Status | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
Primary | | 702 | | 37,346,063.82 | | 96.78 | % | 10.053 | | 177 | | 99.50 | | 668 | |
Second Home | | 29 | | 1,242,161.93 | | 3.22 | % | 10.741 | | 177 | | 99.80 | | 688 | |
Total | | 731 | | 38,588,225.75 | | 100.00 | % | 10.075 | | 177 | | 99.51 | | 669 | |
State | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
Alabama | | 4 | | 129,237.38 | | 0.33 | % | 11.310 | | 177 | | 100.00 | | 631 | |
Arizona | | 52 | | 2,531,148.57 | | 6.56 | % | 10.159 | | 177 | | 99.19 | | 661 | |
Arkansas | | 4 | | 97,219.81 | | 0.25 | % | 11.485 | | 176 | | 100.00 | | 608 | |
California | | 170 | | 15,189,875.96 | | 39.36 | % | 9.178 | | 177 | | 99.28 | | 690 | |
Colorado | | 17 | | 721,121.26 | | 1.87 | % | 10.188 | | 177 | | 100.00 | | 638 | |
Connecticut | | 10 | | 606,891.76 | | 1.57 | % | 11.716 | | 178 | | 99.25 | | 657 | |
Delaware | | 1 | | 59,974.16 | | 0.16 | % | 10.125 | | 176 | | 100.00 | | 603 | |
District of Columbia | | 1 | | 65,000.00 | | 0.17 | % | 8.375 | | 178 | | 100.00 | | 684 | |
Florida | | 57 | | 2,364,475.80 | | 6.13 | % | 10.780 | | 177 | | 99.84 | | 658 | |
Georgia | | 14 | | 628,407.42 | | 1.63 | % | 11.463 | | 177 | | 100.00 | | 643 | |
Idaho | | 18 | | 544,946.91 | | 1.41 | % | 11.299 | | 177 | | 99.89 | | 641 | |
Illinois | | 24 | | 748,472.88 | | 1.94 | % | 11.041 | | 177 | | 99.79 | | 642 | |
Indiana | | 21 | | 384,459.04 | | 1.00 | % | 11.365 | | 184 | | 100.00 | | 634 | |
Iowa | | 9 | | 171,780.55 | | 0.45 | % | 11.781 | | 177 | | 100.00 | | 613 | |
Kansas | | 9 | | 175,982.35 | | 0.46 | % | 12.537 | | 177 | | 98.63 | | 629 | |
Kentucky | | 4 | | 109,964.33 | | 0.28 | % | 12.287 | | 177 | | 100.00 | | 629 | |
Louisiana | | 9 | | 377,216.21 | | 0.98 | % | 12.142 | | 177 | | 95.20 | | 626 | |
Maryland | | 5 | | 449,139.70 | | 1.16 | % | 9.951 | | 177 | | 100.00 | | 624 | |
Massachusetts | | 25 | | 2,400,672.65 | | 6.22 | % | 10.831 | | 178 | | 99.92 | | 688 | |
Michigan | | 16 | | 512,385.38 | | 1.33 | % | 11.968 | | 177 | | 100.00 | | 632 | |
Minnesota | | 4 | | 159,587.55 | | 0.41 | % | 10.858 | | 177 | | 97.97 | | 684 | |
Mississippi | | 2 | | 39,172.63 | | 0.10 | % | 10.397 | | 176 | | 100.00 | | 648 | |
Missouri | | 22 | | 534,147.54 | | 1.38 | % | 10.956 | | 177 | | 99.73 | | 640 | |
Montana | | 2 | | 57,401.90 | | 0.15 | % | 8.197 | | 176 | | 100.00 | | 744 | |
Nebraska | | 4 | | 91,999.39 | | 0.24 | % | 11.169 | | 187 | | 100.00 | | 604 | |
Nevada | | 22 | | 1,141,565.46 | | 2.96 | % | 10.627 | | 177 | | 99.69 | | 678 | |
New Hampshire | | 1 | | 48,600.00 | | 0.13 | % | 10.125 | | 177 | | 100.00 | | 605 | |
New Jersey | | 9 | | 442,597.46 | | 1.15 | % | 11.176 | | 185 | | 99.31 | | 669 | |
New Mexico | | 4 | | 112,502.76 | | 0.29 | % | 9.610 | | 177 | | 100.00 | | 683 | |
Ohio | | 28 | | 643,401.44 | | 1.67 | % | 11.226 | | 177 | | 100.00 | | 628 | |
Oklahoma | | 10 | | 203,649.03 | | 0.53 | % | 12.705 | | 177 | | 99.39 | | 624 | |
Oregon | | 43 | | 1,807,223.09 | | 4.68 | % | 9.739 | | 177 | | 99.75 | | 648 | |
Pennsylvania | | 12 | | 306,006.12 | | 0.79 | % | 11.102 | | 179 | | 99.78 | | 626 | |
Rhode Island | | 16 | | 931,166.64 | | 2.41 | % | 10.567 | | 177 | | 100.00 | | 675 | |
South Dakota | | 4 | | 67,150.64 | | 0.17 | % | 10.475 | | 177 | | 97.69 | | 641 | |
Tennessee | | 5 | | 133,220.00 | | 0.35 | % | 10.815 | | 177 | | 100.00 | | 637 | |
Texas | | 5 | | 271,385.04 | | 0.70 | % | 9.728 | | 176 | | 100.00 | | 677 | |
Utah | | 29 | | 1,040,286.27 | | 2.70 | % | 10.401 | | 177 | | 100.00 | | 643 | |
Virginia | | 6 | | 436,354.54 | | 1.13 | % | 9.444 | | 178 | | 98.82 | | 667 | |
Washington | | 30 | | 1,735,364.78 | | 4.50 | % | 10.095 | | 177 | | 99.84 | | 650 | |
West Virginia | | 1 | | 43,898.95 | | 0.11 | % | 9.625 | | 177 | | 100.00 | | 655 | |
Wisconsin | | 2 | | 73,172.40 | | 0.19 | % | 10.745 | | 176 | | 100.00 | | 670 | |
Total | | 731 | | 38,588,225.75 | | 100.00 | % | 10.075 | | 177 | | 99.51 | | 669 | |
Gross Margin | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
5.500 - 5.999 | | 2 | | 224,923.61 | | 0.80 | % | 7.431 | | 177 | | 97.47 | | 687 | |
6.000 - 6.499 | | 15 | | 1,390,561.50 | | 4.97 | % | 7.360 | | 177 | | 99.45 | | 733 | |
6.500 - 6.999 | | 23 | | 1,824,943.25 | | 6.52 | % | 7.909 | | 177 | | 99.92 | | 710 | |
7.000 - 7.499 | | 42 | | 3,839,284.79 | | 13.71 | % | 8.512 | | 177 | | 98.80 | | 706 | |
7.500 - 7.999 | | 38 | | 2,912,012.97 | | 10.40 | % | 9.051 | | 177 | | 99.72 | | 690 | |
8.000 - 8.499 | | 93 | | 5,835,384.17 | | 20.84 | % | 9.379 | | 177 | | 99.56 | | 670 | |
8.500 - 8.999 | | 45 | | 3,743,207.14 | | 13.37 | % | 9.929 | | 177 | | 98.75 | | 680 | |
9.000 - 9.499 | | 112 | | 5,155,686.27 | | 18.42 | % | 10.190 | | 177 | | 99.86 | | 631 | |
9.500 - 9.999 | | 24 | | 1,664,455.54 | | 5.95 | % | 10.636 | | 177 | | 100.00 | | 661 | |
10.000 -10.499 | | 15 | | 735,283.44 | | 2.63 | % | 11.465 | | 177 | | 100.00 | | 653 | |
10.500 -10.999 | | 2 | | 104,371.88 | | 0.37 | % | 11.767 | | 177 | | 100.00 | | 671 | |
11.000 -11.499 | | 2 | | 65,490.65 | | 0.23 | % | 12.125 | | 177 | | 100.00 | | 633 | |
11.500 -11.999 | | 1 | | 175,000.00 | | 0.63 | % | 12.875 | | 177 | | 90.00 | | 630 | |
12.000+ | | 9 | | 325,178.43 | | 1.16 | % | 13.500 | | 176 | | 100.00 | | 625 | |
Total | | 423 | | 27,995,783.64 | | 100.00 | % | 9.452 | | 177 | | 99.41 | | 675 | |
Minimum Interest Rate | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
6.500 - 6.999 | | 1 | | 114,000.00 | | 0.41 | % | 6.999 | | 178 | | 95.00 | | 695 | |
7.000 - 7.499 | | 13 | | 1,227,061.50 | | 4.38 | % | 7.251 | | 177 | | 99.77 | | 737 | |
7.500 - 7.999 | | 23 | | 1,855,911.71 | | 6.63 | % | 7.866 | | 177 | | 99.92 | | 707 | |
8.000 - 8.499 | | 37 | | 3,359,070.25 | | 12.00 | % | 8.284 | | 177 | | 98.48 | | 714 | |
8.500 - 8.999 | | 30 | | 2,225,462.58 | | 7.95 | % | 8.733 | | 177 | | 99.64 | | 704 | |
9.000 - 9.499 | | 88 | | 5,546,889.78 | | 19.81 | % | 9.258 | | 177 | | 99.54 | | 675 | |
9.500 - 9.999 | | 48 | | 3,833,747.72 | | 13.69 | % | 9.817 | | 177 | | 99.47 | | 677 | |
10.000 -10.499 | | 126 | | 6,376,813.39 | | 22.78 | % | 10.203 | | 177 | | 99.89 | | 634 | |
10.500 -10.999 | | 27 | | 1,982,502.31 | | 7.08 | % | 10.634 | | 177 | | 98.65 | | 660 | |
11.000 -11.499 | | 13 | | 617,283.44 | | 2.20 | % | 11.257 | | 177 | | 100.00 | | 656 | |
11.500 -11.999 | | 3 | | 173,371.88 | | 0.62 | % | 11.810 | | 177 | | 100.00 | | 663 | |
12.000 -12.499 | | 3 | | 155,490.65 | | 0.56 | % | 12.270 | | 178 | | 100.00 | | 635 | |
12.500 -12.999 | | 1 | | 175,000.00 | | 0.63 | % | 12.875 | | 177 | | 90.00 | | 630 | |
13.000 -13.499 | | 6 | | 212,276.21 | | 0.76 | % | 13.125 | | 176 | | 100.00 | | 630 | |
13.500 -13.999 | | 2 | | 71,785.75 | | 0.26 | % | 13.625 | | 176 | | 100.00 | | 629 | |
14.000 -14.499 | | 1 | | 46,720.00 | | 0.17 | % | 14.250 | | 177 | | 100.00 | | 606 | |
14.500 -14.999 | | 1 | | 22,396.47 | | 0.08 | % | 14.625 | | 176 | | 100.00 | | 600 | |
Total | | 423 | | 27,995,783.64 | | 100.00 | % | 9.452 | | 177 | | 99.41 | | 675 | |
Maximum Interest Rate | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
13.500 -13.999 | | 1 | | 114,000.00 | | 0.41 | % | 6.999 | | 178 | | 95.00 | | 695 | |
14.000 -14.499 | | 14 | | 1,259,041.50 | | 4.50 | % | 7.331 | | 177 | | 99.78 | | 734 | |
14.500 -14.999 | | 23 | | 1,855,911.71 | | 6.63 | % | 7.866 | | 177 | | 99.92 | | 707 | |
15.000 -15.499 | | 37 | | 3,359,070.25 | | 12.00 | % | 8.284 | | 177 | | 98.48 | | 714 | |
15.500 -15.999 | | 30 | | 2,225,462.58 | | 7.95 | % | 8.733 | | 177 | | 99.64 | | 704 | |
16.000 -16.499 | | 88 | | 5,546,889.78 | | 19.81 | % | 9.258 | | 177 | | 99.54 | | 675 | |
16.500 -16.999 | | 48 | | 3,833,747.72 | | 13.69 | % | 9.817 | | 177 | | 99.47 | | 677 | |
17.000 -17.499 | | 125 | | 6,344,833.39 | | 22.66 | % | 10.202 | | 177 | | 99.89 | | 634 | |
17.500 -17.999 | | 27 | | 1,982,502.31 | | 7.08 | % | 10.634 | | 177 | | 98.65 | | 660 | |
18.000 -18.499 | | 13 | | 617,283.44 | | 2.20 | % | 11.257 | | 177 | | 100.00 | | 656 | |
18.500 -18.999 | | 3 | | 173,371.88 | | 0.62 | % | 11.810 | | 177 | | 100.00 | | 663 | |
19.000 -19.499 | | 3 | | 155,490.65 | | 0.56 | % | 12.270 | | 178 | | 100.00 | | 635 | |
19.500 -19.999 | | 1 | | 175,000.00 | | 0.63 | % | 12.875 | | 177 | | 90.00 | | 630 | |
20.000 -20.499 | | 6 | | 212,276.21 | | 0.76 | % | 13.125 | | 176 | | 100.00 | | 630 | |
20.500 -20.999 | | 2 | | 71,785.75 | | 0.26 | % | 13.625 | | 176 | | 100.00 | | 629 | |
21.000+ | | 2 | | 69,116.47 | | 0.25 | % | 14.372 | | 177 | | 100.00 | | 604 | |
Total | | 423 | | 27,995,783.64 | | 100.00 | % | 9.452 | | 177 | | 99.41 | | 675 | |
Initial Periodic Rate Cap | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
3.000 | | 423 | | 27,995,783.64 | | 100.00 | % | 9.452 | | 177 | | 99.41 | | 675 | |
Total | | 423 | | 27,995,783.64 | | 100.00 | % | 9.452 | | 177 | | 99.41 | | 675 | |
Subsequent Periodic Rate Cap | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
1.500 | | 423 | | 27,995,783.64 | | 100.00 | % | 9.452 | | 177 | | 99.41 | | 675 | |
Total | | 423 | | 27,995,783.64 | | 100.00 | % | 9.452 | | 177 | | 99.41 | | 675 | |
Next Rate Change Date | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
05/01/07 | | 3 | | 177,626.43 | | 0.63 | % | 9.993 | | 174 | | 100.00 | | 669 | |
06/01/07 | | 3 | | 366,862.60 | | 1.31 | % | 10.658 | | 175 | | 100.00 | | 643 | |
07/01/07 | | 176 | | 11,696,039.40 | | 41.78 | % | 9.389 | | 176 | | 99.45 | | 681 | |
08/01/07 | | 184 | | 11,865,065.21 | | 42.38 | % | 9.473 | | 177 | | 99.30 | | 670 | |
09/01/07 | | 24 | | 1,587,890.00 | | 5.67 | % | 9.239 | | 178 | | 99.52 | | 671 | |
10/01/07 | | 33 | | 2,302,300.00 | | 8.22 | % | 9.575 | | 179 | | 99.52 | | 681 | |
Total | | 423 | | 27,995,783.64 | | 100.00 | % | 9.452 | | 177 | | 99.41 | | 675 | |
MMLT 2005-3
Combined Original LTV (incl silent secs) | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV (incl silent secs) | | Weighted Average FICO | |
70.00- 74.99 | | 1 | | 660,000.00 | | 0.32 | % | 9.755 | | 358 | | 73.08 | | 622 | |
75.00- 79.99 | | 1 | | 148,000.00 | | 0.07 | % | 7.130 | | 357 | | 79.40 | | 630 | |
80.01- 84.99 | | 1 | | 700,000.00 | | 0.34 | % | 7.130 | | 358 | | 82.04 | | 608 | |
85.00- 89.99 | | 3 | | 632,400.00 | | 0.30 | % | 7.027 | | 358 | | 86.92 | | 643 | |
90.00- 94.99 | | 17 | | 4,129,696.36 | | 1.98 | % | 7.229 | | 358 | | 90.96 | | 656 | |
95.00- 99.99 | | 90 | | 19,232,885.12 | | 9.21 | % | 7.239 | | 358 | | 96.85 | | 659 | |
100.00 | | 936 | | 183,392,371.61 | | 87.79 | % | 7.245 | | 357 | | 100.00 | | 666 | |
Total | | 1,049 | | 208,895,353.09 | | 100.00 | % | 7.251 | | 357 | | 99.33 | | 665 | |
MMLT 2005-3
Current Principal Balance | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
0.01 - 50,000.00 | | 21 | | 841,015.22 | | 0.40 | % | 8.873 | | 357 | | 80.04 | | 614 | |
50,000.01 - 100,000.00 | | 256 | | 19,429,622.34 | | 9.30 | % | 8.075 | | 357 | | 81.23 | | 627 | |
100,000.01 - 150,000.00 | | 234 | | 28,906,752.99 | | 13.84 | % | 7.491 | | 357 | | 80.21 | | 638 | |
150,000.01 - 200,000.00 | | 163 | | 28,449,908.09 | | 13.62 | % | 7.075 | | 357 | | 80.17 | | 653 | |
200,000.01 - 250,000.00 | | 109 | | 24,575,460.98 | | 11.76 | % | 7.181 | | 358 | | 80.30 | | 663 | |
250,000.01 - 300,000.00 | | 64 | | 17,496,665.44 | | 8.38 | % | 7.217 | | 358 | | 80.36 | | 674 | |
300,000.01 - 350,000.00 | | 41 | | 13,262,515.68 | | 6.35 | % | 7.167 | | 358 | | 80.35 | | 666 | |
350,000.01 - 400,000.00 | | 47 | | 17,563,041.78 | | 8.41 | % | 6.968 | | 357 | | 80.00 | | 675 | |
400,000.01 - 450,000.00 | | 36 | | 15,316,254.70 | | 7.33 | % | 7.136 | | 358 | | 79.92 | | 696 | |
450,000.01 - 500,000.00 | | 24 | | 11,355,842.66 | | 5.44 | % | 7.050 | | 357 | | 80.00 | | 700 | |
500,000.01 - 550,000.00 | | 20 | | 10,437,690.00 | | 5.00 | % | 6.894 | | 358 | | 79.99 | | 696 | |
550,000.01 - 600,000.00 | | 16 | | 9,172,706.70 | | 4.39 | % | 7.006 | | 358 | | 79.45 | | 692 | |
600,000.01 - 650,000.00 | | 7 | | 4,360,676.51 | | 2.09 | % | 7.111 | | 358 | | 80.00 | | 661 | |
650,000.01 - 700,000.00 | | 8 | | 5,452,000.00 | | 2.61 | % | 7.356 | | 358 | | 75.94 | | 682 | |
700,000.01 - 750,000.00 | | 2 | | 1,477,200.00 | | 0.71 | % | 6.786 | | 356 | | 77.46 | | 670 | |
750,000.01 - 800,000.00 | | 1 | | 798,000.00 | | 0.38 | % | 7.055 | | 358 | | 79.96 | | 724 | |
Total | | 1,049 | | 208,895,353.09 | | 100.00 | % | 7.251 | | 357 | | 80.10 | | 665 | |
Current Gross Rate | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
5.000 - 5.499 | | 5 | | 1,339,990.00 | | 0.64 | % | 5.377 | | 357 | | 79.98 | | 700 | |
5.500 - 5.999 | | 28 | | 8,259,991.34 | | 3.95 | % | 5.750 | | 358 | | 80.00 | | 700 | |
6.000 - 6.499 | | 86 | | 23,628,644.72 | | 11.31 | % | 6.281 | | 357 | | 79.90 | | 675 | |
6.500 - 6.999 | | 273 | | 64,411,632.60 | | 30.83 | % | 6.763 | | 358 | | 79.78 | | 670 | |
7.000 - 7.499 | | 202 | | 40,161,963.60 | | 19.23 | % | 7.159 | | 357 | | 79.88 | | 654 | |
7.500 - 7.999 | | 144 | | 28,223,215.66 | | 13.51 | % | 7.752 | | 358 | | 80.13 | | 669 | |
8.000 - 8.499 | | 137 | | 20,930,229.18 | | 10.02 | % | 8.187 | | 357 | | 80.69 | | 672 | |
8.500 - 8.999 | | 91 | | 12,877,333.98 | | 6.16 | % | 8.672 | | 357 | | 81.63 | | 648 | |
9.000 - 9.499 | | 46 | | 5,171,768.95 | | 2.48 | % | 9.182 | | 357 | | 80.87 | | 611 | |
9.500 - 9.999 | | 20 | | 2,620,994.24 | | 1.25 | % | 9.761 | | 358 | | 78.41 | | 595 | |
10.000 -10.499 | | 9 | | 764,824.74 | | 0.37 | % | 10.262 | | 356 | | 81.78 | | 581 | |
11.000 -11.499 | | 4 | | 273,377.00 | | 0.13 | % | 11.114 | | 358 | | 81.18 | | 591 | |
11.500 -11.999 | | 4 | | 231,387.08 | | 0.11 | % | 11.706 | | 358 | | 83.45 | | 554 | |
Total | | 1,049 | | 208,895,353.09 | | 100.00 | % | 7.251 | | 357 | | 80.10 | | 665 | |
FICO | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
525-549 | | 15 | | 1,330,891.79 | | 0.64 | % | 9.649 | | 357 | | 81.64 | | 538 | |
550-574 | | 15 | | 1,918,520.93 | | 0.92 | % | 9.287 | | 358 | | 85.59 | | 558 | |
575-599 | | 22 | | 2,417,201.24 | | 1.16 | % | 8.413 | | 358 | | 88.26 | | 582 | |
600-624 | | 310 | | 44,027,559.63 | | 21.08 | % | 7.434 | | 357 | | 79.76 | | 611 | |
625-649 | | 227 | | 42,172,130.29 | | 20.19 | % | 7.177 | | 357 | | 80.10 | | 635 | |
650-674 | | 149 | | 31,399,682.18 | | 15.03 | % | 7.255 | | 357 | | 80.02 | | 660 | |
675-699 | | 140 | | 35,255,099.14 | | 16.88 | % | 7.169 | | 358 | | 79.83 | | 687 | |
700+ | | 170 | | 50,316,667.89 | | 24.09 | % | 7.007 | | 358 | | 79.99 | | 736 | |
None | | 1 | | 57,600.00 | | 0.03 | % | 11.130 | | 357 | | 80.00 | | 0 | |
Total | | 1,049 | | 208,895,353.09 | | 100.00 | % | 7.251 | | 357 | | 80.10 | | 665 | |
Combined Original LTV | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
60.00- 64.99 | | 2 | | 808,000.00 | | 0.39 | % | 9.274 | | 358 | | 63.47 | | 623 | |
70.00- 74.99 | | 4 | | 2,226,800.82 | | 1.07 | % | 6.947 | | 358 | | 72.36 | | 652 | |
75.00- 79.99 | | 42 | | 7,959,299.01 | | 3.81 | % | 7.079 | | 358 | | 78.76 | | 675 | |
80.00 | | 941 | | 191,316,271.20 | | 91.58 | % | 7.203 | | 357 | | 80.00 | | 667 | |
80.01- 84.99 | | 2 | | 132,435.37 | | 0.06 | % | 8.205 | | 358 | | 84.65 | | 621 | |
85.00- 89.99 | | 22 | | 2,365,391.51 | | 1.13 | % | 9.279 | | 358 | | 86.56 | | 567 | |
90.00- 94.99 | | 32 | | 3,429,321.46 | | 1.64 | % | 8.341 | | 357 | | 90.13 | | 626 | |
95.00- 99.99 | | 4 | | 657,833.72 | | 0.31 | % | 8.724 | | 357 | | 95.00 | | 591 | |
Total | | 1,049 | | 208,895,353.09 | | 100.00 | % | 7.251 | | 357 | | 80.10 | | 665 | |
Original Term (months) | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
180.000 | | 1 | | 66,400.00 | | 0.03 | % | 8.880 | | 177 | | 80.00 | | 624 | |
360.000 | | 1,048 | | 208,828,953.09 | | 99.97 | % | 7.251 | | 358 | | 80.10 | | 665 | |
Total | | 1,049 | | 208,895,353.09 | | 100.00 | % | 7.251 | | 357 | | 80.10 | | 665 | |
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 Combined Orig LTV | | Weighted Average FICO | |
121-180 | | 1 | | 66,400.00 | | 0.03 | % | 8.880 | | 177 | | 80.00 | | 624 | |
301-360 | | 1,048 | | 208,828,953.09 | | 99.97 | % | 7.251 | | 358 | | 80.10 | | 665 | |
Total | | 1,049 | | 208,895,353.09 | | 100.00 | % | 7.251 | | 357 | | 80.10 | | 665 | |
Debt Ratio | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
0.01 -20.00 | | 19 | | 5,435,994.38 | | 2.60 | % | 7.217 | | 358 | | 78.29 | | 652 | |
20.01 -25.00 | | 32 | | 3,817,738.61 | | 1.83 | % | 7.550 | | 357 | | 80.59 | | 654 | |
25.01 -30.00 | | 70 | | 10,023,633.19 | | 4.80 | % | 7.516 | | 357 | | 78.56 | | 650 | |
30.01 -35.00 | | 102 | | 15,490,303.95 | | 7.42 | % | 7.308 | | 357 | | 80.40 | | 661 | |
35.01 -40.00 | | 170 | | 29,658,261.92 | | 14.20 | % | 7.340 | | 357 | | 80.31 | | 662 | |
40.01 -45.00 | | 252 | | 57,440,783.44 | | 27.50 | % | 7.251 | | 358 | | 80.06 | | 674 | |
45.01 -50.00 | | 251 | | 55,334,398.60 | | 26.49 | % | 7.344 | | 357 | | 80.31 | | 672 | |
50.01 -55.00 | | 150 | | 31,204,058.91 | | 14.94 | % | 6.866 | | 358 | | 80.19 | | 649 | |
55.01 -60.00 | | 2 | | 284,352.98 | | 0.14 | % | 6.550 | | 357 | | 80.00 | | 602 | |
None | | 1 | | 205,827.11 | | 0.10 | % | 6.880 | | 357 | | 80.00 | | 643 | |
Total | | 1,049 | | 208,895,353.09 | | 100.00 | % | 7.251 | | 357 | | 80.10 | | 665 | |
FRM/ARM | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
ARM | | 1,031 | | 207,306,461.37 | | 99.24 | % | 7.239 | | 358 | | 80.09 | | 665 | |
Fixed Rate | | 18 | | 1,588,891.72 | | 0.76 | % | 8.779 | | 350 | | 81.22 | | 626 | |
Total | | 1,049 | | 208,895,353.09 | | 100.00 | % | 7.251 | | 357 | | 80.10 | | 665 | |
Product | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
2/28 6 Mo LIBOR ARM | | 458 | | 59,469,132.45 | | 28.47 | % | 7.688 | | 358 | | 80.42 | | 643 | |
2/28 6 Mo LIBOR ARM BALLOON | | 211 | | 41,755,179.51 | | 19.99 | % | 7.310 | | 358 | | 80.27 | | 656 | |
2/28 6 Mo LIBOR ARM IO | | 346 | | 102,996,572.88 | | 49.31 | % | 6.962 | | 357 | | 79.83 | | 683 | |
3/27 6 Mo LIBOR ARM | | 9 | | 1,073,456.53 | | 0.51 | % | 6.892 | | 357 | | 80.00 | | 664 | |
3/27 6 Mo LIBOR ARM IO | | 6 | | 1,911,200.00 | | 0.91 | % | 6.877 | | 357 | | 80.00 | | 625 | |
5/25 6 Mo LIBOR ARM | | 1 | | 100,920.00 | | 0.05 | % | 7.255 | | 357 | | 80.00 | | 650 | |
Fixed Rate | | 14 | | 1,211,911.67 | | 0.58 | % | 8.872 | | 348 | | 81.60 | | 627 | |
Fixed Rate Balloon 30/40 | | 4 | | 376,980.05 | | 0.18 | % | 8.481 | | 357 | | 80.00 | | 625 | |
Total | | 1,049 | | 208,895,353.09 | | 100.00 | % | 7.251 | | 357 | | 80.10 | | 665 | |
Interest Only | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
Interest Only | | 352 | | 104,907,772.88 | | 50.22 | % | 6.960 | | 357 | | 79.83 | | 681 | |
Not Interest Only | | 697 | | 103,987,580.21 | | 49.78 | % | 7.544 | | 357 | | 80.37 | | 648 | |
Total | | 1,049 | | 208,895,353.09 | | 100.00 | % | 7.251 | | 357 | | 80.10 | | 665 | |
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 Combined Orig LTV | | Weighted Average FICO | |
Prepay Penalty: 0 months | | 110 | | 27,743,034.33 | | 13.28 | % | 7.758 | | 357 | | 80.11 | | 673 | |
Prepay Penalty: 12 months | | 52 | | 16,034,410.44 | | 7.68 | % | 7.395 | | 357 | | 78.58 | | 688 | |
Prepay Penalty: 24 months | | 852 | | 159,926,701.99 | | 76.56 | % | 7.142 | | 358 | | 80.24 | | 662 | |
Prepay Penalty: 36 months | | 35 | | 5,191,206.33 | | 2.49 | % | 7.465 | | 355 | | 80.42 | | 641 | |
Total | | 1,049 | | 208,895,353.09 | | 100.00 | % | 7.251 | | 357 | | 80.10 | | 665 | |
Lien | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
First Lien | | 1,049 | | 208,895,353.09 | | 100.00 | % | 7.251 | | 357 | | 80.10 | | 665 | |
Total | | 1,049 | | 208,895,353.09 | | 100.00 | % | 7.251 | | 357 | | 80.10 | | 665 | |
Documentation Type | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
Full Documentation | | 694 | | 113,790,687.79 | | 54.47 | % | 7.135 | | 357 | | 80.22 | | 641 | |
Stated Documentation | | 355 | | 95,104,665.30 | | 45.53 | % | 7.389 | | 358 | | 79.95 | | 693 | |
Total | | 1,049 | | 208,895,353.09 | | 100.00 | % | 7.251 | | 357 | | 80.10 | | 665 | |
Loan Purpose | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
Cash Out Refinance | | 88 | | 20,831,807.40 | | 9.97 | % | 6.923 | | 357 | | 79.39 | | 644 | |
Purchase | | 946 | | 184,912,488.73 | | 88.52 | % | 7.289 | | 358 | | 80.18 | | 668 | |
Rate/Term Refinance | | 15 | | 3,151,056.96 | | 1.51 | % | 7.194 | | 358 | | 79.86 | | 629 | |
Total | | 1,049 | | 208,895,353.09 | | 100.00 | % | 7.251 | | 357 | | 80.10 | | 665 | |
Property Type | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
2 Units | | 24 | | 4,209,584.30 | | 2.02 | % | 7.690 | | 357 | | 82.08 | | 666 | |
3 Units | | 62 | | 20,901,890.81 | | 10.01 | % | 7.977 | | 357 | | 80.00 | | 687 | |
4 Units | | 31 | | 11,365,347.66 | | 5.44 | % | 7.590 | | 358 | | 80.44 | | 708 | |
Condominium | | 37 | | 6,802,872.78 | | 3.26 | % | 7.305 | | 358 | | 80.29 | | 673 | |
PUD | | 153 | | 35,753,925.07 | | 17.12 | % | 6.963 | | 358 | | 79.95 | | 664 | |
Single Family | | 742 | | 129,861,732.47 | | 62.17 | % | 7.167 | | 357 | | 80.05 | | 657 | |
Total | | 1,049 | | 208,895,353.09 | | 100.00 | % | 7.251 | | 357 | | 80.10 | | 665 | |
Occupancy Status | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
Non-owner | | 17 | | 1,561,818.02 | | 0.75 | % | 8.265 | | 358 | | 89.67 | | 660 | |
Primary | | 989 | | 198,097,174.36 | | 94.83 | % | 7.233 | | 357 | | 80.04 | | 664 | |
Second Home | | 43 | | 9,236,360.71 | | 4.42 | % | 7.465 | | 358 | | 79.75 | | 688 | |
Total | | 1,049 | | 208,895,353.09 | | 100.00 | % | 7.251 | | 357 | | 80.10 | | 665 | |
State | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
Alabama | | 6 | | 549,682.52 | | 0.26 | % | 7.387 | | 357 | | 80.99 | | 612 | |
Arizona | | 80 | | 14,334,835.00 | | 6.86 | % | 6.982 | | 358 | | 79.44 | | 672 | |
Arkansas | | 6 | | 537,403.38 | | 0.26 | % | 7.573 | | 358 | | 80.94 | | 619 | |
California | | 203 | | 77,118,066.51 | | 36.92 | % | 6.819 | | 358 | | 79.75 | | 684 | |
Colorado | | 27 | | 4,831,640.20 | | 2.31 | % | 6.798 | | 358 | | 80.35 | | 634 | |
Connecticut | | 10 | | 2,329,119.52 | | 1.11 | % | 7.880 | | 357 | | 80.00 | | 670 | |
Delaware | | 1 | | 239,715.70 | | 0.11 | % | 6.755 | | 356 | | 80.00 | | 603 | |
District of Columbia | | 3 | | 750,300.00 | | 0.36 | % | 8.417 | | 358 | | 83.54 | | 668 | |
Florida | | 87 | | 14,427,959.48 | | 6.91 | % | 7.538 | | 357 | | 79.84 | | 663 | |
Georgia | | 34 | | 6,322,812.75 | | 3.03 | % | 7.674 | | 357 | | 80.80 | | 649 | |
Idaho | | 18 | | 2,208,069.72 | | 1.06 | % | 7.601 | | 358 | | 80.00 | | 635 | |
Illinois | | 35 | | 5,014,947.37 | | 2.40 | % | 7.832 | | 358 | | 81.41 | | 641 | |
Indiana | | 48 | | 3,738,378.38 | | 1.79 | % | 8.145 | | 358 | | 81.21 | | 621 | |
Iowa | | 18 | | 1,478,101.01 | | 0.71 | % | 7.850 | | 358 | | 81.61 | | 608 | |
Kansas | | 19 | | 2,286,856.04 | | 1.09 | % | 7.750 | | 358 | | 80.76 | | 638 | |
Kentucky | | 12 | | 1,231,466.45 | | 0.59 | % | 8.332 | | 357 | | 81.16 | | 600 | |
Louisiana | | 13 | | 1,486,210.84 | | 0.71 | % | 7.517 | | 357 | | 80.00 | | 630 | |
Maryland | | 9 | | 2,415,189.11 | | 1.16 | % | 7.119 | | 358 | | 80.00 | | 650 | |
Massachusetts | | 34 | | 11,134,168.43 | | 5.33 | % | 8.076 | | 358 | | 80.20 | | 688 | |
Michigan | | 28 | | 2,874,847.65 | | 1.38 | % | 8.097 | | 358 | | 81.54 | | 621 | |
Minnesota | | 5 | | 714,560.00 | | 0.34 | % | 8.174 | | 357 | | 80.00 | | 654 | |
Mississippi | | 3 | | 249,605.74 | | 0.12 | % | 9.413 | | 356 | | 85.01 | | 607 | |
Missouri | | 31 | | 3,283,015.95 | | 1.57 | % | 7.682 | | 358 | | 80.35 | | 647 | |
Montana | | 2 | | 281,224.90 | | 0.13 | % | 7.831 | | 357 | | 80.00 | | 642 | |
Nebraska | | 9 | | 692,711.31 | | 0.33 | % | 8.117 | | 341 | | 81.95 | | 622 | |
Nevada | | 27 | | 6,488,260.04 | | 3.11 | % | 6.939 | | 358 | | 79.99 | | 676 | |
New Hampshire | | 2 | | 398,320.00 | | 0.19 | % | 6.475 | | 358 | | 80.00 | | 627 | |
New Jersey | | 8 | | 1,892,566.04 | | 0.91 | % | 8.081 | | 358 | | 80.00 | | 693 | |
New Mexico | | 11 | | 1,179,414.08 | | 0.56 | % | 7.311 | | 357 | | 79.95 | | 636 | |
New York | | 1 | | 57,600.00 | | 0.03 | % | 8.380 | | 358 | | 80.00 | | 600 | |
North Carolina | | 3 | | 608,805.43 | | 0.29 | % | 8.427 | | 358 | | 82.14 | | 696 | |
Ohio | | 45 | | 4,408,134.84 | | 2.11 | % | 7.992 | | 358 | | 82.20 | | 622 | |
Oklahoma | | 16 | | 1,403,220.64 | | 0.67 | % | 8.207 | | 358 | | 81.64 | | 626 | |
Oregon | | 55 | | 10,212,793.26 | | 4.89 | % | 6.781 | | 358 | | 80.00 | | 647 | |
Pennsylvania | | 21 | | 2,216,114.90 | | 1.06 | % | 7.978 | | 357 | | 80.46 | | 625 | |
Rhode Island | | 14 | | 3,346,164.95 | | 1.60 | % | 7.875 | | 357 | | 80.00 | | 680 | |
South Carolina | | 1 | | 145,389.07 | | 0.07 | % | 6.930 | | 355 | | 80.00 | | 795 | |
South Dakota | | 8 | | 717,837.15 | | 0.34 | % | 7.380 | | 358 | | 80.00 | | 640 | |
Tennessee | | 14 | | 1,455,940.39 | | 0.70 | % | 8.555 | | 358 | | 81.41 | | 616 | |
Texas | | 5 | | 436,000.00 | | 0.21 | % | 7.607 | | 358 | | 80.00 | | 621 | |
Utah | | 37 | | 5,513,300.25 | | 2.64 | % | 7.517 | | 358 | | 80.30 | | 659 | |
Virginia | | 9 | | 1,669,718.33 | | 0.80 | % | 7.169 | | 358 | | 76.62 | | 655 | |
Washington | | 28 | | 5,757,754.80 | | 2.76 | % | 6.743 | | 358 | | 80.00 | | 644 | |
West Virginia | | 1 | | 96,800.00 | | 0.05 | % | 6.505 | | 358 | | 80.00 | | 614 | |
Wisconsin | | 1 | | 111,130.96 | | 0.05 | % | 8.380 | | 356 | | 80.00 | | 687 | |
Wyoming | | 1 | | 249,200.00 | | 0.12 | % | 9.255 | | 359 | | 80.00 | | 615 | |
Total | | 1,049 | | 208,895,353.09 | | 100.00 | % | 7.251 | | 357 | | 80.10 | | 665 | |
Gross Margin | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
4.000 - 4.499 | | 5 | | 1,339,990.00 | | 0.65 | % | 5.377 | | 357 | | 79.98 | | 700 | |
4.500 - 4.999 | | 28 | | 8,259,991.34 | | 3.98 | % | 5.750 | | 358 | | 80.00 | | 700 | |
5.000 - 5.499 | | 86 | | 23,628,644.72 | | 11.40 | % | 6.281 | | 357 | | 79.90 | | 675 | |
5.500 - 5.999 | | 275 | | 64,717,232.60 | | 31.22 | % | 6.768 | | 358 | | 79.78 | | 670 | |
6.000 - 6.499 | | 205 | | 41,032,473.60 | | 19.79 | % | 7.192 | | 357 | | 80.00 | | 655 | |
6.500 - 6.999 | | 142 | | 27,926,516.26 | | 13.47 | % | 7.768 | | 358 | | 80.16 | | 669 | |
7.000 - 7.499 | | 132 | | 20,170,324.68 | | 9.73 | % | 8.185 | | 357 | | 80.67 | | 672 | |
7.500 - 7.999 | | 85 | | 11,868,257.53 | | 5.72 | % | 8.672 | | 357 | | 81.11 | | 650 | |
8.000 - 8.499 | | 45 | | 5,099,313.17 | | 2.46 | % | 9.206 | | 357 | | 80.88 | | 607 | |
8.500 - 8.999 | | 14 | | 2,198,848.65 | | 1.06 | % | 9.667 | | 358 | | 78.67 | | 600 | |
9.000 - 9.499 | | 8 | | 711,304.74 | | 0.34 | % | 10.281 | | 356 | | 81.91 | | 579 | |
10.000 -10.499 | | 2 | | 122,177.00 | | 0.06 | % | 11.064 | | 356 | | 82.64 | | 571 | |
10.500 -10.999 | | 4 | | 231,387.08 | | 0.11 | % | 11.706 | | 358 | | 83.45 | | 554 | |
Total | | 1,031 | | 207,306,461.37 | | 100.00 | % | 7.239 | | 358 | | 80.09 | | 665 | |
Minimum Interest Rate | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
5.000 - 5.499 | | 5 | | 1,339,990.00 | | 0.65 | % | 5.377 | | 357 | | 79.98 | | 700 | |
5.500 - 5.999 | | 28 | | 8,259,991.34 | | 3.98 | % | 5.750 | | 358 | | 80.00 | | 700 | |
6.000 - 6.499 | | 86 | | 23,628,644.72 | | 11.40 | % | 6.281 | | 357 | | 79.90 | | 675 | |
6.500 - 6.999 | | 273 | | 64,411,632.60 | | 31.07 | % | 6.763 | | 358 | | 79.78 | | 670 | |
7.000 - 7.499 | | 200 | | 39,938,923.60 | | 19.27 | % | 7.159 | | 357 | | 79.88 | | 655 | |
7.500 - 7.999 | | 142 | | 28,041,060.67 | | 13.53 | % | 7.753 | | 358 | | 80.13 | | 669 | |
8.000 - 8.499 | | 134 | | 20,694,748.90 | | 9.98 | % | 8.187 | | 357 | | 80.65 | | 673 | |
8.500 - 8.999 | | 87 | | 12,591,767.53 | | 6.07 | % | 8.672 | | 357 | | 81.66 | | 648 | |
9.000 - 9.499 | | 43 | | 4,901,368.95 | | 2.36 | % | 9.174 | | 357 | | 80.91 | | 610 | |
9.500 - 9.999 | | 18 | | 2,379,944.24 | | 1.15 | % | 9.765 | | 358 | | 77.79 | | 593 | |
10.000 -10.499 | | 9 | | 764,824.74 | | 0.37 | % | 10.262 | | 356 | | 81.78 | | 581 | |
11.000 -11.499 | | 2 | | 122,177.00 | | 0.06 | % | 11.064 | | 356 | | 82.64 | | 571 | |
11.500 -11.999 | | 4 | | 231,387.08 | | 0.11 | % | 11.706 | | 358 | | 83.45 | | 554 | |
Total | | 1,031 | | 207,306,461.37 | | 100.00 | % | 7.239 | | 358 | | 80.09 | | 665 | |
Maximum Interest Rate | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
11.500 -11.999 | | 1 | | 71,556.67 | | 0.03 | % | 8.505 | | 357 | | 80.00 | | 637 | |
12.000 -12.499 | | 5 | | 1,339,990.00 | | 0.65 | % | 5.377 | | 357 | | 79.98 | | 700 | |
12.500 -12.999 | | 28 | | 8,259,991.34 | | 3.98 | % | 5.750 | | 358 | | 80.00 | | 700 | |
13.000 -13.499 | | 86 | | 23,628,644.72 | | 11.40 | % | 6.281 | | 357 | | 79.90 | | 675 | |
13.500 -13.999 | | 273 | | 64,411,632.60 | | 31.07 | % | 6.763 | | 358 | | 79.78 | | 670 | |
14.000 -14.499 | | 200 | | 39,938,923.60 | | 19.27 | % | 7.159 | | 357 | | 79.88 | | 655 | |
14.500 -14.999 | | 142 | | 28,041,060.67 | | 13.53 | % | 7.753 | | 358 | | 80.13 | | 669 | |
15.000 -15.499 | | 134 | | 20,694,748.90 | | 9.98 | % | 8.187 | | 357 | | 80.65 | | 673 | |
15.500 -15.999 | | 86 | | 12,520,210.86 | | 6.04 | % | 8.673 | | 357 | | 81.67 | | 648 | |
16.000 -16.499 | | 43 | | 4,901,368.95 | | 2.36 | % | 9.174 | | 357 | | 80.91 | | 610 | |
16.500 -16.999 | | 18 | | 2,379,944.24 | | 1.15 | % | 9.765 | | 358 | | 77.79 | | 593 | |
17.000 -17.499 | | 9 | | 764,824.74 | | 0.37 | % | 10.262 | | 356 | | 81.78 | | 581 | |
18.000 -18.499 | | 2 | | 122,177.00 | | 0.06 | % | 11.064 | | 356 | | 82.64 | | 571 | |
18.500 -18.999 | | 4 | | 231,387.08 | | 0.11 | % | 11.706 | | 358 | | 83.45 | | 554 | |
Total | | 1,031 | | 207,306,461.37 | | 100.00 | % | 7.239 | | 358 | | 80.09 | | 665 | |
Initial Periodic Rate Cap | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
2.000 | | 353 | | 105,259,772.88 | | 50.77 | % | 6.960 | | 357 | | 79.83 | | 681 | |
3.000 | | 677 | | 101,975,131.82 | | 49.19 | % | 7.527 | | 358 | | 80.35 | | 648 | |
7.000 | | 1 | | 71,556.67 | | 0.03 | % | 8.505 | | 357 | | 80.00 | | 637 | |
Total | | 1,031 | | 207,306,461.37 | | 100.00 | % | 7.239 | | 358 | | 80.09 | | 665 | |
Subsequent Periodic Rate Cap | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
1.500 | | 1,031 | | 207,306,461.37 | | 100.00 | % | 7.239 | | 358 | | 80.09 | | 665 | |
Total | | 1,031 | | 207,306,461.37 | | 100.00 | % | 7.239 | | 358 | | 80.09 | | 665 | |
Next Rate Change Date | | # of Loans | | Current Principal Balance | | Pct by Curr Prin Bal | | Weighted Average Gross Coupon | | Weighted Average Stated Remaining Term | | Weighted Average Combined Orig LTV | | Weighted Average FICO | |
06/01/07 | | 4 | | 1,068,319.38 | | 0.52 | % | 7.879 | | 355 | | 80.00 | | 682 | |
07/01/07 | | 189 | | 39,190,475.89 | | 18.90 | % | 7.330 | | 356 | | 80.24 | | 674 | |
08/01/07 | | 286 | | 50,823,896.44 | | 24.52 | % | 7.250 | | 357 | | 80.13 | | 660 | |
09/01/07 | | 365 | | 74,424,914.13 | | 35.90 | % | 7.210 | | 358 | | 80.02 | | 661 | |
09/02/07 | | 1 | | 75,920.00 | | 0.04 | % | 7.005 | | 358 | | 80.00 | | 616 | |
10/01/07 | | 169 | | 38,224,559.00 | | 18.44 | % | 7.211 | | 359 | | 80.03 | | 670 | |
10/10/07 | | 1 | | 412,800.00 | | 0.20 | % | 6.305 | | 360 | | 80.00 | | 750 | |
07/01/08 | | 4 | | 541,796.43 | | 0.26 | % | 6.825 | | 356 | | 80.00 | | 647 | |
08/01/08 | | 4 | | 1,175,900.10 | | 0.57 | % | 6.720 | | 357 | | 80.00 | | 639 | |
09/01/08 | | 7 | | 1,266,960.00 | | 0.61 | % | 7.058 | | 358 | | 80.00 | | 636 | |
08/01/10 | | 1 | �� | 100,920.00 | | 0.05 | % | 7.255 | | 357 | | 80.00 | | 650 | |
Total | | 1,031 | | 207,306,461.37 | | 100.00 | % | 7.239 | | 358 | | 80.09 | | 665 | |
z_mmlt0503_mkt2 - Stack Price/Yield - Class M7
Declaration
Settle | 11/21/2005 | | |
First Payment | 12/25/2005 | | |
Class M7
Prepay | | 100 PricingSpeed | | | | | | | |
Default | | 2808 SDA | | 2333 SDA | | 2641 SDA | | 2200 SDA | |
WAL for Princ Pmts | | 9.81 | | 10.28 | | 9.99 | | 10.44 | |
Principal Writedown | | 0.13 | % | 0.19 | % | 0.12 | % | 0.26 | % |
Total Collat Loss (Collat Maturity) | | 12.57 | % | 12.78 | % | 11.97 | % | 12.18 | % |
| | | | | | | | | |
LIBOR | | Forward | | Forward | | Forward + 200 | | Forward + 200 | |
Loss Severity | | 55 | % | 65 | % | 55 | % | 65 | % |
| | | | | | | | | |
Prepay | | 65 PricingSpeed | | | | | | | |
Default | | 2600 SDA | | 2187 SDA | | 2562 SDA | | 2165 SDA | |
WAL for Princ Pmts | | 16.04 | | 16.67 | | 16.32 | | 16.94 | |
Principal Writedown | | 0.30 | % | 0.12 | % | 0.21 | % | 0.22 | % |
Total Collat Loss (Collat Maturity) | | 17.16 | % | 17.78 | % | 16.98 | % | 17.66 | % |
| | | | | | | | | |
LIBOR | | Forward | | Forward | | Forward + 200 | | Forward + 200 | |
Loss Severity | | 55 | % | 65 | % | 55 | % | 65 | % |
| | | | | | | | | |
Servicer Advances | | 100 | % | | | | | | |
Liquidation Lag | | 12 | | | | | | | |
Triggers | | FAIL | | | | | | | |
Optional Redemption | | Call (N) | | | | | | | |
z_mmlt0503_mkt2 - Stack Price/Yield
Deerfield
Settle | 11/21/2005 | | |
First Payment | 12/25/2005 | | |
Class M3 | | | |
| | | |
Default | | 23.92 CDR | |
Principal Writedown | | 0.05 | % |
Total Collat Loss (Collat Maturity) | | 17.86 | % |
| | | |
Class M5 | | | |
| | | |
Default | | 18.06 CDR | |
Principal Writedown | | 0.09 | % |
Total Collat Loss (Collat Maturity) | | 14.59 | % |
| | | |
Class M6 | | | |
| | | |
Default | | 15.76 CDR | |
Principal Writedown | | 0.10 | % |
Total Collat Loss (Collat Maturity) | | 13.16 | % |
| | | |
LIBOR | | Forward + 200bps | |
Prepay | | 100 PricingSpeed | |
Loss Severity | | 40 | % |
Servicer Advances | | 100 | % |
Liquidation Lag | | 12 | |
Triggers | | FAIL | |
Optional Redemption | | Call (N) | |
Settle | 11/21/2005 | | |
First Payment | 12/25/2005 | | |
Class M5 | | | |
Default | | 18.06 CDR | |
Principal Writedown | | 0.09 | % |
Total Collat Loss (Collat Maturity) | | 14.59 | % |
| | | |
Class M6 | | | |
Default | | 15.76 CDR | |
Principal Writedown | | 0.10 | % |
Total Collat Loss (Collat Maturity) | | 13.16 | % |
| | | |
LIBOR | | Forward + 200bps | |
Prepay | | 100 PricingSpeed | |
Loss Severity | | 40 | % |
Servicer Advances | | 100 | % |
Liquidation Lag | | 12 | |
Triggers | | FAIL | |
Optional Redemption | | Call (N) | |
z_mmlt0503_mkt2 - Stack Price/Yield - - Class M5
NIR Capital Management
Settle | 11/21/2005 | | |
First Payment | 12/25/2005 | | |
Class M5 | | | | | | | | | |
| | | | | | | | | |
LIBOR | | Forward | | Forward | | Forward - 50bps | | Forward - 50bps | |
| | | | | | | | | |
Default | | 20.47 CDR | | 15.49 CDR | | 21.08 CDR | | 15.92 CDR | |
Principal Writedown | | 0.12 | % | 0.22 | % | 0.24 | % | 0.18 | % |
Total Collat Loss (Collat Maturity) | | 12.00 | % | 12.98 | % | 11.99 | % | 12.93 | % |
| | | | | | | | | |
Prepay (FRM) | | 100 PPC | | 100 PPC | | 200 PPC | | 200 PPC | |
Prepay (ARM) | | 100 PPC | | 100 PPC | | 100 PPC | | 100 PPC | |
Loss Severity | | 30 | % | 40 | % | 30 | % | 40 | % |
| | | | | | | | | |
Servicer Advances | | 0 | % | 0 | % | 0 | % | 0 | % |
Liquidation Lag | | 12 | | 12 | | 12 | | 12 | |
Triggers | | FAIL | | FAIL | | FAIL | | FAIL | |
Optional Redemption | | Call (N) | | Call (N) | | Call (N) | | Call (N) | |
| | | | | | | | | |
LIBOR | | Forward + 100bps | | Forward + 100bps | | Forward + 200 bps | | Forward + 200 bps | |
| | | | | | | | | |
Default | | 19.69 CDR | | 14.95 CDR | | 18.82 CDR | | 14.30 CDR | |
Principal Writedown | | 0.09 | % | 0.43 | % | 0.31 | % | 0.41 | % |
Total Collat Loss (Collat Maturity) | | 11.77 | % | 12.77 | % | 11.53 | % | 12.53 | % |
| | | | | | | | | |
Prepay (FRM) | | 75 PPC | | 75 PPC | | 50 PPC | | 50 PPC | |
Prepay (ARM) | | 100 PPC | | 100 PPC | | 100 PPC | | 100 PPC | |
Loss Severity | | 30 | % | 40 | % | 30 | % | 40 | % |
| | | | | | | | | |
Servicer Advances | | 0 | % | 0 | % | 0 | % | 0 | % |
Liquidation Lag | | 12 | | 12 | | 12 | | 12 | |
Triggers | | FAIL | | FAIL | | FAIL | | FAIL | |
Optional Redemption | | Call (N) | | Call (N) | | Call (N) | | Call (N) | |
z_mmlt0503_mkt2 - Stack Price/Yield - Class M6
Settle | 11/21/2005 | | |
First Payment | 12/25/2005 | | |
Class M6
Force Failed Triggers
Loss Severity | | 40 | % | 40 | % | 40 | % |
| | | | | | | |
Default | | 15.54 CDR | | 14.91 CDR | | 16.02 CDR | |
WAL for Princ Pmts | | 12.97 | | 13.24 | | 10.58 | |
Principal Writedown | | 0.53 | % | 0.13 | % | 0.24 | % |
Total Collat Loss (Collat Maturity) | | 17.79 | % | 17.35 | % | 15.26 | % |
Total Collat Liquidation (Collat Maturity) | | 44.26 | % | 43.20 | % | 38.00 | % |
| | | | | | | |
Loss Severity | | 65 | % | 65 | % | 65 | % |
| | | | | | | |
Default | | 9.17 CDR | | 8.99 CDR | | 9.44 CDR | |
WAL for Princ Pmts | | 15.42 | | 15.59 | | 12.27 | |
Principal Writedown | | 0.77 | % | 0.79 | % | 0.73 | % |
Total Collat Loss (Collat Maturity) | | 20.05 | % | 19.80 | % | 16.58 | % |
Total Collat Liquidation (Collat Maturity) | | 30.70 | % | 30.34 | % | 25.39 | % |
| | | | | | | |
LIBOR | | Forward | | Flat for 12 - Spike 400 | | Forward | |
Prepay (ARM) | | 75 *New_RABO_ARM_PREPAY_RAMP | | 75 *New_RABO_ARM_PREPAY_RAMP | | 100 *New_RABO_ARM_PREPAY_RAMP | |
Prepay (FRM) | | 75 *New_RABO_FRM_PREPAY_RAMP | | 75 *New_RABO_FRM_PREPAY_RAMP | | 100 *New_RABO_FRM_PREPAY_RAMP | |
Servicer Advances | | 100 | % | 100 | % | 100 | % |
Liquidation Lag | | 12 | | 12 | | 12 | |
Triggers | | FAIL | | FAIL | | FAIL | |
Optional Redemption | | Call (N) | | Call (N) | | Call (N) | |
| | | | | | | |
Triggers Not Force Failed | | | | | | | |
Loss Severity | | 40 | % | 40 | % | 40 | % |
| | | | | | | |
Default | | 15.54 CDR | | 14.91 CDR | | 16.02 CDR | |
WAL for Princ Pmts | | 12.97 | | 13.24 | | 10.58 | |
Principal Writedown | | 0.53 | % | 0.13 | % | 0.24 | % |
Total Collat Loss (Collat Maturity) | | 17.79 | % | 17.35 | % | 15.26 | % |
Total Collat Liquidation (Collat Maturity) | | 44.26 | % | 43.20 | % | 38.00 | % |
| | | | | | | |
Loss Severity | | 65 | % | 65 | % | 65 | % |
| | | | | | | |
Default | | 9.17 CDR | | 8.99 CDR | | 9.44 CDR | |
WAL for Princ Pmts | | 15.42 | | 15.59 | | 12.27 | |
Principal Writedown | | 0.77 | % | 0.79 | % | 0.73 | % |
Total Collat Loss (Collat Maturity) | | 20.05 | % | 19.80 | % | 16.58 | % |
Total Collat Liquidation (Collat Maturity) | | 30.70 | % | 30.34 | % | 25.39 | % |
| | | | | | | |
LIBOR | | Forward | | Flat for 12 - Spike 400 | | Forward | |
Prepay (ARM) | | 75 *New_RABO_ARM_PREPAY_RAMP | | 75 *New_RABO_ARM_PREPAY_RAMP | | 100 *New_RABO_ARM_PREPAY_RAMP | |
Prepay (FRM) | | 75 *New_RABO_FRM_PREPAY_RAMP | | 75 *New_RABO_FRM_PREPAY_RAMP | | 100 *New_RABO_FRM_PREPAY_RAMP | |
Servicer Advances | | 100 | % | 100 | % | 100 | % |
Liquidation Lag | | 12 | | 12 | | 12 | |
Optional Redemption | | Call (N) | | Call (N) | | Call (N) | |
Class M6 | | | | | | | |
| | | | | | | |
Force Failed Triggers | | | | | | | |
Loss Severity | | 40 | % | 40 | % | 40 | % |
| | | | | | | |
Default | | 14.94 CDR | | 16.9 CDR | | 15.41 CDR | |
WAL for Princ Pmts | | 10.88 | | 8.12 | | 8.36 | |
Principal Writedown | | 0.45 | % | 0.06 | % | 0.11 | % |
Total Collat Loss (Collat Maturity) | | 14.53 | % | 12.95 | % | 12.03 | % |
Total Collat Liquidation (Collat Maturity) | | 36.18 | % | 32.23 | % | 29.96 | % |
| | | | | | | |
Loss Severity | | 65 | % | 65 | % | 65 | % |
| | | | | | | |
Default | | 8.92 CDR | | 9.95 CDR | | 9.13 CDR | |
WAL for Princ Pmts | | 12.46 | | 9.14 | | 9.31 | |
Principal Writedown | | 0.06 | % | 0.27 | % | 0.61 | % |
Total Collat Loss (Collat Maturity) | | 15.86 | % | 13.56 | % | 12.59 | % |
Total Collat Liquidation (Collat Maturity) | | 24.30 | % | 20.78 | % | 19.30 | % |
| | | | | | | |
LIBOR | | Flat for 12 - Spike 400 | | Forward | | Flat for 12 - Spike 400 | |
Prepay (ARM) | | 100 *New_RABO_ARM_PREPAY_RAMP | | 135 *New_RABO_ARM_PREPAY_RAMP | | 135 *New_RABO_ARM_PREPAY_RAMP | |
Prepay (FRM) | | 100 *New_RABO_FRM_PREPAY_RAMP | | 135 *New_RABO_FRM_PREPAY_RAMP | | 135 *New_RABO_FRM_PREPAY_RAMP | |
Servicer Advances | | 100 | % | 100 | % | 100 | % |
Liquidation Lag | | 12 | | 12 | | 12 | |
Triggers | | FAIL | | FAIL | | FAIL | |
Optional Redemption | | Call (N) | | Call (N) | | Call (N) | |
| | | | | | | |
Triggers Not Force Failed | | | | | | | |
Loss Severity | | 40 | % | 40 | % | 40 | % |
| | | | | | | |
Default | | 14.94 CDR | | 16.9 CDR | | 15.41 CDR | |
WAL for Princ Pmts | | 10.88 | | 8.12 | | 8.36 | |
Principal Writedown | | 0.45 | % | 0.06 | % | 0.11 | % |
Total Collat Loss (Collat Maturity) | | 14.53 | % | 12.95 | % | 12.03 | % |
Total Collat Liquidation (Collat Maturity) | | 36.18 | % | 32.23 | % | 29.96 | % |
| | | | | | | |
Loss Severity | | 65 | % | 65 | % | 65 | % |
| | | | | | | |
Default | | 8.92 CDR | | 9.95 CDR | | 9.13 CDR | |
WAL for Princ Pmts | | 12.46 | | 9.14 | | 9.31 | |
Principal Writedown | | 0.06 | % | 0.27 | % | 0.61 | % |
Total Collat Loss (Collat Maturity) | | 15.86 | % | 13.56 | % | 12.59 | % |
Total Collat Liquidation (Collat Maturity) | | 24.30 | % | 20.78 | % | 19.30 | % |
| | | | | | | |
LIBOR | | Flat for 12 - Spike 400 | | Forward | | Flat for 12 - Spike 400 | |
Prepay (ARM) | | 100 *New_RABO_ARM_PREPAY_RAMP | | 135 *New_RABO_ARM_PREPAY_RAMP | | 135 *New_RABO_ARM_PREPAY_RAMP | |
Prepay (FRM) | | 100 *New_RABO_FRM_PREPAY_RAMP | | 135 *New_RABO_FRM_PREPAY_RAMP | | 135 *New_RABO_FRM_PREPAY_RAMP | |
Servicer Advances | | 100 | % | 100 | % | 100 | % |
Liquidation Lag | | 12 | | 12 | | 12 | |
Optional Redemption | | Call (N) | | Call (N) | | Call (N) | |
z_mmlt0503_mkt2 — Stack Price/Yield — Class M6
Settle | 11/21/2005 | | |
First Payment | 12/25/2005 | | |
Class M6
Loss Severity | | 40 | % | 40 | % | 40% | |
| | | | | | | |
Default | | 15.54 CDR | | 14.91 CDR | | 16.02 CDR | |
WAL for Princ Pmts | | 12.97 | | 13.24 | | 10.58 | |
Principal Writedown | | 0.53 | % | 0.13 | % | 0.24 | % |
Total Collat Loss (Collat Maturity) | | 17.79 | % | 17.35 | % | 15.26 | % |
Total Collat Liquidation (Collat Maturity) | | 44.26 | % | 43.20 | % | 38.00 | % |
| | | | | | | |
LIBOR | | Forward | | Flat for 12 - Spike 400 | | Forward | |
| | | | | | | |
Prepay (ARM) | | 75 *New_RABO_ARM_PREPAY_RAMP | | 75 *New_RABO_ARM_PREPAY_RAMP | | 100 *New_RABO_ARM_PREPAY_RAMP | |
Prepay (FRM) | | 75 *New_RABO_FRM_PREPAY_RAMP | | 75 *New_RABO_FRM_PREPAY_RAMP | | 100 *New_RABO_FRM_PREPAY_RAMP | |
Servicer Advances | | 100 | % | 100 | % | 100 | % |
Liquidation Lag | | 12 | | 12 | | 12 | |
Triggers | | FAIL | | FAIL | | FAIL | |
Optional Redemption | | Call (N) | | Call (N) | | Call (N) | |
| | | | | | | |
Loss Severity | | 65 | % | 65 | % | 65 | % |
| | | | | | | |
Default | | 9.17 CDR | | 8.99 CDR | | 9.44 CDR | |
WAL for Princ Pmts | | 15.42 | | 15.59 | | 12.27 | |
Principal Writedown | | 0.77 | % | 0.79 | % | 0.73 | % |
Total Collat Loss (Collat Maturity) | | 20.05 | % | 19.80 | % | 16.58 | % |
Total Collat Liquidation (Collat Maturity) | | 30.70 | % | 30.34 | % | 25.39 | % |
| | | | | | | |
LIBOR | | Forward | | Flat for 12 - Spike 400 | | Forward | |
| | | | | | | |
Prepay (ARM) | | 75 *New_RABO_ARM_PREPAY_RAMP | | 75 *New_RABO_ARM_PREPAY_RAMP | | 100 *New_RABO_ARM_PREPAY_RAMP | |
Prepay (FRM) | | 75 *New_RABO_FRM_PREPAY_RAMP | | 75 *New_RABO_FRM_PREPAY_RAMP | | 100 *New_RABO_FRM_PREPAY_RAMP | |
Servicer Advances | | 100 | % | 100 | % | 100 | % |
Liquidation Lag | | 12 | | 12 | | 12 | |
Triggers | | FAIL | | FAIL | | FAIL | |
Optional Redemption | | Call (N) | | Call (N) | | Call (N) | |
Class M6
Loss Severity | | 40 | % | 40 | % | 40 | % |
| | | | | | | |
Default | | 14.94 CDR | | 16.9 CDR | | 15.41 CDR | |
WAL for Princ Pmts | | 10.88 | | 8.12 | | 8.36 | |
Principal Writedown | | 0.45 | % | 0.06 | % | 0.11 | % |
Total Collat Loss (Collat Maturity) | | 14.53 | % | 12.95 | % | 12.03 | % |
Total Collat Liquidation (Collat Maturity) | | 36.18 | % | 32.23 | % | 29.96 | % |
| | | | | | | |
LIBOR | | Flat for 12 - Spike 400 | | Forward | | Flat for 12 - Spike 400 | |
| | | | | | | |
Prepay (ARM) | | 100 *New_RABO_ARM_PREPAY_RAMP | | 135 *New_RABO_ARM_PREPAY_RAMP | | 135 *New_RABO_ARM_PREPAY_RAMP | |
Prepay (FRM) | | 100 *New_RABO_FRM_PREPAY_RAMP | | 135 *New_RABO_FRM_PREPAY_RAMP | | 135 *New_RABO_FRM_PREPAY_RAMP | |
Servicer Advances | | 100 | % | 100 | % | 100 | % |
Liquidation Lag | | 12 | | 12 | | 12 | |
Triggers | | FAIL | | FAIL | | FAIL | |
Optional Redemption | | Call (N) | | Call (N) | | Call (N) | |
| | | | | | | |
Loss Severity | | 65 | % | 65 | % | 65 | % |
| | | | | | | |
Default | | 8.92 CDR | | 9.95 CDR | | 9.13 CDR | |
WAL for Princ Pmts | | 12.46 | | 9.14 | | 9.31 | |
Principal Writedown | | 0.06 | % | 0.27 | % | 0.61 | % |
Total Collat Loss (Collat Maturity) | | 15.86 | % | 13.56 | % | 12.59 | % |
Total Collat Liquidation (Collat Maturity) | | 24.30 | % | 20.78 | % | 19.30 | % |
| | | | | | | |
LIBOR | | Flat for 12 - Spike 400 | | Forward | | Flat for 12 - Spike 400 | |
| | | | | | | |
Prepay (ARM) | | 100 *New_RABO_ARM_PREPAY_RAMP | | 135 *New_RABO_ARM_PREPAY_RAMP | | 135 *New_RABO_ARM_PREPAY_RAMP | |
Prepay (FRM) | | 100 *New_RABO_FRM_PREPAY_RAMP | | 135 *New_RABO_FRM_PREPAY_RAMP | | 135 *New_RABO_FRM_PREPAY_RAMP | |
Servicer Advances | | 100 | % | 100 | % | 100 | % |
Liquidation Lag | | 12 | | 12 | | 12 | |
Triggers | | FAIL | | FAIL | | FAIL | |
Optional Redemption | | Call (N) | | Call (N) | | Call (N) | |
z_mmlt0503_mkt2 - Stack Price/Yield - Class M2
RBS
Settle | 11/21/2005 | | |
First Payment | 12/25/2005 | | |
Class M2
LIBOR | | Forward | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | |
Default | | 23.82 CDR | | 26.44 CDR | | 29.20 CDR | | 32.08 CDR | | 11.82 CDR | | 13.18 CDR | | 14.69 CDR | | 16.34 CDR | |
Principal Writedown | | 0.06 | % | 0.13 | % | 0.13 | % | 0.12 | % | 0.37 | % | 0.12 | % | 0.13 | % | 0.14 | % |
Total Collat Loss (Collat Maturity) | | 24.75 | % | 22.08 | % | 20.42 | % | 19.31 | % | 29.19 | % | 24.50 | % | 21.80 | % | 20.09 | % |
| | | | | | | | | | | | | | | | | |
Prepay | | 50 PricingSpeed | | 75 PricingSpeed | | 100 PricingSpeed | | 125 PricingSpeed | | 50 PricingSpeed | | 75 PricingSpeed | | 100 PricingSpeed | | 125 PricingSpeed | |
Loss Severity | | 40 | % | 40 | % | 40% | | 40 | % | 70 | % | 70 | % | 70 | % | 70 | % |
| | | | | | | | | | | | | | | | | |
LIBOR | | Forward + 200 | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | |
Default | | 23.80 CDR | | 25.91 CDR | | 28.33 CDR | | 31.03 CDR | | 12.09 CDR | | 13.12 CDR | | 14.38 CDR | | 15.87 CDR | |
Principal Writedown | | 0.15 | % | 0.13 | % | 0.04 | % | 0.03 | % | 0.01 | % | 0.28 | % | 0.16 | % | 0.30 | % |
Total Collat Loss (Collat Maturity) | | 24.76 | % | 21.83 | % | 20.02 | % | 18.86 | % | 29.67 | % | 24.44 | % | 21.44 | % | 19.61 | % |
| | | | | | | | | | | | | | | | | |
Prepay | | 50 PricingSpeed | | 75 PricingSpeed | | 100 PricingSpeed | | 125 PricingSpeed | | 50 PricingSpeed | | 75 PricingSpeed | | 100 PricingSpeed | | 125 PricingSpeed | |
Loss Severity | | 40 | % | 40 | % | 40 | % | 40 | % | 70 | % | 70 | % | 70 | % | 70 | % |
| | | | | | | | | | | | | | | | | |
Servicer Advances | | 100 | % | | | | | | | | | | | | | | |
Liquidation Lag | | 12 | | | | | | | | | | | | | | | |
Triggers | | FAIL | | | | | | | | | | | | | | | |
Optional Redemption | | Call (N) | | | | | | | | | | | | | | | |