Wachovia Asset Securitization Issuance Inactive
Filed: 2 Jun 03, 12:00am
WASI 2003-HE2
Preliminary Collateral Summary
DISCLAIMER
Wachovia Securities has provided this data as an accommodation. By accepting this data, the recipient agrees that Wachovia Securities does not guarantee and makes no representation or warranty whatsoever, whether express or implied, including without limitation, any warranties of fitness for a particular purpose or merchantability, with respect to this data or the accuracy, currency or completeness thereof. By accepting this data, the recipient agrees that neither Wachovia Securities, its employees nor any of its affiliates shall have any liability to the recipient or any other entity claiming by or through the recipient for any loss, injury, damages or expenses arising from or occasioned by or through this data, the reliance thereon by the recipient or any other party or the provision thereof by Wachovia Securities.
This data is for your information only and is not an offer to sell or a solicitation of any offer to buy any securities, including any of the securities that may be mentioned in this data. Wachovia Securities or its affiliates may provide advice or may from time to time acquire, hold or sell positions in any of the securities that may be mentioned in this data, either for its own account of for the account of others. Wachovia Securities is a subsidiary of Wachovia Corporation and is a member of the NYSE, the NASD and the SIPC.
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Wachovia Securities is the trade name under which Wachovia Corporation conducts its investment banking, capital markets and institutional securities business through First Union Securities, Inc. ("FUSI"), Member NYSE, NASD, SIPC, and through other bank an
Group 1 Group 2
Freddie Eligible Blended
WASI 2003-HE2 WASI 2003-HE2 WASI 2003-HE2
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Loan Count 21,852 9,649 12,203
% of Pool 100.00% 36.36% 63.64%
Total Current Balance $1,100,011,812.77 $400,011,771.16 $700,000,041.61
Average Current Balance $50,339.18 $41,456.29 $57,362.95
Total Credit Limit $2,013,719,351.00 $724,154,432.00 $1,289,564,919.00
Average Credit Limit $92,152.63 $75,049.69 $105,676.06
Average Utilization Rate 57.05% 58.73% 55.73%
Weighted Average Utilization Rate 73.52% 72.74% 73.96%
Weighted Average Original Draw Term 233 236 232
Weighted Average Remaining Draw Term 229 232 227
Weighted Average Seasoning 4 4 5
Weighted Average Current Margin 0.030% 0.035% 0.027%
Weighted Average Current Interest Rate 4.280% 4.285% 4.277%
Weighted Average Fully Indexed Gross Margin 0.185% 0.209% 0.171%
% of Loans with Teaser (Including Employee Loans) 37.10% 41.49% 34.53%
Weighted Average FICO 727 727 727
CLTV Ratio
Minimum 2.00% 2.00% 4.00%
Maximum 100.00% 100.00% 100.00%
Weighted Average 77.34% 77.22% 77.41%
Lien
First 45.22% 55.55% 39.32%
Second 53.63% 43.41% 59.46%
Third 1.15% 1.04% 1.22%
Occupancy Status
Owner-Occupied 88.57% 88.41% 88.66%
Non-Owner Occupied 11.43% 11.59% 11.37%
Geographic Concentration (> 10%)
20.71%NJ 22.48%FL 20.82%
20.56%FL 20.52%NJ 19.45%
14.05%NC 15.74%PA 13.24%
13.00%PA 15.45%NC 11.44%
A A
10.39%V 11.27%V
Number of States 17 16 16
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Loan % Owner
PRINCIPAL BALANCE Count UPB % UPB GWAC FICO AVG CLTV AVG UPB AVG DTI OCC
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‹= 25,000.00 9,834 141,088,675.91 12.83 4.386 729 78.57 14,347.03 35.61 93.95
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25,000.01 - 50,000.00 5,566 199,862,693.83 18.17 4.360 728 78.87 35,907.78 36.37 90.90
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50,000.01 - 75,000.00 2,395 147,071,598.84 13.37 4.318 727 78.24 61,407.77 36.77 88.59
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75,000.01 - 100,000.00 1,669 148,260,213.91 13.48 4.271 727 75.82 88,831.76 37.09 86.34
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100,000.01 - 125,000.00 675 75,866,837.87 6.90 4.213 728 78.14 112,395.32 40.82 87.44
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125,000.01 - 150,000.00 541 74,836,475.74 6.80 4.215 726 77.57 138,329.90 38.90 88.47
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150,000.01 - 175,000.00 257 41,465,756.99 3.77 4.244 722 78.13 161,345.36 39.61 87.97
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175,000.01 - 200,000.00 225 42,331,184.14 3.85 4.219 728 78.9 188,138.60 39.89 88.41
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200,000.01 - 225,000.00 139 29,594,618.17 2.69 4.201 731 78.84 212,910.92 41.19 89.35
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225,000.01 - 250,000.00 154 37,049,890.35 3.37 4.157 728 74.52 240,583.70 38.67 90.19
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250,000.01 - 275,000.00 70 18,352,389.14 1.67 4.256 727 78.04 262,176.99 39.88 92.98
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275,000.01 - 300,000.00 56 16,182,695.83 1.47 4.206 724 77.08 288,976.71 46.02 85.83
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300,000.01 - 350,000.00 84 27,395,862.89 2.49 4.190 740 75.4 326,141.22 35.19 87.09
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350,000.01 - 400,000.00 57 21,370,559.07 1.94 4.205 726 75.08 374,922.09 41.22 86.00
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400,000.01 - 450,000.00 36 15,194,754.82 1.38 4.164 714 76.75 422,076.52 41.22 85.80
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450,000.01 - 500,000.00 39 18,823,724.22 1.71 4.237 709 67.25 482,659.60 38.80 69.07
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500,000.01 - 600,000.00 20 11,075,365.54 1.01 4.139 724 80.61 553,768.28 38.55 84.31
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600,000.01 - 700,000.00 7 4,521,177.86 0.41 4.121 717 73.63 645,882.55 37.77 100.00
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700,000.01 - 800,000.00 5 3,762,751.94 0.34 4.019 753 72.18 752,550.39 29.42 100.00
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800,000.01 - 900,000.00 6 5,137,875.95 0.47 4.125 671 61.26 856,312.66 38.14 82.80
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900,000.01 - 1,000,000.00 5 4,847,637.09 0.44 4.600 675 61.73 969,527.42 36.51 80.07
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1,000,000.01 >= 12 15,919,072.67 1.45 4.028 719 74.22 1,326,589.39 37.26 65.70
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Total: 21,852 1,100,011,812.77 100.00 4.280 727 77.34 50,339.18 37.77 88.57
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Loan % Owner
CURRENT RATE Count UPB % UPB GWAC FICO AVG CLTV AVG UPB AVG DTI OCC
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2.501 - 3.000 1 1,120,000.00 0.10 3.000 763 80 1,120,000.00 37.00 100.00
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3.001 - 3.500 10 1,601,070.08 0.15 3.332 760 63.7 160,107.01 42.38 100.00
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3.501 - 4.000 3,946 294,329,416.29 26.76 3.946 739 74.55 74,589.31 38.28 94.48
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4.001 - 4.500 14,570 675,313,664.56 61.39 4.249 725 75.23 46,349.60 37.52 85.07
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4.501 - 5.000 274 15,631,219.43 1.42 4.953 725 88.43 57,048.25 36.92 83.56
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5.001 - 5.500 2,908 108,582,981.93 9.87 5.251 704 96.42 37,339.40 38.23 94.50
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5.501 - 6.000 71 2,513,236.54 0.23 5.753 651 82.03 35,397.70 27.89 97.64
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6.001 - 6.500 57 713,894.08 0.06 6.295 695 92.62 12,524.46 35.96 94.59
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6.501 - 7.000 13 180,887.30 0.02 6.764 660 85.68 13,914.41 28.95 100.00
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7.001 - 7.500 1 6,388.56 0.00 7.250 612 89 6,388.56 38.00 100.00
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8.001 - 8.500 1 19,054.00 0.00 8.500 712 59 19,054.00 28.00 100.00
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Total: 21,852 1,100,011,812.77 100.00 4.280 727 77.34 50,339.18 37.77 88.57
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Loan % Owner
CREDIT SCORE Count UPB % UPB GWAC FICO AVG CLTV AVG UPB AVG DTI OCC
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FICO Score 185 4,905,869.82 0.45 4.291 0 36.58 26,518.22 8.37 98.80
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481 - 500 2 165,529.60 0.02 4.250 487 44.69 82,764.80 39.32 100.00
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501 - 520 1 31,318.79 0.00 4.250 501 100 31,318.79 39.00 100.00
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521 - 540 1 112,431.25 0.01 4.250 535 95 112,431.25 50.00 100.00
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541 - 560 6 238,315.91 0.02 4.373 558 80.48 39,719.32 25.99 41.07
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561 - 580 13 987,962.94 0.09 4.320 572 77.71 75,997.15 35.00 85.76
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581 - 600 43 2,758,897.86 0.25 4.487 594 76.96 64,160.42 34.96 98.51
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601 - 620 288 17,975,924.62 1.63 4.395 612 76.66 62,416.40 34.38 78.86
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621 - 640 614 30,988,510.13 2.82 4.402 632 78.5 50,469.89 38.21 89.30
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641 - 660 1,244 65,011,158.68 5.91 4.381 652 80.8 52,259.77 41.30 84.96
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661 - 680 1,787 96,888,302.16 8.81 4.374 671 80.25 54,218.41 39.42 86.34
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681 - 700 2,338 120,128,031.86 10.92 4.349 691 79.84 51,380.68 39.66 88.68
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701 - 720 2,603 132,527,876.50 12.05 4.315 711 79.31 50,913.51 38.89 86.75
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721 - 740 2,793 145,308,694.70 13.21 4.278 731 78.44 52,026.03 37.81 86.41
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741 - 760 3,018 146,246,104.99 13.29 4.243 751 78.06 48,457.95 38.20 90.92
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761 - 780 3,383 171,279,412.85 15.57 4.210 770 75.76 50,629.45 35.70 90.20
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781 - 800 2,782 131,482,678.77 11.95 4.170 789 73 47,261.93 35.97 91.01
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801 - 820 749 32,932,597.34 2.99 4.186 806 67.95 43,968.75 36.49 92.65
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821 - 840 2 42,194.00 0.00 4.250 821 57.2 21,097.00 46.02 100.00
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Total: 21,852 1,100,011,812.77 100.00 4.280 727 77.34 50,339.18 37.77 88.57
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Loan % Owner
LIEN STATUS Count UPB % UPB GWAC FICO AVG CLTV AVG UPB AVG DTI OCC
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1 6,675 497,443,352.73 45.22 4.178 735 71.86 74,523.35 37.86 82.51
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2 14,731 589,886,016.75 53.63 4.363 720 81.89 40,043.85 37.68 93.47
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3 446 12,682,443.29 1.15 4.373 710 81.14 28,435.97 37.96 98.38
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Total: 21,852 1,100,011,812.77 100.00 4.280 727 77.34 50,339.18 37.77 88.57
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Loan % Owner
ORIGINAL LTV Count UPB % UPB GWAC FICO AVG CLTV AVG UPB AVG DTI OCC
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‹= 40.00 13,537 492,520,188.86 44.77 4.381 718 75.66 36,383.26 37.38 93.22
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40.01 - 45.00 1,059 55,709,260.28 5.06 4.258 730 70.92 52,605.53 37.37 91.61
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45.01 - 50.00 858 51,003,716.95 4.64 4.239 732 69.94 59,444.89 37.57 90.01
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50.01 - 55.00 771 49,589,121.63 4.51 4.205 736 68.94 64,317.93 39.71 88.05
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55.01 - 60.00 695 45,302,188.59 4.12 4.184 738 70.45 65,183.01 37.31 91.64
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60.01 - 65.00 623 44,714,960.15 4.06 4.182 731 70.81 71,773.61 40.59 87.78
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65.01 - 70.00 549 38,909,179.35 3.54 4.149 741 71.54 70,872.82 37.67 84.09
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70.01 - 75.00 523 47,734,572.68 4.34 4.142 730 76.54 91,270.69 37.72 79.96
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75.01 - 80.00 559 47,750,940.79 4.34 4.127 734 79.26 85,422.08 37.66 75.30
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80.01 - 85.00 545 55,980,684.26 5.09 4.139 735 84 102,716.85 40.53 83.85
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85.01 - 90.00 1,762 124,048,882.98 11.28 4.167 736 89.26 70,402.32 37.19 79.80
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90.01 - 100.00 371 46,748,116.25 4.25 4.423 721 96.78 126,005.70 36.63 87.68
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Total: 21,852 1,100,011,812.77 100.00 4.280 727 77.34 50,339.18 37.77 88.57
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Loan % Owner
COMBINED LTV Count UPB % UPB GWAC FICO AVG CLTV AVG UPB AVG DTI OCC
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‹= 40.00 1,602 66,464,784.40 6.04 4.180 737 29.5 41,488.63 36.28 88.96
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40.01 - 45.00 441 25,497,164.89 2.32 4.163 736 43.14 57,816.70 40.23 90.08
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45.01 - 50.00 515 29,609,591.71 2.69 4.197 734 48.21 57,494.35 37.12 90.54
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50.01 - 55.00 624 35,855,273.91 3.26 4.157 738 53.12 57,460.37 38.32 88.12
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55.01 - 60.00 703 39,133,380.51 3.56 4.151 739 58.11 55,666.26 37.02 91.91
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60.01 - 65.00 874 51,550,622.86 4.69 4.160 729 63.13 58,982.41 40.03 87.39
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65.01 - 70.00 1,024 62,166,225.62 5.65 4.175 731 68.08 60,709.20 38.42 87.50
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70.01 - 75.00 1,153 79,936,249.16 7.27 4.158 727 73.41 69,328.92 37.45 83.48
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75.01 - 80.00 1,488 93,796,669.08 8.53 4.160 725 78.42 63,035.40 38.27 82.21
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80.01 - 85.00 2,359 142,698,521.51 12.97 4.198 725 83.74 60,491.11 38.80 89.33
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85.01 - 90.00 6,686 281,865,013.16 25.62 4.215 729 89.27 42,157.50 37.07 87.41
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90.01 - 100.00 4,383 191,438,315.96 17.40 4.724 713 97.11 43,677.46 37.42 94.38
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Total: 21,852 1,100,011,812.77 100.00 4.280 727 77.34 50,339.18 37.77 88.57
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Loan % Owner
LOAN PURPOSE Account UPB % UPB GWAC FICO AVG CLTV AVG UPB AVG DTI OCC
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Debt Consolidation / Refinance 10,930 599,848,503.71 54.53 4.260 725 78.59 54,880.92 38.08 89.88
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Other 6,609 307,129,199.29 27.92 4.298 729 75.71 46,471.36 37.26 87.24
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Home Improvement 3,802 160,961,454.47 14.63 4.317 727 75.46 42,336.00 37.61 89.15
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Purchase Money 511 32,072,655.30 2.92 4.288 732 79.03 62,764.49 37.44 73.98
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Total: 21,852 1,100,011,812.77 100.00 4.280 727 77.34 50,339.18 37.77 88.57
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Loan % Owner
OCCUPANCY Account UPB % UPB GWAC FICO AVG CLTV AVG UPB AVG DTI OCC
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Primary Residence 20,000 974,066,753.21 88.55 4.280 728 77.47 48,703.34 37.71 100.00
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Non-Primary Residence 987 77,074,296.56 7.01 4.277 720 75.01 78,089.46 37.64 0.00
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Rental Property 862 48,659,649.43 4.42 4.271 717 78.6 56,449.71 39.08 0.00
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Agricultural Property 3 211,113.57 0.02 4.106 754 71.75 70,371.19 36.71 100.00
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Total: 21,852 1,100,011,812.77 100.00 4.280 727 77.34 50,339.18 37.77 88.57
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Loan % Owner
PROPERTY TYPE Account UPB % UPB GWAC FICO AVG CLTV AVG UPB AVG DTI OCC
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Single Family 19,963 1,002,800,256.66 91.16 4.282 727 77.38 50,232.94 37.68 93.52
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Condominium 1,010 48,872,911.98 4.44 4.231 730 76.01 48,389.02 37.79 65.45
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Multifamily 824 46,514,810.33 4.23 4.269 716 77.77 56,450.01 39.76 6.01
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Manufactured Housing 52 1,612,720.23 0.15 4.330 736 80.26 31,013.85 35.54 93.39
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Agricultural Property with a
Residence 3 211,113.57 0.02 4.106 754 71.75 70,371.19 36.71 100.00
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Total: 21,852 1,100,011,812.77 100.00 4.280 727 77.34 50,339.18 37.77 88.57
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Loan % Owner
STATE Account UPB % UPB GWAC FICO AVG CLTV AVG UPB AVG DTI OCC
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New Jersey 3,916 227,804,829.75 20.71 4.143 730 74.23 58,172.84 39.41 89.80
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Florida 4,461 226,115,025.10 20.56 4.366 720 77.21 50,687.07 37.81 84.38
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North Carolina 3,356 154,524,157.70 14.05 4.302 729 81.26 46,044.15 36.24 86.36
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Pennsylvania 3,181 143,010,400.07 13.00 4.161 738 78.57 44,957.69 36.70 94.57
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Virginia 2,865 114,271,239.94 10.39 4.388 728 79.96 39,885.25 36.92 91.81
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Connecticut 946 59,485,411.57 5.41 4.256 725 71.13 62,880.98 37.92 92.40
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Georgia 825 56,630,022.39 5.15 4.395 718 81.52 68,642.45 38.59 76.58
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South Carolina 874 39,628,556.64 3.60 4.330 723 77.54 45,341.60 36.87 90.30
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New York 541 37,031,469.76 3.37 4.295 718 69.24 68,450.04 40.53 93.17
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Maryland 704 32,616,712.25 2.97 4.415 721 80.42 46,330.56 36.65 91.80
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District of Columbia 106 5,179,865.08 0.47 4.340 709 73.4 48,866.65 41.11 81.77
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Delaware 22 1,483,560.98 0.13 4.172 743 74.16 67,434.59 36.24 33.50
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Alabama 7 704,361.86 0.06 4.949 701 95.14 100,623.12 45.72 79.47
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Massachusetts 22 698,522.98 0.06 4.397 720 73.07 31,751.04 33.71 100.00
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Tennessee 9 419,993.89 0.04 4.250 752 80.02 46,665.99 33.45 80.89
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Rhode Island 15 356,539.13 0.03 4.250 725 72.74 23,769.28 36.87 100.00
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West Virginia 2 51,143.68 0.00 4.498 743 75.15 25,571.84 31.97 100.00
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Total: 21,852 1,100,011,812.77 100.00 4.280 727 77.34 50,339.18 37.77 88.57
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Loan % Owner
ZIP CODES Count UPB % UPB GWAC FICO AVG CLTV AVG UPB AVG DTI OCC
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19067 61 4,410,822.93 0.40 4.094 750 76.93 72,308.57 36.69 100.00
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7078 10 3,722,953.96 0.34 4.168 699 65.76 372,295.40 48.57 100.00
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8057 22 3,474,166.32 0.32 3.977 749 75.87 157,916.65 35.42 100.00
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8820 49 3,401,631.39 0.31 4.042 724 76.59 69,421.05 40.46 100.00
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18103 42 3,117,351.89 0.28 3.709 744 80.95 74,222.66 35.08 98.93
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27949 31 3,089,589.23 0.28 4.281 749 74.24 99,664.17 44.71 49.39
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28277 68 3,063,305.93 0.28 4.340 713 82.39 45,048.62 36.24 99.32
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8226 30 3,046,426.40 0.28 4.096 748 65.39 101,547.55 40.57 29.78
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6840 17 3,024,967.10 0.27 4.482 719 49.4 177,939.24 30.16 84.67
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30319 22 2,972,258.45 0.27 4.123 699 82.6 135,102.66 31.30 96.03
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Other 21,500 1,066,688,339.17 96.97 4.284 727 77.47 49,613.41 37.76 88.62
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Total: 21,852 1,100,011,812.77 100.00 4.280 727 77.34 50,339.18 37.77 88.57
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Loan % Owner
AMORT TYPE Count UPB % UPB GWAC FICO AVG CLTV AVG UPB AVG DTI OCC
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PEL ARM 21,852 1,100,011,812.77 100.00 4.280 727 77.34 50,339.18 37.77 88.57
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Total: 21,852 1,100,011,812.77 100.00 4.280 727 77.34 50,339.18 37.77 88.57
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Loan % Owner
MTH TO DRAW TERM MTY Count UPB % UPB GWAC FICO AVG CLTV AVG UPB AVG DTI OCC
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‹= 180 981 62,694,347.95 5.70 4.250 723 71.64 63,908.61 37.99 90.72
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181 - 240 20,871 1,037,317,464.82 94.30 4.281 727 77.69 49,701.38 37.75 88.44
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Total: 21,852 1,100,011,812.77 100.00 4.280 727 77.34 50,339.18 37.77 88.57
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Loan % Owner
LIFE MAXIMUM RATE Count UPB % UPB GWAC FICO AVG CLTV AVG UPB AVG DTI OCC
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16 3,429 157,240,445.81 14.29 4.306 729 81.23 45,856.06 36.44 87.33
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18 18,423 942,771,366.96 85.71 4.275 726 76.69 51,173.61 37.99 88.78
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Total: 21,852 1,100,011,812.77 100.00 4.280 727 77.34 50,339.18 37.77 88.57
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Loan % Owner
FULLY INDEXED MARGIN Count UPB % UPB GWAC FICO AVG CLTV AVG UPB AVG DTI OCC
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-1.499 - -1.000 5 2,181,100.56 0.20 3.122 768 74.13 436,220.11 40.17 100.00
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-0.999 - -0.500 849 54,694,492.01 4.97 3.750 726 83.03 64,422.25 38.12 94.08
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-0.499 - 0.000 10,021 622,809,888.32 56.62 4.149 736 73.43 62,150.47 37.75 91.47
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0.001 - 0.500 5,823 230,490,930.49 20.95 4.259 722 75.84 39,582.85 37.83 82.70
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0.501 - 1.000 2,319 110,926,985.80 10.08 4.809 711 89.66 47,833.97 37.72 79.52
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1.001 - 1.500 1,820 57,801,666.01 5.25 5.085 693 93.1 31,759.16 37.48 93.06
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1.501 - 2.000 448 12,378,376.46 1.13 4.694 667 82.72 27,630.30 37.39 83.50
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2.001 - 2.500 482 7,396,921.19 0.67 5.159 683 94.47 15,346.31 37.50 93.15
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2.501 - 3.000 64 866,118.83 0.08 4.854 661 89.15 13,533.11 36.17 80.74
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3.001 - 3.500 12 194,630.46 0.02 4.777 676 63.99 16,219.21 36.81 87.84
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3.501 - 4.000 5 163,128.78 0.01 5.112 713 82.67 32,625.76 39.35 92.24
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4.001 - 4.500 2 52,630.15 0.00 6.427 754 80.69 26,315.08 25.45 100.00
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4.501 - 5.000 2 54,943.71 0.00 5.250 645 94.07 27,471.86 36.00 100.00
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Total: 21,852 1,100,011,812.77 100.00 4.280 727 77.34 50,339.18 37.77 88.57
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Loan % Owner
PRINCIPAL BALANCE Count UPB % UPB GWAC FICO AVG CLTV AVG UPB AVG DTI OCC
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‹= 25,000.00 4,593 67,147,307.15 16.79 4.411 724 79 14,619.49 35.62 94.22
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25,000.01 - 50,000.00 2,580 91,938,006.22 22.98 4.368 725 78.61 35,634.89 36.90 89.42
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50,000.01 - 75,000.00 1,015 62,387,624.07 15.60 4.287 727 77.09 61,465.64 36.22 87.44
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75,000.01 - 100,000.00 671 59,327,874.83 14.83 4.213 729 72.78 88,417.10 37.25 84.09
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100,000.01 - 125,000.00 272 30,425,790.08 7.61 4.163 733 77.36 111,859.52 43.95 84.81
-------------------------------------------------------------------------------------------------------------------------------
125,000.01 - 150,000.00 225 30,988,101.73 7.75 4.172 729 76.49 137,724.90 39.36 87.48
-------------------------------------------------------------------------------------------------------------------------------
150,000.01 - 175,000.00 101 16,204,436.23 4.05 4.209 723 75.71 160,439.96 40.03 84.20
-------------------------------------------------------------------------------------------------------------------------------
175,000.01 - 200,000.00 81 15,199,365.47 3.80 4.224 728 80.03 187,646.49 41.82 91.38
-------------------------------------------------------------------------------------------------------------------------------
200,000.01 - 225,000.00 44 9,356,977.79 2.34 4.181 735 75.76 212,658.59 41.57 90.89
-------------------------------------------------------------------------------------------------------------------------------
225,000.01 - 250,000.00 41 9,837,522.60 2.46 4.098 735 77.9 239,939.58 37.37 82.75
-------------------------------------------------------------------------------------------------------------------------------
250,000.01 - 275,000.00 15 3,949,470.31 0.99 4.234 714 80.89 263,298.02 42.92 93.47
-------------------------------------------------------------------------------------------------------------------------------
275,000.01 - 300,000.00 9 2,633,728.22 0.66 4.475 710 82.65 292,636.47 47.84 88.93
-------------------------------------------------------------------------------------------------------------------------------
300,000.01 - 350,000.00 2 615,566.46 0.15 4.000 747 85.51 307,783.23 33.00 100.00
-------------------------------------------------------------------------------------------------------------------------------
Total: 9,649 400,011,771.16 100.00 4.285 727 77.22 41,456.29 37.92 88.41
--------------------------------------------------------------------------------------------------------------------------------
- ------------------------------------------------------------------------------------------------------------------------------------
Loan % Owner
CURRENT RATE Count UPB % UPB GWAC FICO AVG CLTV AVG UPB AVG DTI OCC
- ------------------------------------------------------------------------------------------------------------------------------------
3.001 - 3.500 1 58,029.05 0.01 3.490 757 84 58,029.05 48.00 100.00
- ------------------------------------------------------------------------------------------------------------------------------------
3.501 - 4.000 1,731 105,418,801.34 26.35 3.944 742 74.11 60,900.52 38.27 95.70
- ------------------------------------------------------------------------------------------------------------------------------------
4.001 - 4.500 6,333 247,251,221.99 61.81 4.249 724 74.74 39,041.72 37.80 84.18
- ------------------------------------------------------------------------------------------------------------------------------------
4.501 - 5.000 117 5,340,773.97 1.34 4.931 714 90.56 45,647.64 40.16 87.43
- ------------------------------------------------------------------------------------------------------------------------------------
5.001 - 5.500 1,393 40,827,117.13 10.21 5.252 707 98.18 29,308.77 37.49 95.11
- ------------------------------------------------------------------------------------------------------------------------------------
5.501 - 6.000 34 625,948.30 0.16 5.719 687 91.76 18,410.24 34.49 97.36
- ------------------------------------------------------------------------------------------------------------------------------------
6.001 - 6.500 31 399,333.99 0.10 6.271 691 90.06 12,881.74 35.73 95.23
- ------------------------------------------------------------------------------------------------------------------------------------
6.501 - 7.000 9 90,545.39 0.02 6.779 704 99.59 10,060.60 33.76 100.00
- ------------------------------------------------------------------------------------------------------------------------------------
Total: 9,649 400,011,771.16 100.00 4.285 727 77.22 41,456.29 37.92 88.41
- ------------------------------------------------------------------------------------------------------------------------------------
- ------------------------------------------------------------------------------------------------------------------------------------
Loan % Owner
CREDIT SCORE Count UPB % UPB GWAC FICO AVG CLTV AVG UPB AVG DTI OCC
- ------------------------------------------------------------------------------------------------------------------------------------
FICO Score 79 2,023,620.91 0.51 4.323 0 35.34 25,615.45 13.99 97.72
- ------------------------------------------------------------------------------------------------------------------------------------
501 - 520 1 31,318.79 0.01 4.250 501 100 31,318.79 39.00 100.00
- ------------------------------------------------------------------------------------------------------------------------------------
541 - 560 3 183,841.17 0.05 4.409 558 82.42 61,280.39 24.27 23.60
- ------------------------------------------------------------------------------------------------------------------------------------
561 - 580 4 211,339.81 0.05 4.250 574 61.78 52,834.95 34.80 100.00
- ------------------------------------------------------------------------------------------------------------------------------------
581 - 600 23 1,126,460.86 0.28 4.229 595 68.11 48,976.56 35.22 96.35
- ------------------------------------------------------------------------------------------------------------------------------------
601 - 620 135 4,732,271.88 1.18 4.403 612 79.08 35,053.87 41.79 84.51
- ------------------------------------------------------------------------------------------------------------------------------------
621 - 640 282 10,148,180.36 2.54 4.436 631 80.39 35,986.46 39.09 86.00
- ------------------------------------------------------------------------------------------------------------------------------------
641 - 660 576 21,751,113.58 5.44 4.396 651 81.54 37,762.35 40.38 90.10
- ------------------------------------------------------------------------------------------------------------------------------------
661 - 680 848 35,841,512.89 8.96 4.365 671 80.05 42,265.94 39.81 84.39
- ------------------------------------------------------------------------------------------------------------------------------------
681 - 700 1,154 48,941,658.27 12.24 4.354 691 80.48 42,410.45 38.88 88.44
- ------------------------------------------------------------------------------------------------------------------------------------
701 - 720 1,218 51,562,590.81 12.89 4.309 710 79.21 42,333.82 38.78 85.36
- ------------------------------------------------------------------------------------------------------------------------------------
721 - 740 1,248 53,894,655.53 13.47 4.281 730 79.37 43,184.82 37.91 85.53
- ------------------------------------------------------------------------------------------------------------------------------------
741 - 760 1,235 50,460,719.42 12.61 4.261 751 77.11 40,858.88 39.33 89.28
- ------------------------------------------------------------------------------------------------------------------------------------
761 - 780 1,325 55,159,681.80 13.79 4.216 770 74.96 41,629.95 36.27 90.92
- ------------------------------------------------------------------------------------------------------------------------------------
781 - 800 1,206 51,302,454.39 12.83 4.180 790 71.88 42,539.35 35.29 92.86
- ------------------------------------------------------------------------------------------------------------------------------------
801 - 820 311 12,629,850.69 3.16 4.175 807 68.33 40,610.45 35.25 90.92
- ------------------------------------------------------------------------------------------------------------------------------------
821 - 840 1 10,500.00 0.00 4.250 821 91 10,500.00 34.00 100.00
- ------------------------------------------------------------------------------------------------------------------------------------
Total: 9,649 400,011,771.16 100.00 4.285 727 77.22 41,456.29 37.92 88.41
- ------------------------------------------------------------------------------------------------------------------------------------
- ------------------------------------------------------------------------------------------------------------------------------------
Loan % Owner
LIEN STATUS Count UPB % UPB GWAC FICO AVG CLTV AVG UPB AVG DTI OCC
- ------------------------------------------------------------------------------------------------------------------------------------
1 3,413 222,189,774.62 55.55 4.191 734 72.23 65,101.02 38.26 83.72
- ------------------------------------------------------------------------------------------------------------------------------------
2 6,062 173,652,800.85 43.41 4.403 718 83.51 28,646.12 37.44 94.25
- ------------------------------------------------------------------------------------------------------------------------------------
3 174 4,169,195.69 1.04 4.381 716 81.73 23,960.89 39.45 95.21
- ------------------------------------------------------------------------------------------------------------------------------------
Total: 9,649 400,011,771.16 100.00 4.285 727 77.22 41,456.29 37.92 88.41
- ------------------------------------------------------------------------------------------------------------------------------------
- ------------------------------------------------------------------------------------------------------------------------------------
Loan % Owner
ORIGINAL LTV Count UPB % UPB GWAC FICO AVG CLTV AVG UPB AVG DTI OCC
- ------------------------------------------------------------------------------------------------------------------------------------
‹= 40.00 5,650 153,320,147.56 38.33 4.408 717 75.14 27,136.31 37.85 93.90
- ------------------------------------------------------------------------------------------------------------------------------------
40.01 - 45.00 479 21,183,771.87 5.30 4.237 730 67.59 44,224.99 38.26 92.15
- ------------------------------------------------------------------------------------------------------------------------------------
45.01 - 50.00 387 18,554,444.75 4.64 4.258 733 66.98 47,944.30 37.96 86.29
- ------------------------------------------------------------------------------------------------------------------------------------
50.01 - 55.00 339 16,307,959.43 4.08 4.207 734 67.19 48,106.08 38.55 88.50
- ------------------------------------------------------------------------------------------------------------------------------------
55.01 - 60.00 323 17,106,830.48 4.28 4.185 742 67.35 52,962.32 37.68 91.85
- ------------------------------------------------------------------------------------------------------------------------------------
60.01 - 65.00 275 16,263,574.92 4.07 4.189 734 70.03 59,140.27 40.33 89.80
- ------------------------------------------------------------------------------------------------------------------------------------
65.01 - 70.00 290 19,026,266.91 4.76 4.147 741 69.98 65,607.82 37.88 88.32
- ------------------------------------------------------------------------------------------------------------------------------------
70.01 - 75.00 262 16,092,111.96 4.02 4.160 737 74.73 61,420.27 39.12 84.07
- ------------------------------------------------------------------------------------------------------------------------------------
75.01 - 80.00 291 20,106,706.46 5.03 4.168 732 78.51 69,095.21 36.42 73.38
- ------------------------------------------------------------------------------------------------------------------------------------
80.01 - 85.00 242 17,976,671.05 4.49 4.127 732 83.73 74,283.76 39.35 83.51
- ------------------------------------------------------------------------------------------------------------------------------------
85.01 - 90.00 914 62,004,336.77 15.50 4.162 733 89.46 67,838.44 36.85 80.55
- ------------------------------------------------------------------------------------------------------------------------------------
90.01 - 100.00 197 22,068,949.00 5.52 4.495 721 97.14 112,025.12 38.27 87.68
- ------------------------------------------------------------------------------------------------------------------------------------
Total: 9,649 400,011,771.16 100.00 4.285 727 77.22 41,456.29 37.92 88.41
- ------------------------------------------------------------------------------------------------------------------------------------
- ------------------------------------------------------------------------------------------------------------------------------------
Loan % Owner
COMBINED LTV Count UPB % UPB GWAC FICO AVG CLTV AVG UPB AVG DTI OCC
- ------------------------------------------------------------------------------------------------------------------------------------
‹= 40.00 760 27,144,688.02 6.79 4.190 739 28.75 35,716.69 37.70 90.34
- ------------------------------------------------------------------------------------------------------------------------------------
40.01 - 45.00 212 10,416,317.88 2.60 4.152 740 42.97 49,133.57 39.71 90.06
- ------------------------------------------------------------------------------------------------------------------------------------
45.01 - 50.00 237 11,629,549.12 2.91 4.176 729 48.45 49,069.83 38.85 85.30
- ------------------------------------------------------------------------------------------------------------------------------------
50.01 - 55.00 271 12,309,612.32 3.08 4.174 738 53.17 45,422.92 38.39 87.02
- ------------------------------------------------------------------------------------------------------------------------------------
55.01 - 60.00 319 15,634,283.34 3.91 4.152 742 58.09 49,010.29 37.48 92.64
- ------------------------------------------------------------------------------------------------------------------------------------
60.01 - 65.00 381 18,016,674.53 4.50 4.153 729 63.07 47,287.86 40.32 90.64
- ------------------------------------------------------------------------------------------------------------------------------------
65.01 - 70.00 474 24,308,495.30 6.08 4.158 735 68.07 51,283.75 38.51 89.55
- ------------------------------------------------------------------------------------------------------------------------------------
70.01 - 75.00 505 23,905,690.29 5.98 4.162 733 73.19 47,338.00 39.60 86.61
- ------------------------------------------------------------------------------------------------------------------------------------
75.01 - 80.00 621 30,533,665.77 7.63 4.172 726 78.27 49,168.54 37.49 79.44
- ------------------------------------------------------------------------------------------------------------------------------------
80.01 - 85.00 768 34,301,724.71 8.58 4.166 724 83.34 44,663.70 39.37 88.78
- ------------------------------------------------------------------------------------------------------------------------------------
85.01 - 90.00 3,071 120,668,679.83 30.17 4.200 726 89.4 39,292.96 36.83 86.48
- ------------------------------------------------------------------------------------------------------------------------------------
90.01 - 100.00 2,030 71,142,390.05 17.79 4.776 714 97.82 35,045.51 37.53 93.86
- ------------------------------------------------------------------------------------------------------------------------------------
Total: 9,649 400,011,771.16 100.00 4.285 727 77.22 41,456.29 37.92 88.41
- ------------------------------------------------------------------------------------------------------------------------------------
- ------------------------------------------------------------------------------------------------------------------------------------
Loan % Owner
LOAN PURPOSE Count UPB % UPB GWAC FICO AVG CLTV AVG UPB AVG DTI OCC
- ------------------------------------------------------------------------------------------------------------------------------------
Debt Consolidation / Refinance 5,107 238,651,274.01 59.66 4.258 726 78.23 46,730.23 37.95 89.54
- ------------------------------------------------------------------------------------------------------------------------------------
Other 2,739 97,773,456.12 24.44 4.328 730 75.62 35,696.77 38.00 87.74
- ------------------------------------------------------------------------------------------------------------------------------------
Home Improvement 1,609 56,035,201.84 14.01 4.321 724 75.18 34,826.10 37.66 86.79
- ------------------------------------------------------------------------------------------------------------------------------------
Purchase Money 194 7,551,839.19 1.89 4.310 729 81.36 38,927.01 37.63 73.45
- ------------------------------------------------------------------------------------------------------------------------------------
Total: 9,649 400,011,771.16 100.00 4.285 727 77.22 41,456.29 37.92 88.41
- ------------------------------------------------------------------------------------------------------------------------------------
- ------------------------------------------------------------------------------------------------------------------------------------
Loan % Owner
OCCUPANCY Count UPB % UPB GWAC FICO AVG CLTV AVG UPB AVG DTI OCC
- ------------------------------------------------------------------------------------------------------------------------------------
Primary Residence 8,800 353,652,079.52 88.41 4.286 728 77.25 40,187.74 37.96 100.00
- ------------------------------------------------------------------------------------------------------------------------------------
Non-Primary Residence 435 24,597,363.52 6.15 4.284 722 75.71 56,545.66 37.58 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
Rental Property 414 21,762,328.12 5.44 4.264 716 78.49 52,566.01 37.62 0.00
- ------------------------------------------------------------------------------------------------------------------------------------
Total: 9,649 400,011,771.16 100.00 4.285 727 77.22 41,456.29 37.92 88.41
- ------------------------------------------------------------------------------------------------------------------------------------
- ------------------------------------------------------------------------------------------------------------------------------------
Loan % Owner
PROPERTY TYPE Count UPB % UPB GWAC FICO AVG CLTV AVG UPB AVG DTI OCC
- ------------------------------------------------------------------------------------------------------------------------------------
Single Family 8,728 356,280,067.84 89.07 4.289 728 77.26 40,820.36 37.94 94.47
- ------------------------------------------------------------------------------------------------------------------------------------
Condominium 503 21,798,871.10 5.45 4.240 726 75.96 43,337.72 37.04 70.67
- ------------------------------------------------------------------------------------------------------------------------------------
Multifamily 391 21,004,575.99 5.25 4.261 714 77.76 53,720.14 38.50 3.82
- ------------------------------------------------------------------------------------------------------------------------------------
Manufactured Housing 27 928,256.23 0.23 4.390 729 79.91 34,379.86 37.32 93.94
- ------------------------------------------------------------------------------------------------------------------------------------
Total: 9,649 400,011,771.16 100.00 4.285 727 77.22 41,456.29 37.92 88.41
- ------------------------------------------------------------------------------------------------------------------------------------
- ------------------------------------------------------------------------------------------------------------------------------------
Loan % Owner
STATE Count UPB % UPB GWAC FICO AVG CLTV AVG UPB AVG DTI OCC
- ------------------------------------------------------------------------------------------------------------------------------------
Florida 2,140 89,940,871.76 22.48 4.398 721 77.38 42,028.44 38.78 84.23
- ------------------------------------------------------------------------------------------------------------------------------------
New Jersey 1,665 82,096,586.06 20.52 4.134 730 72.99 49,307.26 39.86 90.59
- ------------------------------------------------------------------------------------------------------------------------------------
Pennsylvania 1,541 62,944,854.33 15.74 4.179 736 78.08 40,846.76 36.69 93.28
- ------------------------------------------------------------------------------------------------------------------------------------
North Carolina 1,600 61,810,904.34 15.45 4.335 726 82.73 38,631.82 36.55 89.61
- ------------------------------------------------------------------------------------------------------------------------------------
Virginia 1,333 47,756,178.65 11.94 4.371 728 79.67 35,826.09 36.89 91.09
- ------------------------------------------------------------------------------------------------------------------------------------
Connecticut 336 14,578,659.16 3.64 4.211 724 72.1 43,388.87 37.94 90.65
- ------------------------------------------------------------------------------------------------------------------------------------
South Carolina 389 13,083,721.31 3.27 4.363 726 78.38 33,634.25 34.86 90.09
- ------------------------------------------------------------------------------------------------------------------------------------
Maryland 296 10,956,797.39 2.74 4.430 722 80.52 37,016.21 36.89 88.87
- ------------------------------------------------------------------------------------------------------------------------------------
New York 180 8,849,197.37 2.21 4.281 720 61.07 49,162.21 39.81 89.55
- ------------------------------------------------------------------------------------------------------------------------------------
Georgia 96 4,751,552.00 1.19 4.338 712 80.31 49,495.33 39.88 9.44
- ------------------------------------------------------------------------------------------------------------------------------------
District of Columbia 41 1,912,174.33 0.48 4.311 706 63.48 46,638.40 38.93 90.93
- ------------------------------------------------------------------------------------------------------------------------------------
Delaware 10 532,777.01 0.13 4.141 731 82.85 53,277.70 35.75 67.12
- ------------------------------------------------------------------------------------------------------------------------------------
Tennessee 9 419,993.89 0.10 4.250 752 80.02 46,665.99 33.45 80.89
- ------------------------------------------------------------------------------------------------------------------------------------
Massachusetts 7 183,896.34 0.05 4.306 742 59.59 26,270.91 34.05 100.00
- ------------------------------------------------------------------------------------------------------------------------------------
Rhode Island 4 149,498.02 0.04 4.250 730 70.42 37,374.51 34.32 100.00
- ------------------------------------------------------------------------------------------------------------------------------------
Alabama 2 44,109.20 0.01 4.250 789 83.59 22,054.60 49.40 80.14
- ------------------------------------------------------------------------------------------------------------------------------------
Total: 9,649 400,011,771.16 100.00 4.285 727 77.22 41,456.29 37.92 88.41
- ------------------------------------------------------------------------------------------------------------------------------------
- ------------------------------------------------------------------------------------------------------------------------------------
Loan % Owner
ZIP CODES Count UPB % UPB GWAC FICO AVG CLTV AVG UPB AVG DTI OCC
- ------------------------------------------------------------------------------------------------------------------------------------
28269 39 1,938,872.40 0.48 4.036 711 93.27 49,714.68 38.03 79.96
- ------------------------------------------------------------------------------------------------------------------------------------
8820 22 1,429,621.55 0.36 4.028 737 69.91 64,982.80 38.55 100.00
- ------------------------------------------------------------------------------------------------------------------------------------
19380 20 1,428,095.02 0.36 4.061 756 81.36 71,404.75 36.74 100.00
- ------------------------------------------------------------------------------------------------------------------------------------
8854 17 1,223,435.94 0.31 4.047 735 78.85 71,966.82 38.28 100.00
- ------------------------------------------------------------------------------------------------------------------------------------
8753 26 1,215,252.19 0.30 4.205 723 78.03 46,740.47 37.76 91.66
- ------------------------------------------------------------------------------------------------------------------------------------
23233 27 1,149,813.56 0.29 4.394 749 72.43 42,585.69 33.14 100.00
- ------------------------------------------------------------------------------------------------------------------------------------
8054 14 1,127,578.27 0.28 4.090 715 80.16 80,541.31 38.99 91.37
- ------------------------------------------------------------------------------------------------------------------------------------
19002 16 1,098,412.08 0.27 4.079 765 71.89 68,650.76 36.73 100.00
- ------------------------------------------------------------------------------------------------------------------------------------
33029 16 1,078,425.17 0.27 4.405 732 72.41 67,401.57 37.78 100.00
- ------------------------------------------------------------------------------------------------------------------------------------
28277 27 1,063,527.40 0.27 4.358 730 76.64 39,389.90 36.35 98.05
- ------------------------------------------------------------------------------------------------------------------------------------
Other 9,425 387,258,737.58 96.81 4.289 727 77.18 41,088.46 37.94 88.19
- ------------------------------------------------------------------------------------------------------------------------------------
Total: 9,649 400,011,771.16 100.00 4.285 727 77.22 41,456.29 37.92 88.41
- ------------------------------------------------------------------------------------------------------------------------------------
- ------------------------------------------------------------------------------------------------------------------------------------
Loan % Owner
AMORT TYPE Count UPB % UPB GWAC FICO AVG CLTV AVG UPB AVG DTI OCC
- ------------------------------------------------------------------------------------------------------------------------------------
PEL ARM 9,649 400,011,771.16 100.00 4.285 727 77.22 41,456.29 37.92 88.41
- ------------------------------------------------------------------------------------------------------------------------------------
Total: 9,649 400,011,771.16 100.00 4.285 727 77.22 41,456.29 37.92 88.41
- ------------------------------------------------------------------------------------------------------------------------------------
- --------------------------------------------------------------------------------------------------------------------------------------
Loan % Owner
MTH TO DRAW TERM MTY Count UPB % UPB GWAC FICO AVG CLTV AVG UPB AVG DTI OCC
- --------------------------------------------------------------------------------------------------------------------------------------
‹= 180 341 14,931,266.44 3.73 4.213 725 71.82 43,786.71 37.88 89.13
- --------------------------------------------------------------------------------------------------------------------------------------
181 - 240 9,308 385,080,504.72 96.27 4.288 727 77.43 41,370.92 37.92 88.38
- --------------------------------------------------------------------------------------------------------------------------------------
Total: 9,649 400,011,771.16 100.00 4.285 727 77.22 41,456.29 37.92 88.41
- --------------------------------------------------------------------------------------------------------------------------------------
- --------------------------------------------------------------------------------------------------------------------------------------
Loan % Owner
LIFE MAXIMUM RATE Count UPB % UPB GWAC FICO AVG CLTV AVG UPB AVG DTI OCC
- --------------------------------------------------------------------------------------------------------------------------------------
16 1,631 63,064,466.12 15.77 4.336 726 82.55 38,666.13 36.53 89.70
- --------------------------------------------------------------------------------------------------------------------------------------
18 8,018 336,947,305.04 84.23 4.275 727 76.23 42,023.86 38.17 88.17
- --------------------------------------------------------------------------------------------------------------------------------------
Total: 9,649 400,011,771.16 100.00 4.285 727 77.22 41,456.29 37.92 88.41
- --------------------------------------------------------------------------------------------------------------------------------------
- --------------------------------------------------------------------------------------------------------------------------------------
Loan % Owner
FULLY INDEXED MARGIN Count UPB % UPB GWAC FICO AVG CLTV AVG UPB AVG DTI OCC
- --------------------------------------------------------------------------------------------------------------------------------------
- -0.999 - -0.500 417 19,827,525.41 4.96 3.752 728 85.25 47,548.02 42.18 93.78
- --------------------------------------------------------------------------------------------------------------------------------------
- -0.499 - 0.000 4,184 214,193,317.92 53.55 4.143 738 72.63 51,193.43 37.95 93.08
- --------------------------------------------------------------------------------------------------------------------------------------
0.001 - 0.500 2,640 94,933,941.82 23.73 4.262 719 75.56 35,959.83 37.34 81.23
- --------------------------------------------------------------------------------------------------------------------------------------
0.501 - 1.000 992 38,673,987.00 9.67 4.780 710 89.77 38,985.87 37.67 74.26
- --------------------------------------------------------------------------------------------------------------------------------------
1.001 - 1.500 864 22,837,688.95 5.71 5.083 701 94.34 26,432.51 36.85 93.46
- --------------------------------------------------------------------------------------------------------------------------------------
1.501 - 2.000 233 5,047,195.25 1.26 4.677 671 83.11 21,661.78 37.77 87.86
- --------------------------------------------------------------------------------------------------------------------------------------
2.001 - 2.500 268 3,763,360.68 0.94 5.185 690 95.84 14,042.39 37.84 92.49
- --------------------------------------------------------------------------------------------------------------------------------------
2.501 - 3.000 42 557,383.60 0.14 4.839 661 88.77 13,271.04 36.10 76.54
- --------------------------------------------------------------------------------------------------------------------------------------
3.001 - 3.500 5 80,708.92 0.02 4.791 651 70.19 16,141.78 33.28 100.00
- --------------------------------------------------------------------------------------------------------------------------------------
3.501 - 4.000 3 88,160.70 0.02 5.139 683 96.97 29,386.90 35.97 100.00
- --------------------------------------------------------------------------------------------------------------------------------------
4.501 - 5.000 1 8,500.91 0.00 5.250 682 89 8,500.91 36.00 100.00
- --------------------------------------------------------------------------------------------------------------------------------------
Total: 9,649 400,011,771.16 100.00 4.285 727 77.22 41,456.29 37.92 88.41
- --------------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Loan % Owner
PRINCIPAL BALANCE Count UPB % UPB GWAC FICO AVG CLTV AVG UPB AVG DTI OCC
--------------------------------------------------------------------------------------------------------------------------------
‹= 25,000.00 5,241 73,941,368.76 10.56 4.364 733 78.18 14,108.26 35.59 93.70
--------------------------------------------------------------------------------------------------------------------------------
25,000.01 - 50,000.00 2,986 107,924,687.61 15.42 4.354 731 79.09 36,143.57 35.93 92.17
--------------------------------------------------------------------------------------------------------------------------------
50,000.01 - 75,000.00 1,380 84,683,974.77 12.10 4.340 728 79.09 61,365.20 37.19 89.43
--------------------------------------------------------------------------------------------------------------------------------
75,000.01 - 100,000.00 998 88,932,339.08 12.70 4.309 727 77.85 89,110.56 36.98 87.85
--------------------------------------------------------------------------------------------------------------------------------
100,000.01 - 125,000.00 403 45,441,047.79 6.49 4.247 724 78.67 112,756.94 38.73 89.20
--------------------------------------------------------------------------------------------------------------------------------
125,000.01 - 150,000.00 316 43,848,374.01 6.26 4.245 723 78.34 138,760.68 38.57 89.17
--------------------------------------------------------------------------------------------------------------------------------
150,000.01 - 175,000.00 156 25,261,320.76 3.61 4.266 722 79.68 161,931.54 39.34 90.39
--------------------------------------------------------------------------------------------------------------------------------
175,000.01 - 200,000.00 144 27,131,818.67 3.88 4.217 728 78.26 188,415.41 38.82 86.75
--------------------------------------------------------------------------------------------------------------------------------
200,000.01 - 225,000.00 95 20,237,640.38 2.89 4.210 729 80.26 213,027.79 41.02 88.64
--------------------------------------------------------------------------------------------------------------------------------
225,000.01 - 250,000.00 113 27,212,367.75 3.89 4.179 726 73.29 240,817.41 39.13 92.88
--------------------------------------------------------------------------------------------------------------------------------
250,000.01 - 275,000.00 55 14,402,918.83 2.06 4.262 731 77.26 261,871.25 39.04 92.84
--------------------------------------------------------------------------------------------------------------------------------
275,000.01 - 300,000.00 47 13,548,967.61 1.94 4.154 727 75.99 288,275.91 45.67 85.22
--------------------------------------------------------------------------------------------------------------------------------
300,000.01 - 350,000.00 82 26,780,296.43 3.83 4.195 739 75.16 326,588.98 35.24 86.79
--------------------------------------------------------------------------------------------------------------------------------
350,000.01 - 400,000.00 57 21,370,559.07 3.05 4.205 726 75.08 374,922.09 41.22 86.00
--------------------------------------------------------------------------------------------------------------------------------
400,000.01 - 450,000.00 36 15,194,754.82 2.17 4.164 714 76.75 422,076.52 41.22 85.80
--------------------------------------------------------------------------------------------------------------------------------
450,000.01 - 500,000.00 39 18,823,724.22 2.69 4.237 709 67.25 482,659.60 38.80 69.07
--------------------------------------------------------------------------------------------------------------------------------
500,000.01 - 600,000.00 20 11,075,365.54 1.58 4.139 724 80.61 553,768.28 38.55 84.31
--------------------------------------------------------------------------------------------------------------------------------
600,000.01 - 700,000.00 7 4,521,177.86 0.65 4.121 717 73.63 645,882.55 37.77 100.00
--------------------------------------------------------------------------------------------------------------------------------
700,000.01 - 800,000.00 5 3,762,751.94 0.54 4.019 753 72.18 752,550.39 29.42 100.00
--------------------------------------------------------------------------------------------------------------------------------
800,000.01 - 900,000.00 6 5,137,875.95 0.73 4.125 671 61.26 856,312.66 38.14 82.80
--------------------------------------------------------------------------------------------------------------------------------
900,000.01 - 1,000,000.00 5 4,847,637.09 0.69 4.600 675 61.73 969,527.42 36.51 80.07
--------------------------------------------------------------------------------------------------------------------------------
1,000,000.01 >= 12 15,919,072.67 2.27 4.028 719 74.22 1,326,589.39 37.26 65.70
--------------------------------------------------------------------------------------------------------------------------------
Total: 12,203 700,000,041.61 100.00 4.277 727 77.41 57,362.95 37.68 88.66
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Loan % Owner
CURRENT RATE Count UPB % UPB GWAC FICO AVG CLTV AVG UPB AVG DTI OCC
--------------------------------------------------------------------------------------------------------------------------------
2.501 - 3.000 1 1,120,000.00 0.16 3.000 763 80 1,120,000.00 37.00 100.00
--------------------------------------------------------------------------------------------------------------------------------
3.001 - 3.500 9 1,543,041.03 0.22 3.326 761 62.94 171,449.00 42.17 100.00
--------------------------------------------------------------------------------------------------------------------------------
3.501 - 4.000 2,215 188,910,614.95 26.99 3.947 738 74.8 85,286.96 38.28 93.80
--------------------------------------------------------------------------------------------------------------------------------
4.001 - 4.500 8,237 428,062,442.57 61.15 4.249 726 75.51 51,968.25 37.36 85.58
--------------------------------------------------------------------------------------------------------------------------------
4.501 - 5.000 157 10,290,445.46 1.47 4.964 731 87.32 65,544.24 35.24 81.56
--------------------------------------------------------------------------------------------------------------------------------
5.001 - 5.500 1,515 67,755,864.80 9.68 5.251 702 95.36 44,723.34 38.68 94.13
--------------------------------------------------------------------------------------------------------------------------------
5.501 - 6.000 37 1,887,288.24 0.27 5.765 640 78.81 51,007.79 25.70 97.73
--------------------------------------------------------------------------------------------------------------------------------
6.001 - 6.500 26 314,560.09 0.04 6.325 700 95.86 12,098.47 36.25 93.78
--------------------------------------------------------------------------------------------------------------------------------
6.501 - 7.000 4 90,341.91 0.01 6.749 616 71.75 22,585.48 24.13 100.00
--------------------------------------------------------------------------------------------------------------------------------
7.001 - 7.500 1 6,388.56 0.00 7.250 612 89 6,388.56 38.00 100.00
--------------------------------------------------------------------------------------------------------------------------------
8.001 - 8.500 1 19,054.00 0.00 8.500 712 59 19,054.00 28.00 100.00
--------------------------------------------------------------------------------------------------------------------------------
Total: 12,203 700,000,041.61 100.00 4.277 727 77.41 57,362.95 37.68 88.66
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Loan % Owner
CREDIT SCORE Count UPB % UPB GWAC FICO AVG CLTV AVG UPB AVG DTI OCC
--------------------------------------------------------------------------------------------------------------------------------
Not Available 106 2,882,248.91 0.41 4.269 0 37.44 27,191.03 4.42 99.56
--------------------------------------------------------------------------------------------------------------------------------
481 - 500 2 165,529.60 0.02 4.250 487 44.69 82,764.80 39.32 100.00
--------------------------------------------------------------------------------------------------------------------------------
521 - 540 1 112,431.25 0.02 4.250 535 95 112,431.25 50.00 100.00
--------------------------------------------------------------------------------------------------------------------------------
541 - 560 3 54,474.74 0.01 4.250 557 73.93 18,158.25 31.82 100.00
--------------------------------------------------------------------------------------------------------------------------------
561 - 580 9 776,623.13 0.11 4.339 572 82.04 86,291.46 35.05 81.89
--------------------------------------------------------------------------------------------------------------------------------
581 - 600 20 1,632,437.00 0.23 4.664 594 83.06 81,621.85 34.77 100.00
--------------------------------------------------------------------------------------------------------------------------------
601 - 620 153 13,243,652.74 1.89 4.392 611 75.8 86,559.82 31.73 76.84
--------------------------------------------------------------------------------------------------------------------------------
621 - 640 332 20,840,329.77 2.98 4.385 632 77.58 62,772.08 37.78 90.91
--------------------------------------------------------------------------------------------------------------------------------
641 - 660 668 43,260,045.10 6.18 4.374 652 80.42 64,760.55 41.77 82.38
--------------------------------------------------------------------------------------------------------------------------------
661 - 680 939 61,046,789.27 8.72 4.379 671 80.36 65,012.56 39.19 87.48
--------------------------------------------------------------------------------------------------------------------------------
681 - 700 1,184 71,186,373.59 10.17 4.345 690 79.41 60,123.63 40.19 88.84
--------------------------------------------------------------------------------------------------------------------------------
701 - 720 1,385 80,965,285.69 11.57 4.318 711 79.36 58,458.69 38.95 87.64
--------------------------------------------------------------------------------------------------------------------------------
721 - 740 1,545 91,414,039.17 13.06 4.275 731 77.89 59,167.66 37.75 86.92
--------------------------------------------------------------------------------------------------------------------------------
741 - 760 1,783 95,785,385.57 13.68 4.233 751 78.55 53,721.47 37.60 91.79
--------------------------------------------------------------------------------------------------------------------------------
761 - 780 2,058 116,119,731.05 16.59 4.208 770 76.14 56,423.58 35.43 89.85
--------------------------------------------------------------------------------------------------------------------------------
781 - 800 1,576 80,180,224.38 11.45 4.163 789 73.73 50,875.78 36.41 89.82
--------------------------------------------------------------------------------------------------------------------------------
801 - 820 438 20,302,746.65 2.90 4.192 806 67.71 46,353.30 37.26 93.73
--------------------------------------------------------------------------------------------------------------------------------
821 - 840 1 31,694.00 0.00 4.250 821 46 31,694.00 50.00 100.00
--------------------------------------------------------------------------------------------------------------------------------
Total: 12,203 700,000,041.61 100.00 4.277 727 77.41 57,362.95 37.68 88.66
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Loan % Owner
LIEN STATUS Count UPB % UPB GWAC FICO AVG CLTV AVG UPB AVG DTI OCC
--------------------------------------------------------------------------------------------------------------------------------
1 3,262 275,253,578.11 39.32 4.168 736 71.55 84,381.84 37.54 81.54
--------------------------------------------------------------------------------------------------------------------------------
2 8,669 416,233,215.90 59.46 4.347 721 81.21 48,013.98 37.79 93.14
--------------------------------------------------------------------------------------------------------------------------------
3 272 8,513,247.60 1.22 4.370 707 80.86 31,298.70 37.23 99.93
--------------------------------------------------------------------------------------------------------------------------------
Total: 12,203 700,000,041.61 100.00 4.277 727 77.41 57,362.95 37.68 88.66
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Loan % Owner
ORIGINAL LTV Count UPB % UPB GWAC FICO AVG CLTV AVG UPB AVG DTI OCC
--------------------------------------------------------------------------------------------------------------------------------
‹= 40.00 7,887 339,200,041.30 48.46 4.368 719 75.89 43,007.49 37.17 92.92
--------------------------------------------------------------------------------------------------------------------------------
40.01 - 45.00 580 34,525,488.41 4.93 4.271 730 72.96 59,526.70 36.83 91.28
--------------------------------------------------------------------------------------------------------------------------------
45.01 - 50.00 471 32,449,272.20 4.64 4.227 731 71.63 68,894.42 37.35 92.14
--------------------------------------------------------------------------------------------------------------------------------
50.01 - 55.00 432 33,281,162.20 4.75 4.204 737 69.79 77,039.73 40.28 87.82
--------------------------------------------------------------------------------------------------------------------------------
55.01 - 60.00 372 28,195,358.11 4.03 4.183 736 72.32 75,793.97 37.08 91.51
--------------------------------------------------------------------------------------------------------------------------------
60.01 - 65.00 348 28,451,385.23 4.06 4.178 730 71.25 81,756.85 40.75 86.63
--------------------------------------------------------------------------------------------------------------------------------
65.01 - 70.00 259 19,882,912.44 2.84 4.152 741 73.03 76,768.00 37.46 80.05
--------------------------------------------------------------------------------------------------------------------------------
70.01 - 75.00 261 31,642,460.72 4.52 4.134 726 77.46 121,235.48 37.00 77.86
--------------------------------------------------------------------------------------------------------------------------------
75.01 - 80.00 268 27,644,234.33 3.95 4.096 736 79.81 103,150.13 38.56 76.69
--------------------------------------------------------------------------------------------------------------------------------
80.01 - 85.00 303 38,004,013.21 5.43 4.145 737 84.13 125,425.79 41.09 84.01
--------------------------------------------------------------------------------------------------------------------------------
85.01 - 90.00 848 62,044,546.21 8.86 4.173 739 89.06 73,165.74 37.53 79.05
--------------------------------------------------------------------------------------------------------------------------------
90.01 - 100.00 174 24,679,167.25 3.53 4.358 722 96.46 141,834.29 35.17 87.68
--------------------------------------------------------------------------------------------------------------------------------
Total: 12,203 700,000,041.61 100.00 4.277 727 77.41 57,362.95 37.68 88.66
--------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------
Loan % Owner
COMBINED LTV Count UPB % UPB GWAC FICO AVG CLTV AVG UPB AVG DTI OCC
-------------------------------------------------------------------------------------------------------------------------------
‹= 40.00 842 39,320,096.38 5.62 4.172 735 30.01 46,698.45 35.30 88.02
-------------------------------------------------------------------------------------------------------------------------------
40.01 - 45.00 229 15,080,847.01 2.15 4.170 734 43.25 65,855.23 40.58 90.10
-------------------------------------------------------------------------------------------------------------------------------
45.01 - 50.00 278 17,980,042.59 2.57 4.210 737 48.05 64,676.41 36.01 93.93
-------------------------------------------------------------------------------------------------------------------------------
50.01 - 55.00 353 23,545,661.59 3.36 4.148 737 53.09 66,701.59 38.28 88.70
-------------------------------------------------------------------------------------------------------------------------------
55.01 - 60.00 384 23,499,097.17 3.36 4.150 737 58.13 61,195.57 36.71 91.42
-------------------------------------------------------------------------------------------------------------------------------
60.01 - 65.00 493 33,533,948.33 4.79 4.164 728 63.16 68,020.18 39.88 85.64
-------------------------------------------------------------------------------------------------------------------------------
65.01 - 70.00 550 37,857,730.32 5.41 4.186 728 68.08 68,832.24 38.37 86.17
-------------------------------------------------------------------------------------------------------------------------------
70.01 - 75.00 648 56,030,558.87 8.00 4.157 724 73.5 86,466.91 36.53 82.15
-------------------------------------------------------------------------------------------------------------------------------
75.01 - 80.00 867 63,263,003.31 9.04 4.155 724 78.49 72,967.71 38.65 83.55
-------------------------------------------------------------------------------------------------------------------------------
80.01 - 85.00 1,591 108,396,796.80 15.49 4.208 725 83.86 68,131.24 38.62 89.51
-------------------------------------------------------------------------------------------------------------------------------
85.01 - 90.00 3,615 161,196,333.33 23.03 4.226 732 89.17 44,590.96 37.25 88.10
-------------------------------------------------------------------------------------------------------------------------------
90.01 - 100.00 2,353 120,295,925.91 17.19 4.693 713 96.69 51,124.49 37.35 94.69
-------------------------------------------------------------------------------------------------------------------------------
Total: 12,203 700,000,041.61 100.00 4.277 727 77.41 57,362.95 37.68 88.66
-------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------
Loan % Owner
LOAN PURPOSE Count UPB % UPB GWAC FICO AVG CLTV AVG UPB AVG DTI OCC
--------------------------------------------------------------------------------------------------------------------------------
Debt Consolidation / Refinance 5,823 361,197,229.70 51.60 4.261 724 78.84 62,029.41 38.17 90.10
--------------------------------------------------------------------------------------------------------------------------------
Other 3,870 209,355,743.17 29.91 4.284 729 75.75 54,097.09 36.91 87.01
--------------------------------------------------------------------------------------------------------------------------------
Home Improvement 2,193 104,926,252.63 14.99 4.316 728 75.6 47,845.99 37.59 90.41
--------------------------------------------------------------------------------------------------------------------------------
Purchase Money 317 24,520,816.11 3.50 4.281 733 78.32 77,352.73 37.39 74.14
--------------------------------------------------------------------------------------------------------------------------------
Total: 12,203 700,000,041.61 100.00 4.277 727 77.41 57,362.95 37.68 88.66
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Loan % Owner
OCCUPANCY Count UPB % UPB GWAC FICO AVG CLTV AVG UPB AVG DTI OCC
--------------------------------------------------------------------------------------------------------------------------------
Primary Residence 11,200 620,414,673.69 88.63 4.277 728 77.59 55,394.17 37.57 100.00
--------------------------------------------------------------------------------------------------------------------------------
Non-Primary Residence 552 52,476,933.04 7.50 4.274 718 74.68 95,066.91 37.66 0.00
--------------------------------------------------------------------------------------------------------------------------------
Rental Property 448 26,897,321.31 3.84 4.276 719 78.69 60,038.66 40.26 0.00
--------------------------------------------------------------------------------------------------------------------------------
Agricultural Property 3 211,113.57 0.03 4.106 754 71.75 70,371.19 36.71 100.00
--------------------------------------------------------------------------------------------------------------------------------
Total: 12,203 700,000,041.61 100.00 4.277 727 77.41 57,362.95 37.68 88.66
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Loan % Owner
PROPERTY TYPE Count UPB % UPB GWAC FICO AVG CLTV AVG UPB AVG DTI OCC
--------------------------------------------------------------------------------------------------------------------------------
Single Family 11,235 646,520,188.82 92.36 4.279 727 77.45 57,545.19 37.53 92.99
--------------------------------------------------------------------------------------------------------------------------------
Condominium 507 27,074,040.88 3.87 4.224 734 76.05 53,400.48 38.39 61.25
--------------------------------------------------------------------------------------------------------------------------------
Multifamily 433 25,510,234.34 3.64 4.276 718 77.78 58,915.09 40.79 7.82
--------------------------------------------------------------------------------------------------------------------------------
Manufactured Housing 25 684,464.00 0.10 4.250 745 80.72 27,378.56 33.13 92.64
--------------------------------------------------------------------------------------------------------------------------------
Agricultural Property with a
Residence 3 211,113.57 0.03 4.106 754 71.75 70,371.19 36.71 100.00
--------------------------------------------------------------------------------------------------------------------------------
Total: 12,203 700,000,041.61 100.00 4.277 727 77.41 57,362.95 37.68 88.66
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Loan % Owner
STATE Count UPB % UPB GWAC FICO AVG CLTV AVG UPB AVG DTI OCC
--------------------------------------------------------------------------------------------------------------------------------
New Jersey 2,251 145,708,243.69 20.82 4.147 730 74.92 64,730.45 39.15 89.35
--------------------------------------------------------------------------------------------------------------------------------
Florida 2,321 136,174,153.34 19.45 4.345 720 77.09 58,670.47 37.17 84.48
--------------------------------------------------------------------------------------------------------------------------------
North Carolina 1,756 92,713,253.36 13.24 4.280 730 80.29 52,797.98 36.04 84.19
--------------------------------------------------------------------------------------------------------------------------------
Pennsylvania 1,640 80,065,545.74 11.44 4.148 739 78.96 48,820.45 36.70 95.59
--------------------------------------------------------------------------------------------------------------------------------
Virginia 1,532 66,515,061.29 9.50 4.400 728 80.17 43,417.14 36.95 92.33
--------------------------------------------------------------------------------------------------------------------------------
Georgia 729 51,878,470.39 7.41 4.400 718 81.63 71,163.88 38.47 82.73
--------------------------------------------------------------------------------------------------------------------------------
Connecticut 610 44,906,752.41 6.42 4.270 725 70.81 73,617.63 37.91 92.97
--------------------------------------------------------------------------------------------------------------------------------
New York 361 28,182,272.39 4.03 4.300 717 71.8 78,067.24 40.76 94.31
--------------------------------------------------------------------------------------------------------------------------------
South Carolina 485 26,544,835.33 3.79 4.313 721 77.12 54,731.62 37.87 90.40
--------------------------------------------------------------------------------------------------------------------------------
Maryland 408 21,659,914.86 3.09 4.407 721 80.37 53,088.03 36.52 93.28
--------------------------------------------------------------------------------------------------------------------------------
District of Columbia 65 3,267,690.75 0.47 4.357 710 79.21 50,272.17 42.39 76.42
--------------------------------------------------------------------------------------------------------------------------------
Delaware 12 950,783.97 0.14 4.189 750 69.29 79,232.00 36.51 14.66
--------------------------------------------------------------------------------------------------------------------------------
Alabama 5 660,252.66 0.09 4.995 695 95.91 132,050.53 45.47 79.42
--------------------------------------------------------------------------------------------------------------------------------
Massachusetts 15 514,626.64 0.07 4.430 712 77.88 34,308.44 33.58 100.00
--------------------------------------------------------------------------------------------------------------------------------
Rhode Island 11 207,041.11 0.03 4.250 722 74.41 18,821.92 38.70 100.00
--------------------------------------------------------------------------------------------------------------------------------
West Virginia 2 51,143.68 0.01 4.498 743 75.15 25,571.84 31.97 100.00
--------------------------------------------------------------------------------------------------------------------------------
Total: 12,203 700,000,041.61 100.00 4.277 727 77.41 57,362.95 37.68 88.66
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Loan % Owner
ZIP CODES Count UPB % UPB GWAC FICO AVG CLTV AVG UPB AVG DTI OCC
--------------------------------------------------------------------------------------------------------------------------------
7078 9 3,600,819.51 0.51 4.173 698 66.6 400,091.06 48.53 100.00
--------------------------------------------------------------------------------------------------------------------------------
19067 43 3,357,026.93 0.48 4.107 747 77.88 78,070.39 37.36 100.00
--------------------------------------------------------------------------------------------------------------------------------
8057 16 3,251,253.14 0.46 3.969 749 76.01 203,203.32 35.41 100.00
--------------------------------------------------------------------------------------------------------------------------------
30342 19 2,911,113.23 0.42 4.334 725 83.58 153,216.49 44.69 79.91
--------------------------------------------------------------------------------------------------------------------------------
30319 21 2,896,800.49 0.41 4.119 700 82.54 137,942.88 30.92 98.54
--------------------------------------------------------------------------------------------------------------------------------
30327 23 2,877,880.78 0.41 4.211 726 80.03 125,125.25 36.28 100.00
--------------------------------------------------------------------------------------------------------------------------------
6840 13 2,773,049.13 0.40 4.514 719 49.62 213,311.47 28.97 86.52
--------------------------------------------------------------------------------------------------------------------------------
28211 29 2,648,959.05 0.38 4.057 739 79.44 91,343.42 25.46 100.00
--------------------------------------------------------------------------------------------------------------------------------
8008 12 2,616,808.73 0.37 4.056 696 77.85 218,067.39 44.22 22.68
--------------------------------------------------------------------------------------------------------------------------------
6831 8 2,606,436.54 0.37 4.100 692 42.4 325,804.57 38.77 100.00
--------------------------------------------------------------------------------------------------------------------------------
Other 12,010 670,459,894.08 95.78 4.282 727 77.65 55,825.14 37.69 88.61
--------------------------------------------------------------------------------------------------------------------------------
Total: 12,203 700,000,041.61 100.00 4.277 727 77.41 57,362.95 37.68 88.66
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Loan % Owner
AMORT TYPE Count UPB % UPB GWAC FICO AVG CLTV AVG UPB AVG DTI OCC
--------------------------------------------------------------------------------------------------------------------------------
PEL ARM 12,203 700,000,041.61 100.00 4.277 727 77.41 57,362.95 37.68 88.66
--------------------------------------------------------------------------------------------------------------------------------
Total: 12,203 700,000,041.61 100.00 4.277 727 77.41 57,362.95 37.68 88.66
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Loan % Owner
MTH TO DRAW TERM MTY Count UPB % UPB GWAC FICO AVG CLTV AVG UPB AVG DTI OCC
--------------------------------------------------------------------------------------------------------------------------------
‹= 180 640 47,763,081.51 6.82 4.262 723 71.58 74,629.81 38.02 91.21
--------------------------------------------------------------------------------------------------------------------------------
181 - 240 11,563 652,236,960.10 93.18 4.278 727 77.84 56,407.24 37.66 88.47
--------------------------------------------------------------------------------------------------------------------------------
Total: 12,203 700,000,041.61 100.00 4.277 727 77.41 57,362.95 37.68 88.66
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Loan % Owner
LIFE MAXIMUM RATE Count UPB % UPB GWAC FICO AVG CLTV AVG UPB AVG DTI OCC
--------------------------------------------------------------------------------------------------------------------------------
16.000 1,798 94,175,979.69 13.45 4.285 731 80.34 52,378.19 36.39 85.74
--------------------------------------------------------------------------------------------------------------------------------
18.000 10,405 605,824,061.92 86.55 4.275 726 76.95 58,224.32 37.88 89.12
--------------------------------------------------------------------------------------------------------------------------------
Total: 12,203 700,000,041.61 100.00 4.277 727 77.41 57,362.95 37.68 88.66
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
Loan % Owner
FULLY INDEXED MARGIN Count UPB % UPB GWAC FICO AVG CLTV AVG UPB AVG DTI OCC
-------------------------------------------------------------------------------------------------------------------------------
-1.499 - -1.000 5 2,181,100.56 0.31 3.122 768 74.13 436,220.11 40.17 100.00
-------------------------------------------------------------------------------------------------------------------------------
-0.999 - -0.500 432 34,866,966.60 4.98 3.750 725 81.78 80,710.57 35.81 94.25
-------------------------------------------------------------------------------------------------------------------------------
-0.499 - 0.000 5,837 408,616,570.40 58.37 4.152 735 73.85 70,004.55 37.65 90.62
-------------------------------------------------------------------------------------------------------------------------------
0.001 - 0.500 3,183 135,556,988.67 19.37 4.257 724 76.03 42,587.81 38.17 83.73
-------------------------------------------------------------------------------------------------------------------------------
0.501 - 1.000 1,327 72,252,998.80 10.32 4.824 711 89.6 54,448.38 37.75 82.34
-------------------------------------------------------------------------------------------------------------------------------
1.001 - 1.500 956 34,963,977.06 4.99 5.086 688 92.28 36,573.20 37.89 92.80
-------------------------------------------------------------------------------------------------------------------------------
1.501 - 2.000 215 7,331,181.21 1.05 4.705 665 82.46 34,098.52 37.13 80.50
-------------------------------------------------------------------------------------------------------------------------------
2.001 - 2.500 214 3,633,560.51 0.52 5.132 676 93.05 16,979.25 37.14 93.84
-------------------------------------------------------------------------------------------------------------------------------
2.501 - 3.000 22 308,735.23 0.04 4.880 660 89.84 14,033.42 36.30 88.33
-------------------------------------------------------------------------------------------------------------------------------
3.001 - 3.500 7 113,921.54 0.02 4.768 694 59.6 16,274.51 39.31 79.22
-------------------------------------------------------------------------------------------------------------------------------
3.501 - 4.000 2 74,968.08 0.01 5.081 755 65.85 37,484.04 43.32 83.12
-------------------------------------------------------------------------------------------------------------------------------
4.001 - 4.500 2 52,630.15 0.01 6.427 754 80.69 26,315.08 25.45 100.00
-------------------------------------------------------------------------------------------------------------------------------
4.501 - 5.000 1 46,442.80 0.01 5.250 638 95 46,442.80 36.00 100.00
-------------------------------------------------------------------------------------------------------------------------------
Total: 12,203 700,000,041.61 100.00 4.277 727 77.41 57,362.95 37.68 88.66
-------------------------------------------------------------------------------------------------------------------------------