Redwood Sequoia: 2004-10 |
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Group 2 |
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Minimum | Maximum | ||
Scheduled Principal Balance | $331,098,158 | $50,000 | $2,000,000 |
Average Scheduled Principal Balance | $338,546 | ||
Number of Mortgage Loans | 978 | ||
Weighted Average Gross Coupon | 3.583% | 2.625% | 4.375% |
Weighted Average FICO Score | 731 | 624 | 817 |
Weighted Average Combined Original LTV | 71.32% | 19.00% | 100.00% |
Weighted Average Original Term | 344 months | 300 months | 360 months |
Weighted Average Stated Remaining Term | 343 months | 274 months | 360 months |
Weighted Average Seasoning | 1 months | 0 months | 26 months |
Weighted Average Gross Margin | 1.753% | 1.000% | 3.500% |
Weighted Average Minimum Interest Rate | 1.753% | 1.000% | 3.500% |
Weighted Average Maximum Interest Rate | 12.034% | 12.000% | 12.500% |
Weighted Average Initial Rate Cap | 0.000% | 0.000% | 0.000% |
Weighted Average Subsequent Rate Cap | 0.000% | 0.000% | 0.000% |
Weighted Average Months to Roll | 5 months | 1 months | 6 months |
Maturity Date | Aug 1 2027 | Oct 1 2034 | |
Maximum Zip Code Concentration | 0.88% | 22102 (McLean, VA) | |
ARM | 100.00% | ||
6 MO LIBOR | 100.00% | ||
Interest Only | 100.00% | ||
Prepay Penalty: 0 months | 70.67% | ||
Prepay Penalty: 36 months | 29.33% | ||
First Lien | 100.00% | ||
Alternative Documentation | 8.46% | ||
Asset, No Income | 22.92% | ||
Full Documentation | 54.81% | ||
Limited Documentation | 10.61% | ||
Lite Documentation | 2.95% | ||
No Ratio | 0.25% | ||
Cash Out Refinance | 27.27% | ||
Purchase | 41.68% | ||
Rate/Term Refinance | 31.04% | ||
Condominium | 9.03% | ||
Cooperative | 0.58% | ||
Planned Unit Development | 31.90% | ||
Single Family | 57.28% | ||
Townhouse | 0.11% | ||
Two-Four Family | 1.10% | ||
Investor | 1.45% | ||
Primary | 91.28% | ||
Second Home | 7.27% | ||
Top 5 States: | |||
California | 28.68% | ||
Florida | 8.73% | ||
Virginia | 6.06% | ||
Ohio | 5.38% | ||
Arizona | 5.03% |
Redwood Sequoia: 2004-10 |
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Group 1 |
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Minimum | Maximum | ||
Scheduled Principal Balance | $353,904,046 | $30,000 | $3,000,000 |
Average Scheduled Principal Balance | $379,725 | ||
Number of Mortgage Loans | 932 | ||
Weighted Average Gross Coupon | 3.376% | 2.000% | 4.500% |
Weighted Average FICO Score | 732 | 624 | 817 |
Weighted Average Combined Original LTV | 72.20% | 9.44% | 100.00% |
Weighted Average Original Term | 339 months | 300 months | 360 months |
Weighted Average Stated Remaining Term | 338 months | 264 months | 360 months |
Weighted Average Seasoning | 1 months | 0 months | 36 months |
Weighted Average Gross Margin | 1.668% | 1.000% | 2.375% |
Weighted Average Minimum Interest Rate | 1.668% | 1.000% | 2.375% |
Weighted Average Maximum Interest Rate | 12.021% | 12.000% | 15.000% |
Weighted Average Initial Rate Cap | 0.000% | 0.000% | 0.000% |
Weighted Average Subsequent Rate Cap | 0.000% | 0.000% | 0.000% |
Weighted Average Months to Roll | 2 months | 1 months | 6 months |
Maturity Date | Oct 1 2026 | Oct 1 2034 | |
Maximum Zip Code Concentration | 0.98% | 22066 (Great Falls, VA) | |
ARM | 100.00% | ||
1 MO LIBOR | 69.65% | ||
6 MO LIBOR | 30.35% | ||
Interest Only | 100.00% | ||
Prepay Penalty: 0 months | 71.22% | ||
Prepay Penalty: 36 months | 28.78% | ||
First Lien | 100.00% | ||
Alternative Documentation | 19.62% | ||
Asset, No Income | 18.95% | ||
Full Documentation | 49.60% | ||
Limited Documentation | 1.75% | ||
Lite Documentation | 9.33% | ||
No Ratio | 0.76% | ||
Cash Out Refinance | 31.37% | ||
Purchase | 44.22% | ||
Rate/Term Refinance | 24.41% | ||
Condominium | 10.87% | ||
Cooperative | 0.45% | ||
Planned Unit Development | 24.24% | ||
Single Family | 61.98% | ||
Townhouse | 0.08% | ||
Two-Four Family | 2.38% | ||
Investor | 2.53% | ||
Primary | 86.49% | ||
Second Home | 10.98% | ||
Top 5 States: | |||
California | 25.69% | ||
Florida | 7.91% | ||
New York | 7.05% | ||
Ohio | 5.74% | ||
New Jersey | 5.01% |
Redwood Sequoia: 2004-10 |
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ALL |
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Minimum | Maximum | ||
Scheduled Principal Balance | $685,002,204 | $30,000 | $3,000,000 |
Average Scheduled Principal Balance | $358,640 | ||
Number of Mortgage Loans | 1,910 | ||
Weighted Average Gross Coupon | 3.476% | 2.000% | 4.500% |
Weighted Average FICO Score | 732 | 624 | 817 |
Weighted Average Combined Original LTV | 71.77% | 9.44% | 100.00% |
Weighted Average Original Term | 341 months | 300 months | 360 months |
Weighted Average Stated Remaining Term | 340 months | 264 months | 360 months |
Weighted Average Seasoning | 1 months | 0 months | 36 months |
Weighted Average Gross Margin | 1.709% | 1.000% | 3.500% |
Weighted Average Minimum Interest Rate | 1.709% | 1.000% | 3.500% |
Weighted Average Maximum Interest Rate | 12.028% | 12.000% | 15.000% |
Weighted Average Initial Rate Cap | 0.000% | 0.000% | 0.000% |
Weighted Average Subsequent Rate Cap | 0.000% | 0.000% | 0.000% |
Weighted Average Months to Roll | 4 months | 1 months | 6 months |
Maturity Date | Oct 1 2026 | Oct 1 2034 | |
Maximum Zip Code Concentration | 0.59% | 94010 (Burlingame, CA) | |
ARM | 100.00% | ||
1 MO LIBOR | 35.98% | ||
6 MO LIBOR | 64.02% | ||
Interest Only | 100.00% | ||
Prepay Penalty: 0 months | 70.95% | ||
Prepay Penalty: 36 months | 29.05% | ||
First Lien | 100.00% | ||
Alternative Documentation | 14.22% | ||
Asset, No Income | 20.87% | ||
Full Documentation | 52.12% | ||
Limited Documentation | 6.03% | ||
Lite Documentation | 6.24% | ||
No Ratio | 0.51% | ||
Cash Out Refinance | 29.39% | ||
Purchase | 42.99% | ||
Rate/Term Refinance | 27.62% | ||
Condominium | 9.98% | ||
Cooperative | 0.52% | ||
Planned Unit Development | 27.94% | ||
Single Family | 59.71% | ||
Townhouse | 0.10% | ||
Two-Four Family | 1.76% | ||
Investor | 2.01% | ||
Primary | 88.80% | ||
Second Home | 9.19% | ||
Top 5 States: | |||
California | 27.14% | ||
Florida | 8.31% | ||
Ohio | 5.57% | ||
Virginia | 5.05% | ||
New York | 4.77% |
Redwood Sequoia: 2004-10 |
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Group 2 |
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Current Principal Balance | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
0.01 - 50,000.00 | 4 | 200,000.00 | 0.06% | 3.531 | 330 | 54.19 | 738 |
50,000.01 - 100,000.00 | 54 | 4,662,694.28 | 1.41% | 3.506 | 349 | 67.99 | 731 |
100,000.01 - 150,000.00 | 140 | 17,957,990.21 | 5.42% | 3.591 | 355 | 72.96 | 726 |
150,000.01 - 200,000.00 | 154 | 27,127,064.08 | 8.19% | 3.589 | 354 | 72.14 | 729 |
200,000.01 - 250,000.00 | 105 | 23,544,559.09 | 7.11% | 3.535 | 350 | 74.15 | 728 |
250,000.01 - 300,000.00 | 94 | 25,750,074.52 | 7.78% | 3.526 | 349 | 72.95 | 728 |
300,000.01 - 350,000.00 | 72 | 23,448,764.44 | 7.08% | 3.572 | 345 | 74.46 | 732 |
350,000.01 - 400,000.00 | 77 | 28,944,930.00 | 8.74% | 3.595 | 333 | 73.86 | 732 |
400,000.01 - 450,000.00 | 50 | 21,479,204.81 | 6.49% | 3.551 | 346 | 72.92 | 732 |
450,000.01 - 500,000.00 | 57 | 27,089,511.00 | 8.18% | 3.649 | 341 | 69.89 | 743 |
500,000.01 - 550,000.00 | 35 | 18,299,338.36 | 5.53% | 3.625 | 337 | 74.10 | 731 |
550,000.01 - 600,000.00 | 31 | 18,088,670.00 | 5.46% | 3.580 | 334 | 70.70 | 729 |
600,000.01 - 650,000.00 | 17 | 10,776,575.00 | 3.25% | 3.676 | 345 | 75.33 | 716 |
650,000.01 - 700,000.00 | 17 | 11,538,822.56 | 3.49% | 3.574 | 334 | 73.68 | 747 |
700,000.01 - 750,000.00 | 9 | 6,607,950.00 | 2.00% | 3.582 | 345 | 64.96 | 729 |
750,000.01 - 800,000.00 | 8 | 6,249,200.00 | 1.89% | 3.516 | 336 | 69.92 | 718 |
800,000.01 - 850,000.00 | 6 | 4,973,455.00 | 1.50% | 3.604 | 320 | 68.83 | 694 |
850,000.01 - 900,000.00 | 9 | 7,973,850.00 | 2.41% | 3.635 | 345 | 62.85 | 756 |
900,000.01 - 950,000.00 | 6 | 5,550,327.88 | 1.68% | 3.501 | 339 | 67.93 | 719 |
950,000.01 - 1,000,000.00 | 15 | 14,852,650.00 | 4.49% | 3.649 | 336 | 64.83 | 734 |
1,000,000.01+ | 18 | 25,982,527.21 | 7.85% | 3.550 | 338 | 65.64 | 736 |
Total | 978 | 331,098,158.44 | 100.00% | 3.583 | 343 | 71.32 | 731 |
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Current Gross Rate | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
2.500 - 2.999 | 39 | 17,335,772.07 | 5.24% | 2.805 | 358 | 70.39 | 731 |
3.000 - 3.499 | 258 | 78,442,101.10 | 23.69% | 3.258 | 352 | 70.51 | 732 |
3.500 - 3.999 | 575 | 197,064,702.27 | 59.52% | 3.682 | 337 | 72.13 | 732 |
4.000 - 4.499 | 106 | 38,255,583.00 | 11.55% | 4.087 | 348 | 69.24 | 726 |
Total | 978 | 331,098,158.44 | 100.00% | 3.583 | 343 | 71.32 | 731 |
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FICO | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
600-624 | 1 | 264,000.00 | 0.08% | 3.625 | 300 | 80.00 | 624 |
625-649 | 9 | 2,439,193.00 | 0.74% | 3.537 | 316 | 80.93 | 642 |
650-674 | 92 | 24,997,325.98 | 7.55% | 3.593 | 353 | 73.59 | 662 |
675-699 | 172 | 58,855,183.79 | 17.78% | 3.567 | 346 | 71.98 | 688 |
700-724 | 173 | 59,875,320.39 | 18.08% | 3.632 | 346 | 71.43 | 712 |
725-749 | 168 | 57,820,947.07 | 17.46% | 3.551 | 345 | 69.60 | 738 |
750-774 | 194 | 72,266,702.82 | 21.83% | 3.583 | 340 | 70.86 | 761 |
775-799 | 140 | 45,832,971.11 | 13.84% | 3.573 | 334 | 71.68 | 786 |
800-817 | 29 | 8,746,514.28 | 2.64% | 3.583 | 331 | 70.03 | 808 |
Total | 978 | 331,098,158.44 | 100.00% | 3.583 | 343 | 71.32 | 731 |
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Combined Original LTV | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
0.01- 49.99 | 62 | 20,801,094.28 | 6.28% | 3.647 | 338 | 41.29 | 737 |
50.00- 54.99 | 32 | 10,436,576.50 | 3.15% | 3.409 | 350 | 52.11 | 740 |
55.00- 59.99 | 40 | 20,107,751.91 | 6.07% | 3.552 | 355 | 57.11 | 731 |
60.00- 64.99 | 69 | 27,046,685.30 | 8.17% | 3.559 | 350 | 62.64 | 744 |
65.00- 69.99 | 75 | 28,184,083.00 | 8.51% | 3.620 | 347 | 67.76 | 729 |
70.00- 74.99 | 144 | 53,369,644.93 | 16.12% | 3.616 | 342 | 71.78 | 727 |
75.00- 79.99 | 236 | 73,030,932.44 | 22.06% | 3.565 | 346 | 77.56 | 726 |
80.00 | 277 | 88,141,102.08 | 26.62% | 3.581 | 334 | 80.00 | 734 |
80.01- 84.99 | 8 | 1,516,000.00 | 0.46% | 3.606 | 342 | 83.70 | 726 |
85.00- 89.99 | 12 | 2,961,800.00 | 0.89% | 3.568 | 351 | 88.53 | 714 |
90.00- 94.99 | 11 | 2,347,750.00 | 0.71% | 3.624 | 347 | 92.31 | 703 |
95.00- 99.99 | 9 | 2,071,800.00 | 0.63% | 3.772 | 336 | 95.94 | 741 |
100.00 | 3 | 1,082,938.00 | 0.33% | 3.538 | 300 | 100.00 | 730 |
Total | 978 | 331,098,158.44 | 100.00% | 3.583 | 343 | 71.32 | 731 |
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Original Term (months) | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
300 | 203 | 89,505,587.07 | 27.03% | 3.676 | 299 | 72.97 | 743 |
360 | 775 | 241,592,571.37 | 72.97% | 3.548 | 359 | 70.71 | 727 |
Total | 978 | 331,098,158.44 | 100.00% | 3.583 | 343 | 71.32 | 731 |
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Stated Remaining Term (months) | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
241-300 | 203 | 89,505,587.07 | 27.03% | 3.676 | 299 | 72.97 | 743 |
301-360 | 775 | 241,592,571.37 | 72.97% | 3.548 | 359 | 70.71 | 727 |
Total | 978 | 331,098,158.44 | 100.00% | 3.583 | 343 | 71.32 | 731 |
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Debt Ratio | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
0.01 -20.00 | 95 | 34,730,059.96 | 10.49% | 3.470 | 344 | 66.15 | 738 |
20.01 -25.00 | 98 | 32,915,756.66 | 9.94% | 3.577 | 343 | 71.92 | 739 |
25.01 -30.00 | 115 | 35,045,901.52 | 10.58% | 3.568 | 346 | 71.98 | 732 |
30.01 -35.00 | 166 | 48,648,102.69 | 14.69% | 3.590 | 349 | 69.53 | 729 |
35.01 -40.00 | 269 | 91,031,816.80 | 27.49% | 3.587 | 347 | 71.26 | 727 |
40.01 -45.00 | 154 | 54,060,586.74 | 16.33% | 3.644 | 340 | 74.72 | 730 |
45.01 -50.00 | 55 | 20,842,632.36 | 6.30% | 3.616 | 330 | 74.98 | 731 |
50.01 -55.00 | 10 | 4,769,656.00 | 1.44% | 3.654 | 304 | 73.11 | 746 |
55.01 -60.00 | 8 | 4,506,745.71 | 1.36% | 3.447 | 320 | 67.07 | 720 |
60.01+ | 6 | 3,746,900.00 | 1.13% | 3.614 | 300 | 68.14 | 738 |
None | 2 | 800,000.00 | 0.24% | 3.578 | 300 | 61.95 | 784 |
Total | 978 | 331,098,158.44 | 100.00% | 3.583 | 343 | 71.32 | 731 |
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FRM/ARM | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
ARM | 978 | 331,098,158.44 | 100.00% | 3.583 | 343 | 71.32 | 731 |
Total | 978 | 331,098,158.44 | 100.00% | 3.583 | 343 | 71.32 | 731 |
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Product | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
6 MO LIBOR | 978 | 331,098,158.44 | 100.00% | 3.583 | 343 | 71.32 | 731 |
Total | 978 | 331,098,158.44 | 100.00% | 3.583 | 343 | 71.32 | 731 |
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Interest Only | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
Interest Only | 978 | 331,098,158.44 | 100.00% | 3.583 | 343 | 71.32 | 731 |
Total | 978 | 331,098,158.44 | 100.00% | 3.583 | 343 | 71.32 | 731 |
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Prepayment Penalty Original Term (months) | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
Prepay Penalty: 0 months | 615 | 233,993,229.47 | 70.67% | 3.627 | 336 | 71.45 | 734 |
Prepay Penalty: 36 months | 363 | 97,104,928.97 | 29.33% | 3.475 | 359 | 71.01 | 726 |
Total | 978 | 331,098,158.44 | 100.00% | 3.583 | 343 | 71.32 | 731 |
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Lien | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
First Lien | 978 | 331,098,158.44 | 100.00% | 3.583 | 343 | 71.32 | 731 |
Total | 978 | 331,098,158.44 | 100.00% | 3.583 | 343 | 71.32 | 731 |
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Documentation Type | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
Alternative Documentation | 75 | 28,003,069.68 | 8.46% | 3.511 | 303 | 75.79 | 724 |
Asset, No Income | 193 | 75,887,525.25 | 22.92% | 3.698 | 359 | 65.69 | 726 |
Full Documentation | 612 | 181,486,093.93 | 54.81% | 3.508 | 352 | 73.34 | 729 |
Limited Documentation | 67 | 35,145,753.58 | 10.61% | 3.779 | 304 | 70.41 | 753 |
Lite Documentation | 29 | 9,752,716.00 | 2.95% | 3.564 | 300 | 68.81 | 758 |
No Ratio | 2 | 823,000.00 | 0.25% | 3.576 | 300 | 63.37 | 795 |
Total | 978 | 331,098,158.44 | 100.00% | 3.583 | 343 | 71.32 | 731 |
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Loan Purpose | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
Cash Out Refinance | 299 | 90,295,770.38 | 27.27% | 3.526 | 348 | 67.77 | 730 |
Purchase | 348 | 138,013,349.98 | 41.68% | 3.639 | 333 | 76.07 | 738 |
Rate/Term Refinance | 331 | 102,789,038.08 | 31.04% | 3.557 | 352 | 68.07 | 724 |
Total | 978 | 331,098,158.44 | 100.00% | 3.583 | 343 | 71.32 | 731 |
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Property Type | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
Condominium | 100 | 29,891,547.81 | 9.03% | 3.602 | 335 | 74.52 | 736 |
Cooperative | 6 | 1,934,750.00 | 0.58% | 3.650 | 300 | 71.24 | 727 |
Planned Unit Development | 292 | 105,611,426.00 | 31.90% | 3.574 | 345 | 71.45 | 731 |
Single Family | 565 | 189,652,851.82 | 57.28% | 3.581 | 343 | 70.88 | 731 |
Townhouse | 1 | 370,000.00 | 0.11% | 4.000 | 299 | 69.81 | 789 |
Two-Four Family | 14 | 3,637,582.81 | 1.10% | 3.703 | 347 | 64.74 | 749 |
Total | 978 | 331,098,158.44 | 100.00% | 3.583 | 343 | 71.32 | 731 |
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Occupancy Status | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
Investor | 19 | 4,812,480.00 | 1.45% | 3.644 | 318 | 62.92 | 728 |
Primary | 892 | 302,229,318.41 | 91.28% | 3.582 | 344 | 71.49 | 732 |
Second Home | 67 | 24,056,360.03 | 7.27% | 3.573 | 335 | 70.88 | 728 |
Total | 978 | 331,098,158.44 | 100.00% | 3.583 | 343 | 71.32 | 731 |
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State | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
Arizona | 61 | 16,646,353.25 | 5.03% | 3.604 | 354 | 71.88 | 732 |
Arkansas | 1 | 124,982.42 | 0.04% | 3.375 | 358 | 62.19 | 745 |
California | 216 | 94,970,454.01 | 28.68% | 3.685 | 342 | 68.96 | 735 |
Colorado | 46 | 13,377,470.95 | 4.04% | 3.572 | 350 | 70.31 | 729 |
Connecticut | 4 | 4,199,100.00 | 1.27% | 2.823 | 358 | 55.04 | 743 |
Delaware | 1 | 358,200.00 | 0.11% | 2.875 | 356 | 80.00 | 776 |
District of Columbia | 2 | 1,050,000.00 | 0.32% | 3.429 | 357 | 65.71 | 692 |
Florida | 82 | 28,914,031.52 | 8.73% | 3.662 | 341 | 73.78 | 723 |
Georgia | 55 | 15,553,776.86 | 4.70% | 3.534 | 346 | 73.02 | 727 |
Hawaii | 3 | 1,371,250.00 | 0.41% | 3.693 | 304 | 72.34 | 767 |
Illinois | 27 | 8,646,196.00 | 2.61% | 3.661 | 337 | 76.16 | 723 |
Indiana | 2 | 500,000.00 | 0.15% | 3.500 | 300 | 80.00 | 725 |
Kansas | 1 | 152,000.00 | 0.05% | 4.250 | 359 | 78.96 | 725 |
Kentucky | 7 | 1,505,445.83 | 0.45% | 3.415 | 358 | 63.35 | 739 |
Louisiana | 1 | 150,000.00 | 0.05% | 3.375 | 357 | 75.00 | 743 |
Maine | 5 | 1,669,500.00 | 0.50% | 3.535 | 327 | 73.60 | 686 |
Maryland | 24 | 11,358,320.00 | 3.43% | 3.503 | 333 | 71.48 | 726 |
Massachusetts | 15 | 6,625,000.00 | 2.00% | 3.674 | 331 | 66.15 | 742 |
Michigan | 18 | 5,130,416.25 | 1.55% | 3.543 | 350 | 74.08 | 721 |
Minnesota | 22 | 7,097,852.98 | 2.14% | 3.510 | 345 | 72.21 | 741 |
Mississippi | 1 | 148,400.00 | 0.04% | 3.750 | 300 | 80.00 | 769 |
Missouri | 2 | 534,023.00 | 0.16% | 3.709 | 300 | 79.78 | 734 |
Nevada | 22 | 8,486,450.00 | 2.56% | 3.794 | 340 | 73.55 | 735 |
New Hampshire | 2 | 498,500.00 | 0.15% | 3.810 | 358 | 70.14 | 724 |
New Jersey | 19 | 7,559,501.00 | 2.28% | 3.666 | 325 | 71.53 | 755 |
New Mexico | 4 | 987,720.00 | 0.30% | 3.800 | 359 | 77.47 | 715 |
New York | 20 | 7,748,982.81 | 2.34% | 3.567 | 319 | 73.29 | 722 |
North Carolina | 44 | 13,197,450.00 | 3.99% | 3.346 | 349 | 71.25 | 727 |
Ohio | 106 | 17,811,847.99 | 5.38% | 3.503 | 358 | 76.28 | 728 |
Oklahoma | 1 | 147,996.00 | 0.04% | 3.625 | 300 | 80.00 | 713 |
Oregon | 6 | 1,674,400.00 | 0.51% | 3.700 | 334 | 69.86 | 770 |
Pennsylvania | 14 | 4,122,400.00 | 1.25% | 3.703 | 349 | 74.19 | 750 |
Rhode Island | 2 | 555,920.00 | 0.17% | 3.653 | 336 | 76.87 | 765 |
South Carolina | 17 | 5,681,910.51 | 1.72% | 3.441 | 339 | 68.25 | 721 |
Tennessee | 13 | 3,286,200.00 | 0.99% | 3.492 | 343 | 75.32 | 726 |
Texas | 29 | 10,187,102.28 | 3.08% | 3.437 | 352 | 71.55 | 735 |
Utah | 12 | 2,212,594.14 | 0.67% | 3.424 | 354 | 75.17 | 713 |
Vermont | 1 | 172,000.00 | 0.05% | 3.500 | 300 | 80.00 | 740 |
Virginia | 48 | 20,076,052.36 | 6.06% | 3.481 | 338 | 72.63 | 730 |
Washington | 21 | 5,628,358.28 | 1.70% | 3.403 | 342 | 69.13 | 733 |
Wisconsin | 1 | 980,000.00 | 0.30% | 3.375 | 300 | 75.73 | 681 |
Total | 978 | 331,098,158.44 | 100.00% | 3.583 | 343 | 71.32 | 731 |
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Gross Margin | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
1.000 - 1.499 | 97 | 36,687,494.40 | 11.08% | 3.106 | 353 | 70.57 | 730 |
1.500 - 1.999 | 640 | 211,253,453.79 | 63.80% | 3.575 | 338 | 71.90 | 733 |
2.000 - 2.499 | 238 | 81,519,210.25 | 24.62% | 3.814 | 350 | 70.22 | 728 |
2.500 - 2.999 | 2 | 1,314,000.00 | 0.40% | 3.768 | 356 | 65.85 | 774 |
3.500 - 3.999 | 1 | 324,000.00 | 0.10% | 3.500 | 356 | 80.00 | 695 |
Total | 978 | 331,098,158.44 | 100.00% | 3.583 | 343 | 71.32 | 731 |
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Minimum Interest Rate | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
1.000 - 1.499 | 97 | 36,687,494.40 | 11.08% | 3.106 | 353 | 70.57 | 730 |
1.500 - 1.999 | 640 | 211,253,453.79 | 63.80% | 3.575 | 338 | 71.90 | 733 |
2.000 - 2.499 | 238 | 81,519,210.25 | 24.62% | 3.814 | 350 | 70.22 | 728 |
2.500 - 2.999 | 2 | 1,314,000.00 | 0.40% | 3.768 | 356 | 65.85 | 774 |
3.500 - 3.999 | 1 | 324,000.00 | 0.10% | 3.500 | 356 | 80.00 | 695 |
Total | 978 | 331,098,158.44 | 100.00% | 3.583 | 343 | 71.32 | 731 |
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Maximum Interest Rate | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
12.000 -12.499 | 926 | 308,310,007.25 | 93.12% | 3.610 | 342 | 71.63 | 731 |
12.500 -12.999 | 52 | 22,788,151.19 | 6.88% | 3.210 | 358 | 67.09 | 742 |
Total | 978 | 331,098,158.44 | 100.00% | 3.583 | 343 | 71.32 | 731 |
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Initial Periodic Rate Cap | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
0.000 | 978 | 331,098,158.44 | 100.00% | 3.583 | 343 | 71.32 | 731 |
Total | 978 | 331,098,158.44 | 100.00% | 3.583 | 343 | 71.32 | 731 |
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Subsequent Periodic Rate Cap | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
0.000 | 978 | 331,098,158.44 | 100.00% | 3.583 | 343 | 71.32 | 731 |
Total | 978 | 331,098,158.44 | 100.00% | 3.583 | 343 | 71.32 | 731 |
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Next Rate Change Date | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
11/01/04 | 10 | 4,934,046.07 | 1.49% | 3.305 | 352 | 64.92 | 728 |
12/01/04 | 23 | 8,439,993.43 | 2.55% | 3.321 | 355 | 74.91 | 717 |
01/01/05 | 41 | 17,869,048.84 | 5.40% | 3.218 | 354 | 68.05 | 740 |
02/01/05 | 72 | 26,910,535.96 | 8.13% | 3.464 | 353 | 71.72 | 730 |
03/01/05 | 415 | 142,462,483.00 | 43.03% | 3.649 | 341 | 71.42 | 733 |
04/01/05 | 417 | 130,482,051.14 | 39.41% | 3.612 | 340 | 71.59 | 730 |
Total | 978 | 331,098,158.44 | 100.00% | 3.583 | 343 | 71.32 | 731 |
Redwood Sequoia: 2004-10 |
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Group 1 |
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Current Principal Balance | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
0.01 - 50,000.00 | 3 | 130,000.00 | 0.04% | 3.519 | 323 | 22.39 | 782 |
50,000.01 - 100,000.00 | 40 | 3,129,650.00 | 0.88% | 3.321 | 343 | 69.25 | 730 |
100,000.01 - 150,000.00 | 123 | 15,466,555.57 | 4.37% | 3.449 | 347 | 74.41 | 732 |
150,000.01 - 200,000.00 | 139 | 24,231,799.97 | 6.85% | 3.365 | 342 | 73.26 | 728 |
200,000.01 - 250,000.00 | 88 | 19,821,159.99 | 5.60% | 3.302 | 343 | 74.16 | 736 |
250,000.01 - 300,000.00 | 92 | 25,387,881.26 | 7.17% | 3.376 | 344 | 71.80 | 734 |
300,000.01 - 350,000.00 | 64 | 20,900,845.68 | 5.91% | 3.345 | 342 | 74.96 | 731 |
350,000.01 - 400,000.00 | 73 | 27,623,050.00 | 7.81% | 3.361 | 338 | 70.76 | 736 |
400,000.01 - 450,000.00 | 49 | 21,037,919.98 | 5.94% | 3.467 | 339 | 69.45 | 732 |
450,000.01 - 500,000.00 | 46 | 22,091,099.98 | 6.24% | 3.295 | 339 | 69.23 | 738 |
500,000.01 - 550,000.00 | 40 | 21,109,200.00 | 5.96% | 3.336 | 343 | 73.63 | 737 |
550,000.01 - 600,000.00 | 35 | 20,419,224.00 | 5.77% | 3.478 | 332 | 75.11 | 726 |
600,000.01 - 650,000.00 | 34 | 21,390,754.99 | 6.04% | 3.445 | 349 | 69.09 | 740 |
650,000.01 - 700,000.00 | 13 | 8,766,952.45 | 2.48% | 3.434 | 323 | 76.60 | 736 |
700,000.01 - 750,000.00 | 15 | 10,859,602.00 | 3.07% | 3.325 | 323 | 75.18 | 739 |
750,000.01 - 800,000.00 | 15 | 11,882,500.00 | 3.36% | 3.411 | 344 | 71.08 | 738 |
800,000.01 - 850,000.00 | 3 | 2,490,000.00 | 0.70% | 3.159 | 339 | 70.85 | 729 |
850,000.01 - 900,000.00 | 9 | 7,859,294.06 | 2.22% | 3.289 | 315 | 71.12 | 712 |
900,000.01 - 950,000.00 | 6 | 5,626,755.83 | 1.59% | 3.459 | 333 | 61.52 | 733 |
950,000.01 - 1,000,000.00 | 11 | 10,960,949.98 | 3.10% | 3.294 | 341 | 64.31 | 726 |
1,000,000.01+ | 34 | 52,718,850.00 | 14.90% | 3.380 | 329 | 74.28 | 725 |
Total | 932 | 353,904,045.74 | 100.00% | 3.376 | 338 | 72.20 | 732 |
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Current Gross Rate | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
2.000 - 2.499 | 1 | 487,499.98 | 0.14% | 2.000 | 345 | 78.63 | 693 |
2.500 - 2.999 | 59 | 20,671,899.90 | 5.84% | 2.844 | 346 | 69.58 | 737 |
3.000 - 3.499 | 490 | 193,976,953.97 | 54.81% | 3.178 | 330 | 74.08 | 732 |
3.500 - 3.999 | 330 | 113,867,415.98 | 32.17% | 3.658 | 347 | 70.95 | 733 |
4.000 - 4.499 | 51 | 24,775,475.91 | 7.00% | 4.093 | 349 | 65.43 | 725 |
4.500 - 4.999 | 1 | 124,800.00 | 0.04% | 4.500 | 359 | 45.41 | 812 |
Total | 932 | 353,904,045.74 | 100.00% | 3.376 | 338 | 72.20 | 732 |
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FICO | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
600-624 | 1 | 226,700.00 | 0.06% | 3.000 | 300 | 66.09 | 624 |
625-649 | 10 | 4,356,493.00 | 1.23% | 3.330 | 312 | 79.19 | 640 |
650-674 | 75 | 25,615,073.48 | 7.24% | 3.442 | 334 | 70.29 | 665 |
675-699 | 138 | 55,790,747.14 | 15.76% | 3.368 | 338 | 74.26 | 688 |
700-724 | 190 | 72,237,995.27 | 20.41% | 3.363 | 342 | 71.62 | 713 |
725-749 | 154 | 59,132,533.01 | 16.71% | 3.408 | 339 | 70.29 | 738 |
750-774 | 195 | 78,384,350.85 | 22.15% | 3.381 | 336 | 73.38 | 761 |
775-799 | 135 | 49,842,653.80 | 14.08% | 3.322 | 336 | 72.39 | 786 |
800-817 | 34 | 8,317,499.19 | 2.35% | 3.416 | 347 | 67.10 | 806 |
Total | 932 | 353,904,045.74 | 100.00% | 3.376 | 338 | 72.20 | 732 |
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Combined Original LTV | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
0.01- 49.99 | 66 | 23,775,050.00 | 6.72% | 3.434 | 331 | 40.23 | 735 |
50.00- 54.99 | 27 | 9,908,699.98 | 2.80% | 3.409 | 342 | 52.31 | 732 |
55.00- 59.99 | 35 | 12,471,251.44 | 3.52% | 3.421 | 337 | 57.99 | 735 |
60.00- 64.99 | 64 | 29,010,683.14 | 8.20% | 3.492 | 340 | 62.11 | 735 |
65.00- 69.99 | 84 | 41,507,081.84 | 11.73% | 3.410 | 347 | 67.85 | 727 |
70.00- 74.99 | 144 | 57,958,791.36 | 16.38% | 3.443 | 346 | 72.25 | 735 |
75.00- 79.99 | 184 | 63,676,856.19 | 17.99% | 3.299 | 341 | 77.29 | 731 |
80.00 | 270 | 92,045,258.20 | 26.01% | 3.332 | 333 | 80.00 | 731 |
80.01- 84.99 | 2 | 308,900.00 | 0.09% | 3.554 | 360 | 84.63 | 687 |
85.00- 89.99 | 11 | 5,309,962.79 | 1.50% | 3.219 | 321 | 88.89 | 739 |
90.00- 94.99 | 12 | 2,365,750.00 | 0.67% | 3.529 | 339 | 92.05 | 731 |
95.00- 99.99 | 9 | 2,096,349.80 | 0.59% | 3.665 | 342 | 95.00 | 723 |
100.00 | 24 | 13,469,411.00 | 3.81% | 3.209 | 300 | 100.00 | 730 |
Total | 932 | 353,904,045.74 | 100.00% | 3.376 | 338 | 72.20 | 732 |
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Original Term (months) | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
300 | 281 | 123,717,174.88 | 34.96% | 3.235 | 299 | 74.50 | 731 |
360 | 651 | 230,186,870.86 | 65.04% | 3.451 | 359 | 70.96 | 732 |
Total | 932 | 353,904,045.74 | 100.00% | 3.376 | 338 | 72.20 | 732 |
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Stated Remaining Term (months) | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
241-300 | 281 | 123,717,174.88 | 34.96% | 3.235 | 299 | 74.50 | 731 |
301-360 | 651 | 230,186,870.86 | 65.04% | 3.451 | 359 | 70.96 | 732 |
Total | 932 | 353,904,045.74 | 100.00% | 3.376 | 338 | 72.20 | 732 |
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Debt Ratio | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
0.01 -20.00 | 98 | 44,503,885.96 | 12.58% | 3.412 | 334 | 71.16 | 744 |
20.01 -25.00 | 90 | 31,971,696.09 | 9.03% | 3.368 | 339 | 72.88 | 741 |
25.01 -30.00 | 127 | 45,976,705.15 | 12.99% | 3.347 | 346 | 71.20 | 730 |
30.01 -35.00 | 176 | 64,055,568.02 | 18.10% | 3.445 | 349 | 71.67 | 733 |
35.01 -40.00 | 220 | 78,288,056.28 | 22.12% | 3.385 | 347 | 72.44 | 730 |
40.01 -45.00 | 122 | 46,444,957.45 | 13.12% | 3.397 | 333 | 72.05 | 722 |
45.01 -50.00 | 40 | 14,484,427.79 | 4.09% | 3.338 | 315 | 70.72 | 720 |
50.01 -55.00 | 22 | 11,631,424.00 | 3.29% | 3.183 | 300 | 77.50 | 728 |
55.01 -60.00 | 17 | 6,309,850.00 | 1.78% | 3.138 | 302 | 78.63 | 724 |
60.01+ | 9 | 4,009,000.00 | 1.13% | 3.107 | 300 | 70.95 | 755 |
None | 11 | 6,228,475.00 | 1.76% | 3.251 | 300 | 74.78 | 717 |
Total | 932 | 353,904,045.74 | 100.00% | 3.376 | 338 | 72.20 | 732 |
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FRM/ARM | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
ARM | 932 | 353,904,045.74 | 100.00% | 3.376 | 338 | 72.20 | 732 |
Total | 932 | 353,904,045.74 | 100.00% | 3.376 | 338 | 72.20 | 732 |
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Product | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
1 MO LIBOR | 621 | 246,483,409.33 | 69.65% | 3.273 | 335 | 72.88 | 733 |
6 MO LIBOR | 311 | 107,420,636.41 | 30.35% | 3.613 | 345 | 70.64 | 729 |
Total | 932 | 353,904,045.74 | 100.00% | 3.376 | 338 | 72.20 | 732 |
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Interest Only | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
Interest Only | 932 | 353,904,045.74 | 100.00% | 3.376 | 338 | 72.20 | 732 |
Total | 932 | 353,904,045.74 | 100.00% | 3.376 | 338 | 72.20 | 732 |
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Prepayment Penalty Original Term (months) | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
Prepay Penalty: 0 months | 619 | 252,044,577.39 | 71.22% | 3.398 | 329 | 72.16 | 732 |
Prepay Penalty: 36 months | 313 | 101,859,468.35 | 28.78% | 3.321 | 359 | 72.30 | 733 |
Total | 932 | 353,904,045.74 | 100.00% | 3.376 | 338 | 72.20 | 732 |
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Lien | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
First Lien | 932 | 353,904,045.74 | 100.00% | 3.376 | 338 | 72.20 | 732 |
Total | 932 | 353,904,045.74 | 100.00% | 3.376 | 338 | 72.20 | 732 |
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Documentation Type | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
Alternative Documentation | 144 | 69,426,005.50 | 19.62% | 3.151 | 300 | 75.96 | 730 |
Asset, No Income | 171 | 67,061,247.78 | 18.95% | 3.593 | 359 | 66.04 | 729 |
Full Documentation | 512 | 175,535,528.67 | 49.60% | 3.417 | 354 | 73.23 | 733 |
Limited Documentation | 10 | 6,176,125.00 | 1.75% | 3.670 | 316 | 65.67 | 745 |
Lite Documentation | 89 | 33,019,463.79 | 9.33% | 3.158 | 300 | 73.29 | 732 |
No Ratio | 6 | 2,685,675.00 | 0.76% | 3.065 | 300 | 62.74 | 735 |
Total | 932 | 353,904,045.74 | 100.00% | 3.376 | 338 | 72.20 | 732 |
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Loan Purpose | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
Cash Out Refinance | 290 | 111,006,413.61 | 31.37% | 3.394 | 338 | 67.52 | 729 |
Purchase | 367 | 156,498,642.04 | 44.22% | 3.358 | 333 | 76.49 | 737 |
Rate/Term Refinance | 275 | 86,398,990.09 | 24.41% | 3.384 | 346 | 70.43 | 726 |
Total | 932 | 353,904,045.74 | 100.00% | 3.376 | 338 | 72.20 | 732 |
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Property Type | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
Condominium | 100 | 38,459,006.53 | 10.87% | 3.346 | 327 | 76.33 | 736 |
Cooperative | 3 | 1,605,000.00 | 0.45% | 3.532 | 331 | 55.77 | 739 |
Planned Unit Development | 224 | 85,773,262.02 | 24.24% | 3.359 | 341 | 72.66 | 733 |
Single Family | 585 | 219,342,272.03 | 61.98% | 3.386 | 339 | 71.50 | 731 |
Townhouse | 1 | 299,555.16 | 0.08% | 4.000 | 352 | 75.00 | 685 |
Two-Four Family | 19 | 8,424,950.00 | 2.38% | 3.365 | 328 | 69.65 | 739 |
Total | 932 | 353,904,045.74 | 100.00% | 3.376 | 338 | 72.20 | 732 |
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Occupancy Status | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
Investor | 32 | 8,954,022.99 | 2.53% | 3.208 | 313 | 68.69 | 748 |
Primary | 810 | 306,077,645.11 | 86.49% | 3.391 | 341 | 71.91 | 731 |
Second Home | 90 | 38,872,377.64 | 10.98% | 3.296 | 317 | 75.26 | 732 |
Total | 932 | 353,904,045.74 | 100.00% | 3.376 | 338 | 72.20 | 732 |
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State | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
Alabama | 1 | 61,250.00 | 0.02% | 2.875 | 299 | 70.00 | 753 |
Alaska | 1 | 205,000.00 | 0.06% | 3.500 | 298 | 100.00 | 781 |
Arizona | 38 | 12,917,662.58 | 3.65% | 3.460 | 339 | 72.93 | 720 |
Arkansas | 1 | 139,000.00 | 0.04% | 3.125 | 300 | 100.00 | 800 |
California | 178 | 90,928,556.00 | 25.69% | 3.496 | 344 | 68.66 | 735 |
Colorado | 34 | 10,447,280.00 | 2.95% | 3.402 | 350 | 72.79 | 747 |
Connecticut | 6 | 2,137,000.00 | 0.60% | 3.211 | 343 | 63.97 | 744 |
Delaware | 2 | 432,400.00 | 0.12% | 3.212 | 299 | 42.03 | 740 |
District of Columbia | 5 | 2,968,515.16 | 0.84% | 3.316 | 305 | 75.82 | 703 |
Florida | 74 | 28,003,549.00 | 7.91% | 3.259 | 328 | 73.29 | 744 |
Georgia | 40 | 12,330,320.00 | 3.48% | 3.454 | 338 | 76.59 | 731 |
Hawaii | 6 | 5,807,700.00 | 1.64% | 3.161 | 299 | 87.51 | 714 |
Idaho | 1 | 122,200.00 | 0.03% | 3.625 | 359 | 78.84 | 723 |
Illinois | 38 | 11,610,025.00 | 3.28% | 3.374 | 340 | 71.82 | 746 |
Kansas | 6 | 1,222,250.00 | 0.35% | 3.361 | 320 | 75.37 | 701 |
Kentucky | 2 | 526,464.48 | 0.15% | 3.166 | 319 | 65.01 | 754 |
Maine | 6 | 1,541,400.00 | 0.44% | 3.428 | 313 | 71.35 | 717 |
Maryland | 20 | 9,112,649.00 | 2.57% | 3.462 | 343 | 75.98 | 737 |
Massachusetts | 19 | 9,362,500.00 | 2.65% | 3.097 | 308 | 72.90 | 748 |
Michigan | 27 | 8,832,081.99 | 2.50% | 3.277 | 340 | 76.34 | 714 |
Minnesota | 24 | 9,101,154.00 | 2.57% | 3.307 | 346 | 79.68 | 745 |
Mississippi | 1 | 178,500.00 | 0.05% | 3.500 | 358 | 85.00 | 816 |
Missouri | 3 | 923,920.00 | 0.26% | 3.162 | 308 | 80.00 | 727 |
Nebraska | 2 | 530,000.00 | 0.15% | 2.929 | 333 | 59.54 | 669 |
Nevada | 23 | 7,386,726.00 | 2.09% | 3.403 | 317 | 71.86 | 722 |
New Hampshire | 1 | 166,500.00 | 0.05% | 3.500 | 359 | 79.98 | 691 |
New Jersey | 36 | 17,727,724.39 | 5.01% | 3.407 | 323 | 65.78 | 727 |
New Mexico | 1 | 185,000.00 | 0.05% | 3.000 | 300 | 100.00 | 773 |
New York | 36 | 24,942,563.50 | 7.05% | 3.409 | 327 | 70.17 | 722 |
North Carolina | 28 | 10,396,000.00 | 2.94% | 3.231 | 338 | 74.06 | 723 |
Ohio | 102 | 20,322,819.99 | 5.74% | 3.304 | 356 | 75.97 | 725 |
Oregon | 7 | 1,779,800.00 | 0.50% | 3.275 | 335 | 75.77 | 726 |
Pennsylvania | 14 | 4,077,000.00 | 1.15% | 3.326 | 339 | 74.18 | 736 |
Rhode Island | 2 | 535,500.00 | 0.15% | 3.235 | 360 | 72.00 | 732 |
South Carolina | 13 | 4,045,500.00 | 1.14% | 3.296 | 325 | 77.83 | 741 |
Tennessee | 16 | 4,239,151.20 | 1.20% | 3.412 | 337 | 78.58 | 737 |
Texas | 23 | 6,889,793.49 | 1.95% | 3.223 | 351 | 67.05 | 729 |
Utah | 16 | 3,798,700.00 | 1.07% | 3.401 | 358 | 76.30 | 729 |
Vermont | 1 | 30,000.00 | 0.01% | 4.000 | 300 | 25.00 | 775 |
Virginia | 34 | 14,490,549.96 | 4.09% | 3.266 | 346 | 71.99 | 727 |
Washington | 40 | 12,724,060.00 | 3.60% | 3.411 | 355 | 74.11 | 730 |
West Virginia | 1 | 253,750.00 | 0.07% | 3.250 | 300 | 70.00 | 745 |
Wisconsin | 3 | 471,530.00 | 0.13% | 3.191 | 300 | 70.66 | 711 |
Total | 932 | 353,904,045.74 | 100.00% | 3.376 | 338 | 72.20 | 732 |
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Gross Margin | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
1.000 - 1.499 | 284 | 116,713,408.79 | 32.98% | 3.057 | 316 | 73.91 | 732 |
1.500 - 1.999 | 468 | 161,699,315.22 | 45.69% | 3.419 | 346 | 73.19 | 734 |
2.000 - 2.499 | 180 | 75,491,321.73 | 21.33% | 3.777 | 354 | 67.41 | 728 |
Total | 932 | 353,904,045.74 | 100.00% | 3.376 | 338 | 72.20 | 732 |
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Minimum Interest Rate | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
1.000 - 1.499 | 284 | 116,713,408.79 | 32.98% | 3.057 | 316 | 73.91 | 732 |
1.500 - 1.999 | 468 | 161,699,315.22 | 45.69% | 3.419 | 346 | 73.19 | 734 |
2.000 - 2.499 | 180 | 75,491,321.73 | 21.33% | 3.777 | 354 | 67.41 | 728 |
Total | 932 | 353,904,045.74 | 100.00% | 3.376 | 338 | 72.20 | 732 |
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Maximum Interest Rate | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
12.000 -12.499 | 900 | 340,676,525.80 | 96.26% | 3.376 | 337 | 72.24 | 731 |
12.500 -12.999 | 31 | 12,866,719.94 | 3.64% | 3.392 | 357 | 70.86 | 747 |
15.000 -15.499 | 1 | 360,800.00 | 0.10% | 3.000 | 359 | 80.00 | 732 |
Total | 932 | 353,904,045.74 | 100.00% | 3.376 | 338 | 72.20 | 732 |
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Initial Periodic Rate Cap | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
0.000 | 932 | 353,904,045.74 | 100.00% | 3.376 | 338 | 72.20 | 732 |
Total | 932 | 353,904,045.74 | 100.00% | 3.376 | 338 | 72.20 | 732 |
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Subsequent Periodic Rate Cap | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
0.000 | 932 | 353,904,045.74 | 100.00% | 3.376 | 338 | 72.20 | 732 |
Total | 932 | 353,904,045.74 | 100.00% | 3.376 | 338 | 72.20 | 732 |
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Next Rate Change Date | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
11/01/04 | 627 | 249,926,409.31 | 70.62% | 3.274 | 335 | 72.64 | 733 |
12/01/04 | 8 | 3,927,049.98 | 1.11% | 3.321 | 352 | 66.25 | 698 |
01/01/05 | 16 | 5,573,201.78 | 1.57% | 3.145 | 355 | 76.53 | 728 |
02/01/05 | 25 | 7,599,943.19 | 2.15% | 3.647 | 346 | 73.79 | 739 |
03/01/05 | 152 | 53,494,510.00 | 15.12% | 3.641 | 344 | 71.93 | 726 |
04/01/05 | 104 | 33,382,931.48 | 9.43% | 3.698 | 344 | 68.91 | 735 |
Total | 932 | 353,904,045.74 | 100.00% | 3.376 | 338 | 72.20 | 732 |
Redwood Sequoia: 2004-10 |
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ALL |
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Current Principal Balance | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
0.01 - 50,000.00 | 7 | 330,000.00 | 0.05% | 3.527 | 327 | 41.67 | 755 |
50,000.01 - 100,000.00 | 94 | 7,792,344.28 | 1.14% | 3.431 | 347 | 68.49 | 731 |
100,000.01 - 150,000.00 | 263 | 33,424,545.78 | 4.88% | 3.526 | 351 | 73.63 | 729 |
150,000.01 - 200,000.00 | 293 | 51,358,864.05 | 7.50% | 3.483 | 348 | 72.67 | 728 |
200,000.01 - 250,000.00 | 193 | 43,365,719.08 | 6.33% | 3.429 | 347 | 74.15 | 732 |
250,000.01 - 300,000.00 | 186 | 51,137,955.78 | 7.47% | 3.452 | 347 | 72.38 | 731 |
300,000.01 - 350,000.00 | 136 | 44,349,610.12 | 6.47% | 3.465 | 344 | 74.70 | 731 |
350,000.01 - 400,000.00 | 150 | 56,567,980.00 | 8.26% | 3.481 | 335 | 72.35 | 734 |
400,000.01 - 450,000.00 | 99 | 42,517,124.79 | 6.21% | 3.509 | 343 | 71.20 | 732 |
450,000.01 - 500,000.00 | 103 | 49,180,610.98 | 7.18% | 3.490 | 340 | 69.59 | 741 |
500,000.01 - 550,000.00 | 75 | 39,408,538.36 | 5.75% | 3.470 | 340 | 73.85 | 734 |
550,000.01 - 600,000.00 | 66 | 38,507,894.00 | 5.62% | 3.526 | 333 | 73.03 | 727 |
600,000.01 - 650,000.00 | 51 | 32,167,329.99 | 4.70% | 3.522 | 347 | 71.18 | 732 |
650,000.01 - 700,000.00 | 30 | 20,305,775.01 | 2.96% | 3.514 | 329 | 74.94 | 742 |
700,000.01 - 750,000.00 | 24 | 17,467,552.00 | 2.55% | 3.422 | 332 | 71.31 | 735 |
750,000.01 - 800,000.00 | 23 | 18,131,700.00 | 2.65% | 3.447 | 341 | 70.68 | 731 |
800,000.01 - 850,000.00 | 9 | 7,463,455.00 | 1.09% | 3.456 | 326 | 69.50 | 706 |
850,000.01 - 900,000.00 | 18 | 15,833,144.06 | 2.31% | 3.463 | 330 | 66.95 | 734 |
900,000.01 - 950,000.00 | 12 | 11,177,083.71 | 1.63% | 3.480 | 336 | 64.70 | 726 |
950,000.01 - 1,000,000.00 | 26 | 25,813,599.98 | 3.77% | 3.498 | 338 | 64.61 | 730 |
1,000,000.01+ | 52 | 78,701,377.21 | 11.49% | 3.436 | 332 | 71.43 | 729 |
Total | 1,910 | 685,002,204.18 | 100.00% | 3.476 | 340 | 71.77 | 732 |
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Current Gross Rate | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
2.000 - 2.499 | 1 | 487,499.98 | 0.07% | 2.000 | 345 | 78.63 | 693 |
2.500 - 2.999 | 98 | 38,007,671.97 | 5.55% | 2.826 | 352 | 69.95 | 735 |
3.000 - 3.499 | 748 | 272,419,055.07 | 39.77% | 3.201 | 337 | 73.05 | 732 |
3.500 - 3.999 | 905 | 310,932,118.25 | 45.39% | 3.673 | 340 | 71.70 | 732 |
4.000 - 4.499 | 157 | 63,031,058.91 | 9.20% | 4.089 | 348 | 67.74 | 726 |
4.500 - 4.999 | 1 | 124,800.00 | 0.02% | 4.500 | 359 | 45.41 | 812 |
Total | 1,910 | 685,002,204.18 | 100.00% | 3.476 | 340 | 71.77 | 732 |
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FICO | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
600-624 | 2 | 490,700.00 | 0.07% | 3.336 | 300 | 73.57 | 624 |
625-649 | 19 | 6,795,686.00 | 0.99% | 3.404 | 313 | 79.81 | 641 |
650-674 | 167 | 50,612,399.46 | 7.39% | 3.517 | 343 | 71.92 | 664 |
675-699 | 310 | 114,645,930.93 | 16.74% | 3.470 | 342 | 73.09 | 688 |
700-724 | 363 | 132,113,315.66 | 19.29% | 3.485 | 344 | 71.53 | 712 |
725-749 | 322 | 116,953,480.08 | 17.07% | 3.479 | 342 | 69.95 | 738 |
750-774 | 389 | 150,651,053.67 | 21.99% | 3.478 | 338 | 72.17 | 761 |
775-799 | 275 | 95,675,624.91 | 13.97% | 3.442 | 335 | 72.05 | 786 |
800-817 | 63 | 17,064,013.47 | 2.49% | 3.501 | 339 | 68.60 | 807 |
Total | 1,910 | 685,002,204.18 | 100.00% | 3.476 | 340 | 71.77 | 732 |
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Combined Original LTV | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
0.01- 49.99 | 128 | 44,576,144.28 | 6.51% | 3.533 | 334 | 40.72 | 736 |
50.00- 54.99 | 59 | 20,345,276.48 | 2.97% | 3.409 | 346 | 52.20 | 736 |
55.00- 59.99 | 75 | 32,579,003.35 | 4.76% | 3.502 | 348 | 57.45 | 732 |
60.00- 64.99 | 133 | 56,057,368.44 | 8.18% | 3.524 | 345 | 62.37 | 739 |
65.00- 69.99 | 159 | 69,691,164.84 | 10.17% | 3.495 | 347 | 67.81 | 728 |
70.00- 74.99 | 288 | 111,328,436.29 | 16.25% | 3.526 | 344 | 72.03 | 731 |
75.00- 79.99 | 420 | 136,707,788.63 | 19.96% | 3.441 | 344 | 77.43 | 728 |
80.00 | 547 | 180,186,360.28 | 26.30% | 3.454 | 334 | 80.00 | 732 |
80.01- 84.99 | 10 | 1,824,900.00 | 0.27% | 3.597 | 345 | 83.86 | 720 |
85.00- 89.99 | 23 | 8,271,762.79 | 1.21% | 3.344 | 332 | 88.76 | 730 |
90.00- 94.99 | 23 | 4,713,500.00 | 0.69% | 3.576 | 343 | 92.18 | 717 |
95.00- 99.99 | 18 | 4,168,149.80 | 0.61% | 3.718 | 339 | 95.46 | 732 |
100.00 | 27 | 14,552,349.00 | 2.12% | 3.233 | 300 | 100.00 | 730 |
Total | 1,910 | 685,002,204.18 | 100.00% | 3.476 | 340 | 71.77 | 732 |
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Original Term (months) | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
300 | 484 | 213,222,761.95 | 31.13% | 3.420 | 299 | 73.86 | 736 |
360 | 1,426 | 471,779,442.23 | 68.87% | 3.501 | 359 | 70.83 | 730 |
Total | 1,910 | 685,002,204.18 | 100.00% | 3.476 | 340 | 71.77 | 732 |
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Stated Remaining Term (months) | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
241-300 | 484 | 213,222,761.95 | 31.13% | 3.420 | 299 | 73.86 | 736 |
301-360 | 1,426 | 471,779,442.23 | 68.87% | 3.501 | 359 | 70.83 | 730 |
Total | 1,910 | 685,002,204.18 | 100.00% | 3.476 | 340 | 71.77 | 732 |
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Debt Ratio | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
0.01 -20.00 | 193 | 79,233,945.92 | 11.57% | 3.438 | 338 | 68.96 | 741 |
20.01 -25.00 | 188 | 64,887,452.75 | 9.47% | 3.474 | 341 | 72.39 | 740 |
25.01 -30.00 | 242 | 81,022,606.67 | 11.83% | 3.443 | 346 | 71.54 | 731 |
30.01 -35.00 | 342 | 112,703,670.71 | 16.45% | 3.508 | 349 | 70.74 | 732 |
35.01 -40.00 | 489 | 169,319,873.08 | 24.72% | 3.493 | 347 | 71.81 | 728 |
40.01 -45.00 | 276 | 100,505,544.19 | 14.67% | 3.530 | 337 | 73.49 | 726 |
45.01 -50.00 | 95 | 35,327,060.15 | 5.16% | 3.502 | 324 | 73.23 | 726 |
50.01 -55.00 | 32 | 16,401,080.00 | 2.39% | 3.320 | 301 | 76.22 | 733 |
55.01 -60.00 | 25 | 10,816,595.71 | 1.58% | 3.267 | 309 | 73.81 | 723 |
60.01+ | 15 | 7,755,900.00 | 1.13% | 3.352 | 300 | 69.59 | 747 |
None | 13 | 7,028,475.00 | 1.03% | 3.288 | 300 | 73.32 | 725 |
Total | 1,910 | 685,002,204.18 | 100.00% | 3.476 | 340 | 71.77 | 732 |
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FRM/ARM | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
ARM | 1,910 | 685,002,204.18 | 100.00% | 3.476 | 340 | 71.77 | 732 |
Total | 1,910 | 685,002,204.18 | 100.00% | 3.476 | 340 | 71.77 | 732 |
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Product | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
1 MO LIBOR | 621 | 246,483,409.33 | 35.98% | 3.273 | 335 | 72.88 | 733 |
6 MO LIBOR | 1,289 | 438,518,794.85 | 64.02% | 3.590 | 343 | 71.16 | 731 |
Total | 1,910 | 685,002,204.18 | 100.00% | 3.476 | 340 | 71.77 | 732 |
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Interest Only | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
Interest Only | 1,910 | 685,002,204.18 | 100.00% | 3.476 | 340 | 71.77 | 732 |
Total | 1,910 | 685,002,204.18 | 100.00% | 3.476 | 340 | 71.77 | 732 |
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Prepayment Penalty Original Term (months) | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
Prepay Penalty: 0 months | 1,234 | 486,037,806.86 | 70.95% | 3.508 | 332 | 71.82 | 733 |
Prepay Penalty: 36 months | 676 | 198,964,397.32 | 29.05% | 3.396 | 359 | 71.67 | 729 |
Total | 1,910 | 685,002,204.18 | 100.00% | 3.476 | 340 | 71.77 | 732 |
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Lien | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
First Lien | 1,910 | 685,002,204.18 | 100.00% | 3.476 | 340 | 71.77 | 732 |
Total | 1,910 | 685,002,204.18 | 100.00% | 3.476 | 340 | 71.77 | 732 |
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Documentation Type | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
Alternative Documentation | 219 | 97,429,075.18 | 14.22% | 3.255 | 301 | 75.91 | 728 |
Asset, No Income | 364 | 142,948,773.03 | 20.87% | 3.649 | 359 | 65.85 | 728 |
Full Documentation | 1,124 | 357,021,622.60 | 52.12% | 3.463 | 353 | 73.28 | 731 |
Limited Documentation | 77 | 41,321,878.58 | 6.03% | 3.763 | 306 | 69.70 | 752 |
Lite Documentation | 118 | 42,772,179.79 | 6.24% | 3.251 | 300 | 72.27 | 738 |
No Ratio | 8 | 3,508,675.00 | 0.51% | 3.185 | 300 | 62.89 | 749 |
Total | 1,910 | 685,002,204.18 | 100.00% | 3.476 | 340 | 71.77 | 732 |
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Loan Purpose | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
Cash Out Refinance | 589 | 201,302,183.99 | 29.39% | 3.454 | 343 | 67.63 | 730 |
Purchase | 715 | 294,511,992.02 | 42.99% | 3.489 | 333 | 76.30 | 737 |
Rate/Term Refinance | 606 | 189,188,028.17 | 27.62% | 3.478 | 349 | 69.15 | 725 |
Total | 1,910 | 685,002,204.18 | 100.00% | 3.476 | 340 | 71.77 | 732 |
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Property Type | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
Condominium | 200 | 68,350,554.34 | 9.98% | 3.458 | 330 | 75.54 | 736 |
Cooperative | 9 | 3,539,750.00 | 0.52% | 3.596 | 314 | 64.23 | 732 |
Planned Unit Development | 516 | 191,384,688.02 | 27.94% | 3.477 | 344 | 71.99 | 732 |
Single Family | 1,150 | 408,995,123.85 | 59.71% | 3.477 | 341 | 71.21 | 731 |
Townhouse | 2 | 669,555.16 | 0.10% | 4.000 | 323 | 72.13 | 742 |
Two-Four Family | 33 | 12,062,532.81 | 1.76% | 3.467 | 334 | 68.17 | 742 |
Total | 1,910 | 685,002,204.18 | 100.00% | 3.476 | 340 | 71.77 | 732 |
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Occupancy Status | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
Investor | 51 | 13,766,502.99 | 2.01% | 3.360 | 314 | 66.67 | 741 |
Primary | 1,702 | 608,306,963.52 | 88.80% | 3.486 | 342 | 71.70 | 732 |
Second Home | 157 | 62,928,737.67 | 9.19% | 3.402 | 324 | 73.59 | 730 |
Total | 1,910 | 685,002,204.18 | 100.00% | 3.476 | 340 | 71.77 | 732 |
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State | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
Alabama | 1 | 61,250.00 | 0.01% | 2.875 | 299 | 70.00 | 753 |
Alaska | 1 | 205,000.00 | 0.03% | 3.500 | 298 | 100.00 | 781 |
Arizona | 99 | 29,564,015.83 | 4.32% | 3.541 | 347 | 72.34 | 727 |
Arkansas | 2 | 263,982.42 | 0.04% | 3.243 | 327 | 82.10 | 774 |
California | 394 | 185,899,010.01 | 27.14% | 3.592 | 343 | 68.82 | 735 |
Colorado | 80 | 23,824,750.95 | 3.48% | 3.497 | 350 | 71.39 | 737 |
Connecticut | 10 | 6,336,100.00 | 0.92% | 2.954 | 353 | 58.05 | 743 |
Delaware | 3 | 790,600.00 | 0.12% | 3.059 | 325 | 59.23 | 756 |
District of Columbia | 7 | 4,018,515.16 | 0.59% | 3.346 | 319 | 73.18 | 700 |
Florida | 156 | 56,917,580.52 | 8.31% | 3.464 | 335 | 73.54 | 733 |
Georgia | 95 | 27,884,096.86 | 4.07% | 3.499 | 342 | 74.60 | 729 |
Hawaii | 9 | 7,178,950.00 | 1.05% | 3.263 | 300 | 84.61 | 724 |
Idaho | 1 | 122,200.00 | 0.02% | 3.625 | 359 | 78.84 | 723 |
Illinois | 65 | 20,256,221.00 | 2.96% | 3.497 | 339 | 73.67 | 736 |
Indiana | 2 | 500,000.00 | 0.07% | 3.500 | 300 | 80.00 | 725 |
Kansas | 7 | 1,374,250.00 | 0.20% | 3.459 | 324 | 75.77 | 704 |
Kentucky | 9 | 2,031,910.31 | 0.30% | 3.350 | 348 | 63.78 | 743 |
Louisiana | 1 | 150,000.00 | 0.02% | 3.375 | 357 | 75.00 | 743 |
Maine | 11 | 3,210,900.00 | 0.47% | 3.484 | 320 | 72.52 | 701 |
Maryland | 44 | 20,470,969.00 | 2.99% | 3.485 | 337 | 73.48 | 731 |
Massachusetts | 34 | 15,987,500.00 | 2.33% | 3.336 | 318 | 70.11 | 745 |
Michigan | 45 | 13,962,498.24 | 2.04% | 3.375 | 344 | 75.51 | 717 |
Minnesota | 46 | 16,199,006.98 | 2.36% | 3.396 | 346 | 76.41 | 744 |
Mississippi | 2 | 326,900.00 | 0.05% | 3.613 | 332 | 82.73 | 795 |
Missouri | 5 | 1,457,943.00 | 0.21% | 3.362 | 305 | 79.92 | 730 |
Nebraska | 2 | 530,000.00 | 0.08% | 2.929 | 333 | 59.54 | 669 |
Nevada | 45 | 15,873,176.00 | 2.32% | 3.612 | 330 | 72.77 | 729 |
New Hampshire | 3 | 665,000.00 | 0.10% | 3.732 | 358 | 72.60 | 715 |
New Jersey | 55 | 25,287,225.39 | 3.69% | 3.484 | 324 | 67.50 | 735 |
New Mexico | 5 | 1,172,720.00 | 0.17% | 3.674 | 350 | 81.02 | 724 |
New York | 56 | 32,691,546.31 | 4.77% | 3.446 | 325 | 70.91 | 722 |
North Carolina | 72 | 23,593,450.00 | 3.44% | 3.295 | 345 | 72.49 | 725 |
Ohio | 208 | 38,134,667.98 | 5.57% | 3.397 | 357 | 76.12 | 726 |
Oklahoma | 1 | 147,996.00 | 0.02% | 3.625 | 300 | 80.00 | 713 |
Oregon | 13 | 3,454,200.00 | 0.50% | 3.481 | 335 | 72.91 | 748 |
Pennsylvania | 28 | 8,199,400.00 | 1.20% | 3.516 | 344 | 74.19 | 743 |
Rhode Island | 4 | 1,091,420.00 | 0.16% | 3.448 | 348 | 74.48 | 749 |
South Carolina | 30 | 9,727,410.51 | 1.42% | 3.381 | 333 | 72.24 | 730 |
Tennessee | 29 | 7,525,351.20 | 1.10% | 3.447 | 340 | 77.16 | 732 |
Texas | 52 | 17,076,895.77 | 2.49% | 3.351 | 352 | 69.73 | 733 |
Utah | 28 | 6,011,294.14 | 0.88% | 3.409 | 357 | 75.88 | 723 |
Vermont | 2 | 202,000.00 | 0.03% | 3.574 | 300 | 71.83 | 745 |
Virginia | 82 | 34,566,602.32 | 5.05% | 3.391 | 341 | 72.36 | 729 |
Washington | 61 | 18,352,418.28 | 2.68% | 3.408 | 351 | 72.58 | 731 |
West Virginia | 1 | 253,750.00 | 0.04% | 3.250 | 300 | 70.00 | 745 |
Wisconsin | 4 | 1,451,530.00 | 0.21% | 3.315 | 300 | 74.08 | 691 |
Total | 1,910 | 685,002,204.18 | 100.00% | 3.476 | 340 | 71.77 | 732 |
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Gross Margin | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
1.000 - 1.499 | 381 | 153,400,903.19 | 22.39% | 3.069 | 325 | 73.11 | 732 |
1.500 - 1.999 | 1,108 | 372,952,769.01 | 54.45% | 3.507 | 341 | 72.46 | 733 |
2.000 - 2.499 | 418 | 157,010,531.98 | 22.92% | 3.796 | 352 | 68.87 | 728 |
2.500 - 2.999 | 2 | 1,314,000.00 | 0.19% | 3.768 | 356 | 65.85 | 774 |
3.500 - 3.999 | 1 | 324,000.00 | 0.05% | 3.500 | 356 | 80.00 | 695 |
Total | 1,910 | 685,002,204.18 | 100.00% | 3.476 | 340 | 71.77 | 732 |
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Minimum Interest Rate | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
1.000 - 1.499 | 381 | 153,400,903.19 | 22.39% | 3.069 | 325 | 73.11 | 732 |
1.500 - 1.999 | 1,108 | 372,952,769.01 | 54.45% | 3.507 | 341 | 72.46 | 733 |
2.000 - 2.499 | 418 | 157,010,531.98 | 22.92% | 3.796 | 352 | 68.87 | 728 |
2.500 - 2.999 | 2 | 1,314,000.00 | 0.19% | 3.768 | 356 | 65.85 | 774 |
3.500 - 3.999 | 1 | 324,000.00 | 0.05% | 3.500 | 356 | 80.00 | 695 |
Total | 1,910 | 685,002,204.18 | 100.00% | 3.476 | 340 | 71.77 | 732 |
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Maximum Interest Rate | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
12.000 -12.499 | 1,826 | 648,986,533.05 | 94.74% | 3.487 | 339 | 71.95 | 731 |
12.500 -12.999 | 83 | 35,654,871.13 | 5.21% | 3.276 | 357 | 68.45 | 744 |
15.000 -15.499 | 1 | 360,800.00 | 0.05% | 3.000 | 359 | 80.00 | 732 |
Total | 1,910 | 685,002,204.18 | 100.00% | 3.476 | 340 | 71.77 | 732 |
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Initial Periodic Rate Cap | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
0.000 | 1,910 | 685,002,204.18 | 100.00% | 3.476 | 340 | 71.77 | 732 |
Total | 1,910 | 685,002,204.18 | 100.00% | 3.476 | 340 | 71.77 | 732 |
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Subsequent Periodic Rate Cap | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
0.000 | 1,910 | 685,002,204.18 | 100.00% | 3.476 | 340 | 71.77 | 732 |
Total | 1,910 | 685,002,204.18 | 100.00% | 3.476 | 340 | 71.77 | 732 |
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Next Rate Change Date | # of Loans | Current Principal Balance | Pct by Curr Prin Bal | Weighted Average Gross Coupon | Weighted Average Stated Remaining Term | Weighted Average Combined Orig LTV | Weighted Average FICO |
11/01/04 | 637 | 254,860,455.38 | 37.21% | 3.274 | 335 | 72.49 | 733 |
12/01/04 | 31 | 12,367,043.41 | 1.81% | 3.321 | 354 | 72.16 | 711 |
01/01/05 | 57 | 23,442,250.62 | 3.42% | 3.201 | 354 | 70.07 | 737 |
02/01/05 | 97 | 34,510,479.15 | 5.04% | 3.504 | 351 | 72.18 | 732 |
03/01/05 | 567 | 195,956,993.00 | 28.61% | 3.647 | 342 | 71.56 | 731 |
04/01/05 | 521 | 163,864,982.62 | 23.92% | 3.630 | 340 | 71.04 | 731 |
Total | 1,910 | 685,002,204.18 | 100.00% | 3.476 | 340 | 71.77 | 732 |