THE MORTGAGE POOL
Mortgage Loan Programs For The Mortgage Loans
In Loan Group 1
Loan Programs | Aggregate Principal Balance Outstanding | Number of Loans | Percent of Aggregate Principal Balance Outstanding | Average Principal Balance Outstanding | Weighted Average Mortgage Rate | Weighted Average Remaining Term to Maturity (months) | Non-Zero Weighted Average Credit Score | Weighted Average Original Loan-to-Value Ratio | ||||||||
FIXED | $171,494,632.69 | 583 | 14.35% | $294,158.89 | 6.506% | 346 | 716 | 66.42% | ||||||||
FIXED IO | 139,398,852.74 | 413 | 11.66 | 337,527.49 | 6.582 | 359 | 714 | 68.41 | ||||||||
30/15 FIXED BALLOON | 26,984,485.91 | 337 | 2.26 | 80,072.66 | 11.539 | 179 | 722 | 96.35 | ||||||||
30/15 FIXED BALLOON IO | 1,617,827.49 | 22 | 0.14 | 73,537.61 | 11.704 | 179 | 723 | 96.81 | ||||||||
40/30 FIXED BAL | 21,685,491.13 | 66 | 1.81 | 328,568.05 | 6.680 | 359 | 700 | 72.97 | ||||||||
6M LIBOR | 319,850.70 | 1 | 0.03 | 319,850.70 | 9.750 | 359 | 686 | 80.00 | ||||||||
6M LIBOR IO | 135,000.00 | 1 | 0.01 | 135,000.00 | 6.750 | 360 | 627 | 40.91 | ||||||||
2/6 LIBOR | 2,732,697.82 | 16 | 0.23 | 170,793.61 | 8.710 | 359 | 676 | 75.50 | ||||||||
2/6 LIBOR 40/30 BALLOON | 1,696,157.51 | 7 | 0.14 | 242,308.22 | 7.485 | 359 | 631 | 66.76 | ||||||||
2/6 LIBOR IO | 5,555,811.00 | 16 | 0.46 | 347,238.19 | 7.326 | 358 | 686 | 77.02 | ||||||||
3/1 LIBOR | 115,606.81 | 1 | 0.01 | 115,606.81 | 6.875 | 356 | 622 | 58.00 | ||||||||
3/6 LIBOR | 4,553,226.62 | 13 | 0.38 | 350,248.20 | 6.139 | 359 | 717 | 64.18 | ||||||||
3/6 LIBOR 40/30 BALLOON | 2,100,046.32 | 8 | 0.18 | 262,505.79 | 6.851 | 358 | 687 | 73.17 | ||||||||
3/6 LIBOR IO | 54,207,819.82 | 121 | 4.54 | 447,998.51 | 6.265 | 359 | 705 | 70.89 | ||||||||
5/1 LIBOR | 2,721,516.89 | 6 | 0.23 | 453,586.15 | 6.364 | 356 | 711 | 61.79 | ||||||||
5/1 LIBOR IO | 54,903,528.63 | 141 | 4.59 | 389,386.73 | 6.639 | 358 | 715 | 75.20 | ||||||||
5/6 LIBOR | 64,181,562.00 | 233 | 5.37 | 275,457.35 | 7.340 | 359 | 690 | 75.89 | ||||||||
5/6 LIBOR 40/30 BALLOON | 22,368,618.28 | 63 | 1.87 | 355,057.43 | 7.132 | 359 | 669 | 75.06 | ||||||||
5/6 LIBOR IO | 587,275,144.63 | 1,668 | 49.14 | 352,083.42 | 6.844 | 359 | 701 | 74.89 | ||||||||
7/1 LIBOR IO | 1,340,000.00 | 3 | 0.11 | 446,666.67 | 6.011 | 357 | 791 | 51.52 | ||||||||
7/6 LIBOR | 1,662,508.39 | 4 | 0.14 | 415,627.10 | 6.255 | 359 | 725 | 45.46 | ||||||||
7/6 LIBOR IO | 28,043,618.33 | 73 | 2.35 | 384,159.16 | 6.550 | 359 | 716 | 67.50 | ||||||||
Total/Avg./Wtd.Avg… | $1,195,094,003.71 | 3,796 | 100.00% | $314,829.82 | 6.867% | 353 | 705 | 72.97% |
1
Mortgage Loan Principal Balances Outstanding for the Mortgage Loans
in Loan Group 1
Range of Mortgage Loan Principal Balances Outstanding ($) | Aggregate Principal Balance Outstanding | Number of Loans | Percent of Aggregate Principal Balance Outstanding | Average Principal Balance Outstanding | Weighted Average Mortgage Rate | Weighted Average Remaining Term to Maturity (months) | Non-Zero Weighted Average Credit Score | Weighted Average Original Loan-to-Value Ratio | ||||||||
0.00 - 250,000.00 | $241,540,255.52 | 1,612 | 20.21% | $149,838.87 | 7.494% | 335 | 699 | 73.67% | ||||||||
250,000.01 - 300,000.00 | 117,483,499.52 | 425 | 9.83 | 276,431.76 | 6.761 | 357 | 698 | 72.35 | ||||||||
300,000.01 - 350,000.00 | 112,070,693.66 | 343 | 9.38 | 326,736.72 | 6.749 | 357 | 703 | 73.38 | ||||||||
350,000.01 - 400,000.00 | 124,527,656.32 | 331 | 10.42 | 376,216.48 | 6.731 | 357 | 701 | 74.22 | ||||||||
400,000.01 - 450,000.00 | 118,526,369.61 | 278 | 9.92 | 426,353.85 | 6.607 | 359 | 707 | 74.39 | ||||||||
450,000.01 - 500,000.00 | 125,849,874.76 | 263 | 10.53 | 478,516.63 | 6.641 | 359 | 711 | 74.14 | ||||||||
500,000.01 - 550,000.00 | 96,965,228.01 | 184 | 8.11 | 526,984.93 | 6.765 | 359 | 710 | 73.93 | ||||||||
550,000.01 - 600,000.00 | 64,623,689.67 | 112 | 5.41 | 576,997.23 | 6.885 | 357 | 703 | 72.36 | ||||||||
600,000.01 - 650,000.00 | 57,914,658.22 | 92 | 4.85 | 629,507.15 | 6.707 | 356 | 715 | 70.95 | ||||||||
650,000.01 - 700,000.00 | 23,000,720.05 | 34 | 1.92 | 676,491.77 | 6.821 | 354 | 713 | 72.16 | ||||||||
700,000.01 - 750,000.00 | 35,389,620.00 | 48 | 2.96 | 737,283.75 | 6.741 | 359 | 706 | 69.97 | ||||||||
750,000.01 - 800,000.00 | 8,666,070.86 | 11 | 0.73 | 787,824.62 | 6.640 | 359 | 713 | 64.46 | ||||||||
800,000.01 - 850,000.00 | 9,098,795.07 | 11 | 0.76 | 827,163.19 | 6.302 | 359 | 709 | 68.40 | ||||||||
850,000.01 - 900,000.00 | 5,344,239.25 | 6 | 0.45 | 890,706.54 | 6.486 | 359 | 713 | 69.21 | ||||||||
900,000.01 - 950,000.00 | 4,620,138.27 | 5 | 0.39 | 924,027.65 | 6.470 | 359 | 697 | 69.98 | ||||||||
950,000.01 - 1,000,000.00 | 19,735,595.46 | 20 | 1.65 | 986,779.77 | 6.539 | 350 | 707 | 71.10 | ||||||||
1,000,000.01 - 1,050,000.00 | 1,050,000.00 | 1 | 0.09 | 1,050,000.00 | 6.500 | 360 | 729 | 75.00 | ||||||||
1,050,000.01 - 1,150,000.00 | 4,350,785.78 | 4 | 0.36 | 1,087,696.45 | 6.187 | 360 | 758 | 56.01 | ||||||||
1,150,000.01 - 1,200,000.00 | 2,356,381.87 | 2 | 0.20 | 1,178,190.94 | 6.442 | 358 | 737 | 56.43 | ||||||||
1,200,000.01 - 1,300,000.00 | 4,981,881.81 | 4 | 0.42 | 1,245,470.45 | 6.350 | 359 | 712 | 66.29 | ||||||||
1,300,000.01 - 1,400,000.00 | 1,391,250.00 | 1 | 0.12 | 1,391,250.00 | 6.875 | 360 | 696 | 75.00 | ||||||||
1,450,000.01 - 1,750,000.00 | 7,958,100.00 | 5 | 0.67 | 1,591,620.00 | 6.922 | 359 | 717 | 68.85 | ||||||||
1,800,000.01 + | 7,648,500.00 | 4 | 0.64 | 1,912,125.00 | 6.499 | 360 | 738 | 64.01 | ||||||||
Total/Avg./Wtd.Avg… | $1,195,094,003.71 | 3,796 | 100.00% | $314,829.82 | 6.867% | 353 | 705 | 72.97% |
Original Loan-to-Value Ratios for the Mortgage Loans
in Loan Group 1
Range of Original Loan-to-Value Ratios (%) | Aggregate Principal Balance Outstanding | Number of Loans | Percent of Aggregate Principal Balance Outstanding | Average Principal Balance Outstanding | Weighted Average Mortgage Rate | Weighted Average Remaining Term to Maturity (months) | Non-Zero Weighted Average Credit Score | Weighted Average Original Loan-to-Value Ratio | ||||||||
0.00 - 10.00 | $350,000.00 | 1 | 0.03% | $350,000.00 | 5.190% | 359 | 750 | 8.86% | ||||||||
10.01 - 15.00 | 167,716.73 | 3 | 0.01 | 55,905.58 | 7.255 | 358 | 729 | 12.08 | ||||||||
15.01 - 20.00 | 791,912.21 | 4 | 0.07 | 197,978.05 | 6.964 | 305 | 741 | 19.49 | ||||||||
20.01 - 25.00 | 3,549,806.83 | 15 | 0.30 | 236,653.79 | 6.133 | 345 | 730 | 22.42 | ||||||||
25.01 - 30.00 | 4,973,097.79 | 22 | 0.42 | 226,049.90 | 6.109 | 350 | 773 | 27.86 | ||||||||
30.01 - 35.00 | 6,747,610.53 | 27 | 0.56 | 249,911.50 | 6.033 | 349 | 730 | 33.09 | ||||||||
35.01 - 40.00 | 13,488,918.25 | 42 | 1.13 | 321,164.72 | 6.133 | 340 | 733 | 37.52 | ||||||||
40.01 - 45.00 | 13,867,128.86 | 47 | 1.16 | 295,045.29 | 6.298 | 357 | 731 | 42.66 | ||||||||
45.01 - 50.00 | 28,327,341.07 | 100 | 2.37 | 283,273.41 | 6.175 | 348 | 720 | 47.99 | ||||||||
50.01 - 55.00 | 40,112,728.74 | 125 | 3.36 | 320,901.83 | 6.219 | 356 | 715 | 52.89 | ||||||||
55.01 - 60.00 | 59,914,062.45 | 162 | 5.01 | 369,839.89 | 6.212 | 354 | 719 | 58.00 | ||||||||
60.01 - 65.00 | 57,323,174.68 | 150 | 4.80 | 382,154.50 | 6.314 | 355 | 714 | 63.20 | ||||||||
65.01 - 70.00 | 149,597,511.12 | 438 | 12.52 | 341,546.83 | 6.499 | 357 | 714 | 69.02 | ||||||||
70.01 - 75.00 | 237,992,490.91 | 692 | 19.91 | 343,919.78 | 6.865 | 358 | 697 | 74.54 | ||||||||
75.01 - 80.00 | 503,318,695.19 | 1,422 | 42.12 | 353,951.26 | 6.905 | 359 | 699 | 79.72 | ||||||||
80.01 - 85.00 | 15,681,978.29 | 59 | 1.31 | 265,796.24 | 7.531 | 353 | 686 | 84.56 | ||||||||
85.01 - 90.00 | 24,527,825.87 | 161 | 2.05 | 152,346.74 | 8.655 | 332 | 695 | 89.61 | ||||||||
90.01 - 95.00 | 16,505,182.54 | 140 | 1.38 | 117,894.16 | 9.663 | 285 | 716 | 94.80 | ||||||||
95.01 + | 17,856,821.65 | 186 | 1.49 | 96,004.42 | 11.481 | 186 | 710 | 99.96 | ||||||||
Total/Avg./Wtd.Avg… | $1,195,094,003.71 | 3,796 | 100.00% | $314,829.82 | 6.867% | 353 | 705 | 72.97% |
2
Mortgage Rates for the Mortgage Loans
in Loan Group 1
Range of Mortgage Rates (%) | Aggregate Principal Balance Outstanding | Number of Loans | Percent of Aggregate Principal Balance Outstanding | Average Principal Balance Outstanding | Weighted Average Mortgage Rate | Weighted Average Remaining Term to Maturity (months) | Non-Zero Weighted Average Credit Score | Weighted Average Original Loan-to-Value Ratio | ||||||||
4.500 - 4.999 | $320,605.30 | 1 | 0.03% | $320,605.30 | 4.875% | 359 | 778 | 56.32% | ||||||||
5.000 - 5.499 | 15,359,336.25 | 43 | 1.29 | 357,193.87 | 5.300 | 353 | 739 | 61.11 | ||||||||
5.500 - 5.999 | 177,329,387.78 | 453 | 14.84 | 391,455.60 | 5.805 | 354 | 736 | 65.38 | ||||||||
6.000 - 6.499 | 257,291,178.02 | 713 | 21.53 | 360,857.19 | 6.236 | 356 | 720 | 69.08 | ||||||||
6.500 - 6.999 | 358,329,077.67 | 1,071 | 29.98 | 334,574.30 | 6.715 | 358 | 698 | 73.64 | ||||||||
7.000 - 7.499 | 163,958,473.97 | 505 | 13.72 | 324,670.25 | 7.198 | 358 | 688 | 75.77 | ||||||||
7.500 - 7.999 | 118,090,336.11 | 370 | 9.88 | 319,163.07 | 7.683 | 359 | 682 | 77.50 | ||||||||
8.000 - 8.499 | 31,739,422.22 | 105 | 2.66 | 302,280.21 | 8.188 | 359 | 682 | 79.60 | ||||||||
8.500 - 8.999 | 23,378,973.17 | 79 | 1.96 | 295,936.37 | 8.700 | 359 | 670 | 81.16 | ||||||||
9.000 - 9.499 | 9,322,422.37 | 35 | 0.78 | 266,354.92 | 9.162 | 355 | 666 | 80.31 | ||||||||
9.500 - 9.999 | 9,201,883.41 | 44 | 0.77 | 209,133.71 | 9.706 | 321 | 681 | 85.88 | ||||||||
10.000 - 10.499 | 3,674,656.27 | 34 | 0.31 | 108,078.13 | 10.268 | 250 | 703 | 95.32 | ||||||||
10.500 - 10.999 | 6,120,778.32 | 71 | 0.51 | 86,208.15 | 10.738 | 199 | 730 | 97.38 | ||||||||
11.000 - 11.499 | 4,279,898.07 | 53 | 0.36 | 80,752.79 | 11.210 | 201 | 719 | 95.48 | ||||||||
11.500 - 11.999 | 5,958,106.46 | 84 | 0.50 | 70,929.84 | 11.766 | 192 | 719 | 95.22 | ||||||||
12.000 - 12.499 | 4,802,447.25 | 66 | 0.40 | 72,764.35 | 12.244 | 183 | 701 | 94.71 | ||||||||
12.500 - 12.999 | 3,419,227.47 | 45 | 0.29 | 75,982.83 | 12.695 | 217 | 694 | 95.66 | ||||||||
13.000 - 13.499 | 1,102,173.99 | 12 | 0.09 | 91,847.83 | 13.133 | 179 | 709 | 97.45 | ||||||||
13.500 - 13.999 | 1,239,505.02 | 10 | 0.10 | 123,950.50 | 13.686 | 203 | 686 | 99.40 | ||||||||
14.000 - 14.499 | 50,564.59 | 1 | 0.00 | 50,564.59 | 14.250 | 176 | 785 | 98.73 | ||||||||
14.500 - 14.999 | 125,550.00 | 1 | 0.01 | 125,550.00 | 14.500 | 180 | 720 | 90.00 | ||||||||
Total/Avg./Wtd.Avg… | $1,195,094,003.71 | 3,796 | 100.00% | $314,829.82 | 6.867% | 353 | 705 | 72.97% |
Types of Mortgaged Properties for the Mortgage Loans
in Loan Group 1
Property Type | Aggregate Principal Balance Outstanding | Number of Loans | Percent of Aggregate Principal Balance Outstanding | Average Principal Balance Outstanding | Weighted Average Mortgage Rate | Weighted Average Remaining Term to Maturity (months) | Non-Zero Weighted Average Credit Score | Weighted Average Original Loan-to-Value Ratio | ||||||||
Two Family | $71,349,777.68 | 221 | 5.97% | $322,849.67 | 7.181% | 354 | 704 | 74.59% | ||||||||
Three Family | 38,678,473.38 | 93 | 3.24 | 415,897.56 | 7.734 | 355 | 701 | 74.05 | ||||||||
Four Family | 27,317,113.62 | 63 | 2.29 | 433,604.98 | 7.565 | 351 | 713 | 71.57 | ||||||||
Condominium | 100,833,330.30 | 444 | 8.44 | 227,102.10 | 7.104 | 348 | 704 | 76.50 | ||||||||
CONDONONWA | 294,000.00 | 1 | 0.02 | 294,000.00 | 6.500 | 358 | 685 | 70.00 | ||||||||
CONDOTEL | 4,208,139.10 | 11 | 0.35 | 382,558.10 | 7.494 | 359 | 720 | 75.35 | ||||||||
Planned Unit Replacement (detached) | 126,302,788.99 | 358 | 10.57 | 352,801.09 | 6.735 | 352 | 706 | 71.57 | ||||||||
Hi Rise Condo | 25,195,230.42 | 84 | 2.11 | 299,943.22 | 7.614 | 349 | 695 | 75.87 | ||||||||
Planned Unit Development (attached) | 45,660,648.65 | 155 | 3.82 | 294,584.83 | 6.796 | 355 | 706 | 72.28 | ||||||||
Single Family Residence | 749,684,698.09 | 2,341 | 62.73 | 320,241.22 | 6.730 | 353 | 705 | 72.46 | ||||||||
Townhouse | 5,569,803.48 | 25 | 0.47 | 222,792.14 | 7.215 | 357 | 672 | 78.27 | ||||||||
Total/Avg./Wtd.Avg… | $1,195,094,003.71 | 3,796 | 100.00% | $314,829.82 | 6.867% | 353 | 705 | 72.97% |
3
Occupancy Types for the Mortgage Loans
in Loan Group 1(1)
Occupancy | Aggregate Principal Balance Outstanding | Number of Loans | Percent of Aggregate Principal Balance Outstanding | Average Principal Balance Outstanding | Weighted Average Mortgage Rate | Weighted Average Remaining Term to Maturity (months) | Non-Zero Weighted Average Credit Score | Weighted Average Original Loan-to-Value Ratio | ||||||||
Investor | $217,247,179.61 | 910 | 18.18% | $238,733.16 | 7.219% | 353 | 714 | 72.31% | ||||||||
Owner Occupied | 937,572,607.94 | 2,741 | 78.45 | 342,054.95 | 6.769 | 353 | 703 | 73.15 | ||||||||
Second Home | 40,274,216.16 | 145 | 3.37 | 277,753.21 | 7.228 | 346 | 702 | 72.30 | ||||||||
Total/Avg./Wtd.Avg… | $1,195,094,003.71 | 3,796 | 100.00% | $314,829.82 | 6.867% | 353 | 705 | 72.97% |
________________
(1) | Based on representations by the Mortgagors at the time of origination of the Mortgage Loans in Loan Group 1. |
Loan Purposes for the Mortgage Loans
in Loan Group 1
Loan Purpose | Aggregate Principal Balance Outstanding | Number of Loans | Percent of Aggregate Principal Balance Outstanding | Average Principal Balance Outstanding | Weighted Average Mortgage Rate | Weighted Average Remaining Term to Maturity (months) | Non-Zero Weighted Average Credit Score | Weighted Average Original Loan-to-Value Ratio | ||||||||
Refinance - Cashout | $453,997,210.19 | 1,419 | 37.99% | $319,941.66 | 6.693% | 355 | 701 | 69.04% | ||||||||
Purchase | 473,749,651.79 | 1,646 | 39.64 | 287,818.74 | 7.266 | 349 | 705 | 78.20 | ||||||||
Refinance - No Cashout | 267,347,141.73 | 731 | 22.37 | 365,727.96 | 6.454 | 355 | 711 | 70.37 | ||||||||
Total/Avg./Wtd.Avg… | $1,195,094,003.71 | 3,796 | 100.00% | $314,829.82 | 6.867% | 353 | 705 | 72.97% |
Loan Documentation Type for the Mortgage Loans
in Loan Group 1
Loan Documentation Type | Aggregate Principal Balance Outstanding | Number of Loans | Percent of Aggregate Principal Balance Outstanding | Average Principal Balance Outstanding | Weighted Average Mortgage Rate | Weighted Average Remaining Term to Maturity (months) | Non-Zero Weighted Average Credit Score | Weighted Average Original Loan-to-Value Ratio | ||||||||
Alternative | $1,634,242.31 | 4 | 0.14% | $408,560.58 | 7.028% | 357 | 671 | 76.93% | ||||||||
Express No Doc | 28,885,725.65 | 117 | 2.42 | 246,886.54 | 6.796 | 353 | 708 | 66.02 | ||||||||
Express No Doc Verified Assets | 3,227,544.73 | 9 | 0.27 | 358,616.08 | 6.653 | 359 | 732 | 75.17 | ||||||||
Express Non-Verified Assets | 32,186,256.61 | 107 | 2.69 | 300,806.14 | 7.047 | 357 | 696 | 70.31 | ||||||||
Express Verified Assets | 74,672,797.45 | 213 | 6.25 | 350,576.51 | 6.924 | 357 | 692 | 71.26 | ||||||||
FISA | 804,900.00 | 6 | 0.07 | 134,150.00 | 7.081 | 360 | 731 | 57.95 | ||||||||
Full | 183,997,428.33 | 536 | 15.40 | 343,278.78 | 6.222 | 355 | 725 | 68.05 | ||||||||
SISA | 65,732,087.49 | 221 | 5.50 | 297,430.26 | 6.901 | 355 | 700 | 71.65 | ||||||||
Stated | 803,953,021.14 | 2,583 | 67.27 | 311,247.78 | 7.002 | 352 | 702 | 74.71 | ||||||||
Total/Avg./Wtd.Avg… | $1,195,094,003.71 | 3,796 | 100.00% | $314,829.82 | 6.867% | 353 | 705 | 72.97% |
4
Remaining Terms to Stated Maturity for the Mortgage Loans
in Loan Group 1
Range of Remaining Terms (months) | Aggregate Principal Balance Outstanding | Number of Loans | Percent of Aggregate Principal Balance Outstanding | Average Principal Balance Outstanding | Weighted Average Mortgage Rate | Weighted Average Remaining Term to Maturity (months) | Non-Zero Weighted Average Credit Score | Weighted Average Original Loan-to-Value Ratio | ||||||||
121 - 180 | $39,888,632.42 | 410 | 3.34% | $97,289.35 | 10.047% | 179 | 723 | 85.67% | ||||||||
181 - 240 | 1,710,046.40 | 5 | 0.14 | 342,009.28 | 6.008 | 239 | 739 | 53.53 | ||||||||
241 - 360 | 1,153,495,324.89 | 3,381 | 96.52 | 341,169.87 | 6.758 | 359 | 704 | 72.56 | ||||||||
Total/Avg./Wtd.Avg… | $1,195,094,003.71 | 3,796 | 100.00% | $314,829.82 | 6.867% | 353 | 705 | 72.97% |
Credit Bureau Risk Scores(1) for the Mortgage Loans
in Loan Group 1
Range of Credit Bureau Risk Scores | Aggregate Principal Balance Outstanding | Number of Loans | Percent of Aggregate Principal Balance Outstanding | Average Principal Balance Outstanding | Weighted Average Mortgage Rate | Weighted Average Remaining Term to Maturity (months) | Non-Zero Weighted Average Credit Score | Weighted Average Original Loan-to-Value Ratio | ||||||||
Not Available | $3,846,034.50 | 12 | 0.32% | $320,502.88 | 7.487% | 354 | Not Available | 67.35% | ||||||||
561 - 580 | 279,941.94 | 1 | 0.02 | 279,941.94 | 9.100 | 359 | 561 | 41.79 | ||||||||
581 - 600 | 1,560,312.62 | 4 | 0.13 | 390,078.16 | 7.037 | 359 | 599 | 69.27 | ||||||||
601 - 620 | 23,453,886.13 | 85 | 1.96 | 275,928.07 | 7.534 | 358 | 614 | 67.80 | ||||||||
621 - 640 | 72,188,240.16 | 227 | 6.04 | 318,009.87 | 7.166 | 357 | 632 | 73.90 | ||||||||
641 - 660 | 143,595,382.69 | 473 | 12.02 | 303,584.32 | 7.217 | 355 | 651 | 76.04 | ||||||||
661 - 680 | 164,458,249.99 | 551 | 13.76 | 298,472.32 | 7.215 | 353 | 670 | 75.90 | ||||||||
681 - 700 | 199,858,492.39 | 609 | 16.72 | 328,174.86 | 6.766 | 356 | 691 | 73.88 | ||||||||
701 - 720 | 152,006,302.94 | 480 | 12.72 | 316,679.80 | 6.804 | 354 | 711 | 73.51 | ||||||||
721 - 740 | 133,824,354.30 | 434 | 11.20 | 308,351.05 | 6.714 | 350 | 730 | 72.56 | ||||||||
741 - 760 | 115,479,926.28 | 385 | 9.66 | 299,947.86 | 6.655 | 348 | 750 | 72.26 | ||||||||
761 - 780 | 93,047,464.94 | 289 | 7.79 | 321,963.55 | 6.571 | 348 | 771 | 69.95 | ||||||||
781 - 800 | 67,412,183.79 | 180 | 5.64 | 374,512.13 | 6.390 | 355 | 790 | 65.27 | ||||||||
801 + | 24,083,231.04 | 66 | 2.02 | 364,897.44 | 6.284 | 349 | 807 | 66.14 | ||||||||
Total/Avg./Wtd.Avg… | $1,195,094,003.71 | 3,796 | 100.00% | $314,829.82 | 6.867% | 353 | 705 | 72.97% |
______________________
(1) | The Credit Bureau Risk Scores referenced in this table with respect to substantially all of the Mortgage Loans in Loan Group 1 were obtained by the respective originators from one or more credit reporting agencies, and were determined at the time of origination. |
5
Gross Margins for the Mortgage Loans
in Loan Group 1
Range of Gross Margins (%) | Aggregate Principal Balance Outstanding | Number of Loans | Percent of Aggregate Principal Balance Outstanding | Average Principal Balance Outstanding | Weighted Average Mortgage Rate | Weighted Average Remaining Term to Maturity (months) | Non-Zero Weighted Average Credit Score | Weighted Average Original Loan-to-Value Ratio | ||||||||
1.750 - 1.999 | $485,000.00 | 1 | 0.04% | $485,000.00 | 6.250% | 356 | 776 | 76.38% | ||||||||
2.250 - 2.499 | 19,504,562.84 | 44 | 1.63 | 443,285.52 | 6.337 | 357 | 714 | 69.71 | ||||||||
2.500 - 2.749 | 12,662,056.77 | 45 | 1.06 | 281,379.04 | 6.782 | 359 | 712 | 72.50 | ||||||||
2.750 - 2.999 | 62,670,531.43 | 172 | 5.24 | 364,363.55 | 6.780 | 358 | 707 | 74.14 | ||||||||
3.000 - 3.249 | 567,571,541.91 | 1,606 | 47.49 | 353,406.94 | 6.793 | 359 | 701 | 73.45 | ||||||||
3.250 - 3.499 | 51,104,701.62 | 135 | 4.28 | 378,553.35 | 6.755 | 358 | 709 | 75.57 | ||||||||
3.500 - 3.749 | 15,448,638.35 | 49 | 1.29 | 315,278.33 | 7.388 | 359 | 702 | 82.05 | ||||||||
3.750 - 3.999 | 67,340,664.66 | 204 | 5.63 | 330,101.30 | 6.921 | 360 | 696 | 77.61 | ||||||||
4.000 - 4.249 | 22,598,017.98 | 66 | 1.89 | 342,394.21 | 7.172 | 359 | 680 | 77.35 | ||||||||
4.250 - 4.499 | 2,927,259.55 | 11 | 0.24 | 266,114.50 | 9.602 | 360 | 640 | 87.95 | ||||||||
4.500 - 4.749 | 2,688,549.08 | 12 | 0.22 | 224,045.76 | 8.289 | 359 | 669 | 83.41 | ||||||||
4.750 - 4.999 | 1,104,711.55 | 3 | 0.09 | 368,237.18 | 7.993 | 359 | 660 | 89.33 | ||||||||
5.000 - 5.249 | 1,067,984.68 | 3 | 0.09 | 355,994.89 | 7.116 | 357 | 664 | 80.00 | ||||||||
5.250 - 5.499 | 1,061,600.00 | 2 | 0.09 | 530,800.00 | 8.117 | 359 | 631 | 82.53 | ||||||||
5.500 - 5.749 | 996,407.53 | 5 | 0.08 | 199,281.51 | 6.822 | 360 | 678 | 74.73 | ||||||||
5.750 - 5.999 | 1,330,111.65 | 4 | 0.11 | 332,527.91 | 6.335 | 359 | 701 | 75.24 | ||||||||
6.000 - 6.249 | 344,000.00 | 1 | 0.03 | 344,000.00 | 7.150 | 360 | 692 | 80.00 | ||||||||
6.250 - 6.499 | 660,152.91 | 4 | 0.06 | 165,038.23 | 7.327 | 358 | 668 | 76.24 | ||||||||
6.500 - 6.749 | 864,945.08 | 3 | 0.07 | 288,315.03 | 7.699 | 359 | 701 | 83.53 | ||||||||
6.750 - 6.999 | 181,742.25 | 1 | 0.02 | 181,742.25 | 7.750 | 358 | 661 | 70.00 | ||||||||
7.000 - 7.249 | 797,511.97 | 2 | 0.07 | 398,755.99 | 9.032 | 359 | 628 | 80.00 | ||||||||
7.500 - 7.749 | 222,080.00 | 1 | 0.02 | 222,080.00 | 7.500 | 360 | 765 | 75.00 | ||||||||
7.750 - 7.999 | 279,941.94 | 1 | 0.02 | 279,941.94 | 9.100 | 359 | 561 | 41.79 | ||||||||
FIXED | 361,181,289.96 | 1,421 | 30.22 | 254,174.03 | 6.945 | 339 | 715 | 69.95 | ||||||||
Total/Avg./Wtd.Avg… | $1,195,094,003.71 | 3,796 | 100.00% | $314,829.82 | 6.867% | 353 | 705 | 72.97% |
6
Geographic Distribution for the Mortgage Loans
in Loan Group 1
Geographic Distribution | Aggregate Principal Balance Outstanding | Number of Loans | Percent of Aggregate Principal Balance Outstanding | Average Principal Balance Outstanding | Weighted Average Mortgage Rate | Weighted Average Remaining Term to Maturity (months) | Non-Zero Weighted Average Credit Score | Weighted Average Original Loan-to-Value Ratio | ||||||||
Alabama | $3,566,599.32 | 8 | 0.30% | $445,824.92 | 6.715% | 344 | 750 | 73.20% | ||||||||
Arizona | 31,962,570.07 | 123 | 2.67 | 259,858.29 | 6.936 | 356 | 697 | 73.55 | ||||||||
California | 696,243,380.05 | 1,952 | 58.26 | 356,682.06 | 6.647 | 353 | 711 | 71.92 | ||||||||
Colorado | 12,119,080.86 | 44 | 1.01 | 275,433.66 | 6.708 | 357 | 707 | 69.62 | ||||||||
Connecticut | 7,165,025.00 | 25 | 0.60 | 286,601.00 | 7.107 | 359 | 688 | 73.04 | ||||||||
Delaware | 772,900.00 | 3 | 0.06 | 257,633.33 | 6.804 | 359 | 664 | 77.25 | ||||||||
District of Columbia | 550,706.81 | 3 | 0.05 | 183,568.94 | 7.843 | 337 | 727 | 77.25 | ||||||||
Florida | 120,615,117.07 | 552 | 10.09 | 218,505.65 | 7.453 | 351 | 690 | 75.75 | ||||||||
Georgia | 4,560,729.77 | 18 | 0.38 | 253,373.88 | 6.585 | 358 | 727 | 75.21 | ||||||||
Hawaii | 37,303,570.58 | 104 | 3.12 | 358,688.18 | 6.862 | 352 | 690 | 75.21 | ||||||||
Idaho | 366,400.00 | 1 | 0.03 | 366,400.00 | 7.850 | 359 | 711 | 80.00 | ||||||||
Illinois | 33,244,807.56 | 133 | 2.78 | 249,960.96 | 7.418 | 352 | 698 | 72.35 | ||||||||
Indiana | 1,759,755.40 | 6 | 0.15 | 293,292.57 | 7.249 | 360 | 666 | 66.51 | ||||||||
Kentucky | 101,500.00 | 1 | 0.01 | 101,500.00 | 7.500 | 360 | 690 | 70.00 | ||||||||
Louisiana | 381,848.59 | 3 | 0.03 | 127,282.86 | 7.507 | 342 | 698 | 78.43 | ||||||||
Maine | 762,054.59 | 4 | 0.06 | 190,513.65 | 6.586 | 359 | 721 | 71.30 | ||||||||
Maryland | 22,584,506.20 | 72 | 1.89 | 313,673.70 | 6.997 | 354 | 693 | 76.87 | ||||||||
Massachusetts | 5,389,226.23 | 17 | 0.45 | 317,013.31 | 6.637 | 358 | 699 | 74.62 | ||||||||
Michigan | 1,290,568.48 | 10 | 0.11 | 129,056.85 | 8.338 | 344 | 669 | 83.19 | ||||||||
Minnesota | 5,388,180.20 | 33 | 0.45 | 163,278.19 | 7.512 | 346 | 697 | 77.69 | ||||||||
Mississippi | 1,667,741.47 | 8 | 0.14 | 208,467.68 | 8.049 | 343 | 753 | 78.77 | ||||||||
Missouri | 1,021,994.77 | 10 | 0.09 | 102,199.48 | 7.795 | 346 | 720 | 75.30 | ||||||||
Nebraska | 191,200.00 | 2 | 0.02 | 95,600.00 | 7.308 | 360 | 743 | 74.87 | ||||||||
Nevada | 24,704,257.89 | 90 | 2.07 | 274,491.75 | 6.822 | 356 | 701 | 72.90 | ||||||||
New Hampshire | 797,844.15 | 3 | 0.07 | 265,948.05 | 7.603 | 359 | 662 | 78.68 | ||||||||
New Jersey | 31,406,763.10 | 99 | 2.63 | 317,240.03 | 7.360 | 357 | 681 | 74.79 | ||||||||
New Mexico | 380,182.14 | 2 | 0.03 | 190,091.07 | 6.918 | 359 | 670 | 78.08 | ||||||||
New York | 73,625,226.17 | 183 | 6.16 | 402,323.64 | 7.249 | 352 | 697 | 73.50 | ||||||||
North Carolina | 2,345,750.00 | 11 | 0.20 | 213,250.00 | 6.633 | 358 | 705 | 74.76 | ||||||||
North Dakota | 144,000.00 | 1 | 0.01 | 144,000.00 | 9.375 | 360 | 665 | 80.00 | ||||||||
Ohio | 788,812.40 | 3 | 0.07 | 262,937.47 | 6.223 | 356 | 720 | 79.61 | ||||||||
Oklahoma | 111,296.39 | 1 | 0.01 | 111,296.39 | 7.750 | 359 | 707 | 75.00 | ||||||||
Oregon | 7,335,003.42 | 22 | 0.61 | 333,409.25 | 6.767 | 359 | 729 | 73.70 | ||||||||
Pennsylvania | 1,861,056.35 | 13 | 0.16 | 143,158.18 | 7.304 | 348 | 708 | 80.16 | ||||||||
Rhode Island | 3,618,558.31 | 16 | 0.30 | 226,159.89 | 8.021 | 355 | 685 | 79.44 | ||||||||
South Carolina | 2,261,044.06 | 10 | 0.19 | 226,104.41 | 6.845 | 359 | 708 | 56.30 | ||||||||
South Dakota | 73,550.00 | 1 | 0.01 | 73,550.00 | 6.700 | 360 | 721 | 74.67 | ||||||||
Tennessee | 1,353,965.10 | 9 | 0.11 | 150,440.57 | 7.110 | 353 | 694 | 74.99 | ||||||||
Texas | 5,455,618.48 | 17 | 0.46 | 320,918.73 | 6.745 | 351 | 715 | 68.90 | ||||||||
Utah | 6,247,930.85 | 31 | 0.52 | 201,546.16 | 7.204 | 343 | 704 | 75.80 | ||||||||
Vermont | 499,477.97 | 1 | 0.04 | 499,477.97 | 5.750 | 360 | 711 | 37.04 | ||||||||
Virginia | 21,013,511.12 | 81 | 1.76 | 259,426.06 | 7.077 | 351 | 688 | 75.90 | ||||||||
Washington | 21,712,689.88 | 68 | 1.82 | 319,304.26 | 6.846 | 355 | 708 | 74.46 | ||||||||
Wisconsin | 348,002.91 | 2 | 0.03 | 174,001.46 | 8.226 | 358 | 675 | 86.28 | ||||||||
Total/Avg./Wtd.Avg… | $1,195,094,003.71 | 3,796 | 100.00% | $314,829.82 | 6.867% | 353 | 705 | 72.97% |
7
Next Adjustment Date for the Mortgage Loans
in Loan Group 1
Next Adjustment Date | Aggregate Principal Balance Outstanding | Number of Loans | Percent of Aggregate Principal Balance Outstanding | Average Principal Balance Outstanding | Weighted Average Mortgage Rate | Weighted Average Remaining Term to Maturity (months) | Non-Zero Weighted Average Credit Score | Weighted Average Original Loan-to-Value Ratio | ||||||||
August 2007 | $319,850.70 | 1 | 0.03% | $319,850.70 | 9.750% | 359 | 686 | 80.00% | ||||||||
September 2007 | 135,000.00 | 1 | 0.01 | 135,000.00 | 6.750 | 360 | 627 | 40.91 | ||||||||
December 2008 | 2,744,659.46 | 6 | 0.23 | 457,443.24 | 6.842 | 357 | 677 | 73.99 | ||||||||
January 2009 | 1,725,081.21 | 9 | 0.14 | 191,675.69 | 8.308 | 358 | 664 | 80.05 | ||||||||
February 2009 | 2,709,275.66 | 12 | 0.23 | 225,772.97 | 8.505 | 359 | 668 | 72.43 | ||||||||
March 2009 | 2,618,150.00 | 11 | 0.22 | 238,013.64 | 7.536 | 360 | 677 | 77.08 | ||||||||
April 2009 | 187,500.00 | 1 | 0.02 | 187,500.00 | 7.025 | 360 | 778 | 44.12 | ||||||||
November 2009 | 115,606.81 | 1 | 0.01 | 115,606.81 | 6.875 | 356 | 622 | 58.00 | ||||||||
December 2009 | 4,742,312.13 | 16 | 0.40 | 296,394.51 | 7.058 | 357 | 665 | 74.18 | ||||||||
January 2010 | 2,263,971.65 | 8 | 0.19 | 282,996.46 | 6.542 | 358 | 709 | 78.50 | ||||||||
February 2010 | 17,406,806.31 | 42 | 1.46 | 414,447.77 | 6.201 | 359 | 705 | 71.10 | ||||||||
March 2010 | 33,366,252.67 | 69 | 2.79 | 483,568.88 | 6.156 | 360 | 715 | 68.34 | ||||||||
April 2010 | 3,081,750.00 | 7 | 0.26 | 440,250.00 | 6.592 | 360 | 669 | 78.31 | ||||||||
March 2011 | 149,806.68 | 1 | 0.01 | 149,806.68 | 6.500 | 348 | 653 | 49.67 | ||||||||
June 2011 | 172,500.00 | 1 | 0.01 | 172,500.00 | 8.250 | 351 | 654 | 75.00 | ||||||||
October 2011 | 501,279.95 | 1 | 0.04 | 501,279.95 | 5.625 | 355 | 735 | 80.00 | ||||||||
November 2011 | 3,704,927.54 | 10 | 0.31 | 370,492.75 | 7.021 | 356 | 706 | 65.58 | ||||||||
December 2011 | 29,540,415.23 | 82 | 2.47 | 360,248.97 | 7.001 | 357 | 691 | 76.71 | ||||||||
January 2012 | 124,185,618.34 | 358 | 10.39 | 346,887.20 | 6.763 | 358 | 704 | 74.26 | ||||||||
February 2012 | 254,135,664.58 | 736 | 21.26 | 345,293.02 | 6.927 | 359 | 699 | 74.58 | ||||||||
March 2012 | 265,152,964.11 | 756 | 22.19 | 350,731.43 | 6.813 | 360 | 701 | 75.16 | ||||||||
April 2012 | 53,907,194.00 | 166 | 4.51 | 324,742.13 | 7.176 | 360 | 692 | 76.99 | ||||||||
November 2013 | 485,000.00 | 1 | 0.04 | 485,000.00 | 6.250 | 356 | 776 | 76.38 | ||||||||
December 2013 | 578,000.00 | 2 | 0.05 | 289,000.00 | 5.933 | 357 | 737 | 47.20 | ||||||||
January 2014 | 6,509,152.52 | 17 | 0.54 | 382,891.32 | 6.538 | 358 | 712 | 62.85 | ||||||||
February 2014 | 8,875,132.56 | 23 | 0.74 | 385,875.33 | 6.560 | 359 | 725 | 67.63 | ||||||||
March 2014 | 13,146,641.64 | 33 | 1.10 | 398,383.08 | 6.506 | 360 | 716 | 66.06 | ||||||||
April 2014 | 1,452,200.00 | 4 | 0.12 | 363,050.00 | 6.439 | 360 | 727 | 65.57 | ||||||||
FIXED | 361,181,289.96 | 1,421 | 30.22 | 254,174.03 | 6.945 | 339 | 715 | 69.95 | ||||||||
Total/Avg./Wtd.Avg… | $1,195,094,003.71 | 3,796 | 100.00% | $314,829.82 | 6.867% | 353 | 705 | 72.97% |
8
Maximum Mortgage Rates for the Mortgage Loans
in Loan Group 1
Range of Maximum Mortgage Rates (%) | Aggregate Principal Balance Outstanding | Number of Loans | Percent of Aggregate Principal Balance Outstanding | Average Principal Balance Outstanding | Weighted Average Mortgage Rate | Weighted Average Remaining Term to Maturity (months) | Non-Zero Weighted Average Credit Score | Weighted Average Original Loan-to-Value Ratio | ||||||||
9.500 - 9.999 | $500,000.00 | 1 | 0.04% | $500,000.00 | 7.375% | 359 | 658 | 76.92% | ||||||||
10.000 - 10.499 | 212,000.00 | 1 | 0.02 | 212,000.00 | 5.250 | 359 | 735 | 80.00 | ||||||||
10.500 - 10.999 | 5,939,621.51 | 15 | 0.50 | 395,974.77 | 5.772 | 357 | 733 | 63.83 | ||||||||
11.000 - 11.499 | 25,148,266.98 | 68 | 2.10 | 369,827.46 | 5.869 | 358 | 726 | 67.36 | ||||||||
11.500 - 11.999 | 143,556,191.24 | 360 | 12.01 | 398,767.20 | 6.005 | 359 | 728 | 69.47 | ||||||||
12.000 - 12.499 | 150,882,950.41 | 406 | 12.63 | 371,632.88 | 6.313 | 359 | 711 | 71.79 | ||||||||
12.500 - 12.999 | 234,631,434.42 | 679 | 19.63 | 345,554.40 | 6.752 | 359 | 695 | 75.50 | ||||||||
13.000 - 13.499 | 117,599,762.59 | 354 | 9.84 | 332,202.72 | 7.223 | 359 | 689 | 76.39 | ||||||||
13.500 - 13.999 | 91,342,831.94 | 275 | 7.64 | 332,155.75 | 7.688 | 359 | 682 | 77.93 | ||||||||
14.000 - 14.499 | 27,367,682.28 | 85 | 2.29 | 321,972.73 | 8.221 | 359 | 679 | 79.17 | ||||||||
14.500 - 14.999 | 19,523,108.57 | 64 | 1.63 | 305,048.57 | 8.709 | 359 | 668 | 81.47 | ||||||||
15.000 - 15.499 | 8,272,863.08 | 28 | 0.69 | 295,459.40 | 9.161 | 359 | 665 | 80.37 | ||||||||
15.500 - 15.999 | 6,296,117.22 | 23 | 0.53 | 273,744.23 | 9.681 | 359 | 661 | 84.30 | ||||||||
16.000 - 16.499 | 1,234,391.86 | 6 | 0.10 | 205,731.98 | 10.182 | 359 | 641 | 89.53 | ||||||||
16.500 - 16.999 | 492,412.82 | 4 | 0.04 | 123,103.21 | 10.679 | 360 | 650 | 87.40 | ||||||||
17.000 - 17.499 | 271,737.33 | 2 | 0.02 | 135,868.67 | 11.388 | 359 | 667 | 90.00 | ||||||||
17.500 - 17.999 | 271,405.00 | 2 | 0.02 | 135,702.50 | 11.500 | 359 | 650 | 89.99 | ||||||||
18.000 - 18.499 | 100,000.00 | 1 | 0.01 | 100,000.00 | 12.250 | 360 | 658 | 81.30 | ||||||||
18.500 - 18.999 | 269,936.50 | 1 | 0.02 | 269,936.50 | 12.875 | 359 | 632 | 87.10 | ||||||||
FIXED | 361,181,289.96 | 1,421 | 30.22 | 254,174.03 | 6.945 | 339 | 715 | 69.95 | ||||||||
Total/Avg./Wtd.Avg… | $1,195,094,003.71 | 3,796 | 100.00% | $314,829.82 | 6.867% | 353 | 705 | 72.97% |
Initial Periodic Rate Cap for the Mortgage Loans
in Loan Group 1
Initial Periodic Rate Cap (%) | Aggregate Principal Balance Outstanding | Number of Loans | Percent of Aggregate Principal Balance Outstanding | Average Principal Balance Outstanding | Weighted Average Mortgage Rate | Weighted Average Remaining Term to Maturity (months) | Non-Zero Weighted Average Credit Score | Weighted Average Original Loan-to-Value Ratio | ||||||||
1.000 | $454,850.70 | 2 | 0.04% | $227,425.35 | 8.860% | 359 | 668 | 68.40% | ||||||||
2.000 | 1,069,341.49 | 4 | 0.09 | 267,335.37 | 6.812 | 357 | 672 | 75.78 | ||||||||
3.000 | 741,297,785.23 | 2,122 | 62.03 | 349,339.20 | 6.831 | 359 | 700 | 74.20 | ||||||||
5.000 | 72,355,953.90 | 189 | 6.05 | 382,835.73 | 6.748 | 358 | 710 | 74.62 | ||||||||
6.000 | 18,734,782.43 | 58 | 1.57 | 323,013.49 | 7.171 | 357 | 671 | 75.88 | ||||||||
FIXED | 361,181,289.96 | 1,421 | 30.22 | 254,174.03 | 6.945 | 339 | 715 | 69.95 | ||||||||
Total/Avg./Wtd.Avg… | $1,195,094,003.71 | 3,796 | 100.00% | $314,829.82 | 6.867% | 353 | 705 | 72.97% |
9
Subsequent Periodic Rate Cap for the Mortgage Loans
in Loan Group 1
Subsequent Periodic Rate Cap (%) | Aggregate Principal Balance Outstanding | Number of Loans | Percent of Aggregate Principal Balance Outstanding | Average Principal Balance Outstanding | Weighted Average Mortgage Rate | Weighted Average Remaining Term to Maturity (months) | Non-Zero Weighted Average Credit Score | Weighted Average Original Loan-to-Value Ratio | ||||||||
1.000 | $755,666,944.31 | 2,163 | 63.23% | $349,360.58 | 6.843% | 359 | 700 | 74.25% | ||||||||
2.000 | 78,245,769.44 | 212 | 6.55 | 369,083.82 | 6.734 | 358 | 705 | 74.49 | ||||||||
FIXED | 361,181,289.96 | 1,421 | 30.22 | 254,174.03 | 6.945 | 339 | 715 | 69.95 | ||||||||
Total/Avg./Wtd.Avg… | $1,195,094,003.71 | 3,796 | 100.00% | $314,829.82 | 6.867% | 353 | 705 | 72.97% |
Original Prepayment Penalty Term for the Mortgage Loans
in Loan Group 1
Original Prepayment Penalty Term (months) | Aggregate Principal Balance Outstanding | Number of Loans | Percent of Aggregate Principal Balance Outstanding | Average Principal Balance Outstanding | Weighted Average Mortgage Rate | Weighted Average Remaining Term to Maturity (months) | Non-Zero Weighted Average Credit Score | Weighted Average Original Loan-to-Value Ratio | ||||||||
NO | $396,853,958.14 | 1,267 | 33.21% | $313,223.33 | 7.037% | 352 | 709 | 72.67% | ||||||||
5 | 496,000.00 | 1 | 0.04 | 496,000.00 | 7.500 | 360 | 659 | 80.00 | ||||||||
6 | 5,612,848.59 | 18 | 0.47 | 311,824.92 | 7.090 | 350 | 714 | 70.13 | ||||||||
12 | 195,360,533.40 | 561 | 16.35 | 348,236.24 | 6.892 | 355 | 704 | 73.18 | ||||||||
24 | 112,333,054.22 | 406 | 9.40 | 276,682.40 | 7.125 | 350 | 694 | 75.87 | ||||||||
36 | 479,737,253.10 | 1,526 | 40.14 | 314,375.66 | 6.650 | 354 | 704 | 72.50 | ||||||||
60 | 4,700,356.26 | 17 | 0.39 | 276,491.54 | 7.005 | 359 | 702 | 69.61 | ||||||||
Total/Avg./Wtd.Avg… | $1,195,094,003.71 | 3,796 | 100.00% | $314,829.82 | 6.867% | 353 | 705 | 72.97% |
Months to Roll for the Mortgage Loans in Loan Group 1
Range of Months to Roll | Aggregate Principal Balance Outstanding | Number of Loans | Percent of Aggregate Principal Balance Outstanding | Average Principal Balance Outstanding | Weighted Average Mortgage Rate | Weighted Average Remaining Term to Maturity (months) | Non-Zero Weighted Average Credit Score | Weighted Average Original Loan-to- Value Ratio | ||||||||
0.01 - 12.99 | $454,850.70 | 2 | 0.04% | $227,425.35 | 8.860% | 359 | 668 | 68.40% | ||||||||
13.00 - 24.99 | 9,797,166.33 | 38 | 0.82 | 257,820.17 | 7.746 | 359 | 672 | 75.45 | ||||||||
25.00 - 31.99 | 187,500.00 | 1 | 0.02 | 187,500.00 | 7.025 | 360 | 778 | 44.12 | ||||||||
32.00 - 49.99 | 61,126,506.25 | 144 | 5.11 | 424,489.63 | 6.277 | 359 | 705 | 70.39 | ||||||||
50.00 - 55.99 | 673,779.95 | 2 | 0.06 | 336,889.98 | 6.297 | 354 | 714 | 78.72 | ||||||||
56.00 - 79.99 | 730,626,783.80 | 2,108 | 61.14 | 346,597.15 | 6.880 | 359 | 700 | 74.96 | ||||||||
80.00 + | 31,046,126.72 | 80 | 2.60 | 388,076.58 | 6.511 | 359 | 720 | 65.63 | ||||||||
FIXED | 361,181,289.96 | 1,421 | 30.22 | 254,174.03 | 6.945 | 339 | 715 | 69.95 | ||||||||
Total/Avg./Wtd.Avg… | $1,195,094,003.71 | 3,796 | 100.00% | $314,829.82 | 6.867% | 353 | 705 | 72.97% |
10
Credit Grade Categories for the Mortgage Loans
in Loan Group 1(1)
Credit Grade Category | Aggregate Principal Balance Outstanding | Number of Loans | Percent of Aggregate Principal Balance Outstanding | Average Principal Balance Outstanding | Weighted Average Mortgage Rate | Weighted Average Remaining Term to Maturity (months) | Non-Zero Weighted Average Credit Score | Weighted Average Original Loan-to-Value Ratio | ||||||||
A+ | $713,457,285.24 | 2,222 | 59.70% | $321,087.89 | 6.679% | 352 | 732 | 72.30% | ||||||||
A | 342,227,561.03 | 1,119 | 28.64 | 305,833.39 | 7.205 | 355 | 656 | 75.60 | ||||||||
A- | 19,082,600.92 | 64 | 1.60 | 298,165.64 | 7.516 | 354 | 612 | 65.91 | ||||||||
Progressive Express I | 85,119,303.23 | 272 | 7.12 | 312,938.61 | 6.779 | 356 | 717 | 69.37 | ||||||||
Progressive Express II | 32,604,138.81 | 105 | 2.73 | 310,515.61 | 7.225 | 358 | 648 | 73.65 | ||||||||
Progressive Express III | 2,603,114.48 | 14 | 0.22 | 185,936.75 | 7.529 | 359 | 619 | 69.99 | ||||||||
Total/Avg./Wtd.Avg… | $1,195,094,003.71 | 3,796 | 100.00% | $314,829.82 | 6.867% | 353 | 705 | 72.97% |
(1) | Although the Mortgage Loans in Loan Group 1 were originated by various originators under differing underwriting guidelines, the Mortgage Loans in Loan Group 1 loosely correspond to the Countrywide Home Loans credit grades shown in this table. See “—Underwriting Standards” in the prospectus supplement. |
Initial Fixed-Rate Period for Mortgage Loans in Loan Group 1
Initial Fixed Period (Months) | Aggregate Principal Balance Outstanding | Number of Loans | Percent of Aggregate Principal Balance Outstanding | Average Principal Balance Outstanding | Weighted Average Mortgage Rate | Weighted Average Remaining Term to Maturity (months) | Non-Zero Weighted Average Credit Score | Weighted Average Original Loan-to-Value Ratio | ||||||||
6 | $454,850.70 | 2 | 0.04% | $227,425.35 | 8.860% | 359 | 668 | 68.40% | ||||||||
24 | 9,984,666.33 | 39 | 0.84 | 256,017.09 | 7.732 | 359 | 674 | 74.86 | ||||||||
36 | 60,976,699.57 | 143 | 5.10 | 426,410.49 | 6.277 | 359 | 705 | 70.44 | ||||||||
60 | 731,450,370.43 | 2,111 | 61.20 | 346,494.73 | 6.879 | 359 | 700 | 74.95 | ||||||||
84 | 31,046,126.72 | 80 | 2.60 | 388,076.58 | 6.511 | 359 | 720 | 65.63 | ||||||||
FIXED | 361,181,289.96 | 1,421 | 30.22 | 254,174.03 | 6.945 | 339 | 715 | 69.95 | ||||||||
Total/Avg./Wtd.Avg… | $1,195,094,003.71 | 3,796 | 100.00% | $314,829.82 | 6.867% | 353 | 705 | 72.97% |
11
Debt-to-Income Ratio for Mortgage Loans in Loan Group 1
Debt-to-Income (%) | Aggregate Principal Balance Outstanding | Number of Loans | Percent of Aggregate Principal Balance Outstanding | Average Principal Balance Outstanding | Weighted Average Mortgage Rate | Weighted Average Remaining Term to Maturity (months) | Non-Zero Weighted Average Credit Score | Weighted Average Original Loan-to-Value Ratio | ||||||||
Not Available | $143,639,109.39 | 451 | 12.02% | $318,490.26 | 6.894% | 356 | 696 | 69.56% | ||||||||
0.01 - 5.00 | 929,750.00 | 3 | 0.08 | 309,916.67 | 6.768 | 360 | 706 | 77.88 | ||||||||
5.01 - 10.00 | 553,224.00 | 2 | 0.05 | 276,612.00 | 6.203 | 360 | 788 | 80.00 | ||||||||
10.01 - 15.00 | 8,342,821.44 | 31 | 0.70 | 269,123.27 | 6.622 | 353 | 708 | 66.08 | ||||||||
15.01 - 20.00 | 19,479,752.71 | 62 | 1.63 | 314,189.56 | 6.648 | 358 | 719 | 69.98 | ||||||||
20.01 - 25.00 | 36,759,240.23 | 124 | 3.08 | 296,445.49 | 6.569 | 354 | 720 | 67.67 | ||||||||
25.01 - 30.00 | 67,240,091.01 | 222 | 5.63 | 302,883.29 | 6.733 | 351 | 713 | 69.91 | ||||||||
30.01 - 35.00 | 112,528,301.30 | 382 | 9.42 | 294,576.70 | 6.661 | 355 | 711 | 69.84 | ||||||||
35.01 - 40.00 | 236,549,476.74 | 755 | 19.79 | 313,310.57 | 6.831 | 352 | 708 | 73.54 | ||||||||
40.01 - 45.00 | 352,685,631.47 | 1,084 | 29.51 | 325,355.75 | 6.863 | 352 | 705 | 74.56 | ||||||||
45.01 - 50.00 | 202,393,001.13 | 641 | 16.94 | 315,745.71 | 7.161 | 353 | 698 | 76.78 | ||||||||
50.01 - 55.00 | 13,993,604.29 | 39 | 1.17 | 358,810.37 | 6.572 | 358 | 691 | 64.27 | ||||||||
Total/Avg./Wtd.Avg… | $1,195,094,003.71 | 3,796 | 100.00% | $314,829.82 | 6.867% | 353 | 705 | 72.97% |
12
Mortgage Loan Programs for the Mortgage Loans
in Loan Group 2
Loan Programs | Aggregate Principal Balance Outstanding | Number of Loans | Percent of Aggregate Principal Balance Outstanding | Average Principal Balance Outstanding | Weighted Average Mortgage Rate | Weighted Average Remaining Term to Maturity (months) | Non-Zero Weighted Average Credit Score | Weighted Average Original Loan-to-Value Ratio | ||||||||
10/6 LIBOR | $35,644,972.53 | 34 | 15.17% | $1,048,381.55 | 6.389% | 358 | 746 | 66.85% | ||||||||
10/6 LIBOR BALLOON | 27,648,284.80 | 16 | 11.77 | 1,728,017.80 | 6.460 | 192 | 742 | 61.67 | ||||||||
10/6 LIBOR IO | 1,587,000.00 | 1 | 0.68 | 1,587,000.00 | 6.475 | 357 | 719 | 56.68 | ||||||||
10/6 MTA | 16,621,548.60 | 21 | 7.07 | 791,502.31 | 6.423 | 358 | 754 | 54.02 | ||||||||
10/6 MTA BALLOON | 4,694,943.78 | 2 | 2.00 | 2,347,471.89 | 6.624 | 357 | 741 | 63.40 | ||||||||
25/10 BALLOON | 924,396.12 | 1 | 0.39 | 924,396.12 | 6.625 | 118 | 766 | 63.93 | ||||||||
3/6 LIBOR | 6,059,689.42 | 11 | 2.58 | 550,880.86 | 7.393 | 358 | 719 | 70.01 | ||||||||
3/6 LIBOR BALLOON | 2,098,343.36 | 2 | 0.89 | 1,049,171.68 | 6.467 | 358 | 778 | 71.60 | ||||||||
3/6 LIBOR IO | 500,000.00 | 1 | 0.21 | 500,000.00 | 6.450 | 357 | 765 | 55.56 | ||||||||
30/10 BALLOON | 1,804,609.87 | 2 | 0.77 | 902,304.94 | 6.826 | 117 | 741 | 66.55 | ||||||||
5/6 LIBOR | 29,406,763.24 | 27 | 12.52 | 1,089,139.38 | 6.708 | 358 | 729 | 71.34 | ||||||||
5/6 LIBOR BALLOON | 23,097,453.11 | 12 | 9.83 | 1,924,787.76 | 6.291 | 342 | 732 | 65.23 | ||||||||
5/6 LIBOR IO | 30,353,988.03 | 18 | 12.92 | 1,686,332.67 | 6.382 | 358 | 746 | 62.66 | ||||||||
5/6 MTA | 26,593,449.96 | 21 | 11.32 | 1,266,354.76 | 6.124 | 358 | 717 | 66.17 | ||||||||
5/6 MTA BALLOON | 7,421,327.48 | 5 | 3.16 | 1,484,265.50 | 6.347 | 359 | 719 | 73.44 | ||||||||
5/6 MTA IO | 1,840,000.00 | 2 | 0.78 | 920,000.00 | 6.175 | 359 | 725 | 56.02 | ||||||||
7/6 LIBOR | 6,348,587.04 | 8 | 2.70 | 793,573.38 | 6.711 | 358 | 750 | 71.40 | ||||||||
7/6 LIBOR BALLOON | 1,410,757.34 | 2 | 0.60 | 705,378.67 | 6.638 | 359 | 742 | 61.70 | ||||||||
7/6 MTA | 3,061,829.61 | 3 | 1.30 | 1,020,609.87 | 6.218 | 359 | 722 | 68.67 | ||||||||
7/6 MTA BALLOON | 499,454.74 | 1 | 0.21 | 499,454.74 | 6.350 | 358 | 808 | 67.57 | ||||||||
7/6 MTA IO | 7,330,000.00 | 5 | 3.12 | 1,466,000.00 | 6.205 | 357 | 682 | 61.74 | ||||||||
Total/Avg./Wtd.Avg… | $234,947,399.03 | 195 | 100.00% | $1,204,858.46 | 6.434% | 334 | 736 | 65.15% |
13
Mortgage Loan Principal Balances Outstanding for the Mortgage Loans
in Loan Group 2
Range of Mortgage Loan Principal Balances Outstanding ($) | Aggregate Principal Balance Outstanding | Number of Loans | Percent of Aggregate Principal Balance Outstanding | Average Principal Balance Outstanding | Weighted Average Mortgage Rate | Weighted Average Remaining Term to Maturity (months) | Non-Zero Weighted Average Credit Score | Weighted Average Original Loan-to-Value Ratio | ||||||||
250,000.01 - 300,000.00 | $540,295.05 | 2 | 0.23% | $270,147.53 | 7.125% | 357 | 688 | 80.00% | ||||||||
300,000.01 - 350,000.00 | 1,027,182.81 | 3 | 0.44 | 342,394.27 | 7.426 | 358 | 725 | 56.43 | ||||||||
350,000.01 - 400,000.00 | 768,727.07 | 2 | 0.33 | 384,363.54 | 7.700 | 358 | 741 | 63.70 | ||||||||
400,000.01 - 450,000.00 | 2,638,783.90 | 6 | 1.12 | 439,797.32 | 7.445 | 358 | 720 | 64.61 | ||||||||
450,000.01 - 500,000.00 | 5,359,848.92 | 11 | 2.28 | 487,258.99 | 6.634 | 358 | 749 | 63.31 | ||||||||
500,000.01 - 550,000.00 | 5,253,707.94 | 10 | 2.24 | 525,370.79 | 6.752 | 358 | 728 | 58.83 | ||||||||
550,000.01 - 600,000.00 | 7,639,473.97 | 13 | 3.25 | 587,651.84 | 6.412 | 358 | 732 | 59.58 | ||||||||
600,000.01 - 650,000.00 | 4,976,598.55 | 8 | 2.12 | 622,074.82 | 6.659 | 335 | 725 | 67.28 | ||||||||
650,000.01 - 700,000.00 | 8,180,730.15 | 12 | 3.48 | 681,727.51 | 6.476 | 344 | 741 | 63.42 | ||||||||
700,000.01 - 750,000.00 | 10,072,531.70 | 14 | 4.29 | 719,466.55 | 6.517 | 341 | 754 | 64.98 | ||||||||
750,000.01 - 800,000.00 | 7,810,162.61 | 10 | 3.32 | 781,016.26 | 6.543 | 340 | 749 | 64.46 | ||||||||
800,000.01 - 850,000.00 | 4,142,786.27 | 5 | 1.76 | 828,557.25 | 6.318 | 358 | 742 | 59.10 | ||||||||
850,000.01 - 900,000.00 | 8,755,599.67 | 10 | 3.73 | 875,559.97 | 6.382 | 340 | 726 | 65.65 | ||||||||
900,000.01 - 950,000.00 | 8,376,944.50 | 9 | 3.57 | 930,771.61 | 6.644 | 332 | 748 | 67.18 | ||||||||
950,000.01 - 1,000,000.00 | 8,813,155.16 | 9 | 3.75 | 979,239.46 | 6.287 | 358 | 736 | 63.72 | ||||||||
1,000,000.01 - 1,050,000.00 | 4,080,902.73 | 4 | 1.74 | 1,020,225.68 | 6.356 | 358 | 705 | 65.23 | ||||||||
1,050,000.01 - 1,150,000.00 | 5,507,808.05 | 5 | 2.34 | 1,101,561.61 | 6.419 | 273 | 744 | 63.00 | ||||||||
1,150,000.01 - 1,200,000.00 | 3,488,345.03 | 3 | 1.48 | 1,162,781.68 | 6.342 | 358 | 762 | 71.44 | ||||||||
1,200,000.01 - 1,300,000.00 | 6,287,269.61 | 5 | 2.68 | 1,257,453.92 | 6.469 | 358 | 738 | 67.54 | ||||||||
1,300,000.01 - 1,400,000.00 | 1,396,314.85 | 1 | 0.59 | 1,396,314.85 | 6.675 | 357 | 797 | 48.28 | ||||||||
1,400,000.01 - 1,450,000.00 | 1,430,557.63 | 1 | 0.61 | 1,430,557.63 | 6.475 | 358 | 778 | 72.00 | ||||||||
1,450,000.01 - 1,750,000.00 | 17,795,802.94 | 11 | 7.57 | 1,617,800.27 | 6.473 | 326 | 725 | 62.22 | ||||||||
1,750,000.01 - 1,800,000.00 | 3,552,868.08 | 2 | 1.51 | 1,776,434.04 | 6.400 | 358 | 776 | 58.83 | ||||||||
1,800,000.01 + | 107,051,001.84 | 39 | 45.56 | 2,744,897.48 | 6.334 | 324 | 732 | 66.82 | ||||||||
Total/Avg./Wtd.Avg… | $234,947,399.03 | 195 | 100.00% | $1,204,858.46 | 6.434% | 334 | 736 | 65.15% |
Mortgage Rates for the Mortgage Loans
in Loan Group 2
Range of Mortgage Rates(%) | Aggregate Principal Balance Outstanding | Number of Loans | Percent of Aggregate Principal Balance Outstanding | Average Principal Balance Outstanding | Weighted Average Mortgage Rate | Weighted Average Remaining Term to Maturity (months) | Non-Zero Weighted Average Credit Score | Weighted Average Original Loan-to-Value Ratio | ||||||||
5.500 - 5.999 | $11,546,757.47 | 7 | 4.91% | $1,649,536.78 | 5.925% | 358 | 693 | 69.53% | ||||||||
6.000 - 6.499 | 132,120,964.98 | 104 | 56.23 | 1,270,393.89 | 6.255 | 347 | 742 | 64.55 | ||||||||
6.500 - 6.999 | 81,284,463.26 | 64 | 34.60 | 1,270,069.74 | 6.670 | 307 | 732 | 64.92 | ||||||||
7.000 - 7.499 | 6,561,641.61 | 13 | 2.79 | 504,741.66 | 7.194 | 358 | 731 | 70.79 | ||||||||
7.500 - 7.999 | 2,151,810.54 | 4 | 0.92 | 537,952.64 | 7.826 | 358 | 729 | 66.84 | ||||||||
8.000 - 8.499 | 842,734.96 | 2 | 0.36 | 421,367.48 | 8.286 | 358 | 715 | 67.01 | ||||||||
8.500 - 8.999 | 439,026.21 | 1 | 0.19 | 439,026.21 | 8.500 | 359 | 632 | 75.00 | ||||||||
Total/Avg./Wtd.Avg… | $234,947,399.03 | 195 | 100.00% | $1,204,858.46 | 6.434% | 334 | 736 | 65.15% |
14
Original Loan-to-Value Ratios for the Mortgage Loans
in Loan Group 2
Range of Original Loan-to-Value Ratios(%) | Aggregate Principal Balance Outstanding | Number of Loans | Percent of Aggregate Principal Balance Outstanding | Average Principal Balance Outstanding | Weighted Average Mortgage Rate | Weighted Average Remaining Term to Maturity (months) | Non-Zero Weighted Average Credit Score | Weighted Average Original Loan-to-Value Ratio | ||||||||
20.01 - 25.00 | $513,969.81 | 1 | 0.22% | $513,969.81 | 6.475% | 358 | 800 | 24.01% | ||||||||
25.01 - 30.00 | 1,377,295.00 | 2 | 0.59 | 688,647.50 | 6.604 | 256 | 736 | 28.74 | ||||||||
30.01 - 35.00 | 668,665.19 | 1 | 0.28 | 668,665.19 | 6.500 | 178 | 785 | 34.81 | ||||||||
35.01 - 40.00 | 1,762,851.17 | 3 | 0.75 | 587,617.06 | 6.625 | 358 | 768 | 37.39 | ||||||||
40.01 - 45.00 | 7,964,484.63 | 6 | 3.39 | 1,327,414.11 | 6.577 | 255 | 759 | 43.74 | ||||||||
45.01 - 50.00 | 7,670,216.54 | 7 | 3.26 | 1,095,745.22 | 6.405 | 358 | 769 | 48.10 | ||||||||
50.01 - 55.00 | 19,812,309.94 | 20 | 8.43 | 990,615.50 | 6.516 | 325 | 727 | 53.25 | ||||||||
55.01 - 60.00 | 25,076,334.18 | 23 | 10.67 | 1,090,275.40 | 6.268 | 358 | 747 | 57.37 | ||||||||
60.01 - 65.00 | 38,235,872.65 | 30 | 16.27 | 1,274,529.09 | 6.417 | 326 | 732 | 63.12 | ||||||||
65.01 - 70.00 | 50,898,118.94 | 39 | 21.66 | 1,305,079.97 | 6.399 | 332 | 741 | 68.01 | ||||||||
70.01 - 75.00 | 60,775,272.66 | 45 | 25.87 | 1,350,561.61 | 6.423 | 336 | 721 | 73.50 | ||||||||
75.01 - 80.00 | 20,192,008.32 | 18 | 8.59 | 1,121,778.24 | 6.641 | 358 | 738 | 79.84 | ||||||||
Total/Avg./Wtd.Avg… | $234,947,399.03 | 195 | 100.00% | $1,204,858.46 | 6.434% | 334 | 736 | 65.15% |
Remaining Terms to Stated Maturity for the Mortgage Loans
in Loan Group 2
Range of Remaining Terms (months) | Aggregate Principal Balance Outstanding | Number of Loans | Percent of Aggregate Principal Balance Outstanding | Average Principal Balance Outstanding | Weighted Average Mortgage Rate | Weighted Average Remaining Term to Maturity (months) | Non-Zero Weighted Average Credit Score | Weighted Average Original Loan-to-Value Ratio | ||||||||
0 - 120 | $2,729,005.99 | 3 | 1.16% | $909,668.66 | 6.758% | 118 | 750 | 65.67% | ||||||||
121 - 180 | 27,511,115.76 | 14 | 11.71 | 1,965,079.70 | 6.461 | 178 | 739 | 60.94 | ||||||||
241 - 360 | 204,707,277.28 | 178 | 87.13 | 1,150,040.88 | 6.426 | 358 | 735 | 65.71 | ||||||||
Total/Avg./Wtd.Avg… | $234,947,399.03 | 195 | 100.00% | $1,204,858.46 | 6.434% | 334 | 736 | 65.15% |
Types of Mortgaged Properties for the Mortgage Loans
in Loan Group 2
Property Type | Aggregate Principal Balance Outstanding | Number of Loans | Percent of Aggregate Principal Balance Outstanding | Average Principal Balance Outstanding | Weighted Average Mortgage Rate | Weighted Average Remaining Term to Maturity (months) | Non-Zero Weighted Average Credit Score | Weighted Average Original Loan-to-Value Ratio | ||||||||
Commercial-Industrial | $2,384,509.36 | 2 | 1.01% | $1,192,254.68 | 6.682% | 179 | 732 | 44.11% | ||||||||
Commercial-Mobile Home | 2,872,142.31 | 2 | 1.22 | 1,436,071.16 | 6.673 | 178 | 726 | 58.42 | ||||||||
Commercial-Office | 6,873,862.73 | 5 | 2.93 | 1,374,772.55 | 6.540 | 172 | 774 | 56.15 | ||||||||
Commercial-Retail | 11,923,008.93 | 7 | 5.07 | 1,703,286.99 | 6.627 | 168 | 710 | 65.01 | ||||||||
Commercial-Self-Storage | 6,186,598.42 | 1 | 2.63 | 6,186,598.42 | 6.000 | 178 | 771 | 68.13 | ||||||||
Multifamily | 204,707,277.28 | 178 | 87.13 | 1,150,040.88 | 6.426 | 358 | 735 | 65.71 | ||||||||
Total/Avg./Wtd.Avg… | $234,947,399.03 | 195 | 100.00% | $1,204,858.46 | 6.434% | 334 | 736 | 65.15% |
15
Occupancy Types for the Mortgage Loans
in Loan Group 2(1)
Occupancy | Aggregate Principal Balance Outstanding | Number of Loans | Percent of Aggregate Principal Balance Outstanding | Average Principal Balance Outstanding | Weighted Average Mortgage Rate | Weighted Average Remaining Term to Maturity (months) | Non-Zero Weighted Average Credit Score | Weighted Average Original Loan-to-Value Ratio | ||||||||
Investor | $234,603,162.80 | 194 | 99.85% | $1,209,294.65 | 6.433% | 334 | 736 | 65.19% | ||||||||
Owner Occupied | 344,236.23 | 1 | 0.15 | 344,236.23 | 7.550 | 357 | 766 | 36.32 | ||||||||
Total/Avg./Wtd.Avg… | $234,947,399.03 | 195 | 100.00% | $1,204,858.46 | 6.434% | 334 | 736 | 65.15% |
____________
(1) | Based on representations by the Mortgagors at the time of origination of the Mortgage Loans in Loan Group 2. |
Loan Purposes for the Mortgage Loans
in Loan Group 2
Loan Purpose | Aggregate Principal Balance Outstanding | Number of Loans | Percent of Aggregate Principal Balance Outstanding | Average Principal Balance Outstanding | Weighted Average Mortgage Rate | Weighted Average Remaining Term to Maturity (months) | Non-Zero Weighted Average Credit Score | Weighted Average Original Loan-to-Value Ratio | ||||||||
Refinance - Cash Out | $139,938,102.74 | 106 | 59.56% | $1,320,170.78 | 6.347% | 337 | 734 | 61.83% | ||||||||
Purchase | 83,443,765.40 | 81 | 35.52 | 1,030,169.94 | 6.603 | 340 | 737 | 70.60 | ||||||||
Refinance - No Cash Out | 11,565,530.89 | 8 | 4.92 | 1,445,691.36 | 6.274 | 251 | 746 | 65.94 | ||||||||
Total/Avg./Wtd.Avg… | $234,947,399.03 | 195 | 100.00% | $1,204,858.46 | 6.434% | 334 | 736 | 65.15% |
Loan Documentation Type for the Mortgage Loans
in Loan Group 2
Loan Documentation Type | Aggregate Principal Balance Outstanding | Number of Loans | Percent of Aggregate Principal Balance Outstanding | Average Principal Balance Outstanding | Weighted Average Mortgage Rate | Weighted Average Remaining Term to Maturity (months) | Non-Zero Weighted Average Credit Score | Weighted Average Original Loan-to-Value Ratio | ||||||||
Full | $234,947,399.03 | 195 | 100.00% | $1,204,858.46 | 6.434% | 334 | 736 | 65.15% | ||||||||
Total/Avg./Wtd.Avg… | $234,947,399.03 | 195 | 100.00% | $1,204,858.46 | 6.434% | 334 | 736 | 65.15% |
16
Months to Roll for the Mortgage Loans in Loan Group 2
Range of Months to Roll | Aggregate Principal Balance Outstanding | Number of Loans | Percent of Aggregate Principal Balance Outstanding | Average Principal Balance Outstanding | Weighted Average Mortgage Rate | Weighted Average Remaining Term to Maturity (months) | Non-Zero Weighted Average Credit Score | Weighted Average Original Loan-to-Value Ratio | ||||||||
32.00 - 49.99 | $8,658,032.78 | 14 | 3.69% | $618,430.91 | 7.114% | 358 | 736 | 69.56% | ||||||||
50.00 - 79.99 | 118,712,981.82 | 85 | 50.53 | 1,396,623.32 | 6.382 | 355 | 731 | 66.67 | ||||||||
80.00 + | 104,847,378.44 | 93 | 44.63 | 1,127,391.17 | 6.430 | 314 | 741 | 63.05 | ||||||||
FIXED | 2,729,005.99 | 3 | 1.16 | 909,668.66 | 6.758 | 118 | 750 | 65.67 | ||||||||
Total/Avg./Wtd.Avg… | $234,947,399.03 | 195 | 100.00% | $1,204,858.46 | 6.434% | 334 | 736 | 65.15% |
Original Prepayment Penalty Term for the Mortgage Loans
in Loan Group 2
Original Prepayment Penalty Term (Years) | Aggregate Principal Balance Outstanding | Number of Loans | Percent of Aggregate Principal Balance Outstanding | Average Principal Balance Outstanding | Weighted Average Mortgage Rate | Weighted Average Remaining Term to Maturity (months) | Non-Zero Weighted Average Credit Score | Weighted Average Original Loan-to-Value Ratio | ||||||||
3 | $10,616,421.98 | 15 | 4.52% | $707,761.47 | 6.941% | 358 | 739 | 67.27% | ||||||||
5 | 118,259,961.85 | 86 | 50.33 | 1,375,115.84 | 6.391 | 354 | 731 | 66.97 | ||||||||
7 | 18,650,628.73 | 19 | 7.94 | 981,612.04 | 6.416 | 358 | 720 | 66.32 | ||||||||
10 | 87,420,386.47 | 75 | 37.21 | 1,165,605.15 | 6.436 | 300 | 745 | 62.18 | ||||||||
Total/Avg./Wtd.Avg… | $234,947,399.03 | 195 | 100.00% | $1,204,858.46 | 6.434% | 334 | 736 | 65.15% |
Credit Bureau Risk Scores(1) for the Mortgage Loans
in Loan Group 2
Range of Credit Bureau Risk Scores | Aggregate Principal Balance Outstanding | Number of Loans | Percent of Aggregate Principal Balance Outstanding | Average Principal Balance Outstanding | Weighted Average Mortgage Rate | Weighted Average Remaining Term to Maturity (months) | Non-Zero Weighted Average Credit Score | Weighted Average Original Loan-to-Value Ratio | ||||||||
621 - 640 | $1,105,233.65 | 2 | 0.47% | $552,616.83 | 7.400% | 358 | 634 | 75.00% | ||||||||
641 - 660 | 7,123,126.77 | 2 | 3.03 | 3,561,563.39 | 6.397 | 271 | 656 | 68.92 | ||||||||
661 - 680 | 15,833,825.12 | 13 | 6.74 | 1,217,986.55 | 6.472 | 358 | 671 | 62.10 | ||||||||
681 - 700 | 24,059,412.53 | 22 | 10.24 | 1,093,609.66 | 6.175 | 358 | 689 | 66.88 | ||||||||
701 - 720 | 41,565,876.31 | 32 | 17.69 | 1,298,933.63 | 6.516 | 328 | 711 | 69.16 | ||||||||
721 - 740 | 34,683,836.26 | 30 | 14.76 | 1,156,127.88 | 6.537 | 339 | 732 | 66.27 | ||||||||
741 - 760 | 35,757,186.91 | 29 | 15.22 | 1,233,006.45 | 6.501 | 339 | 754 | 67.98 | ||||||||
761 - 780 | 49,752,483.36 | 42 | 21.18 | 1,184,582.94 | 6.363 | 318 | 772 | 59.55 | ||||||||
781 - 800 | 15,940,694.07 | 17 | 6.78 | 937,687.89 | 6.462 | 351 | 791 | 64.36 | ||||||||
801 + | 9,125,724.05 | 6 | 3.88 | 1,520,954.01 | 6.285 | 319 | 805 | 59.95 | ||||||||
Total/Avg./Wtd.Avg… | $234,947,399.03 | 195 | 100.00% | $1,204,858.46 | 6.434% | 334 | 736 | 65.15% |
______________________
(1) The Credit Bureau Risk Scores referenced in this table with respect to substantially all of the Mortgage Loans in Loan Group 2 were obtained by the respective originators from one or more credit reporting agencies, and were determined at the time of origination.
17
Gross Margins for the Mortgage Loans
In Loan Group 2
Range of Gross Margins (%) | Aggregate Principal Balance Outstanding | Number of Loans | Percent of Aggregate Principal Balance Outstanding | Average Principal Balance Outstanding | Weighted Average Mortgage Rate | Weighted Average Remaining Term to Maturity (months) | Non-Zero Weighted Average Credit Score | Weighted Average Original Loan-to-Value Ratio | ||||||||
2.250 - 2.499 | $66,881,022.72 | 54 | 28.47% | $1,238,537.46 | 6.207% | 358 | 727 | 63.41% | ||||||||
2.500 - 2.749 | 91,721,135.15 | 74 | 39.04 | 1,239,474.80 | 6.499 | 352 | 740 | 66.39 | ||||||||
2.750 - 2.999 | 40,172,648.73 | 35 | 17.10 | 1,147,789.96 | 6.409 | 346 | 740 | 66.47 | ||||||||
3.000 - 3.249 | 31,883,618.85 | 25 | 13.57 | 1,275,344.75 | 6.650 | 234 | 735 | 63.52 | ||||||||
3.250 - 3.499 | 344,236.23 | 1 | 0.15 | 344,236.23 | 7.550 | 357 | 766 | 36.32 | ||||||||
3.500 - 3.749 | 772,400.51 | 2 | 0.33 | 386,200.26 | 8.230 | 359 | 651 | 75.00 | ||||||||
3.750 - 3.999 | 443,330.85 | 1 | 0.19 | 443,330.85 | 8.250 | 358 | 689 | 68.31 | ||||||||
FIXED | 2,729,005.99 | 3 | 1.16 | 909,668.66 | 6.758 | 118 | 750 | 65.67 | ||||||||
Total/Avg./Wtd.Avg… | $234,947,399.03 | 195 | 100.00% | $1,204,858.46 | 6.434% | 334 | 736 | 65.15% |
Next Adjustment Date for the Mortgage Loans
in Loan Group 2
Next Adjustment Date | Aggregate Principal Balance Outstanding | Number of Loans | Percent of Aggregate Principal Balance Outstanding | Average Principal Balance Outstanding | Weighted Average Mortgage Rate | Weighted Average Remaining Term to Maturity (months) | Non-Zero Weighted Average Credit Score | Weighted Average Original Loan-to-Value Ratio | ||||||||
December 2009 | $3,001,428.16 | 5 | 1.28% | $600,285.63 | 7.358% | 357 | 753 | 67.19% | ||||||||
January 2010 | 3,256,142.74 | 4 | 1.39 | 814,035.69 | 6.587 | 358 | 747 | 69.81 | ||||||||
February 2010 | 2,400,461.88 | 5 | 1.02 | 480,092.38 | 7.524 | 359 | 700 | 72.18 | ||||||||
November 2011 | 772,578.45 | 1 | 0.33 | 772,578.45 | 6.325 | 356 | 733 | 71.28 | ||||||||
December 2011 | 32,171,377.12 | 19 | 13.69 | 1,693,230.37 | 6.519 | 346 | 749 | 67.64 | ||||||||
January 2012 | 57,002,385.04 | 37 | 24.26 | 1,540,605.00 | 6.331 | 358 | 720 | 66.40 | ||||||||
February 2012 | 24,181,141.21 | 23 | 10.29 | 1,051,353.97 | 6.303 | 359 | 733 | 66.72 | ||||||||
March 2012 | 4,585,500.00 | 5 | 1.95 | 917,100.00 | 6.465 | 360 | 719 | 62.27 | ||||||||
December 2013 | 8,985,392.47 | 8 | 3.82 | 1,123,174.06 | 6.297 | 357 | 691 | 63.67 | ||||||||
January 2014 | 7,153,455.92 | 9 | 3.04 | 794,828.44 | 6.600 | 358 | 755 | 68.88 | ||||||||
February 2014 | 914,280.34 | 1 | 0.39 | 914,280.34 | 6.700 | 359 | 763 | 57.19 | ||||||||
March 2014 | 1,597,500.00 | 1 | 0.68 | 1,597,500.00 | 6.100 | 360 | 700 | 75.00 | ||||||||
November 2016 | 586,603.06 | 1 | 0.25 | 586,603.06 | 6.375 | 356 | 711 | 80.00 | ||||||||
December 2016 | 28,817,135.15 | 23 | 12.27 | 1,252,918.92 | 6.499 | 332 | 742 | 65.74 | ||||||||
January 2017 | 37,230,994.53 | 30 | 15.85 | 1,241,033.15 | 6.370 | 289 | 747 | 60.45 | ||||||||
February 2017 | 16,882,016.97 | 18 | 7.19 | 937,889.83 | 6.459 | 304 | 743 | 60.09 | ||||||||
March 2017 | 1,980,000.00 | 1 | 0.84 | 1,980,000.00 | 6.425 | 180 | 779 | 63.09 | ||||||||
April 2017 | 700,000.00 | 1 | 0.30 | 700,000.00 | 6.475 | 360 | 795 | 60.00 | ||||||||
FIXED | 2,729,005.99 | 3 | 1.16 | 909,668.66 | 6.758 | 118 | 750 | 65.67 | ||||||||
Total/Avg./Wtd.Avg… | $234,947,399.03 | 195 | 100.00% | $1,204,858.46 | 6.434% | 334 | 736 | 65.15% |
18
Initial Fixed Period for the Mortgage Loans in Loan Group 2
Initial Fixed Period (months) | Aggregate Principal Balance Outstanding | Number of Loans | Percent of Aggregate Principal Balance Outstanding | Average Principal Balance Outstanding | Weighted Average Mortgage Rate | Weighted Average Remaining Term to Maturity (months) | Non-Zero Weighted Average Credit Score | Weighted Average Original Loan-to-Value Ratio | ||||||||
36 | $8,658,032.78 | 14 | 3.69% | $618,430.91 | 7.114% | 358 | 736 | 69.56% | ||||||||
60 | 118,712,981.82 | 85 | 50.53 | 1,396,623.32 | 6.382 | 355 | 731 | 66.67 | ||||||||
84 | 18,650,628.73 | 19 | 7.94 | 981,612.04 | 6.416 | 358 | 720 | 66.32 | ||||||||
120 | 86,196,749.71 | 74 | 36.69 | 1,164,820.94 | 6.432 | 305 | 745 | 62.34 | ||||||||
FIXED | 2,729,005.99 | 3 | 1.16 | 909,668.66 | 6.758 | 118 | 750 | 65.67 | ||||||||
Total/Avg./Wtd.Avg… | $234,947,399.03 | 195 | 100.00% | $1,204,858.46 | 6.434% | 334 | 736 | 65.15% |
Maximum Mortgage Rates for the Mortgage Loans
in Loan Group 2
Range of Maximum Mortgage Rates (%) | Aggregate Principal Balance Outstanding | Number of Loans | Percent of Aggregate Principal Balance Outstanding | Average Principal Balance Outstanding | Weighted Average Mortgage Rate | Weighted Average Remaining Term to Maturity (months) | Non-Zero Weighted Average Credit Score | Weighted Average Original Loan-to-Value Ratio | ||||||||
11.500 - 11.999 | $11,546,757.47 | 7 | 4.91% | $1,649,536.78 | 5.925% | 358 | 693 | 69.53% | ||||||||
12.000 - 12.499 | 132,120,964.98 | 104 | 56.23 | 1,270,393.89 | 6.255 | 347 | 742 | 64.55 | ||||||||
12.500 - 12.999 | 78,555,457.27 | 61 | 33.44 | 1,287,794.38 | 6.667 | 313 | 731 | 64.90 | ||||||||
13.000 - 13.499 | 6,561,641.61 | 13 | 2.79 | 504,741.66 | 7.194 | 358 | 731 | 70.79 | ||||||||
13.500 - 13.999 | 2,151,810.54 | 4 | 0.92 | 537,952.64 | 7.826 | 358 | 729 | 66.84 | ||||||||
14.000 - 14.499 | 842,734.96 | 2 | 0.36 | 421,367.48 | 8.286 | 358 | 715 | 67.01 | ||||||||
14.500 - 14.999 | 439,026.21 | 1 | 0.19 | 439,026.21 | 8.500 | 359 | 632 | 75.00 | ||||||||
FIXED | 2,729,005.99 | 3 | 1.16 | 909,668.66 | 6.758 | 118 | 750 | 65.67 | ||||||||
Total/Avg./Wtd.Avg… | $234,947,399.03 | 195 | 100.00% | $1,204,858.46 | 6.434% | 334 | 736 | 65.15% |
Initial Periodic Rate Cap for the Mortgage Loans
in Loan Group 2
Initial Periodic Rate Cap (%) | Aggregate Principal Balance Outstanding | Number of Loans | Percent of Aggregate Principal Balance Outstanding | Average Principal Balance Outstanding | Weighted Average Mortgage Rate | Weighted Average Remaining Term to Maturity (months) | Non-Zero Weighted Average Credit Score | Weighted Average Original Loan-to-Value Ratio | ||||||||
3.000 | $232,218,393.04 | 192 | 98.84% | $1,209,470.80 | 6.431% | 337 | 735 | 65.14% | ||||||||
FIXED | 2,729,005.99 | 3 | 1.16 | 909,668.66 | 6.758 | 118 | 750 | 65.67 | ||||||||
Total/Avg./Wtd.Avg… | $234,947,399.03 | 195 | 100.00% | $1,204,858.46 | 6.434% | 334 | 736 | 65.15% |
19
Subsequent Periodic Rate Cap for the Mortgage Loans in Loan Group 2
Subsequent Periodic Rate Cap (%) | Aggregate Principal Balance Outstanding | Number of Loans | Percent of Aggregate Principal Balance Outstanding | Average Principal Balance Outstanding | Weighted Average Mortgage Rate | Weighted Average Remaining Term to Maturity (months) | Non-Zero Weighted Average Credit Score | Weighted Average Original Loan-to-Value Ratio | ||||||||
1.000 | $226,947,631.54 | 187 | 96.60% | $1,213,623.70 | 6.429% | 337 | 735 | 65.02% | ||||||||
3.000 | 5,270,761.50 | 5 | 2.24 | 1,054,152.30 | 6.495 | 320 | 736 | 70.51 | ||||||||
FIXED | 2,729,005.99 | 3 | 1.16 | 909,668.66 | 6.758 | 118 | 750 | 65.67 | ||||||||
Total/Avg./Wtd.Avg… | $234,947,399.03 | 195 | 100.00% | $1,204,858.46 | 6.434% | 334 | 736 | 65.15% |
Geographic Distribution of the Mortgaged Properties for
the Mortgage Loans in Loan Group 2
Geographic Distribution | Aggregate Principal Balance Outstanding | Number of Loans | Percent of Aggregate Principal Balance Outstanding | Average Principal Balance Outstanding | Weighted Average Mortgage Rate | Weighted Average Remaining Term to Maturity (months) | Non-Zero Weighted Average Credit Score | Weighted Average Original Loan-to-Value Ratio | ||||||||
Alabama | $628,770.12 | 1 | 0.27% | $628,770.12 | 6.625% | 178 | 758 | 64.95% | ||||||||
Alaska | 1,348,483.50 | 3 | 0.57 | 449,494.50 | 7.260 | 358 | 703 | 72.03 | ||||||||
Arizona | 9,595,785.73 | 4 | 4.08 | 2,398,946.43 | 6.441 | 357 | 752 | 60.64 | ||||||||
Arkansas | 562,805.55 | 1 | 0.24 | 562,805.55 | 6.125 | 358 | 714 | 75.00 | ||||||||
California | 139,720,132.69 | 119 | 59.47 | 1,174,118.76 | 6.347 | 346 | 734 | 62.18 | ||||||||
Colorado | 2,595,026.21 | 1 | 1.10 | 2,595,026.21 | 6.750 | 178 | 726 | 44.64 | ||||||||
Connecticut | 2,581,835.49 | 2 | 1.10 | 1,290,917.75 | 6.789 | 357 | 738 | 76.42 | ||||||||
Florida | 4,311,998.88 | 1 | 1.84 | 4,311,998.88 | 6.950 | 358 | 710 | 80.00 | ||||||||
Idaho | 3,676,075.09 | 2 | 1.56 | 1,838,037.55 | 6.490 | 358 | 740 | 68.44 | ||||||||
Indiana | 1,628,065.51 | 1 | 0.69 | 1,628,065.51 | 6.625 | 358 | 750 | 75.00 | ||||||||
Kansas | 444,480.13 | 1 | 0.19 | 444,480.13 | 7.400 | 359 | 753 | 71.20 | ||||||||
Kentucky | 4,977,906.17 | 3 | 2.12 | 1,659,302.06 | 6.784 | 282 | 738 | 74.59 | ||||||||
Louisiana | 713,076.88 | 1 | 0.30 | 713,076.88 | 6.275 | 359 | 704 | 70.00 | ||||||||
Massachusetts | 2,709,467.88 | 2 | 1.15 | 1,354,733.94 | 6.586 | 357 | 768 | 72.80 | ||||||||
Michigan | 540,295.05 | 2 | 0.23 | 270,147.53 | 7.125 | 357 | 688 | 80.00 | ||||||||
Minnesota | 5,133,031.57 | 4 | 2.18 | 1,283,257.89 | 6.500 | 357 | 738 | 77.71 | ||||||||
Montana | 531,139.76 | 1 | 0.23 | 531,139.76 | 7.800 | 358 | 725 | 69.09 | ||||||||
New Mexico | 4,583,182.63 | 2 | 1.95 | 2,291,591.32 | 6.500 | 178 | 671 | 73.14 | ||||||||
New York | 1,295,458.38 | 2 | 0.55 | 647,729.19 | 6.920 | 227 | 739 | 75.00 | ||||||||
Ohio | 8,286,671.31 | 8 | 3.53 | 1,035,833.91 | 6.443 | 358 | 745 | 75.55 | ||||||||
Oklahoma | 666,207.44 | 1 | 0.28 | 666,207.44 | 6.675 | 358 | 636 | 75.00 | ||||||||
Oregon | 10,959,676.19 | 10 | 4.66 | 1,095,967.62 | 6.462 | 347 | 754 | 68.61 | ||||||||
South Carolina | 1,296,988.48 | 2 | 0.55 | 648,494.24 | 7.114 | 357 | 765 | 72.10 | ||||||||
Tennessee | 1,639,132.75 | 3 | 0.70 | 546,377.58 | 7.206 | 357 | 679 | 76.79 | ||||||||
Texas | 9,312,142.05 | 8 | 3.96 | 1,164,017.76 | 6.622 | 329 | 744 | 70.72 | ||||||||
Utah | 1,497,199.41 | 3 | 0.64 | 499,066.47 | 6.605 | 358 | 753 | 57.46 | ||||||||
Washington | 13,712,364.18 | 7 | 5.84 | 1,958,909.17 | 6.223 | 239 | 751 | 63.54 | ||||||||
Total/Avg./Wtd.Avg… | $234,947,399.03 | 195 | 100.00% | $1,204,858.46 | 6.434% | 334 | 736 | 65.15% |
20
First Payment Date for Mortgage Loans in Group 2
First Payment Date | Aggregate Principal Balance Outstanding | Number of Loans | Percent of Aggregate Principal Balance Outstanding | Average Principal Balance Outstanding | Weighted Average Mortgage Rate | Weighted Average Remaining Term to Maturity (months) | Non-Zero Weighted Average Credit Score | Weighted Average Original Loan-to-Value Ratio | ||||||||
December 2006 | $1,359,181.51 | 2 | 0.58% | $679,590.76 | 6.347% | 356 | 724 | 75.04% | ||||||||
January 2007 | 74,072,548.61 | 56 | 31.53 | 1,322,724.08 | 6.524 | 339 | 739 | 66.30 | ||||||||
February 2007 | 106,274,768.51 | 82 | 45.23 | 1,296,033.76 | 6.376 | 330 | 733 | 64.62 | ||||||||
March 2007 | 44,377,900.40 | 47 | 18.89 | 944,210.65 | 6.437 | 338 | 735 | 64.30 | ||||||||
April 2007 | 8,163,000.00 | 7 | 3.47 | 1,166,142.86 | 6.384 | 316 | 730 | 64.96 | ||||||||
May 2007 | 700,000.00 | 1 | 0.30 | 700,000.00 | 6.475 | 360 | 795 | 60.00 | ||||||||
Total/Avg./Wtd.Avg… | $234,947,399.03 | 195 | 100.00% | $1,204,858.46 | 6.434% | 334 | 736 | 65.15% |
Current Occupancy Rates for Mortgage Loans in Group 2
Current Occupancy Rates (%) | Aggregate Principal Balance Outstanding | Number of Loans | Percent of Aggregate Principal Balance Outstanding | Average Principal Balance Outstanding | Weighted Average Mortgage Rate | Weighted Average Remaining Term to Maturity (months) | Non-Zero Weighted Average Credit Score | Weighted Average Original Loan-to-Value Ratio | ||||||||
80.00 - 89.99 | $6,549,306.34 | 7 | 2.79% | $935,615.19 | 6.504% | 253 | 728 | 66.49% | ||||||||
90.00 - 99.99 | 111,374,575.63 | 68 | 47.40 | 1,637,861.41 | 6.414 | 337 | 736 | 67.88 | ||||||||
100.00 + | 117,023,517.06 | 120 | 49.81 | 975,195.98 | 6.450 | 336 | 735 | 62.47 | ||||||||
Total/Avg./Wtd.Avg… | $234,947,399.03 | 195 | 100.00% | $1,204,858.46 | 6.434% | 334 | 736 | 65.15% |
21
Number of Units for Mortgage Loans in Group 2
Number of Units | Aggregate Principal Balance Outstanding | Number of Loans | Percent of Aggregate Principal Balance Outstanding | Average Principal Balance Outstanding | Weighted Average Mortgage Rate | Weighted Average Remaining Term to Maturity (months) | Non-Zero Weighted Average Credit Score | Weighted Average Original Loan-to-Value Ratio | ||||||||
0 - 4 | $6,452,031.16 | 5 | 2.75% | $1,290,406.23 | 6.584% | 169 | 743 | 60.93% | ||||||||
5 - 9 | 38,562,196.53 | 58 | 16.41 | 664,865.46 | 6.529 | 341 | 735 | 60.67 | ||||||||
10 - 14 | 28,232,784.49 | 33 | 12.02 | 855,538.92 | 6.470 | 314 | 733 | 62.01 | ||||||||
15 - 24 | 51,315,446.33 | 46 | 21.84 | 1,115,553.18 | 6.447 | 341 | 732 | 65.11 | ||||||||
25 - 49 | 74,247,991.56 | 41 | 31.60 | 1,810,926.62 | 6.356 | 351 | 735 | 66.62 | ||||||||
50 + | 36,136,948.96 | 12 | 15.38 | 3,011,412.41 | 6.422 | 327 | 743 | 70.18 | ||||||||
Total/Avg./Wtd.Avg… | $234,947,399.03 | 195 | 100.00% | $1,204,858.46 | 6.434% | 334 | 736 | 65.15% |
Year Built For Mortgage Loans in Group 2
Year Built | Aggregate Principal Balance Outstanding | Number of Loans | Percent of Aggregate Principal Balance Outstanding | Average Principal Balance Outstanding | Weighted Average Mortgage Rate | Weighted Average Remaining Term to Maturity (months) | Non-Zero Weighted Average Credit Score | Weighted Average Original Loan-to-Value Ratio | ||||||||
1954 and earlier | $33,573,742.76 | 38 | 14.29% | $883,519.55 | 6.479% | 343 | 737 | 62.14% | ||||||||
1955-1959 | 18,415,470.91 | 18 | 7.84 | 1,023,081.72 | 6.456 | 358 | 731 | 69.35 | ||||||||
1960-1964 | 48,457,600.60 | 38 | 20.62 | 1,275,200.02 | 6.338 | 358 | 730 | 65.75 | ||||||||
1965-1969 | 12,611,788.89 | 13 | 5.37 | 970,137.61 | 6.541 | 357 | 723 | 69.43 | ||||||||
1970-1974 | 29,673,508.53 | 19 | 12.63 | 1,561,763.61 | 6.521 | 337 | 732 | 71.53 | ||||||||
1975-1979 | 20,618,422.51 | 15 | 8.78 | 1,374,561.50 | 6.472 | 318 | 738 | 61.07 | ||||||||
1980-1984 | 13,248,766.46 | 14 | 5.64 | 946,340.46 | 6.634 | 273 | 725 | 64.88 | ||||||||
1985-1989 | 34,573,217.31 | 21 | 14.72 | 1,646,343.68 | 6.295 | 315 | 742 | 62.25 | ||||||||
1990-1994 | 13,816,320.20 | 9 | 5.88 | 1,535,146.69 | 6.346 | 333 | 755 | 61.57 | ||||||||
1995-1999 | 4,696,523.17 | 4 | 2.00 | 1,174,130.79 | 6.376 | 332 | 749 | 62.21 | ||||||||
2000-2004 | 1,097,215.71 | 1 | 0.47 | 1,097,215.71 | 6.875 | 117 | 743 | 61.11 | ||||||||
2005-2009 | 4,164,821.98 | 5 | 1.77 | 832,964.40 | 6.744 | 282 | 752 | 66.67 | ||||||||
Total/Avg./Wtd.Avg… | $234,947,399.03 | 195 | 100.00% | $1,204,858.46 | 6.434% | 334 | 736 | 65.15% |
Renovated for Mortgage Loans in Group 2
Renovated | Aggregate Principal Balance Outstanding | Number of Loans | Percent of Aggregate Principal Balance Outstanding | Average Principal Balance Outstanding | Weighted Average Mortgage Rate | Weighted Average Remaining Term to Maturity (months) | Non-Zero Weighted Average Credit Score | Weighted Average Original Loan-to-Value Ratio | ||||||||
No | $49,627,178.85 | 58 | 21.12% | $855,641.01 | 6.624% | 326 | 735 | 64.27% | ||||||||
Yes | 185,320,220.18 | 137 | 78.88 | 1,352,702.34 | 6.384 | 336 | 736 | 65.38 | ||||||||
Total/Avg./Wtd.Avg… | $234,947,399.03 | 195 | 100.00% | $1,204,858.46 | 6.434% | 334 | 736 | 65.15% |
22
Debt Service Coverage Ratio for Mortgage Loans in Group 2
Debt Service Coverage Ratios (%) | Aggregate Principal Balance Outstanding | Number of Loans | Percent of Aggregate Principal Balance Outstanding | Average Principal Balance Outstanding | Weighted Average Mortgage Rate | Weighted Average Remaining Term to Maturity (months) | Non-Zero Weighted Average Credit Score | Weighted Average Original Loan-to-Value Ratio | ||||||||
0.00 - 1.13 | $37,310,059.19 | 26 | 15.88% | $1,435,002.28 | 6.629% | 357 | 728 | 67.96% | ||||||||
1.14 - 1.19 | 64,691,887.14 | 57 | 27.53 | 1,134,945.39 | 6.347 | 358 | 726 | 67.07 | ||||||||
1.20 - 1.21 | 38,287,327.70 | 32 | 16.30 | 1,196,478.99 | 6.467 | 354 | 748 | 64.47 | ||||||||
1.22 - 1.24 | 27,873,324.48 | 24 | 11.86 | 1,161,388.52 | 6.411 | 345 | 746 | 68.51 | ||||||||
1.25 - 1.29 | 30,083,713.35 | 25 | 12.80 | 1,203,348.53 | 6.408 | 289 | 718 | 66.23 | ||||||||
1.30 - 1.49 | 31,328,003.81 | 23 | 13.33 | 1,362,087.12 | 6.403 | 270 | 753 | 59.43 | ||||||||
1.50 - 2.08 | 4,859,113.55 | 7 | 2.07 | 694,159.08 | 6.347 | 305 | 753 | 38.43 | ||||||||
2.09 + | 513,969.81 | 1 | 0.22 | 513,969.81 | 6.475 | 358 | 800 | 24.01 | ||||||||
Total/Avg./Wtd.Avg… | $234,947,399.03 | 195 | 100.00% | $1,204,858.46 | 6.434% | 334 | 736 | 65.15% |
Credit Quality for Mortgage Loans in Group 2
Credit Quality | Aggregate Principal Balance Outstanding | Number of Loans | Percent of Aggregate Principal Balance Outstanding | Average Principal Balance Outstanding | Weighted Average Mortgage Rate | Weighted Average Remaining Term to Maturity (months) | Non-Zero Weighted Average Credit Score | Weighted Average Original Loan-to-Value Ratio | ||||||||
ICCC1 | $233,731,667.67 | 192 | 99.48% | $1,217,352.44 | 6.425% | 334 | 736 | 65.11% | ||||||||
ICCC3 | 1,215,731.36 | 3 | 0.52 | 405,243.79 | 8.237 | 359 | 665 | 72.56 | ||||||||
Total/Avg./Wtd.Avg… | $234,947,399.03 | 195 | 100.00% | $1,204,858.46 | 6.434% | 334 | 736 | 65.15% |
23