37 The PMI Group, Inc. Modified Pool Portfolio Characteristics Modified Pool IIF as of December 31, 2007 1 Excludes unreported FICO scores 2 Excludes Balloon, Buy Down, and Other 3 At origination Note: Categories are not mutually exclusive except for Credit Score and Loan Type All $ in Millions, except for Average Loan Size Specific Portfolio Characteristics Specific Portfolio Characteristics Credit Score1 Loan Type2 Credit Score1 Loan Type2 Total Total Fixed Rate ARM 2/28s Fixed Rate ARM 2/28s Deductible Non Deductible Less than 575 575 - 619 620 - 679 680 - 719 720 and above Less than 575 575 - 619 620 - 679 680 - 719 720 and above Interest Only LTV > 97% Alt-A California Florida Auto States Avg Loan Size Avg LTV3 Avg FICO Interest Only LTV > 97% Alt-A California Florida Auto States Avg Loan Size Avg LTV3 Avg FICO Total Portfolio $40,418 $601 $1,350 $12,737 $12,161 $13,556 $37,768 $2,460 $3 2007 Vintage $8,325 $138 $292 $2,892 $2,846 $2,156 $7,912 $412 $0 2006 Vintage $15,301 $83 $180 $5,797 $5,138 $4,102 $15,095 $203 $2 2005 Vintage $7,839 $7 $62 $1,886 $2,485 $3,398 $6,302 $1,535 $1 2004 Vintage and Prior $8,953 $373 $815 $2,162 $1,692 $3,901 $8,458 $310 $0 Total Portfolio $13,271 $802 $25,902 $6,656 $4,068 $4,134 $172,215 78 694 2007 Vintage $3,668 $617 $5,686 $1,608 $792 $767 $207,481 81 688 2006 Vintage $5,744 $63 $11,139 $2,485 $1,750 $1,452 $189,907 79 693 2005 Vintage $2,969 $45 $5,445 $1,406 $966 $740 $177,194 79 709 2004 Vintage and Prior $890 $78 $3,632 $1,157 $559 $1,174 $128,341 75 690 Total Portfolio $10,176 $469 $1,042 $3,787 $2,415 $2,230 $6,056 $4,024 $31 2007 Vintage $0 $0 $0 $0 $0 $0 $0 $0 $0 2006 Vintage $5,798 $457 $991 $2,521 $1,173 $655 $2,023 $3,743 $31 2005 Vintage $1,604 $0 $7 $330 $479 $769 $1,579 $26 $0 2004 Vintage and Prior $2,774 $12 $45 $936 $764 $805 $2,454 $255 $0 Total Portfolio $1,323 $2,171 $3,628 $1,512 $853 $1,157 $153,208 86 672 2007 Vintage $0 $0 $0 $0 $0 $0 $0 N/A N/A 2006 Vintage $391 $2,093 $439 $606 $524 $911 $156,958 93 651 2005 Vintage $746 $1 $1,140 $337 $121 $69 $198,959 76 718 2004 Vintage and Prior $186 $77 $2,049 $568 $209 $177 $129,516 78 694 |