EXHIBIT 99.1
6
Exhibit 99.1
Fixed $414,998,477
Detailed Report
Summary of Loans in Statistical Calculation Pool Range
(As of Calculation Date)
Total Number of Loans 10,259
Total Outstanding Balance $414,998,477
Average Loan Balance $40,452 $4,260 to $555,476
WA Mortgage Rate 7.815% 5.000% to 14.250%
Net WAC 6.403% 3.507% to 13.741%
WA Original Term (months) 178 60 to 360
WA Remaining Term (months) 176 19 to 360
WA LTV 89.58% 8.45% to 100.00%
Percentage of Pool with CLTV > 100% 0.00%
WA FICO 712
Secured by (% of pool) 1st Liens 0.00%
2nd Liens 100.00%
Prepayment Penalty at Loan Orig (% of all loans) 6.73%
Top 5 States: Top 5 Prop: Doc Types: Purpose Codes Occ
CA 22.00% SFR 67.64% ALT 33.41% PUR 51.44% OO
TX 12.10% PUD 25.07% FULL 23.80% RCO 32.40% INV
WA 3.70% CND 4.58% STATED 19.81% RNC 16.16% 2H
CO 3.70% 2 FAM 1.28% STREAM 18.99%
VA 3.51% CNDP 0.85% SUPERS 3.99%
Top Codes Grades Orig PP Term
CA 96.67% A 100 0 93.27%
TX 1.69% 3 0.01%
WA 1.64% 6 0.17%
CO 12 1.22%
VA 24 0.06%
36 1.88%
60 3.39%
Program
CURRENT # OF % OF AVERAGE GROSS REMG.
DESCRIPTION BALANCE LOANS TOTAL BALANCE WAC TERM FICO CLTV
10Yr Fixed - 2nd $12,627,667 405 3.04 $31,179 7.347 118.69 708 79.2
15Yr Fixed - 2nd $163,251,737 4,295 39.34 $38,010 7.596 178.38 707 85.3
20Yr Fixed - 2nd $3,757,939 77 0.91 $48,804 9.373 235.33 673 93.6
25Yr Fixed - 2nd $276,623 4 0.07 $69,156 7.731 234.70 722 96.4
30Yr Fixed - 2nd $2,729,813 38 0.66 $71,837 8.652 352.63 690 93.4
30/5 Fixed Balloon - 2nd $414,955 2 0.1 $207,477 8.704 48.63 669 91.4
30/10 Fixed Balloon - 2nd $12,882,550 441 3.1 $29,212 7.165 109.21 749 99.1
30/15 Fixed Balloon - 2nd $219,057,193 4,997 52.79 $43,838 8.003 177.75 714 92.6
$414,998,477 10,259 100 $40,452 7.815 175.66 712 89.6
Original Term
CURRENT # OF % OF AVERAGE GROSS REMG.
DESCRIPTION BALANCE LOANS TOTAL BALANCE WAC TERM FICO CLTV
Fixed 60 $414,955 2 0.1 $207,477 8.704 48.63 669 91.4
Fixed 120 $25,510,218 846 6.15 $30,154 7.255 113.90 729 89.3
Fixed 180 $382,308,930 9,292 92.12 $41,144 7.830 178.02 711 89.5
Fixed 240 $3,757,939 77 0.91 $48,804 9.373 235.33 673 93.6
Fixed 300 $276,623 4 0.07 $69,156 7.731 234.70 722 96.4
Fixed 360 $2,729,813 38 0.66 $71,837 8.652 352.63 690 93.4
$414,998,477 10,259 100 $40,452 7.815 175.66 712 89.6
Range of Current Balance
CURRENT # OF % OF AVERAGE GROSS REMG.
DESCRIPTION BALANCE LOANS TOTAL BALANCE WAC TERM FICO CLTV
$0.01 - $25,000.00 $61,340,607 3,319 14.78 $18,482 7.811 171.50 720 89.9
$25,000.01 - $50,000.00 $164,028,645 4,679 39.53 $35,056 7.866 173.93 715 91.1
$50,000.01 - $75,000.00 $79,043,696 1,297 19.05 $60,943 7.855 177.55 708 89.3
$75,000.01 - $100,000.00 $49,826,088 566 12.01 $88,032 7.805 178.38 703 87.6
$100,000.01 - $150,000.00 $36,836,706 295 8.88 $124,870 8.002 179.47 703 89.4
$150,000.01 - $200,000.00 $9,887,917 56 2.38 $176,570 7.414 184.91 700 83.6
$200,000.01 - $250,000.00 $4,559,828 20 1.1 $227,991 7.283 179.67 705 87.5
$250,000.01 - $300,000.00 $4,560,851 16 1.1 $285,053 6.682 176.15 702 82.6
$300,000.01 - $350,000.00 $312,032 1 0.08 $312,032 6.125 175.00 689 78.7
$350,000.01 - $400,000.00 $725,725 2 0.17 $362,862 6.935 171.30 720 82.1
$400,000.01 - $450,000.00 $877,063 2 0.21 $438,531 5.684 174.51 730 88.7
$450,000.01 - $500,000.00 $1,936,785 4 0.47 $484,196 7.067 178.75 746 84.0
$500,000.01 - $550,000.00 $507,058 1 0.12 $507,058 6.250 174.00 756 70.0
$550,000.01 - $600,000.00 $555,476 1 0.13 $555,476 6.000 174.00 727 80.0
$414,998,477 10,259 100 $40,452 7.815 175.66 712 89.6
State
CURRENT # OF % OF AVERAGE GROSS REMG.
DESCRIPTION BALANCE LOANS TOTAL BALANCE WAC TERM FICO CLTV
Alabama $4,897,816 165 1.18 $29,684 8.014 172.21 718 96.0
Alaska $1,505,000 32 0.36 $47,031 8.636 176.29 718 92.9
Arizona $13,652,104 380 3.29 $35,927 8.194 178.05 710 92.8
Arkansas $207,463 7 0.05 $29,638 6.959 169.27 741 99.3
California $91,283,745 1,412 22 $64,649 7.658 177.81 706 84.1
Colorado $15,336,934 388 3.7 $39,528 7.853 175.69 719 92.3
Connecticut $3,340,142 71 0.8 $47,044 7.779 176.43 704 85.5
Delaware $1,830,526 29 0.44 $63,122 7.356 176.10 719 88.0
District of Columbia $906,391 14 0.22 $64,742 7.868 177.00 719 89.5
Florida $14,372,574 366 3.46 $39,269 7.881 173.89 711 88.9
Georgia $11,606,163 318 2.8 $36,497 7.948 176.52 710 93.1
Hawaii $4,741,146 72 1.14 $65,849 7.605 179.46 714 85.2
Idaho $3,986,989 128 0.96 $31,148 7.915 171.26 713 93.5
Illinois $10,611,392 280 2.56 $37,898 7.980 175.82 710 91.9
Indiana $4,067,350 148 0.98 $27,482 8.225 174.44 712 93.5
Iowa $2,246,207 85 0.54 $26,426 7.681 146.29 730 95.8
Kansas $1,560,113 58 0.38 $26,899 8.287 162.05 717 96.8
Kentucky $4,342,211 161 1.05 $26,970 7.889 154.75 722 95.7
Louisiana $1,779,845 57 0.43 $31,225 8.052 170.15 708 90.6
Maine $730,752 18 0.18 $40,597 7.576 176.13 695 86.8
Maryland $14,155,278 293 3.41 $48,312 7.820 178.06 707 88.2
Massachusetts $7,425,116 140 1.79 $53,037 7.584 181.80 708 82.9
Michigan $9,535,140 298 2.3 $31,997 8.619 176.01 694 91.0
Minnesota $6,507,294 177 1.57 $36,764 7.488 156.81 725 92.9
Mississippi $850,617 35 0.2 $24,303 8.144 172.69 726 89.8
Missouri $6,667,640 244 1.61 $27,326 7.753 160.76 720 94.3
Montana $1,491,833 48 0.36 $31,080 8.066 166.46 717 92.3
Nebraska $1,045,115 35 0.25 $29,860 8.344 154.16 730 97.6
Nevada $8,073,662 165 1.95 $48,931 7.748 177.14 712 86.5
New Hampshire $1,517,632 40 0.37 $37,941 7.804 178.65 715 84.7
New Jersey $13,938,138 281 3.36 $49,602 7.800 179.65 697 86.6
New Mexico $3,314,793 92 0.8 $36,030 8.194 176.41 713 92.3
New York $13,862,703 257 3.34 $53,940 7.565 178.58 701 81.5
North Carolina $4,065,915 131 0.98 $31,038 8.242 179.09 708 94.3
North Dakota $564,679 18 0.14 $31,371 8.055 154.92 731 97.5
Ohio $8,199,749 278 1.98 $29,496 8.168 168.68 711 95.2
Oklahoma $2,334,345 77 0.56 $30,316 8.189 174.35 712 92.2
Oregon $7,918,180 228 1.91 $34,729 7.887 174.20 719 91.6
Pennsylvania $8,871,471 261 2.14 $33,990 8.016 178.57 707 89.3
Rhode Island $947,083 24 0.23 $39,462 7.580 170.30 697 80.3
South Carolina $1,648,584 59 0.4 $27,942 7.914 179.37 704 94.3
South Dakota $300,422 10 0.07 $30,042 8.126 128.87 730 99.0
Tennessee $4,183,996 153 1.01 $27,346 7.527 167.06 720 94.7
Texas $50,215,780 1,585 12.1 $31,682 7.696 178.14 723 95.0
Utah $8,084,910 261 1.95 $30,977 7.888 178.14 722 95.1
Vermont $128,117 4 0.03 $32,029 7.490 174.97 722 81.5
Virginia $14,578,274 301 3.51 $48,433 7.595 182.95 703 88.1
Washington $15,367,350 378 3.7 $40,654 7.893 175.75 719 91.4
West Virginia $577,757 19 0.14 $30,408 8.101 162.06 698 90.3
Wisconsin $4,766,663 158 1.15 $30,169 7.802 155.95 720 91.7
Wyoming $855,381 20 0.21 $42,769 7.539 166.99 728 88.9
$414,998,477 10,259 100 $40,452 7.815 175.66 712 89.6
Loan-to-Value Ratios
CURRENT # OF % OF AVERAGE GROSS REMG.
DESCRIPTION BALANCE LOANS TOTAL BALANCE WAC TERM FICO CLTV
<= 50.00 $7,000,276 181 1.69 $38,676 6.754 171.65 716 40.7
50.01 - 55.00 $3,189,321 72 0.77 $44,296 6.641 170.46 709 52.7
55.01 - 60.00 $6,419,990 139 1.55 $46,187 6.639 172.63 714 57.8
60.01 - 65.00 $7,149,396 158 1.72 $45,249 6.786 173.13 710 62.8
65.01 - 70.00 $15,422,472 296 3.72 $52,103 6.798 174.74 702 68.2
70.01 - 75.00 $12,524,116 258 3.02 $48,543 6.700 175.48 703 72.8
75.01 - 80.00 $36,174,594 625 8.72 $57,879 6.699 174.52 703 78.4
80.01 - 85.00 $13,471,633 342 3.25 $39,391 7.836 174.96 696 82.9
85.01 - 90.00 $81,469,983 2,320 19.63 $35,116 7.917 179.03 708 89.2
90.01 - 95.00 $79,781,839 2,048 19.22 $38,956 7.973 178.77 716 94.4
95.01 - 100.00 $152,394,857 3,820 36.72 $39,894 8.305 173.20 716 99.6
$414,998,477 10,259 100 $40,452 7.815 175.66 712 89.6
Range of Current Gross Coupon
CURRENT # OF % OF AVERAGE GROSS REMG.
DESCRIPTION BALANCE LOANS TOTAL BALANCE WAC TERM FICO CLTV
4.501 - 5.000 $128,994 2 0.03 $64,497 5.000 179.58 700 73.0
5.001 - 5.500 $2,813,557 33 0.68 $85,259 5.363 174.82 729 77.3
5.501 - 6.000 $12,504,462 223 3.01 $56,074 5.895 173.96 730 73.4
6.001 - 6.500 $48,732,198 1,043 11.74 $46,723 6.348 172.18 722 76.7
6.501 - 7.000 $55,756,779 1,348 13.44 $41,363 6.824 171.88 716 83.8
7.001 - 7.500 $62,479,049 1,780 15.06 $35,101 7.333 172.38 718 91.2
7.501 - 8.000 $68,079,587 1,755 16.4 $38,792 7.824 176.84 716 92.6
8.001 - 8.500 $55,531,242 1,398 13.38 $39,722 8.316 177.85 710 93.7
8.501 - 9.000 $53,236,272 1,305 12.83 $40,794 8.800 178.29 707 95.7
9.001 - 9.500 $28,185,943 733 6.79 $38,453 9.310 178.19 688 95.6
9.501 - 10.000 $17,061,742 404 4.11 $42,232 9.762 183.82 689 95.3
10.001 - 10.500 $4,547,835 98 1.1 $46,406 10.315 176.68 688 96.6
10.501 - 11.000 $3,318,617 70 0.8 $47,409 10.754 175.39 677 93.8
11.001 - 11.500 $1,264,958 35 0.3 $36,142 11.320 201.20 660 95.5
11.501 - 12.000 $704,333 15 0.17 $46,956 11.892 181.73 687 96.6
12.001 - 12.500 $371,541 8 0.09 $46,443 12.280 177.30 656 89.4
12.501 - 13.000 $9,845 1 0 $9,845 13.000 129.00 639 90.0
13.001 - 13.500 $169,854 4 0.04 $42,464 13.323 218.55 682 99.1
13.501 - 14.000 $71,902 3 0.02 $23,967 13.724 236.32 649 98.5
> 14.000 $29,765 1 0.01 $29,765 14.250 230.00 571 60.9
$414,998,477 10,259 100 $40,452 7.815 175.66 712 89.6
Property Type
CURRENT # OF % OF AVERAGE GROSS REMG.
DESCRIPTION BALANCE LOANS TOTAL BALANCE WAC TERM FICO CLTV
SFR $280,713,231 6,945 67.64 $40,419 7.815 174.42 709 88.5
PUD $104,037,913 2,586 25.07 $40,231 7.830 178.99 718 92.5
CND $18,990,949 535 4.58 $35,497 7.775 175.25 724 91.8
2 FAM $5,328,380 97 1.28 $54,932 7.805 176.96 716 86.5
CNDP $3,546,325 43 0.85 $82,473 7.622 165.47 714 87.3
MNF $1,020,469 33 0.25 $30,923 6.355 168.77 719 76.9
3 FAM $745,119 12 0.18 $62,093 9.060 233.58 706 93.0
4 FAM $616,090 8 0.15 $77,011 8.181 177.11 715 84.7
$414,998,477 10,259 100 $40,452 7.815 175.66 712 89.6
Purpose
CURRENT # OF % OF AVERAGE GROSS REMG.
DESCRIPTION BALANCE LOANS TOTAL BALANCE WAC TERM FICO CLTV
PUR $213,472,229 5,709 51.44 $37,392 7.953 175.51 725 95.5
RCO $134,465,838 3,087 32.4 $43,559 7.616 176.29 699 82.4
RNC $67,060,410 1,463 16.16 $45,838 7.774 174.84 695 85.2
$414,998,477 10,259 100 $40,452 7.815 175.66 712 89.6
Occupancy
CURRENT # OF % OF AVERAGE GROSS REMG.
DESCRIPTION BALANCE LOANS TOTAL BALANCE WAC TERM FICO CLTV
OO $401,191,341 9,916 96.67 $40,459 7.827 175.78 712 89.9
INV $7,019,809 164 1.69 $42,804 7.383 172.53 710 77.4
2H $6,787,327 179 1.64 $37,918 7.510 171.64 714 85.4
$414,998,477 10,259 100 $40,452 7.815 175.66 712 89.6
Range of Months Remaining to Scheduled Maturity
CURRENT # OF % OF AVERAGE GROSS REMG.
DESCRIPTION BALANCE LOANS TOTAL BALANCE WAC TERM FICO CLTV
1 - 120 $26,116,754 863 6.29 $30,263 7.291 112.73 727 89.3
121 - 180 $382,218,801 9,278 92.1 $41,196 7.828 178.06 711 89.5
181 - 300 $3,933,109 80 0.95 $49,164 9.382 237.09 675 93.7
301 - 360 $2,729,813 38 0.66 $71,837 8.652 352.63 690 93.4
$414,998,477 10,259 100 $40,452 7.815 175.66 712 89.6
Collateral Grouped by Document Type
CURRENT # OF % OF AVERAGE GROSS REMG.
DESCRIPTION BALANCE LOANS TOTAL BALANCE WAC TERM FICO CLTV
ALT $138,631,662 3,822 33.41 $36,272 7.821 174.32 706 92.1
FULL $98,786,625 2,484 23.8 $39,769 7.935 176.94 707 92.2
STATED INCOME $82,207,807 1,385 19.81 $59,356 8.099 178.34 713 88.5
STREAMLINE $78,802,119 2,001 18.99 $39,381 7.407 173.16 719 83.1
SUPERSTREAM $16,570,263 567 3.99 $29,224 7.575 177.69 740 88.8
$414,998,477 10,259 100 $40,452 7.815 175.66 712 89.6
Collateral Grouped by FICO
CURRENT # OF % OF AVERAGE GROSS REMG.
DESCRIPTION BALANCE LOANS TOTAL BALANCE WAC TERM FICO CLTV
Unknown $13,500 1 0 $13,500 8.250 180.00 N/A 95.0
> 820 $299,278 9 0.07 $33,253 6.474 175.03 826 78.4
801 - 820 $5,290,292 160 1.27 $33,064 7.220 175.48 807 86.5
781 - 800 $22,187,257 592 5.35 $37,478 7.321 174.01 789 89.0
761 - 780 $40,679,054 1,126 9.8 $36,127 7.533 171.92 769 90.9
741 - 760 $51,786,897 1,375 12.48 $37,663 7.547 173.46 751 90.4
721 - 740 $57,517,909 1,475 13.86 $38,995 7.716 173.75 730 91.0
701 - 720 $65,651,989 1,583 15.82 $41,473 7.824 176.50 710 91.0
681 - 700 $54,923,706 1,300 13.23 $42,249 7.898 176.85 690 89.6
661 - 680 $60,159,416 1,407 14.5 $42,757 8.068 177.24 670 88.4
641 - 660 $33,708,712 738 8.12 $45,676 8.257 179.55 652 87.5
621 - 640 $18,979,045 403 4.57 $47,094 8.314 179.59 630 85.0
601 - 620 $3,299,645 78 0.8 $42,303 7.964 173.19 615 85.5
581 - 600 $356,876 8 0.09 $44,610 7.349 170.93 594 82.7
561 - 580 $104,389 3 0.03 $34,796 9.992 189.15 567 82.3
501 - 520 $40,510 1 0.01 $40,510 7.750 177.00 505 95.0
$414,998,477 10,259 100 $40,452 7.815 175.66 712 89.6
Grade
CURRENT # OF % OF AVERAGE GROSS REMG.
DESCRIPTION BALANCE LOANS TOTAL BALANCE WAC TERM FICO CLTV
A $414,998,477 10,259 100 $40,452 7.815 175.66 712 89.6
$414,998,477 10,259 100 $40,452 7.815 175.66 712 89.6
Collateral Grouped by Prepayment Penalty Months
CURRENT # OF % OF AVERAGE GROSS REMG.
DESCRIPTION BALANCE LOANS TOTAL BALANCE WAC TERM FICO CLTV
0 $387,051,652 9,661 93.27 $40,063 7.805 175.27 713 89.8
3 $22,440 1 0.01 $22,440 8.990 179.00 631 95.0
6 $717,515 6 0.17 $119,586 9.310 300.33 691 82.0
12 $5,056,898 96 1.22 $52,676 7.643 179.59 705 82.9
24 $264,237 3 0.06 $88,079 10.610 177.00 732 100.0
36 $7,808,339 199 1.88 $39,238 8.606 181.95 691 91.8
60 $14,077,395 293 3.39 $48,046 7.560 175.11 702 84.2
$414,998,477 10,259 100 $40,452 7.815 175.66 712 89.6