-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, KNC7VEUHK4us/GYzUpe471OsUYxftSd7Nc7cjGUXPLR8xt0Kf6QXkOC8F9UrRNk/ SPbtHHPyoPvu5WAQ1gE8oA== 0001144204-07-017977.txt : 20070410 0001144204-07-017977.hdr.sgml : 20070410 20070410095322 ACCESSION NUMBER: 0001144204-07-017977 CONFORMED SUBMISSION TYPE: 8-K PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20070329 ITEM INFORMATION: Other Events ITEM INFORMATION: Financial Statements and Exhibits FILED AS OF DATE: 20070410 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-2 CENTRAL INDEX KEY: 0001392872 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] STATE OF INCORPORATION: CA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 8-K SEC ACT: 1934 Act SEC FILE NUMBER: 333-139462-01 FILM NUMBER: 07757852 BUSINESS ADDRESS: STREET 1: 19500 JAMBOREE ROAD CITY: IRVINE STATE: CA ZIP: 92612 BUSINESS PHONE: 949-475-3600 MAIL ADDRESS: STREET 1: 19500 JAMBOREE ROAD CITY: IRVINE STATE: CA ZIP: 92612 8-K 1 v071120_8k.htm
 
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
 
FORM 8-K
 
CURRENT REPORT
 
Pursuant to Section 13 or 15(d) of the
SECURITIES EXCHANGE ACT OF 1934
 
Date of Report (Date of earliest event reported) March 29, 2007
 
Impac Secured Assets Trust 2007-2
(Exact name of issuing entity as specified in its charter)

Impac Secured Assets Corp.
(Exact name of depositor as specified in its charter)

Impac Funding Corporation
(Exact name of sponsor as specified in its charter)

California
 
333- 139462-01
 
33-071-5871
(State or Other Jurisdiction
of Incorporation)
 
(Commission
File Number)
 
(I.R.S. Employer
Identification No.)
         
19500 Jamboree Road
Irvine, California
     
92612
(Address of Principal
Executive Offices)
     
(Zip Code)

Registrants telephone number, including area code, is (949) 475-3600
 

 
 

 
 
Check the appropriate box below if the Form 8-K filing is intended to simultaneously satisfy the filing obligation of the registrant under any of the following provisions (see General Instruction A.2. below):
 
o Written communications pursuant to Rule 425 under the Securities Act (17 CFR 230.425)
 
o Soliciting material pursuant to Rule 14a-12(b) under the Exchange Act (17 CFR 240.14a-12(b))
 
o Pre-commencement communications pursuant to Rule 14d-2(b) under the Exchange Act (17 CFR 240.14d-2(b))
 
o Pre-commencement communications pursuant to Rule 13e-4(c) under the Exchange Act (17 CFR 240.13e-4(c))


 
2

 


Item 8.01. Other Events.
 
On March 29, 2007, a single series of certificates, entitled Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-2 (the “Certificates”), were issued pursuant to a Pooling and Servicing Agreement, dated as of March 1, 2007 (the “Agreement”) among Impac Secured Assets Corp., as depositor, Impac Funding Corporation, as master servicer, and Deutsche Bank National Trust Company, as trustee (the “Trustee”).
 
The tables annexed as Exhibit 99.1 hereto describe characteristics of the Mortgage Pool as of the Cut-off Date.
 
 
3

 

Item 9.01. Financial Statements and Exhibits.
 
 
(a)
Not applicable
 
 
(b)
Not applicable
 
 
(c)
Not applicable
 
 
(d)
Exhibits:
 

Exhibit No.
Description
99.1
Characteristics of the Mortgage Pool as of March 1, 2007, relating to Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-2.

 
4

 


 
SIGNATURES
 
Pursuant to the requirements of the Securities Exchange Act of 1934, the Registrant has duly caused this report to be signed on behalf of the Registrant by the undersigned thereunto duly authorized.
 
           
IMPAC SECURED ASSETS CORP.
                         
                         
           
By:
/s/ Gretchen Verdugo                
             
Name: Gretchen Verdugo
             
Title: EVP & CFO



Dated: April 10, 2007


 
5

 


EXHIBIT INDEX
Exhibit Number
Description
   
99.1
Characteristics of the Mortgage Pool as of March 1, 2007, relating to Impac Secured Assets Corp., Mortgage Pass-Through Certificates, Series 2007-2.

 
 
6

 
EX-99.1 2 v071120_ex99-1.htm
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

 
 
-----END PRIVACY-ENHANCED MESSAGE-----