CMLTI 2006-NC2 Final Pool Issues

8/3/2019 CMLTI 2006-NC2 Final Pool Issues

1/9

From:Sent:To:Subject:

Tuesday , August 29 , 2006 10:50 AMFW: Stips & Price (NCC0002) Today's Sett lem ent

-----Original Message----From:Sent: Tuesday, August 29, 2006 12: 16 PMTo:Subject: RE: Stips & Price (NCC0002) Today's Settlement

] 25 (ice adjustment.iiIiIDUM oge----

From:Sent: Tuesday, August 29, 2006 II :59 AMTo:

Subject: FW: Stips & Price (NCC0002) Today's Settlement

there are some very se rious discrepancies here. we did this trade entire ly off a stip sheet 3 months ago and Ican't find out on the day of settlement that 2yr penalties are 16 points below the stips. why isn't this detectedear lier? settlement date shou ld be just for last minute checks on differences that arose based on changes in thepool from diligence. checks for stip compliance off reference pools should be done immed iately upon receipt ofthe pool. for example, the stip was No NfNA. so when the pool came in with NINA loa ns they should havebeen kicked back. i don't know who's supposed to do this, if it's 406 , that doesn't make sense to me. 406 isn'tthe one losing money on the transaction by taking loans that don't meet the credit stips which is the position weare in now.

for now, kick the NINA loans j'll send you a price adjustment for not meeting the other stips in a fewmins.

-----Original Message-----From:Sent: Tuesday, Augusl29, 200610:55 AMTo:Subject: Stips & Price (NCC0002) Today's Settlement


2/9

I'ttached are the Bid Vs Final comparison & the settled price. rhave high lighted the ones that are ofconcem.Please review and let me know if the price needs to be adjusted or loans need to be dropped.Thks,

2


3/9

f I ~ NC CAPITAL CORPORATION-. , . A NEW CENTURY COMPANY o(;CAi Loall Stratificatioll Repor1rIL.AJ r n !:l n hl l l rn h pr(( . ' ) C;;:necif

% 0/. 'I. % % W,\ LTV LTVProduct Mix LmCo unt A"g_B. lun B. lu t t Pcl Age WA C \VAM W LTV WeLT\, ppp Purch ero IU LL STO NOO FICO >80% >90% ."CA

I

2nd TO2YrARMlY,. ARM - JOY ,l'crm/40Amor)Y r ARMl Y, AR\l - JQYrTcrml40Amor40FIX- 30yrTermFixed Ri le[nlerest Only . lY r/S IQInterest Only - 3Yrl510------rroduct Mi J Tot. ls

633 49,791,145854 165 ,168 ,721

1.192 -318,379.211302 52 ,964,153205 - 50.7 19,58]228 52,389.524607 111.971.664422 148 ,158 ,2 15

78 27,957.999

18,659193 ,406267.091175,380147 ,413229.71914t.9J8351,086358,436

5.22 217.3233.39 -5.55 25.32 - 25.'19 - 29.23 215 S4 22.93 2

40521 1153 ,506,822 210 ,906 100.00 ,LOin A

11.3 18.748.398.498.2277 07.987.867.62

6.24'216.256.19

6.07' .09

111 .8681.3480 .1679 .7580 .4178 . U76 to81.8580 .57

8.42 6.19 77.20

---' ; I

86.7886.87840885 1081 .6678.8 19HlO91.00

57.90 79.14 19 .9967.79 44.25 48.5172.98 39,65 53.3465.35 41.66 51.0062.65 31.42 56.4388 .00 19.10 66.1674.66 19.68 68.9082 .02 62.74 24.2174 .16 45.99 35.37

5 1.0555,0650.545),2857,6772.2878.897{l.3171.06

48.9544 .9449,4646.7242.3327.7221 I I23 6928.94

87.5 2 72.74 43.09 47.88 60.30 39.70

0.1911.2 87.64

14.981.98W4.&80.00J.oo

6lJ610'19'"2J642' J J637647

0.00 0.00 39.7644 .59 7.45 11.7039.94 8.38 40.6433.96 941 10.383'-63 9.21 14 .9940.49 12 .48 30.2731.06 7.]5 13.3328.67 10 .29 53 4021.28 5.42 30.12

6.49 626 J 5. 12 8..21 31.1Z% % % % % % WA U V LT VCredit Grade Co.nt Babon Balance Pet ACt' WAC WAM WLn ' WelTY 1'1'1' Purc:b ClO FULL STD NOO H CO >80% >90.t. CA

AAAAAA+ABCC

~ d i t r a d ~ Tota lt

, .2,9274J J, .'''''"17

4,521

139 ,655,2S4 238,320 14.65607,034.335 207,391 63.6698 ,269,20 1 226,950 10.3 148 ,838 ,997 198 ,736 5.1l33,2 13,739 195,375 3.482J ,276,n9 163,92 1 2.443, 168,516 186,383 0.33

953,506,822 2 10,,,,,,, ,,, .. 1,,,hg .

22,,

8.018.388.608.769.099.28

10.54

6.06 74.476.12 77.746.26 80.0126.36 77.796,59 75 .677.04 68.197. 19 66.88

11.42 6.19 77.20

)li- .9889.3282.5677.9675.8]68.1966.88

67.42 66_24 24.8274 .92 48.28 42. 1168.75 15 .76 75.8 176.21 14 .67 79.8767.66 2.19 90.6461.63 7.69 86.0195.69 4.3 1 82.44

38.3862.1162.7171.7977.8880.8390.63

61 .6237.8937.2928.2122.1219.179.37

" ,. 52 72.74 43.09 47.88 60.30 39.70

2.69' .066.482.&43.121.540.00

'91'"'"'"'"60] 4 '

20.4636.2952.8448.2731 .060.620.00

6.49 626 35.12

7.76' .049.786.070.000.000.00

40.4830.6629.6 124.3822.8518.3637.71

8.21 31.120/. % 1. % % WA LT V LT V

Back-End Ratio"."

Count n R . l a .. pt l Agt' W,\C WAM WLTV WCLT V I'J'P Purch 0 0 FU LL STO NOO FICO >80.t. >90%%CA40.000 and Less 1,743 : - : C, )5 ,68 2 8.42 6.19 77.22

40.001- 45.000 1.023 2:ro,043.743 215.097 23.08 2 8.49 6.19 77.0345.001- 50.000 1.48 1 336,944,405 227,5J I 35.34 2 8.44 6.17 78.1950.001 - 55 .000 247 49,053,052 198,595 5.14 8.06 6.28 11.9555 .001-60.000 II 2.7 19.222 247.102 0.29 2 7.56 6.52 67.3460.001 and Over 105,000 105,000 0.D1 , 8.21 6.30 50.00

MI. 19 76.48 40.5788.47 73.9] 4U 290.29 68.09 46.7475.86 73.84 19.2367.34 87.15 0.0050.00 100.00 0.00

52.0 I 65 .36 34.6444.92 55.85 44.1542.08 53.77 46.2368.29 84.03 15 .9793.64 100.00 0.000.00 HlO.OO 0.00

9.49 625 35.74H6 629 36.424.53 6272.69 6024.14 6000.00 0

35 .8224.9 1

4.140.00

8.32 28.298.97 3L237.89 34.227.49 27.570.00 44.620.00 0.00

Undefined 15 4,477.170 291,485 0.47 2 7.35 6.10 73 .55 74.16 59.65 31 .09 66.41 100.00 0.00 0.00 717 3.02 0.00 38.42- - -- - -- - - - - - - - - - -- ----- - ---B . tk -Eod Ra tio To, . 11 4,521 953,506,822 210,906 100.00 2 8.42 6.1' 77.20 87.52 72.74 43.09 47. 118 60.30 39.70 6.49 6ZO l5.t2 8.11 31.12

Note: "% NOO" excludes occupancies I.isled as "Second Home." Page I of6


4/9

r." N C CAPITAL CORPORATION-A NEW CENTURY COMPANYFICO ScoreUndefined500 -525526 - 549550 - 575576 -599600 -624625 - 64965 0 - 700> 700FICO & orr Totals

LO nCO llnl,

29931539462979775'...4254,52 1

Avg.Balaa cr Ba lance p"697,100 174.275 0.07

53,432,56357,145,15475 ,157 ,181

119,096.711166582,426163, 184,9762 15.661,821102 ,442 ,290953,506,822

178 ,704 5.60181.731 6.00190,756 7.88189.343 12.49209,0[2 17.47216,426 17 .1123 8 ,571 22.62241 ,041 10.74------2 10,906 100.00

LOi n A'g.

Age WA C \YAM W LTV We LTV--- % %1'1'1' Pur ch %C/OLoan Stratification Repor

Loan Number(s) Specifi. % % WA LTV LTV "'0FULL STO 1\'00 FICO >80.". >9 0 'Yo CA

2 8.40 3.97 79.]89.35 6.40 75 .889.14 6.36 76.458.77 6,J2 78 .398.55 6.16 76.998.27 6.15 78 . \38.34 6.14 76.828.17 6.1l 77.398.03 6. 12 76.36

79.38 88.52 0.00 84.94 15.06 84.94 00 0 o 73.46 0.00 40.672

222222 8. H 6.19 77.20

76.3177.3 179 .04&5.6688.7391.0291.8790 .7887.52

73.73 10.8874.16 14 .9867.43 17.8474.07 H .6175.45 44.9476.88 49.1569.76 56.1068.95 64.24-----2.74 4l .09

'Yo 0.

82 .9378 .7176.1156.3946.3238.57H.0628.0147.88

85 .8078.8667.1877.5770.7657.0242.7137.0260.l0./. .,..

14.20 0.87 514 31 .39 1.07 19.7721.14 3.29 538 35 .60 0.00 19.2232 .82 2.17 563 50.07 3.02 17.9922.43 3.67 589 38.47 5.83 30.2329.24 4.41 6 12 39.20 8.68 29.4042.98 5.80 637 31.60 11 .57 32.705729 8.66 672 30.25 10.39 39.2262.98 17.57 734 30.89 12.48 37.5319.70 6.49 626 35.12 8.21 ll .\2

.". % WA LTV LTVLoan-To-Valuc Co unl Balao ct Bol lanet PCI Age WA C WAM WLTV WC lT V pp p Pu u b ClO FULL STD /1000 FI CO >80% >90% %CA65 ami Less65.0 I - 70.00,i 70.0 I - 75.0075.01 - 80.0080.01 - 85.0085.01 - 90.0090.01 95.00UndefinedLO l n-To-Valut Tolal!

1,047 127,179,5 15 121,470 13.34178 35,913,600 201,762 3.77253 55,495,029 2 19,348 5.82

1,633 400,054,810 244,982 4 1.96467 106,64 7,257 228,367 11.18648 149,666, 181 230,966 15.70293 78,308,636 267,265 8.21

2 241,793 120,897 0.034,521 953,506,822 210,906 100.00Loa a Avg.

2

22

22

2

9.19 6.33 41.428.39 6.47 68 .698.20 6.38 73 .688.05 6. 13 79.838. B 6.22 84 .378.7 1 6. 17 89.648.50 6. 12 94 .708.09 6.11 80.00- - - - - - -.41 6.19 77.20

7L7 8 69.73 32.7669.00 74.40 6.8273.73 76.77 8.4693.98 72.72 63.8785.39 74 .90 19.7790.06 70.0 1 36.9894.70 76.3 1 38.16

100.00 100.00 100.00----- ---87.52 72.74 43.09

63.3785.0987.7323.9 171.7256.5950.940.00

47.88

65.37 H .63 2.0955.56 44.44 4.8664.39 35.61 5.8357.57 42.43 1.9066.55 33.45 7.1654.56 45.44 16.8467.67 32.33 17.6 153.21 46.79 0.00--------60.30 39.70 6.49

624'"'"39'"6256S2678.16

0.000.000.000.00

lOOJ)()100.00

0.00 41.1 40.00 24 .810.00 25.1 80.00 33.330.00 28.240.00 22.08

100.00 100.00100.00 0.00

3 1.940.00

35.12 8.21 3 1.12'V. % ./0 % % WA LTV LTVLoan Purpose Count Ba laon Bl tl nn Pel Agt WAC WAM WLTV WC LT V PPP Purch 0 0 FL'LL STP NOO FICO >80 '1'. >90% CARefinance/lSI

Pu rchase/lSIPurchase Moneyl2ndIRefinancel2ndLon Purpo:K Tot l ls

Occupancy!Pri'nary R ~ s j d < : n c ~ In veslmenl PropertySecond nome!Occupl ncy Totl ls

2,3191.569

'1 7I I .

4.521

LO n

5]2,233, 12537 1,482,55 1

39,403,17910,387,966

953,506,822

Count Bll i nce4,018

J27176

4,521

862,550,73261,849,30929,106,782

953,506,8 22

229,5 10 55.82236,764 38.96

76,215 4.1389.551 L09

Zl u,906 100.00

Avg.Blbnee Pct214,672 90,46189,142 6.49165,379 3.05--- ---210,906 100.00

Nole: "% NOO" excludes occupancies lisled as "S econd Home."

2 8.21 6.24 78.792 8.34 6. 13 82.602 11.33 19.9]2 11.26 19.592 8.42 6.19 77.20

SO.5295.8999.9999.5487.52

Agt WAC WA:\I WLTV WC LTV2222

8.34 6. 19 76.i19.)0 6.2 1 86.128.88 6. 15 72.60- - - - - ---8.42 6.1 9 77.20

Page 2 of 6

87.3686.4894.40117.52

72.63 0.00 83.9 1 68.20 31.8074.90 100.00 0.00 50.21 49.7957.2 1 100.00 0.00 42.38 57.6260.49 0.00 95.83 83.94 16.0672.74 43.09 47.88 60.30 39.70

4.94 608 42.909.55 647 28.680.24 656 0.000.00 643 0.006.49 626 35.12

9.10 29.548.04 32.230.00 38.080.00 46.148.21 31 .12

'1'0 % % % % % \VA LTV LTV 'll.PPP PU J"c h ClO FULL STP NOO FICO >80 '1'. >90'1'. CA

D.96 40.8658.44 57.52

49.4S]8 .15

62.95]5. 17

37.05 0.0064.8] 100.00

621665

32.6375.38

67.10 78.56 21.27 34.97 65.0) 0.00 663 23.3872.74 43.09 47.88 60.30 39.70 6.49 625 3S.12

7.3422.29

32.7617.33

4.07 11.908.21 3l.12


5/9

r . ~ NC CAPITAL CORPORATION"'- A NEW CENTURY COMPANY Loan Stratification ReporLoan Number(s) SpecifiDocumentationFull f AllFull Doc - 12 M OK Sn-1TSFull Doc- l yrW2Full Doc - 24 M BK STMTSFull Doc - 2yr W2fTax RelUrnsFull Doc - BUSINESS BANKfo.I li Doc - BUSINESS BANKFu ll Doc l2mo m. S'I,emenlSLimiled Doc - " M BK Sn . TS'SINS ,., RibStaled DocSlated ineomcJStated AsseIsStalcc! IncomcfVerificd AssetsDonmrnlalHla TOllls

! roperty TypeI""'Pud-Detached! 4 UnllCondoPud-AnachedModular HomePropuly T y ~ TOllbi repay Yearso2 - I

I rcPJIY Vun To tal ,Division Name

I Whol w le DivisionRclall DiviSion

(P?,13

Lo"COUII I

1026031

1.2277020J70",5 75

16

4,521

Lon

A" g. -I. %Iblancc Bala nce j'cl Age WAC "'A:\1 WLn' WeLTY PPP Purch2,231 ,810

70.(164,521221,818.375

7,gIO,085216.71lU40

22,7 16,0478,614 ,2111.452 .81)417,539,1454 . J 4 2 ~ '

318,5&6,940171,000

1,441 ,0689SJ,S06,821

223J81 0.23269,479 7.3.5179,756 23.26251 ,938 0.82176 ,625 22.73324,5 15 2.38,nO.7] L 0.90484,268 0.15250,559 1.34310,162 0.46240,373 39.70I7I,CNlO 0.0224{),178 0.15

4 8.20 6.182 8. 11 6.092 8.08 6.182 7.77 6.062 8.28 6. IS2 8.21 6.052 7.75 6.05" 7.58 6.1l2 8.20 6052 7.34 6.10

8.83 6.255 10.38 6.054 8.60 6.19--- --- - - - --- ---210,906 100.00 2 8.42 6.19

A, g.

86.4476.5977 3077.1677 1677.3481.2178 .0276.1473.0477.2090.0079.4977.20

94.32 84.87 82.3991.13 797284 .01 76.68 26.2288 .63 8977 29.3886 14 7473 36. 1088 .84 91.63 38.008875 80.93 32.5891.27 100.00 68.8294.09 77.47 74.1873.66 61.51 32.0689.35 66.00 54.8690.00 0.00 100.0092.09 100.00 92.7 1111.52 72.74 43.09

1 4 % % \VA LTV LTV %CA/O .ULL STU NOO n co >80-; >90%

0.00 1000.0037.94 1000.0062 .46 1000.0057AJ 1000.0052.44 1000.0052.50 1.000 .0063.94 1000.000.00 1000.00

0.000 .000 .000 .000.000.000.000.00

0.004.503.53

11.7834634 '5.3500020.10

653739.49

0.00

0.00 1000.00 4.980.00 1000.00 0000.00 1000.00 10.590.00 1000.00 100.00

'"6JJ60.6126036206306"

51 .6927.9938 .9235 .1736.8636.1037.770.00

633 22.73719 00 0647 34.10641 100.00

25.549.719.635.387.62

19.4315.8800 0

23. 8155.1722.6045.4521.2538.3561.0965.87

8.82 49.350.00 396 16.69 34 .660.00 0.00

0.00 0.00 1000.00 3.17 585 29.71 0.00 88.84--- ------ ---- - --- --- - --47.88 i,783. 14 1,216.86 6.49 626 n.12 8.11 31.124 % WA LTV LTV

COllnl tbhrnce Dahlnte p" Agc WA C \VAM WLTV WCLTV % %PPP Purth %C/O %FULL STO Noo FlCO >80% >90% %CA3,339

SI7260288",

24,521Lon

697, 191,317112,388,54066,972,61756,422,47220,25 1,0 16

280,860

203,802217,386257,587195 ,9 11176,096140,430

73.1211.797.025.922.120.03

953.506,822 1 D , 9 100.00A,C

222222

8.398.418.548.55

6.19 77.466.19 76.446.17 76.916. 16 76.19

8.75 6.15 75 .897,94 6.68 83 .30

2 8.42 6, J9 77.20

,", .9689.39'" '.9990.14

73.78 3&.83 51.1977.5 1 52.29 39.8657.0 1 52.07 44.8270.48 62.9 1 28.51

61.3564.2046 .2356.55

38.6535.8053.7743.4 5

90.60 68.53 53.89 42.35 58.67 41.3390.10 100.00 34.02 65.98 100.00 0.0087.52 72.74 . a09 47.88 60.30 39,70

5.072.95

25.867.27

6236226466"

36.2230.0138.7426.09

8.54 631 38.2 10.00 590 65.986,49 615 35.12

11.436.14

10.7 16.06

35.7410,8&20. 1730.96

9.94 21.460.00 0.008.21 31.12

";" % -;. % % -; WA LTV LTVCon i B.hratt B.lant t Pft ACt WAC WAM WLTV WCLTV PPP Purcb C/O fULL STO :0;00 f iCO >80% >90% ."CA1,281'".027".4,521.....Couat4,141346

259,9 14,48173,003,450

453,572,678167,016,2139S3.S06,8:Z:Z

lUl,900 27.26297,973 7.66

22

8.97 6.22 75.&4&26 6.15 78.90

223,766 elm 2 &27 6. 111 78.451n ,537 .,..", 2 &04210.906 100.00 2 8.42 6.19 77.20

A"I:'

117 .60 0.00 42.37 411.31 50.47 49.53 9.&9 629 34.7 1 7.14 IU D117.61 100.00 42.05 50.9 1 56.98 43.02 5.27 634 37.7) 7.21 14 .0688 .95 100.00 47.70 USB 63.01 36.99 4.911 619 35 .52 11.34 41.)083.44 / 00 .00 , 32. 16 56,76 69.67 30.33 5.110 634 33.55 9.97 30. 1187.52 72.74 \ .u.09 47.88 60.30 ""J9.7O --.:u ---.u 35.12""'""""8.i1Jl . I l

'Y.%% "4 .... % \VA LTV LTVBalann Balanct Pft ASt WAC WAM WLTV WCLTV PPP Parth C/O fULL STO Noo FlCO >80% >90""

V.CA

890,845 ,586 215, 128 93.4353,279.594 153 ,987 5.59

22

8.46 6.18 77. 1"7.94 6.32 77.25

87.93 72.5 1 45.31 46.02 58.59 41.41 6.72 626 H.s7 7.78 31.6880.47 73.39 5.39 80.73 81.87 18.13 3.30 620 42.09 13 .75 111.22

NOle: "% NOO" excludes occupancies listed as "Second Home." Page 3 of6


6/9

(!) NC CAPITAL CORPORATION-. , . A NEW CENTURY COMPANY

Prime DivisionCapi latDivisio n Namt

2014

4,521

5,296,6824,084.960

264 ,834291,7R]

0.560.43

953,506,822 210 ,906 100.00

Ih g.

4, 8.217.27 6 .176.10 82.3683.198.42 6.19 77.20

92.7483.19

90.40 82.0490 .72 0.00

Loan Stratification ReporLoan Number(s) Specifi

0.00 100.0087.33 100.00

0.000.00

42 80.00 '"27 33-0967 .14 10.76 52 .2726.39 41US

81.52 72.74 -43.09 47.88 60.10 39.70 6.49 625 35. 12 8.2\ 31 .12-. % % ole \VA LTV LTVRat e LoanCO UIl I Balancf Bal ance Pel .\ gf WAC WAM \\ILTV WCLT " PPP " ure" 0 0 Ft: LL STD ;'\00 FICO :>80-/0 : %CA

5.500 - 5.9996.000 - 6.4996 .500 - 6 .9997.000 -7.4997.500 - 7.9998.000 - 8.4998.500 - 8 .9999.0009.4999 .500 - 9 .99910.000 10 .49910 .500 - 10.99911.000 11.49911.500 - 11.99912.000- 12.499[2.500 12.99913 .000 13.49913.500 - 13 .99914.500 - 14 .999Ralf TOla ls

IMonth Funded2/11200631112006411120065111'200661112006

171112000711120068/11'2006

Funded Tolal5

I'4733'lSi661"I13145446622'186II I159I I'6310l2

4,521

6,757,16015.066 ,20796,416,403

107.291 ,766[73,234,909137,611.827156,764,49985,270.29479,090,29934,308,1812 1,968,32611,806,42513,948,4248,344,5 194,473,144

789,839245,80011 8,800

953,506,822

355.640320,558284.414281.606262.080249.7492 14,452181.820

0.711.5810.1111.2518.1714.4316.448.94

169.722 8.29153,162 3.60118,109 2.30104,482 \.2487,726 1.4674.505 0.8871,CI02 0.4778,984 0.0881,933 0.0359,400 0.0 1

210,906 100.00

Loan Avg.Count Hal n.ef Halaoft p",

497J

l041,414

I2.677

4052 1

96,56514,411 ,36518,482,09667,238,446

271,150,794194,400

581,638,655294,500

953,506,822

48,283 0.0 1294,109 LSI253,179 1.94221,179 7.05191,762 28.44194,400 0.02217,273 61.00294,500 0.0]210,906 100.00

Note: "'Yo NCO" excludes oc cu pancies lisled as "Second Home,"

,2

5.786.296.767.287.748.268.749.23

6.066.096.086.086. 136.156.196.27

9.74 6.3610.23 6J 6

2 10.70 6.442 11.21 6.722 11.74 6.642 12.22 7.062 12.642 13.08

13.592 14.582 8.42 6.19

70.2879.0874 .6379.1080.5180.5981.2881.3579.4676.2566.8042.6425 .3725 .0619 .8520.0020.0018.4877.20

73.5483.2379.5987.1489.4689.8588 .57116.748S.2988.3688.2391.7297.5297.2999.83

100.00100.00100.0011 1.52

8599 192492.71 29.2590.96 21 .24S5 .55 41.8482.88 45 .8470.69 47 .6867.79 46.0059.89 42.3254.7 1 ]9 .5956.46 48.1551.31 51.4862.30 56.4658 .47 71.96!is. I I 68.4438.45 90.6216.64 100.000.00 42.720.00 69.70

393966.4764.8346.8042 .9542 .1347.31SU 656.5944.8543.6 136.1427.1930.66

8.40

96.1593.1985.597l.9968.9055.4252,3544.4049.8936.8040,0033.5851,0363.7921.66

0.00 58.8257.28 100.0030,30 100.00

3.856.8114 .4128.013 1.1044.5847 .6555.6050,1163.2060.0066.4248.9736.2178 .]44 1.18

0.000.00

72.74 41.09 47.88 60.30 39.70

0.00lA S1.2]1.532.392.307.3213. 1619 .0722 .7018.908.774.051.9700 00.000.000.00

"46686566426356256166055935996066226306162861607591

20.1435.4921.S326 .6428 .5J30.2841.955 1.2957.8858.0846.7516 .38

1.680.810.000.000.000.00

6.49 626 35. 12

0.0010 .874.344,469.518.13

10.658,4811 .9310.]77.040.000 .000 .000 .00

69.0844 .8050.3 840.1129.4330.2728.7320.8319.3011.5 I17.1836.0441 .0835.0340.64

0.00 69.140.00 0.000.00 0.008.21 31 .12

'Y. % 0..- Ole WA LTV LTVAgf WA C WAM WLTV WCLT" PPP Pure" C/O FU LL SYD ;'\00 FICO >8 0% %CA6 12.42 20.00 100.00 0.00 4 1.40 58.60 58.60 4 1.40 0.00 626 000 0.00 0,00

2g.4734.7733.9430.100.00

31.250.00

5 Hg 6.124 8.27 6. 1]] 8.68 6.102 8.63 6.1973 8.99 6.70

8.3 1 6.20o 10.45 6.55--------2 8.42 6.19

gL2781.1975 ,1372.87gO.OO79.2395.0071.20

Page 4 of 6

87.6490.7]91.2987.91

81.8] 40.78 42 .9472.63 54.23 29.3670.73 47.88 42 .2670.25 43.09 47.25

84.3977.3070.7662.41

15.6122 .7029.2437.59

80.00 100.00 0.00 100.00 100.00 0.0086.79 73.90 42.23 49.54 56.98 43.0295.00 100.00 100.00 0.00 0.00 100.00

15.2211.925.916.740.006.050.00

611 33.70 16.37644 46.5 1 18.25628 41.40 10.73629 32.66 8.62!i30 0.00 0.00624 35.20 7.17601 100 .00 100.00- -- --- ------ -- - - -- --- -- - - - - ---11 / .52 72.74 43 .09 47.88 60.30 39.70 6.49 626 35.12 g.21 31.12


7/9

f ! ~ NC CAPITAL CORPORATION". , . A NEW CENTURY COMPANY

Avg. % /.

Loan Stratification ReporLoan Number(s) Specifi

% /. \VA LTV LTI'Co"Top 5 Mtg Histories Counl Ua l:au t Bl t. ot t " cl Ag t WAC "'AM WLn ' weLT\ ' PPP Purch 0 0 FU L L STO iliOO FICO >80% >90-;' %CANo [.alesJ X ) O2 X)OI X 60J X)O01her

3,634J93117120"7'l

767,334 ,UJ l89,863.82328,099.72423,219,98 112.184,08832,805,173

,t1 1,IS4 80.47 2 8.33 6. 12 77.19228.661 9.42 8.55 6.26 79.96205.107 2.95 8.69 6.35 77.67193.500 2A4 2 9.10 6.60 75.1821 0,070 1.28 8.83 6AO 79 .20183 .269 3.44 2 9.25 6.80 70.04

1I.1 .60 73.10 50.52 40. 13 57.63 42.37 7.07 637 33.71 8.65 31.8681.91 68.5 1 14,60 76.65 62.83 }7 ,17 5.81 591 50.94 9.71 29.9717.75 77.05 9.79 83 .58 74.5 1 25.49 2.16 580 49_04 4.69 20, 1075 .25 68.23 0.34 95. \ 1 76.69 23 .31 2.89 556 30.07 0.00 22.6079.25 84 .23 9.6 1 83.78 75 .99 24.01 1.42 564 52.95 10_90 37.2274.33 71.23 18 .60 73. 01 86.03 13 .97 2.89 564 9.67 1.74 30.22

T o J V 5 M l l : l l s l o r i ~ 5 T o b 4,521 953,506,822 210,906 11111.00 2 8.42 6.19 77.20 87.3 .t 1.t. I" "J.U'J 4 1 l1li OU.JII 0.'1 '1 0.t0 J3.1.t e tl JL I.t- - ~ ~ - - ------A"I: .Top 10 States Lo.nCOlin! B. I.nct Bat.net Pet Age WAC WAM ' ,",LTV WC LTV

CAI FL

NYinci NJ,AZ' MDILNVMAOtherTop 10 S li l tS Tot.1s

i Loan Amount10 ,5 0,000100,001 1 50,000150,001 - 200,000200,001 2 50,000250,001 _ 300,000300,001 350,000350,001 - 400,000400,001 - 450,000

1450,00 1 - 500,00050,001100,000500,001 & GreaterLoan Amount TO lals

923565216396",182125"311393

1,6044,521

LoaoCounl21086462351917l222203146120985'",521

296,730,650109,930,69268,289,50444,657,97839,492,34034 ,956,21129,886,43925,370,0 1625,034,79722 ,893,249

256,264,946953,506,822

~ " U - - - - c ~ " " " 8,575,383

107,385,342109,123,549116,533,332102,109, 18971 ,853.39676,507.37762,292,55957, i9O,26273,857,572

168,078,861953,506,822

321 ,48 5 3 1.12194 ,568 I I .n316, 155 7.16112,773 4.68261 ,539 4.14192,067 3.67239,092 3.13165,81 7 2.66221,547 2.63246,164 2.4 0159,766 26.88~ ~ - - ~ -21 0,906 100.00

Avg .Balance Pet'W,835 0 .90

124,289 11.26175,158 11.44224,534 J2.22275,227 10.71323,664 7.54376,884 8.02426,661 6.53' ;;6,586 6.00

74,982 7.75651,468 17.63.. , u,906 100.00

Note: "% NOO" excludes occupancies lis ted as "Second Home."

222222

222,

8.1585 58.168.6 18.588.3 I8.528.798.218.328.688.4 2

6. 166.206.166.226.266.236.206.076.206.266.206.1 9

75 .2977.2077. 2877.9177.7877.5178 .5776.6276 .5677.1379 .0977.20

87.7386.1787.4288.3185 .0185.1185 .8687.7890.1282.2488.8487.52

Age WAC WAM WLTV WC LT\'2 10.75 6.77 25.72 93 .762 9.02 6.20 69.50 86.542 8.6 1

8.308.188.3 28.017.98

2 8.042 9.692 7.991 8.42

6.226.206.2 16.236.196.176. 146.236.136.19

75. 2079 .]479.5181.358J.2782.0782.i562.5982 .4577.20

Page 5 of 6

85 .6785 .2485.6588.1787.5589.29&9.:;;:087.8790.0587.52

0/0 0 0 0/0 % WA LTV LTV %CA1'1' Puc h ClO "ULL STD 1\'00 FICO > 8 0 ~ >90%

33.53 45.409 1.64 465456.28 41.7060.80 54.200.00 35 .33

88.46 37.2 118 .82 17.7422.75 52.2796.84 53.1512 .78 21.2681.91 42.3972.74 43.09

46.20 55.78 44.2249.77 57.3052.30 47.4 235.51 67.6 154.32 49.9355.64 71.1071.66 68.104L1 1 54.5139.29 59.2366.04 54.3 045.01 69.39

42.7052.5832.3950.0728.9031.9045.4940.7745.7030.61

47.88 60.30 39.70

3.6 1 638 29.727.289.325.6 16.751.742.22

12.491.69

J 1.459A1

617642619625611613621629617616

32.8738.6924.3440.3033.3043.9946.3123.2645.0640.84

6.49 626 35.12

8.43 100.007.817.375.344.265.82

10.936.071.029.979.65

0.000.000.000.000.000.000.000.000.000.00

8.2 1 31.12% 0/. % % % % WA LTV L1V %PPP Purc h ClO FUL L STD NOO FICO >80;' >90% CA

49.65 79.82 18.08 74.69 25.3174.75 44.75 44.56 7 1.1 8 28.8278.39 40.1777.3 7 37.2373.04 34 .7969.40 46.1275.02 42.0411.22 4S.3976.62 46.6866.17 52.16

51.7555.6 158.2045.3049.0847.1747 .5042.53

70.6265.4656.6554.2048. 1249.4045.8170.12

29.3834.5443 .3545.8051.8850.6054. 1929.88

2.92 627 2.316.68 615 28.305575.935.238.914.845.565.94

11.66

61360961963J62863.64 i616

30.3736.3235.6138.6339.4640.2339 .. 227.42

0.00 IAI5.23 12.086.406.876.66

10.2610.316.95

10.964.98

1l.4117.3729.3033.3547.0454.8449.36

9.6868.10 44.29 40.70 57.34 42.66 6.26 648 39.65 12 .72 53.16-- - ~ - - ~ --- - - ~ - -- - ~ - - ~72.74 43.09 47.88 60.30 39.70 6.49 626 35.12 8.21 3 1.1 2


8/9

( ! ~ NC CAPITAL CORPORATION" '- A NEW CENTURY COMPANY Loall Stratificatioll ReporLoan Number(s) Specifi

Matrix CodelOS - NEW CENTURY106 lo no NCEN302 - I MO:IITII LlBOR suorRIME -'MO - U38 AR104 - BLUE SECO:"JOl'oI alr h Codf To'a ls----

;No. Years at Home

Co "Cou nt2.7&41.723

16

4,521Co "Coun l

Avg. "I 0/. % % W,\ I.TV LTVO. rl ncr. Balanct I'el Al:f WAC WAM WLn' We lT V " PI' Purc h ClO .' ULl. STD NOD FICO >/1 0% >900/ 6 19 ,080.991330, 128,740

2,726 ,1311,490 ,96 0

80 ,00 0

222 ,37 1 64 .93191.60 1 34.62389,447 0.29248.493 0.16

80,000 0.01

222

8.39.487.748.46

12.00

6.24 80.496.09 70 976.07 gUS6.29 79.59

171 7

8o.s8 72.37 2158 71.54 63 19 36.8199.87 73.111 82.85 4.13 54 J.S 45.6591-23 94.8 1 100.00 00 0 100.00 0.0090 48 SS .53 69.62 O()() 100.00 0 .0039.89 100.00 0.00 100.00 100.00 0.00

9.94O.OJ0.0015.2100 0

6""3'"J2603

H42 12.5608 9 00 03509 20 .9 1I n l 0.0000 0 0.00

CA27.8436.9441 .5334.79

00 0" . ; w ( I , & 2 2 210 .906 100.00 2 8..42 6.19 77.20 87.51 71.74 43.09 -".88 60.30 39.70 6.49 626 35.12 8.21 31.12

AI g. e; % .; . of'. % % WA LTV LTV %" allllte 8 ala nn' Pcl Agt WAC WAM "'LTV WCLTV PPP Putch ClO FULL STD )'0;00 FI CO ;:080% ;:090% CA- - - -- -- -< I Year 326 72 ,754,039 223,172 7.63 2 8.43 6.13 79 .84 92.6 1 74.77 69.84 24 .96 54.67 45.33 12.82 637 40.62 11.07 26.65

1 2 1.426 3 11 ,361 ,680 218,34632 .65 2 8,40 6.1579.25 91.12 72.4548 .7 0 3 9 ,4 1 59,47 40.53 6.07 631 36.77 10.07 33.92

13 .5 830 179.687.455 216,491 18.84 I 8.39 6.18 77.91 88.83 71.76 411 .28 40.57 59.45 40.55 6.61 626 32.99 6.02 27.456 10 824 176,309,224 2 1l,968 18,49 2 8.38 6.23 76." Sl .89 7 1.09 3 1.46 6 1.16 59.64 40.36 5.26 618 34.97 7.50 28 .98;:0 10 Years 657 130,653,383 198 ,864 1l .70 2 8.31 6.22 74.39 71 .93 74.47 23.25 70.33 66.08 3).92 7.0 1 620 32.26 7.55 3 1.83Undefined 458 82,741.041 180,657 8.68 2 8.&2 6.23 70.55 87.91 72.79 41.16 52.07 62.45 JU S 4.00 6 19 31 .54 6.03 35.93- - - - - - - - - --- --- --- --- - - - ---No. Yursal l10mf TOlals 4,521 953,506,822 210,906100.00 2 8.42 6.19 77.20 87.52 72.74 43.011 47.88 60.30 39.70 6.49 626 3.5..11 8.2 1 31.12

Loin Ih g. e;. 0/. e;. % % % WA LTV L V e;.No. Years at Job Counl Balaot t Balancc " (I Agf WAC WAM WLTV WC LTV PPP Pllr(b ClO FU l.I. STD )'0;00 FICO ;:080% :>90"/0 CA

1

< I Ytar1- 2

. 3 5610

1 ;:0 10 YearsUndefined:110. Yurt al Job Totals

'"942'"23.90'".!52 1

75,963 ,824189,993,056180,9 10,355205,S03,51)199,6 15,826101,520,247953,5(16,822

177,072 7.97201,691 19.93218,491 18.97222,647 21.SS224,287 20.93199,450 10.65.. . u,906 100 .00

Note: "% NOO" excludes occupancies listed as "Second Home."

- - - - -- ---2 8.40 6.172 8.43 6.192 8.49 6.172 8.49 6.202 8.29 6.202 8.40 6.172 8.42 6.19

78 .3577.2377.0078.1176.5975 .9677.20

Page 6 of6

87.6888.7690.7487.&583.4986.5687.5%

77.38 43.9614.52 48 .5872.87 57.2370.68 41.6070.62 28.29R 04 39.10-----72.74 43.011

46.S241.8436.5548.1461.11751."47.88

74 .1960.21411 .3357.81

aSI39.7950.6742.19

5.19 616 36.76 7.93 16.433.75 624 33.57 7.63 27.655.91 636 30.9 1 6 .75 36.248.48 625 311.06 9.5 I 33.92

66.79 33 .21 9.38 621 35.37 8.24 30.376 1.86 38.14 3.90 628 3H l 9.44 35.31- - --- --- --- - - - --- - - -60.30 311.711 6.411 626 3.5..12 !l.2 1 31.12


9/9

BUY UPIOOWN SettlementPricing Coupon 8.40000Settlement Coupon

Buy DownlUp 0.03750Pricing Margin 6.24000Settlement Margin 6.18900

(0.05100)ARM 758,556,343.73FIXED 190,387,861 .28948 ,944.205 .01%01ARMS 0.799369Buy OowrvUp (0.0203d)

Buy DownJUpCoupon 0.03750Buy OownJUpMargin (0.0203' )Prepaymet Adj. (O.0325U)Trade Price 102.55000Settlement Price 102.5346

/ ' ,:" ' 1 ' "

CMLTI 2006-NC2 Final Pool Issues

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