Collateral Type. PRINCIPAL % OF REMAINING DEBT- NUMBER OF BALANCE PRINCIPAL TERM TO TO- MORTGAGE MORTGAGE AS OF BALANCE AS OF MATURITY INCOME RATES COLLATERAL TYPE LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------------ 2 YEAR ARMS 9,958 $1,640,948,739.33 58.61% 358 39.56% 7.648% 600 84.05% 3 YEAR ARMS 2,858 501,274,505.73 17.90 358 38.54 7.49 617 85.71 FIXED 5,049 657,776,661.89 23.49 348 38.23 7.433 633 80.20 ------------------------------------------------------------------------------------------------------------------------------------ TOTAL: 17,865 $2,799,999,906.95 100.00% 356 39.06% 7.569% 611 83.44% ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCES AS OF THE CUT-OFF DATE ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL % OF REMAINING DEBT- RANGE OF NUMBER OF BALANCE PRINCIPAL TERM TO TO- MORTGAGE PRINCIPAL BALANCES MORTGAGE AS OF BALANCE AS OF MATURITY INCOME RATES AS OF THE CUT-OFF DATE ($) LOANS ORIGINATION ORIGINATION (MONTHS)* (%)* (%)* FICO* OLTV (%)* ------------------------------------------------------------------------------------------------------------------------------------ <= 50,000 1,087 $ 43,366,016.14 1.55% 349 34% 9.581% 622 83.66% 50,001 - 100,000 5,852 418,860,723.07 14.96 349 36.19 8.219 605 82.83 100,001 - 150,000 3,820 473,554,974.67 16.91 355 38.17 7.718 607 83.76 150,001 - 200,000 2,510 435,728,104.52 15.56 357 39.34 7.522 605 83.11 200,001 - 250,000 1,629 364,980,258.70 13.04 357 40.27 7.424 609 82.84 250,001 - 300,000 1,096 300,188,805.47 10.72 357 40.09 7.33 609 82.6 300,001 - 350,000 663 214,211,276.40 7.65 359 40.86 7.294 619 84.74 350,001 - 400,000 409 153,520,912.46 5.48 358 40.81 7.269 619 84.39 400,001 - 450,000 282 119,782,108.18 4.28 357 40.18 7.288 623 86.83 450,001 - 500,000 274 131,697,804.01 4.7 358 39.72 7.191 625 85.25 500,001 - 550,000 82 43,349,821.67 1.55 359 40.67 6.95 615 82.27 550,001 - 600,000 74 42,483,697.76 1.52 359 39.84 6.868 619 81.01 600,001 - 650,000 43 26,926,907.90 0.96 359 40.02 7.053 612 84.01 650,001 - 700,000 20 13,564,647.18 0.48 359 40.69 6.858 628 76.8 700,001 - 750,000 23 16,904,521.78 0.6 359 36.24 6.647 624 76.85 850,001 - 900,000 1 879,327.04 0.03 359 41 7.35 684 80 ------------------------------------------------------------------------------------------------------------------------------------ TOTAL: 17,865 $ 2,799,999,906.95 100% 356 39.06% 7.569% 611 83.44% ------------------------------------------------------------------------------------------------------------------------------------ * Based on the original balances of the Mortgage Loans. PRINCIPAL BALANCES AT ORGINATION ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL % OF REMAINING DEBT- RANGE OF PRINCIPAL NUMBER OF BALANCE PRINCIPAL TERM TO TO- MORTGAGE BALANCES AT MORTGAGE AS OF BALANCE AS OF MATURITY INCOME RATES ORIGINATION ($) LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------------ <= 50,000 1,056 $ 41,900,287.20 1.49% 350 33.95% 9.639% 623 83.91% 50,001 - 100,000 5,878 420,388,692.00 15.00 349 36.19 8.219 604 82.80 100,001 - 150,000 3,819 473,593,349.00 16.90 355 38.17 7.718 607 83.74 150,001 - 200,000 2,516 437,037,307.00 15.59 357 39.34 7.521 605 83.14 200,001 - 250,000 1,626 364,576,138.00 13.01 357 40.26 7.426 609 82.84 250,001 - 300,000 1,097 300,613,696.00 10.73 357 40.08 7.327 609 82.61 300,001 - 350,000 662 213,952,037.00 7.63 359 40.87 7.299 619 84.69 350,001 - 400,000 412 154,710,539.00 5.52 358 40.83 7.264 619 84.41 400,001 - 450,000 281 119,462,490.00 4.26 358 40.17 7.289 624 86.84 450,001 - 500,000 275 132,280,572.00 4.72 357 39.74 7.190 624 85.25 500,001 - 550,000 82 43,389,699.00 1.55 359 40.67 6.950 615 82.27 550,001 - 600,000 74 42,521,026.00 1.52 359 39.84 6.867 619 81.01 600,001 - 650,000 43 26,946,465.00 0.96 359 40.02 7.053 612 84.02 650,001 - 700,000 20 13,576,830.00 0.48 359 40.69 6.858 628 76.80 700,001 - 750,000 23 16,919,681.00 0.60 359 36.24 6.647 624 76.85 850,001 - 900,000 1 880,000.00 0.03 359 41.00 7.350 684 80.00 ------------------------------------------------------------------------------------------------------------------------------------ TOTAL: 17,865 $ 2,802,748,808.20 100.00% 356 39.06% 7.569% 611 83.44% ------------------------------------------------------------------------------------------------------------------------------------ REMAINING TERM TO MATURITY ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL % OF REMAINING DEBT- NUMBER OF BALANCE PRINCIPAL TERM TO TO- MORTGAGE RANGE OF MONTHS MORTGAGE AS OF BALANCE AS OF MATURITY INCOME RATES REMAINING LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------------ 60.01 - 120.00 15 $ 1,212,463.81 0.04% 119 36.25% 8.282% 664 69.46% 120.01 - 180.00 317 29,008,451.78 1.04 179 37.59 7.606 610 73.01 180.01 - 240.00 244 24,976,907.34 0.89 239 38.24 7.878 617 79.20 240.01 - 300.00 12 1,350,375.34 0.05 299 38.34 7.790 660 82.64 300.01 - 360.00 17,277 2,743,451,708.68 97.98 359 39.09 7.566 611 83.60 ------------------------------------------------------------------------------------------------------------------------------------ TOTAL: 17,865 $ 2,799,999,906.95 100.00% 356 39.06% 7.569% 611 83.44% ------------------------------------------------------------------------------------------------------------------------------------ MORTGAGE RATE ------------------------------------------------------------------------------------------------------------------------------------ RANGE OF PRINCIPAL % OF REMAINING DEBT- CURRENT NUMBER OF BALANCE PRINCIPAL TERM TO TO- MORTGAGE MORTGAGE MORTGAGE AS OF BALANCE AS OF MATURITY INCOME RATES RATES (%) LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------------ 5.500 - 5.999 559 $ 141,402,575.05 5.05% 356 38.38% 5.873% 654 76.28% 6.000 - 6.499 1,498 311,773,618.66 11.13 356 38.32 6.238 636 79.72 6.500 - 6.999 2,819 551,571,316.81 19.70 355 39.27 6.750 626 82.16 7.000 - 7.499 2,413 404,297,393.61 14.44 356 39.43 7.235 616 84.02 7.500 - 7.999 3,355 528,242,701.72 18.87 356 39.49 7.751 601 85.08 8.000 - 8.499 2,244 314,964,925.60 11.25 356 38.83 8.231 592 85.37 8.500 - 8.999 2,122 280,775,572.20 10.03 355 38.89 8.721 586 86.03 9.000 - 9.499 968 115,311,386.46 4.12 356 39.06 9.200 581 85.51 9.500 - 9.999 691 73,814,187.70 2.64 353 39.31 9.700 575 83.01 10.000 - 10.499 254 23,069,657.17 0.82 354 39.38 10.210 573 82.17 10.500 - 10.999 277 19,136,231.01 0.68 351 38.49 10.756 589 84.21 11.000 - 11.499 262 15,801,698.92 0.56 352 38.45 11.208 621 87.55 11.500 - 11.999 168 9,238,563.04 0.33 347 37.54 11.710 614 89.85 12.000 - 12.499 153 7,181,818.51 0.26 358 37.71 12.294 628 96.79 12.500 - 12.999 82 3,418,260.49 0.12 358 34.20 12.570 625 96.59 ------------------------------------------------------------------------------------------------------------------------------------ TOTAL: 17,865 $ 2,799,999,906.95 100.00% 356 39.06% 7.569% 611 83.44% ------------------------------------------------------------------------------------------------------------------------------------ ORIGINAL LOAN-TO-VALUE RATIOS ------------------------------------------------------------------------------------------------------------------------------------ RANGE OF PRINCIPAL % OF REMAINING DEBT- ORIGINAL NUMBER OF BALANCE PRINCIPAL TERM TO TO- MORTGAGE LOAN-TO-VALUE MORTGAGE AS OF BALANCE AS OF MATURITY INCOME RATES RATIOS (%) LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------------ <= 25.000 32 $ 2,306,561.14 0.08% 337 33.69% 7.065% 622 19.94% 25.001 - 30.000 32 3,398,299.88 0.12 335 37.34 6.826 610 28.06 30.001 - 35.000 57 6,541,111.38 0.23 346 35.51 7.166 610 33.42 35.001 - 40.000 85 9,976,439.31 0.36 341 39.50 7.150 598 37.79 40.001 - 45.000 91 11,851,149.01 0.42 344 37.88 7.094 619 42.80 45.001 - 50.000 164 20,873,012.37 0.75 350 37.91 7.346 595 48.00 50.001 - 55.000 215 30,295,024.10 1.08 349 38.48 7.206 594 52.81 55.001 - 60.000 342 52,460,374.11 1.87 352 40.00 7.522 582 58.13 60.001 - 65.000 560 88,844,945.83 3.17 354 39.24 7.328 582 63.37 65.001 - 70.000 833 133,736,637.25 4.78 354 40.05 7.539 583 68.59 70.001 - 75.000 1,415 229,353,156.46 8.19 355 40.92 7.622 579 74.01 75.001 - 80.000 3,166 511,958,697.89 18.28 355 38.44 7.227 609 79.49 80.001 - 85.000 2,059 333,775,169.60 11.92 356 39.08 7.391 601 84.31 85.001 - 90.000 4,519 707,228,059.93 25.26 357 38.22 7.664 610 89.68 90.001 - 95.000 3,170 576,215,727.13 20.58 357 39.96 7.627 639 94.76 95.001 - 100.000 1,125 81,185,541.56 2.90 355 37.41 9.810 667 99.91 ------------------------------------------------------------------------------------------------------------------------------------ TOTAL: 17,865 $ 2,799,999,906.95 100.00% 356 39.06% 7.569% 611 83.44% ------------------------------------------------------------------------------------------------------------------------------------ FICO SCORE AT ORIGINATION ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL % OF REMAINING DEBT- NUMBER OF BALANCE PRINCIPAL TERM TO TO- MORTGAGE RANGE OF MORTGAGE AS OF BALANCE AS OF MATURITY INCOME RATES FICO SCORES LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------------ 500 - 519 1,042 $ 151,234,877.94 5.40% 357 42.07% 8.384% 510 75.15% 520 - 539 1,415 203,306,184.69 7.26 356 40.93 8.204 530 77.21 540 - 559 1,827 280,734,518.98 10.03 356 40.35 7.960 551 80.61 560 - 579 1,441 224,470,705.56 8.02 356 39.45 7.789 569 80.51 580 - 599 2,076 332,696,277.90 11.88 356 39.03 7.578 589 83.34 600 - 619 2,412 387,706,852.40 13.85 356 38.89 7.463 609 85.23 620 - 639 2,498 387,972,899.47 13.86 355 38.99 7.377 629 85.83 640 - 659 1,803 278,472,824.74 9.95 356 38.27 7.277 649 86.09 660 - 679 1,188 191,523,107.97 6.84 356 38.00 7.226 669 86.23 680 - 699 903 150,229,283.85 5.37 356 37.27 7.169 689 87.35 700 - 719 544 94,309,133.65 3.37 355 37.11 7.116 709 86.49 720 - 739 321 51,233,229.13 1.83 356 37.54 7.193 729 85.90 740 - 759 203 36,341,242.35 1.30 355 36.47 7.049 749 85.83 760 - 779 117 19,277,964.18 0.69 355 34.79 7.163 767 86.20 780 - 799 62 9,144,989.77 0.33 353 34.63 7.285 788 82.29 800 - 819 13 1,345,814.37 0.05 348 38.01 6.972 804 76.37 ------------------------------------------------------------------------------------------------------------------------------------ TOTAL: 17,865 $ 2,799,999,906.95 100.00% 356 39.06% 7.569% 611 83.44% ------------------------------------------------------------------------------------------------------------------------------------ DEBT-TO-INCOME RATIO ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL % OF REMAINING DEBT- RANGE OF DEBT- NUMBER OF BALANCE PRINCIPAL TERM TO TO- MORTGAGE TO-INCOME MORTGAGE AS OF BALANCE AS OF MATURITY INCOME RATES RATIOS (%) LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------------ <= 20.00 1,172 $ 150,187,826.68 5.36% 355 14.67% 7.543% 628 82.09% 20.01 - 25.00 1,153 144,273,442.86 5.15 355 23.20 7.629 616 82.74 25.01 - 30.00 1,637 215,797,859.40 7.71 355 28.16 7.621 612 82.68 30.01 - 35.00 2,349 340,608,958.67 12.16 355 33.15 7.495 617 83.38 35.01 - 40.00 3,007 468,455,442.94 16.73 356 38.16 7.582 614 84.12 40.01 - 45.00 3,914 643,879,817.84 23.00 356 43.06 7.567 615 84.60 45.01 - 50.00 3,939 714,298,676.41 25.51 356 48.09 7.546 604 85.15 50.01 - 55.00 694 122,497,882.15 4.37 355 53.16 7.748 571 68.86 ------------------------------------------------------------------------------------------------------------------------------------ TOTAL: 17,865 $ 2,799,999,906.95 100% 356 39.06% 7.569% 611 83.44% ------------------------------------------------------------------------------------------------------------------------------------ GEOGRAPHIC DISTRIBUTION ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL % OF REMAINING DEBT- NUMBER OF BALANCE PRINCIPAL TERM TO TO- MORTGAGE MORTGAGE AS OF BALANCE AS OF MATURITY INCOME RATES STATE LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------------ AK 47 $ 8,028,470.29 0.29% 359 37.84% 7.743% 626 87.29% AL 187 18,663,068.99 0.67 353 37.81 8.206 603 85.97 AR 34 3,655,277.98 0.13 353 38.25 8.562 588 85.30 AZ 863 99,779,020.00 3.56 355 37.40 7.698 611 87.29 CA 2,978 757,953,846.48 27.07 357 40.80 7.165 610 79.42 CO 304 49,477,427.85 1.77 357 39.25 7.459 611 86.51 CT 248 48,843,764.14 1.74 357 39.12 7.489 608 83.17 DE 34 4,984,258.35 0.18 347 41.18 7.820 596 82.23 FL 1,853 249,671,280.16 8.92 355 38.72 7.706 612 84.45 GA 454 60,127,045.97 2.15 357 36.24 7.830 617 87.27 HI 170 43,815,533.41 1.56 357 40.59 6.832 639 81.19 IA 112 9,820,914.51 0.35 349 38.42 7.981 599 86.45 ID 39 4,749,893.36 0.17 350 35.40 7.452 612 84.02 IL 1,252 189,390,066.22 6.76 358 38.96 7.870 619 86.94 IN 524 39,757,772.27 1.42 356 36.03 7.955 606 86.92 KS 101 9,183,055.28 0.33 353 36.85 8.098 603 85.34 KY 101 9,232,736.72 0.33 350 37.19 7.774 598 85.31 LA 201 19,362,006.02 0.69 350 37.36 8.031 583 82.98 MA 294 65,173,926.96 2.33 357 39.14 7.493 615 81.51 MD 466 81,747,572.91 2.92 355 38.51 7.551 602 83.90 ME 47 6,773,838.63 0.24 356 35.80 7.648 600 82.18 MI 1,070 109,410,723.07 3.91 358 37.33 7.916 599 85.56 MN 296 51,615,881.48 1.84 358 40.34 7.620 612 86.51 MO 417 37,863,501.52 1.35 356 37.67 8.067 592 86.03 MS 130 10,943,206.41 0.39 348 38.71 7.957 598 85.82 MT 6 717,395.88 0.03 359 37.30 7.498 595 71.67 NC 252 25,434,998.96 0.91 351 37.20 8.040 598 83.79 ND 11 808,451.91 0.03 347 39.88 7.411 625 84.31 NE 77 6,794,872.45 0.24 356 37.97 7.656 611 86.60 NH 39 6,471,198.96 ▇.▇▇ ▇▇▇ ▇▇.▇▇ ▇.▇▇6 602 78.84 NJ 348 78,325,309.65 2.80 357 39.39 7.609 618 84.46 NM 56 6,308,270.59 0.23 358 35.73 7.950 616 89.85 NV 350 64,503,231.97 2.30 358 39.03 7.658 614 83.19 NY 772 208,986,618.95 7.46 357 39.52 7.534 625 83.97 OH 797 75,303,164.18 2.69 353 37.60 7.682 601 87.03 OK 122 10,998,727.34 0.39 351 35.92 8.265 599 86.60 OR 103 14,674,857.83 0.52 355 36.69 7.421 616 82.69 PA 433 48,573,946.34 1.73 351 37.16 7.693 596 83.65 RI 111 19,625,384.65 0.70 355 39.65 7.420 621 80.83 SC 161 14,039,886.99 0.50 350 36.45 7.905 594 83.71 SD 15 1,799,007.28 0.06 359 36.49 7.890 594 88.42 TN 320 28,887,288.59 1.03 348 36.86 8.072 603 86.83 TX 914 97,781,015.99 3.49 343 37.56 8.052 601 83.31 UT 201 23,134,020.62 0.83 358 37.20 7.718 629 87.86 VT 7 819,365.53 0.03 359 46.87 7.527 585 69.25 WA 284 47,015,366.66 1.68 358 39.46 7.563 611 85.00 WI 252 27,717,660.16 0.99 356 39.62 8.073 603 85.97 WY 12 1,255,776.49 0.04 346 36.74 8.203 599 85.21 ------------------------------------------------------------------------------------------------------------------------------------ TOTAL: 17,865 $ 2,799,999,906.95 100.00% 356 39.06% 7.569% 611 83.44% ------------------------------------------------------------------------------------------------------------------------------------ OCCUPANCY STATUS --

Appears in 1 contract

Sources: Mortgage Loan Purchase Agreement (Park Place Securities, Inc., Asset-Backed Pass-Through Certificates, Series 2004-Mhq1)

Collateral Type. PRINCIPAL % OF PRINCIPAL REMAINING ~~DEBT-~~ NUMBER OF BALANCE ~~PRINCIPAL~~ BALANCE TERM TO DEBT-TO- MORTGAGE MORTGAGE AS OF ~~BALANCE~~ THE AS OF THE MATURITY INCOME RATES COLLATERAL TYPE LOANS ~~THE~~ CUT-OFF DATE ~~THE~~ CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ~~------------------------------------------------------------------------------------------------------------------------------------~~ -------------------------------------------------------------------------------------------------------------------------------- 2 YEAR ARMS ~~9,958 $1,640,948,739.33 58.61% 358 39.56% 7.648% 600 84.05%~~ 3,208 $ 752,886,942.63 58.96 360 39.29 7.486 598 84.62 3 YEAR ARMS ~~2,858 501,274,505.73 17.90 358 38.54 7.49 617 85.71~~ 1,091 268,054,734.31 20.99 360 39.33 7.359 609 84.55 FIXED ~~5,049 657,776,661.89 23.49 348 38.23 7.433 633 80.20 ------------------------------------------------------------------------------------------------------------------------------------~~ 960 255,985,288.38 20.05 353 38.47 6.464 652 77.91 -------------------------------------------------------------------------------------------------------------------------------- TOTAL: ~~17,865~~ 5,259 $~~2,799,999,906.95 100.00% 356 39.06% 7.569%~~ 1,276,926,965.32 100.00 358 39.13 7.255 611 ~~83.44% ------------------------------------------------------------------------------------------------------------------------------------~~ 83.26 -------------------------------------------------------------------------------------------------------------------------------- PRINCIPAL BALANCES ~~AS OF THE CUT-OFF DATE ------------------------------------------------------------------------------------------------------------------------------------~~ AT ORIGINATION -------------------------------------------------------------------------------------------------------------------------------- PRINCIPAL % OF REMAINING ~~DEBT-~~ RANGE OF NUMBER OF BALANCE PRINCIPAL TERM TO DEBT-TO- MORTGAGE PRINCIPAL BALANCES MORTGAGE AS OF BALANCE AS OF MATURITY INCOME RATES ~~AS OF THE CUT-OFF DATE~~ AT ORIGINATION ($) LOANS ORIGINATION ORIGINATION (MONTHS)* (%)* (%)* ~~FICO* OLTV (%)* ------------------------------------------------------------------------------------------------------------------------------------~~ FICO OLTV(%) -------------------------------------------------------------------------------------------------------------------------------- <= ~~50,000 1,087~~ 50,000.00 67 $ ~~43,366,016.14 1.55% 349 34% 9.581%~~ 2,787,976.00 0.22 341 35.22 9.134 613 50.15 50,000.01 - 100,000.00 1,294 98,150,735.00 7.68 355 35.81 8.763 599 76.33 100,000.01 - 150,000.00 887 108,792,505.00 8.52 357 37.27 8.113 590 84.66 150,000.01 - 200,000.00 575 99,566,251.00 7.80 359 39.43 7.963 596 84.54 200,000.01 - 250,000.00 276 61,472,104.00 4.81 359 38.27 7.869 595 85.19 250,000.01 - 300,000.00 185 50,730,066.00 3.97 359 39.36 7.617 610 84.39 300,000.01 - 350,000.00 345 115,974,742.00 9.08 359 39.47 7.065 614 82.47 350,000.01 - 400,000.00 604 226,392,959.00 17.73 360 41.05 6.896 616 83.39 400,000.01 - 450,000.00 384 163,416,013.00 12.79 359 40.32 6.875 622 ~~83.66% 50,001~~ 84.10 450,000.01 - ~~100,000 5,852 418,860,723.07 14.96 349 36.19 8.219 605 82.83 100,001~~ 500,000.00 295 141,372,100.00 11.07 358 39.22 6.882 622 82.79 500,000.01 - ~~150,000 3,820 473,554,974.67 16.91 355 38.17 7.718 607 83.76 150,001~~ 550,000.00 108 56,973,465.00 4.46 357 39.29 6.439 625 81.83 550,000.01 - ~~200,000 2,510 435,728,104.52 15.56~~ 600,000.00 104 59,878,243.00 4.69 358 39.55 6.519 620 80.82 600,000.01 - 650,000.00 57 35,883,401.00 2.81 357 ~~39.34 7.522 605 83.11 200,001~~ 36.33 6.495 614 79.20 650,000.01 - ~~250,000 1,629 364,980,258.70 13.04~~ 700,000.00 31 21,027,152.00 1.65 360 39.65 6.544 617 78.16 700,000.01 - 750,000.00 47 34,774,930.00 2.72 357 40.27 7.424 609 82.84 250,001 - 300,000 1,096 300,188,805.47 10.72 357 40.09 7.33 609 82.6 300,001 - 350,000 663 214,211,276.40 7.65 359 40.86 7.294 619 84.74 350,001 - 400,000 409 153,520,912.46 5.48 358 40.81 7.269 619 84.39 400,001 - 450,000 282 119,782,108.18 4.28 357 40.18 7.288 623 86.83 450,001 - 500,000 274 131,697,804.01 4.7 358 39.72 7.191 625 85.25 500,001 - 550,000 82 43,349,821.67 1.55 359 40.67 6.95 615 82.27 550,001 - 600,000 74 42,483,697.76 1.52 359 39.84 6.868 619 81.01 600,001 - 650,000 43 26,926,907.90 0.96 359 40.02 7.053 612 84.01 650,001 - 700,000 20 13,564,647.18 0.48 359 40.69 6.858 628 76.8 700,001 - 750,000 23 16,904,521.78 0.6 359 36.24 6.647 624 76.85 850,001 - 900,000 1 879,327.04 0.03 359 41 7.35 684 80 ------------------------------------------------------------------------------------------------------------------------------------ 37.07 6.595 613 76.81 -------------------------------------------------------------------------------------------------------------------------------- TOTAL: ~~17,865 $ 2,799,999,906.95 100% 356 39.06% 7.569%~~ 5,259 $1,277,192,642.00 100.00 358 39.13 7.255 611 83.44% ------------------------------------------------------------------------------------------------------------------------------------ * 82.47 -------------------------------------------------------------------------------------------------------------------------------- *Based on the original balances of the Mortgage Loans. PRINCIPAL BALANCES AT ORGINATION ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL % OF REMAINING DEBT- RANGE OF PRINCIPAL NUMBER OF BALANCE PRINCIPAL TERM TO TO- MORTGAGE BALANCES AT MORTGAGE AS OF BALANCE AS OF MATURITY INCOME RATES ORIGINATION ($) LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------------ <= 50,000 1,056 $ 41,900,287.20 1.49% 350 33.95% 9.639% 623 83.91% 50,001 - 100,000 5,878 420,388,692.00 15.00 349 36.19 8.219 604 82.80 100,001 - 150,000 3,819 473,593,349.00 16.90 355 38.17 7.718 607 83.74 150,001 - 200,000 2,516 437,037,307.00 15.59 357 39.34 7.521 605 83.14 200,001 - 250,000 1,626 364,576,138.00 13.01 357 40.26 7.426 609 82.84 250,001 - 300,000 1,097 300,613,696.00 10.73 357 40.08 7.327 609 82.61 300,001 - 350,000 662 213,952,037.00 7.63 359 40.87 7.299 619 84.69 350,001 - 400,000 412 154,710,539.00 5.52 358 40.83 7.264 619 84.41 400,001 - 450,000 281 119,462,490.00 4.26 358 40.17 7.289 624 86.84 450,001 - 500,000 275 132,280,572.00 4.72 357 39.74 7.190 624 85.25 500,001 - 550,000 82 43,389,699.00 1.55 359 40.67 6.950 615 82.27 550,001 - 600,000 74 42,521,026.00 1.52 359 39.84 6.867 619 81.01 600,001 - 650,000 43 26,946,465.00 0.96 359 40.02 7.053 612 84.02 650,001 - 700,000 20 13,576,830.00 0.48 359 40.69 6.858 628 76.80 700,001 - 750,000 23 16,919,681.00 0.60 359 36.24 6.647 624 76.85 850,001 - 900,000 1 880,000.00 0.03 359 41.00 7.350 684 80.00 ------------------------------------------------------------------------------------------------------------------------------------ TOTAL: 17,865 $ 2,802,748,808.20 100.00% 356 39.06% 7.569% 611 83.44% ------------------------------------------------------------------------------------------------------------------------------------ REMAINING TERM TO MATURITY ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL % OF REMAINING DEBT- NUMBER OF BALANCE PRINCIPAL TERM TO TO- MORTGAGE RANGE OF MONTHS MORTGAGE AS OF BALANCE AS OF MATURITY INCOME RATES REMAINING LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------------ 60.01 - 120.00 15 $ 1,212,463.81 0.04% 119 36.25% 8.282% 664 69.46% 120.01 - 180.00 317 29,008,451.78 1.04 179 37.59 7.606 610 73.01 180.01 - 240.00 244 24,976,907.34 0.89 239 38.24 7.878 617 79.20 240.01 - 300.00 12 1,350,375.34 0.05 299 38.34 7.790 660 82.64 300.01 - 360.00 17,277 2,743,451,708.68 97.98 359 39.09 7.566 611 83.60 ------------------------------------------------------------------------------------------------------------------------------------ TOTAL: 17,865 $ 2,799,999,906.95 100.00% 356 39.06% 7.569% 611 83.44% ------------------------------------------------------------------------------------------------------------------------------------ MORTGAGE RATE ------------------------------------------------------------------------------------------------------------------------------------ RANGE OF PRINCIPAL % OF REMAINING DEBT- CURRENT NUMBER OF BALANCE PRINCIPAL TERM TO TO- MORTGAGE MORTGAGE MORTGAGE AS OF BALANCE AS OF MATURITY INCOME RATES RATES (%) LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------------ 5.500 - 5.999 559 $ 141,402,575.05 5.05% 356 38.38% 5.873% 654 76.28% 6.000 - 6.499 1,498 311,773,618.66 11.13 356 38.32 6.238 636 79.72 6.500 - 6.999 2,819 551,571,316.81 19.70 355 39.27 6.750 626 82.16 7.000 - 7.499 2,413 404,297,393.61 14.44 356 39.43 7.235 616 84.02 7.500 - 7.999 3,355 528,242,701.72 18.87 356 39.49 7.751 601 85.08 8.000 - 8.499 2,244 314,964,925.60 11.25 356 38.83 8.231 592 85.37 8.500 - 8.999 2,122 280,775,572.20 10.03 355 38.89 8.721 586 86.03 9.000 - 9.499 968 115,311,386.46 4.12 356 39.06 9.200 581 85.51 9.500 - 9.999 691 73,814,187.70 2.64 353 39.31 9.700 575 83.01 10.000 - 10.499 254 23,069,657.17 0.82 354 39.38 10.210 573 82.17 10.500 - 10.999 277 19,136,231.01 0.68 351 38.49 10.756 589 84.21 11.000 - 11.499 262 15,801,698.92 0.56 352 38.45 11.208 621 87.55 11.500 - 11.999 168 9,238,563.04 0.33 347 37.54 11.710 614 89.85 12.000 - 12.499 153 7,181,818.51 0.26 358 37.71 12.294 628 96.79 12.500 - 12.999 82 3,418,260.49 0.12 358 34.20 12.570 625 96.59 ------------------------------------------------------------------------------------------------------------------------------------ TOTAL: 17,865 $ 2,799,999,906.95 100.00% 356 39.06% 7.569% 611 83.44% ------------------------------------------------------------------------------------------------------------------------------------ ORIGINAL LOAN-TO-VALUE RATIOS ------------------------------------------------------------------------------------------------------------------------------------ RANGE OF PRINCIPAL % OF REMAINING DEBT- ORIGINAL NUMBER OF BALANCE PRINCIPAL TERM TO TO- MORTGAGE LOAN-TO-VALUE MORTGAGE AS OF BALANCE AS OF MATURITY INCOME RATES RATIOS (%) LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------------ <= 25.000 32 $ 2,306,561.14 0.08% 337 33.69% 7.065% 622 19.94% 25.001 - 30.000 32 3,398,299.88 0.12 335 37.34 6.826 610 28.06 30.001 - 35.000 57 6,541,111.38 0.23 346 35.51 7.166 610 33.42 35.001 - 40.000 85 9,976,439.31 0.36 341 39.50 7.150 598 37.79 40.001 - 45.000 91 11,851,149.01 0.42 344 37.88 7.094 619 42.80 45.001 - 50.000 164 20,873,012.37 0.75 350 37.91 7.346 595 48.00 50.001 - 55.000 215 30,295,024.10 1.08 349 38.48 7.206 594 52.81 55.001 - 60.000 342 52,460,374.11 1.87 352 40.00 7.522 582 58.13 60.001 - 65.000 560 88,844,945.83 3.17 354 39.24 7.328 582 63.37 65.001 - 70.000 833 133,736,637.25 4.78 354 40.05 7.539 583 68.59 70.001 - 75.000 1,415 229,353,156.46 8.19 355 40.92 7.622 579 74.01 75.001 - 80.000 3,166 511,958,697.89 18.28 355 38.44 7.227 609 79.49 80.001 - 85.000 2,059 333,775,169.60 11.92 356 39.08 7.391 601 84.31 85.001 - 90.000 4,519 707,228,059.93 25.26 357 38.22 7.664 610 89.68 90.001 - 95.000 3,170 576,215,727.13 20.58 357 39.96 7.627 639 94.76 95.001 - 100.000 1,125 81,185,541.56 2.90 355 37.41 9.810 667 99.91 ------------------------------------------------------------------------------------------------------------------------------------ TOTAL: 17,865 $ 2,799,999,906.95 100.00% 356 39.06% 7.569% 611 83.44% ------------------------------------------------------------------------------------------------------------------------------------ FICO SCORE AT ORIGINATION ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL % OF REMAINING DEBT- NUMBER OF BALANCE PRINCIPAL TERM TO TO- MORTGAGE RANGE OF MORTGAGE AS OF BALANCE AS OF MATURITY INCOME RATES FICO SCORES LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------------ 500 - 519 1,042 $ 151,234,877.94 5.40% 357 42.07% 8.384% 510 75.15% 520 - 539 1,415 203,306,184.69 7.26 356 40.93 8.204 530 77.21 540 - 559 1,827 280,734,518.98 10.03 356 40.35 7.960 551 80.61 560 - 579 1,441 224,470,705.56 8.02 356 39.45 7.789 569 80.51 580 - 599 2,076 332,696,277.90 11.88 356 39.03 7.578 589 83.34 600 - 619 2,412 387,706,852.40 13.85 356 38.89 7.463 609 85.23 620 - 639 2,498 387,972,899.47 13.86 355 38.99 7.377 629 85.83 640 - 659 1,803 278,472,824.74 9.95 356 38.27 7.277 649 86.09 660 - 679 1,188 191,523,107.97 6.84 356 38.00 7.226 669 86.23 680 - 699 903 150,229,283.85 5.37 356 37.27 7.169 689 87.35 700 - 719 544 94,309,133.65 3.37 355 37.11 7.116 709 86.49 720 - 739 321 51,233,229.13 1.83 356 37.54 7.193 729 85.90 740 - 759 203 36,341,242.35 1.30 355 36.47 7.049 749 85.83 760 - 779 117 19,277,964.18 0.69 355 34.79 7.163 767 86.20 780 - 799 62 9,144,989.77 0.33 353 34.63 7.285 788 82.29 800 - 819 13 1,345,814.37 0.05 348 38.01 6.972 804 76.37 ------------------------------------------------------------------------------------------------------------------------------------ TOTAL: 17,865 $ 2,799,999,906.95 100.00% 356 39.06% 7.569% 611 83.44% ------------------------------------------------------------------------------------------------------------------------------------ DEBT-TO-INCOME RATIO ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL % OF REMAINING DEBT- RANGE OF DEBT- NUMBER OF BALANCE PRINCIPAL TERM TO TO- MORTGAGE TO-INCOME MORTGAGE AS OF BALANCE AS OF MATURITY INCOME RATES RATIOS (%) LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------------ <= 20.00 1,172 $ 150,187,826.68 5.36% 355 14.67% 7.543% 628 82.09% 20.01 - 25.00 1,153 144,273,442.86 5.15 355 23.20 7.629 616 82.74 25.01 - 30.00 1,637 215,797,859.40 7.71 355 28.16 7.621 612 82.68 30.01 - 35.00 2,349 340,608,958.67 12.16 355 33.15 7.495 617 83.38 35.01 - 40.00 3,007 468,455,442.94 16.73 356 38.16 7.582 614 84.12 40.01 - 45.00 3,914 643,879,817.84 23.00 356 43.06 7.567 615 84.60 45.01 - 50.00 3,939 714,298,676.41 25.51 356 48.09 7.546 604 85.15 50.01 - 55.00 694 122,497,882.15 4.37 355 53.16 7.748 571 68.86 ------------------------------------------------------------------------------------------------------------------------------------ TOTAL: 17,865 $ 2,799,999,906.95 100% 356 39.06% 7.569% 611 83.44% ------------------------------------------------------------------------------------------------------------------------------------ GEOGRAPHIC DISTRIBUTION ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL % OF REMAINING DEBT- NUMBER OF BALANCE PRINCIPAL TERM TO TO- MORTGAGE MORTGAGE AS OF BALANCE AS OF MATURITY INCOME RATES STATE LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------------ AK 47 $ 8,028,470.29 0.29% 359 37.84% 7.743% 626 87.29% AL 187 18,663,068.99 0.67 353 37.81 8.206 603 85.97 AR 34 3,655,277.98 0.13 353 38.25 8.562 588 85.30 AZ 863 99,779,020.00 3.56 355 37.40 7.698 611 87.29 CA 2,978 757,953,846.48 27.07 357 40.80 7.165 610 79.42 CO 304 49,477,427.85 1.77 357 39.25 7.459 611 86.51 CT 248 48,843,764.14 1.74 357 39.12 7.489 608 83.17 DE 34 4,984,258.35 0.18 347 41.18 7.820 596 82.23 FL 1,853 249,671,280.16 8.92 355 38.72 7.706 612 84.45 GA 454 60,127,045.97 2.15 357 36.24 7.830 617 87.27 HI 170 43,815,533.41 1.56 357 40.59 6.832 639 81.19 IA 112 9,820,914.51 0.35 349 38.42 7.981 599 86.45 ID 39 4,749,893.36 0.17 350 35.40 7.452 612 84.02 IL 1,252 189,390,066.22 6.76 358 38.96 7.870 619 86.94 IN 524 39,757,772.27 1.42 356 36.03 7.955 606 86.92 KS 101 9,183,055.28 0.33 353 36.85 8.098 603 85.34 KY 101 9,232,736.72 0.33 350 37.19 7.774 598 85.31 LA 201 19,362,006.02 0.69 350 37.36 8.031 583 82.98 MA 294 65,173,926.96 2.33 357 39.14 7.493 615 81.51 MD 466 81,747,572.91 2.92 355 38.51 7.551 602 83.90 ME 47 6,773,838.63 0.24 356 35.80 7.648 600 82.18 MI 1,070 109,410,723.07 3.91 358 37.33 7.916 599 85.56 MN 296 51,615,881.48 1.84 358 40.34 7.620 612 86.51 MO 417 37,863,501.52 1.35 356 37.67 8.067 592 86.03 MS 130 10,943,206.41 0.39 348 38.71 7.957 598 85.82 MT 6 717,395.88 0.03 359 37.30 7.498 595 71.67 NC 252 25,434,998.96 0.91 351 37.20 8.040 598 83.79 ND 11 808,451.91 0.03 347 39.88 7.411 625 84.31 NE 77 6,794,872.45 0.24 356 37.97 7.656 611 86.60 NH 39 6,471,198.96 ▇.▇▇ ▇▇▇ ▇▇.▇▇ ▇.▇▇6 602 78.84 NJ 348 78,325,309.65 2.80 357 39.39 7.609 618 84.46 NM 56 6,308,270.59 0.23 358 35.73 7.950 616 89.85 NV 350 64,503,231.97 2.30 358 39.03 7.658 614 83.19 NY 772 208,986,618.95 7.46 357 39.52 7.534 625 83.97 OH 797 75,303,164.18 2.69 353 37.60 7.682 601 87.03 OK 122 10,998,727.34 0.39 351 35.92 8.265 599 86.60 OR 103 14,674,857.83 0.52 355 36.69 7.421 616 82.69 PA 433 48,573,946.34 1.73 351 37.16 7.693 596 83.65 RI 111 19,625,384.65 0.70 355 39.65 7.420 621 80.83 SC 161 14,039,886.99 0.50 350 36.45 7.905 594 83.71 SD 15 1,799,007.28 0.06 359 36.49 7.890 594 88.42 TN 320 28,887,288.59 1.03 348 36.86 8.072 603 86.83 TX 914 97,781,015.99 3.49 343 37.56 8.052 601 83.31 UT 201 23,134,020.62 0.83 358 37.20 7.718 629 87.86 VT 7 819,365.53 0.03 359 46.87 7.527 585 69.25 WA 284 47,015,366.66 1.68 358 39.46 7.563 611 85.00 WI 252 27,717,660.16 0.99 356 39.62 8.073 603 85.97 WY 12 1,255,776.49 0.04 346 36.74 8.203 599 85.21 ------------------------------------------------------------------------------------------------------------------------------------ TOTAL: 17,865 $ 2,799,999,906.95 100.00% 356 39.06% 7.569% 611 83.44% ------------------------------------------------------------------------------------------------------------------------------------ OCCUPANCY STATUS --

Appears in 1 contract

Sources: Mortgage Loan Purchase Agreement (Park Place Securities, Inc., Asset-Backed Pass-Through Certificates, Series 2004-Whq2)

Collateral Type. OF PRINCIPAL ~~% OF~~ PRINCIPAL REMAINING ~~DEBT-~~ NUMBER OF BALANCE ~~PRINCIPAL~~ BALANCE TERM TO ~~TO-~~ DEBT-TO MORTGAGE MORTGAGE AS OF ~~BALANCE~~ THE AS OF THE MATURITY INCOME RATES OLTV COLLATERAL TYPE LOANS ~~THE~~ CUT-OFF DATE ~~THE~~ CUT-OFF DATE (MONTHS) (%) (%) FICO ~~OLTV~~ (%) ~~------------------------------------------------------------------------------------------------------------------------------------~~ ------------------------------------------------------------------------------------------------------------------------------ 2 YEAR ARMS ~~9,958~~ 7,920 $~~1,640,948,739.33 58.61% 358 39.56% 7.648% 600 84.05% 3 YEAR ARMS 2,858 501,274,505.73 17.90 358 38.54 7.49 617 85.71~~ 1,360,015,809.05 80.00 356 40.58 7.715 586 74.37 FIXED ~~5,049 657,776,661.89 23.49 348 38.23 7.433 633 80.20 ------------------------------------------------------------------------------------------------------------------------------------~~ 2,433 339,974,960.89 20.00 329 37.85 7.440 667 76.17 ============================================================================================================================== TOTAL: ~~17,865~~ 10,353 $~~2,799,999,906.95 100.00% 356 39.06% 7.569% 611 83.44% ------------------------------------------------------------------------------------------------------------------------------------~~ 1,699,990,769.94 100.00 351 40.03 7.660 603 74.73 ------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCES ~~AS OF THE CUT-OFF DATE ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL~~ AT ORIGINATION ------------------------------------------------------------------------------------------------------------------------------ % OF ~~REMAINING DEBT-~~ RANGE OF PRINCIPAL PRINCIPAL REMAINING PRINCIPAL NUMBER OF BALANCE ~~PRINCIPAL~~ BALANCE TERM TO ~~TO-~~ DEBT-TO MORTGAGE ~~PRINCIPAL~~ BALANCES AT MORTGAGE AS OF ~~BALANCE~~ AS OF MATURITY INCOME RATES ~~AS OF THE CUT-OFF DATE~~ OLTV ORIGINATION ($) LOANS ORIGINATION ORIGINATION (MONTHS)* ) (%)* ) (%~~)* FICO* OLTV~~ ) FICO (%~~)* ------------------------------------------------------------------------------------------------------------------------------------ <~~) ------------------------------------------------------------------------------------------------------------------------------ 50,000.01 - 100,000.00 3,409 $ 263,727,764.00 15.50 336 37.76 8.485 595 71.31 100,000.01 - 150,000.00 2,668 329,593,723.00 19.37 347 39.38 7.843 601 74.94 150,000.01 - 200,000.00 1,586 276,811,522.00 16.27 352 40.41 7.588 603 74.47 200,000.01 - 250,000.00 907 202,903,594.00 11.93 356 40.85 7.537 597 75.14 250,000.01 - 300,000.00 676 185,167,429.00 10.88 356 41.64 7.414 601 75.17 300,000.01 - 350,000.00 434 140,543,792.00 8.26 357 41.46 7.282 607 76.98 350,000.01 - 400,000.00 261 97,756,416.00 5.75 358 41.25 7.205 611 76.44 400,000.01 - 450,000.00 155 65,359,515.00 3.84 357 40.95 7.211 610 75.25 450,000.01 - 500,000.00 95 45,338,502.00 2.66 359 39.31 7.168 610 76.53 500,000.01 - 550,000.00 57 30,079,702.00 1.77 359 39.88 7.184 629 78.52 550,000.01 - 600,000.00 76 44,551,438.00 2.62 357 38.30 7.390 610 74.74 600,000.01 - 650,000.00 9 5,619,384.00 0.33 359 38.18 6.865 607 79.60 650,000.01 - 700,000.00 13 8,782,000.00 0.52 350 39.67 7.032 626 76.14 700,000.01 - 750,000.00 7 5,136,250.00 0.30 359 40.06 7.176 641 71.09 ============================================================================================================================== 50,000 1,087 $ 43,366,016.14 1.55% 349 34% 9.581% 622 83.66% 50,001 - 100,000 5,852 418,860,723.07 14.96 349 36.19 8.219 605 82.83 100,001 - 150,000 3,820 473,554,974.67 16.91 355 38.17 7.718 607 83.76 150,001 - 200,000 2,510 435,728,104.52 15.56 357 39.34 7.522 605 83.11 200,001 - 250,000 1,629 364,980,258.70 13.04 357 40.27 7.424 609 82.84 250,001 - 300,000 1,096 300,188,805.47 10.72 357 40.09 7.33 609 82.6 300,001 - 350,000 663 214,211,276.40 7.65 359 40.86 7.294 619 84.74 350,001 - 400,000 409 153,520,912.46 5.48 358 40.81 7.269 619 84.39 400,001 - 450,000 282 119,782,108.18 4.28 357 40.18 7.288 623 86.83 450,001 - 500,000 274 131,697,804.01 4.7 358 39.72 7.191 625 85.25 500,001 - 550,000 82 43,349,821.67 1.55 359 40.67 6.95 615 82.27 550,001 - 600,000 74 42,483,697.76 1.52 359 39.84 6.868 619 81.01 600,001 - 650,000 43 26,926,907.90 0.96 359 40.02 7.053 612 84.01 650,001 - 700,000 20 13,564,647.18 0.48 359 40.69 6.858 628 76.8 700,001 - 750,000 23 16,904,521.78 0.6 359 36.24 6.647 624 76.85 850,001 - 900,000 1 879,327.04 0.03 359 41 7.35 684 80 ------------------------------------------------------------------------------------------------------------------------------------ TOTAL: ~~17,865 $ 2,799,999,906.95 100% 356 39.06% 7.569% 611 83.44% ------------------------------------------------------------------------------------------------------------------------------------~~ 10,353 $1,701,371,031.00 100.00 351 40.03 7.660 603 74.73 ------------------------------------------------------------------------------------------------------------------------------ * Based on the original balances of the Mortgage Loans. PRINCIPAL BALANCES ~~AT ORGINATION ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL~~ AS OF THE CUT-OFF DATE ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL REMAINING ~~DEBT-~~ RANGE OF PRINCIPAL NUMBER OF BALANCE ~~PRINCIPAL~~ BALANCE TERM TO ~~TO-~~ DEBT-TO MORTGAGE BALANCES AT AS OF THE MORTGAGE AS OF ~~BALANCE~~ THE AS OF THE MATURITY INCOME RATES ~~ORIGINATION~~ OLTV CUT-OFF DATE ($) LOANS ~~THE~~ CUT-OFF DATE ~~THE~~ CUT-OFF DATE (MONTHS) (%) (%) FICO ~~OLTV~~ (%) ~~------------------------------------------------------------------------------------------------------------------------------------ <~~------------------------------------------------------------------------------------------------------------------------------ 50,000.01 - 100,000.00 3,412 $ 263,778,477.33 15.52 336 37.76 8.486 595 71.28 100,000.01 - 150,000.00 2,665 328,997,310.35 19.35 347 39.37 7.842 601 74.97 150,000.01 - 200,000.00 1,587 276,797,120.43 16.28 352 40.41 7.588 603 74.46 200,000.01 - 250,000.00 906 202,560,233.73 11.92 356 40.85 7.537 598 75.15 250,000.01 - 300,000.00 677 185,324,908.04 10.90 355 41.66 7.413 602 75.18 300,000.01 - 350,000.00 433 140,138,002.74 8.24 357 41.43 7.284 606 76.97 350,000.01 - 400,000.00 261 97,683,627.97 5.75 358 41.25 7.205 611 76.44 400,000.01 - 450,000.00 155 65,307,979.72 3.84 357 40.95 7.211 610 75.25 450,000.01 - 500,000.00 95 45,296,392.75 2.66 359 39.32 7.168 610 76.53 500,000.01 - 550,000.00 57 30,060,024.83 1.77 359 39.88 7.184 629 78.52 550,000.01 - 600,000.00 76 44,519,234.94 2.62 357 38.30 7.390 610 74.74 600,000.01 - 650,000.00 9 5,616,577.54 0.33 359 38.19 6.866 607 79.60 650,000.01 - 700,000.00 13 8,777,409.37 0.52 350 39.67 7.032 626 76.14 700,000.01 - 750,000.00 7 5,133,470.20 0.30 359 40.06 7.176 641 71.09 ============================================================================================================================== 50,000 1,056 $ 41,900,287.20 1.49% 350 33.95% 9.639% 623 83.91% 50,001 - 100,000 5,878 420,388,692.00 15.00 349 36.19 8.219 604 82.80 100,001 - 150,000 3,819 473,593,349.00 16.90 355 38.17 7.718 607 83.74 150,001 - 200,000 2,516 437,037,307.00 15.59 357 39.34 7.521 605 83.14 200,001 - 250,000 1,626 364,576,138.00 13.01 357 40.26 7.426 609 82.84 250,001 - 300,000 1,097 300,613,696.00 10.73 357 40.08 7.327 609 82.61 300,001 - 350,000 662 213,952,037.00 7.63 359 40.87 7.299 619 84.69 350,001 - 400,000 412 154,710,539.00 5.52 358 40.83 7.264 619 84.41 400,001 - 450,000 281 119,462,490.00 4.26 358 40.17 7.289 624 86.84 450,001 - 500,000 275 132,280,572.00 4.72 357 39.74 7.190 624 85.25 500,001 - 550,000 82 43,389,699.00 1.55 359 40.67 6.950 615 82.27 550,001 - 600,000 74 42,521,026.00 1.52 359 39.84 6.867 619 81.01 600,001 - 650,000 43 26,946,465.00 0.96 359 40.02 7.053 612 84.02 650,001 - 700,000 20 13,576,830.00 0.48 359 40.69 6.858 628 76.80 700,001 - 750,000 23 16,919,681.00 0.60 359 36.24 6.647 624 76.85 850,001 - 900,000 1 880,000.00 0.03 359 41.00 7.350 684 80.00 ------------------------------------------------------------------------------------------------------------------------------------ TOTAL: ~~17,865 $ 2,802,748,808.20 100.00% 356 39.06% 7.569% 611 83.44% ------------------------------------------------------------------------------------------------------------------------------------~~ 10,353 $1,699,990,769.94 100.00 351 40.03 7.660 603 74.73 ------------------------------------------------------------------------------------------------------------------------------ REMAINING TERM TO MATURITY ~~------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL~~ ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL REMAINING ~~DEBT-~~ NUMBER OF BALANCE ~~PRINCIPAL~~ BALANCE TERM TO ~~TO-~~ DEBT-TO MORTGAGE RANGE OF MONTHS MORTGAGE AS OF ~~BALANCE~~ THE AS OF THE MATURITY INCOME RATES OLTV REMAINING LOANS ~~THE~~ CUT-OFF DATE ~~THE~~ CUT-OFF DATE (MONTHS) (%) (%) FICO ~~OLTV~~ (%) ~~------------------------------------------------------------------------------------------------------------------------------------ 60.01~~ ------------------------------------------------------------------------------------------------------------------------------ 60 - ~~120.00 15~~ 120 57 $ ~~1,212,463.81 0.04%~~ 5,025,211.34 0.30 119 ~~36.25% 8.282%~~ 34.86 7.971 664 ~~69.46% 120.01~~ 69.83 120 - ~~180.00 317 29,008,451.78 1.04~~ 180 406 41,017,835.44 2.41 179 ~~37.59 7.606 610 73.01 180.01~~ 36.72 7.688 644 72.20 180 - ~~240.00 244 24,976,907.34 0.89~~ 240 362 41,127,750.83 2.42 239 ~~38.24 7.878 617 79.20 240.01~~ 38.70 7.673 639 74.96 240 - ~~300.00 12 1,350,375.34 0.05~~ 300 66 8,970,438.40 0.53 299 ~~38.34 7.790 660 82.64 300.01~~ 35.13 7.165 687 75.99 300 - ~~360.00 17,277 2,743,451,708.68 97.98~~ 360 9,462 1,603,849,533.93 94.34 359 ~~39.09 7.566 611 83.60 ------------------------------------------------------------------------------------------------------------------------------------~~ 40.20 7.661 600 74.79 ============================================================================================================================== TOTAL: ~~17,865 $ 2,799,999,906.95 100.00% 356 39.06% 7.569% 611 83.44% ------------------------------------------------------------------------------------------------------------------------------------~~ 10,353 $1,699,990,769.94 100.00 351 40.03 7.660 603 74.73 ------------------------------------------------------------------------------------------------------------------------------ MORTGAGE RATE ~~------------------------------------------------------------------------------------------------------------------------------------ RANGE~~ ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL ~~% OF~~ PRINCIPAL REMAINING ~~DEBT- CURRENT~~ NUMBER OF BALANCE ~~PRINCIPAL~~ BALANCE TERM TO ~~TO-~~ DEBT-TO MORTGAGE ~~MORTGAGE~~ RANGE OF CURRENT MORTGAGE AS OF ~~BALANCE~~ THE AS OF THE MATURITY INCOME RATES OLTV MORTGAGE RATES (%) LOANS ~~THE~~ CUT-OFF DATE ~~THE~~ CUT-OFF DATE (MONTHS) (%) (%) FICO ~~OLTV~~ (%) ~~------------------------------------------------------------------------------------------------------------------------------------~~ ------------------------------------------------------------------------------------------------------------------------------ 5.500 - 5.999 ~~559~~ 271 $ ~~141,402,575.05 5.05% 356 38.38% 5.873% 654 76.28%~~ 68,200,142.60 4.01 352 36.62 5.908 683 73.00 6.000 - 6.499 ~~1,498 311,773,618.66 11.13 356 38.32 6.238 636 79.72~~ 767 168,706,219.85 9.92 352 38.17 6.285 652 75.08 6.500 - 6.999 ~~2,819 551,571,316.81 19.70 355 39.27 6.750 626 82.16~~ 1,913 380,098,771.20 22.36 351 38.99 6.773 635 76.66 7.000 - 7.499 ~~2,413 404,297,393.61 14.44 356 39.43 7.235 616 84.02~~ 1,108 198,491,120.56 11.68 348 39.65 7.260 606 75.68 7.500 - 7.999 ~~3,355 528,242,701.72 18.87 356 39.49~~ 2,259 364,875,638.21 21.46 352 40.96 7.751 ~~601 85.08~~ 584 74.46 8.000 - 8.499 ~~2,244 314,964,925.60 11.25 356 38.83 8.231 592 85.37~~ 863 121,881,166.10 7.17 350 41.41 8.257 573 73.18 8.500 - 8.999 ~~2,122 280,775,572.20 10.03 355 38.89 8.721 586 86.03~~ 1,396 197,059,577.75 11.59 352 41.35 8.743 567 73.65 9.000 - 9.499 ~~968 115,311,386.46 4.12 356 39.06 9.200 581 85.51~~ 471 56,788,898.50 3.34 354 41.73 9.237 559 72.45 9.500 - 9.999 ~~691 73,814,187.70 2.64 353 39.31 9.700 575 83.01~~ 711 83,660,503.35 4.92 349 41.00 9.752 555 72.86 10.000 - 10.499 ~~254 23,069,657.17 0.82 354 39.38 10.210 573 82.17~~ 223 24,518,414.17 1.44 350 41.77 10.256 556 73.02 10.500 - 10.999 ~~277 19,136,231.01 0.68 351 38.49 10.756 589 84.21~~ 245 24,469,929.63 1.44 347 41.08 10.721 555 73.17 11.000 - 11.499 ~~262 15,801,698.92 0.56 352 38.45 11.208 621 87.55~~ 50 4,717,969.33 0.28 350 42.33 11.270 557 75.69 11.500 - 11.999 ~~168 9,238,563.04 0.33 347 37.54 11.710 614 89.85~~ 49 4,134,261.25 0.24 348 40.06 11.711 550 71.64 12.000 - 12.499 ~~153 7,181,818.51 0.26 358 37.71 12.294 628 96.79~~ 19 1,323,268.48 0.08 348 37.03 12.211 551 75.93 12.500 - 12.999 ~~82 3,418,260.49 0.12 358 34.20 12.570 625 96.59 ------------------------------------------------------------------------------------------------------------------------------------~~ 7 1,000,901.74 0.06 359 42.73 12.736 542 78.84 13.500 - 13.999 1 63,987.22 0.00 359 49.00 13.600 541 80.00 ============================================================================================================================== TOTAL: 17,865 $ 2,799,999,906.95 100.00% 356 39.06% 7.569% 611 83.44% ------------------------------------------------------------------------------------------------------------------------------------ ORIGINAL LOAN-TO-VALUE RATIOS ------------------------------------------------------------------------------------------------------------------------------------ RANGE OF PRINCIPAL % OF REMAINING DEBT- ORIGINAL NUMBER OF BALANCE PRINCIPAL TERM TO TO- MORTGAGE LOAN-TO-VALUE MORTGAGE AS OF BALANCE AS OF MATURITY INCOME RATES RATIOS (%) LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------------ <= 25.000 32 $ 2,306,561.14 0.08% 337 33.69% 7.065% 622 19.94% 25.001 - 30.000 32 3,398,299.88 0.12 335 37.34 6.826 610 28.06 30.001 - 35.000 57 6,541,111.38 0.23 346 35.51 7.166 610 33.42 35.001 - 40.000 85 9,976,439.31 0.36 341 39.50 7.150 598 37.79 40.001 - 45.000 91 11,851,149.01 0.42 344 37.88 7.094 619 42.80 45.001 - 50.000 164 20,873,012.37 0.75 350 37.91 7.346 595 48.00 50.001 - 55.000 215 30,295,024.10 1.08 349 38.48 7.206 594 52.81 55.001 - 60.000 342 52,460,374.11 1.87 352 40.00 7.522 582 58.13 60.001 - 65.000 560 88,844,945.83 3.17 354 39.24 7.328 582 63.37 65.001 - 70.000 833 133,736,637.25 4.78 354 40.05 7.539 583 68.59 70.001 - 75.000 1,415 229,353,156.46 8.19 355 40.92 7.622 579 74.01 75.001 - 80.000 3,166 511,958,697.89 18.28 355 38.44 7.227 609 79.49 80.001 - 85.000 2,059 333,775,169.60 11.92 356 39.08 7.391 601 84.31 85.001 - 90.000 4,519 707,228,059.93 25.26 357 38.22 7.664 610 89.68 90.001 - 95.000 3,170 576,215,727.13 20.58 357 39.96 7.627 639 94.76 95.001 - 100.000 1,125 81,185,541.56 2.90 355 37.41 9.810 667 99.91 ------------------------------------------------------------------------------------------------------------------------------------ TOTAL: 17,865 $ 2,799,999,906.95 100.00% 356 39.06% 7.569% 611 83.44% ------------------------------------------------------------------------------------------------------------------------------------ FICO SCORE AT ORIGINATION ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL % OF REMAINING DEBT- NUMBER OF BALANCE PRINCIPAL TERM TO TO- MORTGAGE RANGE OF MORTGAGE AS OF BALANCE AS OF MATURITY INCOME RATES FICO SCORES LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------------ 500 - 519 1,042 $ 151,234,877.94 5.40% 357 42.07% 8.384% 510 75.15% 520 - 539 1,415 203,306,184.69 7.26 356 40.93 8.204 530 77.21 540 - 559 1,827 280,734,518.98 10.03 356 40.35 7.960 551 80.61 560 - 579 1,441 224,470,705.56 8.02 356 39.45 7.789 569 80.51 580 - 599 2,076 332,696,277.90 11.88 356 39.03 7.578 589 83.34 600 - 619 2,412 387,706,852.40 13.85 356 38.89 7.463 609 85.23 620 - 639 2,498 387,972,899.47 13.86 355 38.99 7.377 629 85.83 640 - 659 1,803 278,472,824.74 9.95 356 38.27 7.277 649 86.09 660 - 679 1,188 191,523,107.97 6.84 356 38.00 7.226 669 86.23 680 - 699 903 150,229,283.85 5.37 356 37.27 7.169 689 87.35 700 - 719 544 94,309,133.65 3.37 355 37.11 7.116 709 86.49 720 - 739 321 51,233,229.13 1.83 356 37.54 7.193 729 85.90 740 - 759 203 36,341,242.35 1.30 355 36.47 7.049 749 85.83 760 - 779 117 19,277,964.18 0.69 355 34.79 7.163 767 86.20 780 - 799 62 9,144,989.77 0.33 353 34.63 7.285 788 82.29 800 - 819 13 1,345,814.37 0.05 348 38.01 6.972 804 76.37 ------------------------------------------------------------------------------------------------------------------------------------ TOTAL: 17,865 $ 2,799,999,906.95 100.00% 356 39.06% 7.569% 611 83.44% ------------------------------------------------------------------------------------------------------------------------------------ DEBT-TO-INCOME RATIO ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL % OF REMAINING DEBT- RANGE OF DEBT- NUMBER OF BALANCE PRINCIPAL TERM TO TO- MORTGAGE TO-INCOME MORTGAGE AS OF BALANCE AS OF MATURITY INCOME RATES RATIOS (%) LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------------ <= 20.00 1,172 $ 150,187,826.68 5.36% 355 14.67% 7.543% 628 82.09% 20.01 - 25.00 1,153 144,273,442.86 5.15 355 23.20 7.629 616 82.74 25.01 - 30.00 1,637 215,797,859.40 7.71 355 28.16 7.621 612 82.68 30.01 - 35.00 2,349 340,608,958.67 12.16 355 33.15 7.495 617 83.38 35.01 - 40.00 3,007 468,455,442.94 16.73 356 38.16 7.582 614 84.12 40.01 - 45.00 3,914 643,879,817.84 23.00 356 43.06 7.567 615 84.60 45.01 - 50.00 3,939 714,298,676.41 25.51 356 48.09 7.546 604 85.15 50.01 - 55.00 694 122,497,882.15 4.37 355 53.16 7.748 571 68.86 ------------------------------------------------------------------------------------------------------------------------------------ TOTAL: 17,865 $ 2,799,999,906.95 100% 356 39.06% 7.569% 611 83.44% ------------------------------------------------------------------------------------------------------------------------------------ GEOGRAPHIC DISTRIBUTION ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL % OF REMAINING DEBT- NUMBER OF BALANCE PRINCIPAL TERM TO TO- MORTGAGE MORTGAGE AS OF BALANCE AS OF MATURITY INCOME RATES STATE LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------------ AK 47 $ 8,028,470.29 0.29% 359 37.84% 7.743% 626 87.29% AL 187 18,663,068.99 0.67 353 37.81 8.206 10,353 $1,699,990,769.94 100.00 351 40.03 7.660 603 85.97 AR 34 3,655,277.98 0.13 353 38.25 8.562 588 85.30 AZ 863 99,779,020.00 3.56 355 37.40 7.698 611 87.29 CA 2,978 757,953,846.48 27.07 357 40.80 7.165 610 79.42 CO 304 49,477,427.85 1.77 357 39.25 7.459 611 86.51 CT 248 48,843,764.14 1.74 357 39.12 7.489 608 83.17 DE 34 4,984,258.35 0.18 347 41.18 7.820 596 82.23 FL 1,853 249,671,280.16 8.92 355 38.72 7.706 612 84.45 GA 454 60,127,045.97 2.15 357 36.24 7.830 617 87.27 HI 170 43,815,533.41 1.56 357 40.59 6.832 639 81.19 IA 112 9,820,914.51 0.35 349 38.42 7.981 599 86.45 ID 39 4,749,893.36 0.17 350 35.40 7.452 612 84.02 IL 1,252 189,390,066.22 6.76 358 38.96 7.870 619 86.94 IN 524 39,757,772.27 1.42 356 36.03 7.955 606 86.92 KS 101 9,183,055.28 0.33 353 36.85 8.098 603 85.34 KY 101 9,232,736.72 0.33 350 37.19 7.774 598 85.31 LA 201 19,362,006.02 0.69 350 37.36 8.031 583 82.98 MA 294 65,173,926.96 2.33 357 39.14 7.493 615 81.51 MD 466 81,747,572.91 2.92 355 38.51 7.551 602 83.90 ME 47 6,773,838.63 0.24 356 35.80 7.648 600 82.18 MI 1,070 109,410,723.07 3.91 358 37.33 7.916 599 85.56 MN 296 51,615,881.48 1.84 358 40.34 7.620 612 86.51 MO 417 37,863,501.52 1.35 356 37.67 8.067 592 86.03 MS 130 10,943,206.41 0.39 348 38.71 7.957 598 85.82 MT 6 717,395.88 0.03 359 37.30 7.498 595 71.67 NC 252 25,434,998.96 0.91 351 37.20 8.040 598 83.79 ND 11 808,451.91 0.03 347 39.88 7.411 625 84.31 NE 77 6,794,872.45 0.24 356 37.97 7.656 611 86.60 NH 39 6,471,198.96 ▇.▇▇ ▇▇▇ ▇▇.▇▇ ▇.▇▇6 602 78.84 NJ 348 78,325,309.65 2.80 357 39.39 7.609 618 84.46 NM 56 6,308,270.59 0.23 358 35.73 7.950 616 89.85 NV 350 64,503,231.97 2.30 358 39.03 7.658 614 83.19 NY 772 208,986,618.95 7.46 357 39.52 7.534 625 83.97 OH 797 75,303,164.18 2.69 353 37.60 7.682 601 87.03 OK 122 10,998,727.34 0.39 351 35.92 8.265 599 86.60 OR 103 14,674,857.83 0.52 355 36.69 7.421 616 82.69 PA 433 48,573,946.34 1.73 351 37.16 7.693 596 83.65 RI 111 19,625,384.65 0.70 355 39.65 7.420 621 80.83 SC 161 14,039,886.99 0.50 350 36.45 7.905 594 83.71 SD 15 1,799,007.28 0.06 359 36.49 7.890 594 88.42 TN 320 28,887,288.59 1.03 348 36.86 8.072 603 86.83 TX 914 97,781,015.99 3.49 343 37.56 8.052 601 83.31 UT 201 23,134,020.62 0.83 358 37.20 7.718 629 87.86 VT 7 819,365.53 0.03 359 46.87 7.527 585 69.25 WA 284 47,015,366.66 1.68 358 39.46 7.563 611 85.00 WI 252 27,717,660.16 0.99 356 39.62 8.073 603 85.97 WY 12 1,255,776.49 0.04 346 36.74 8.203 599 85.21 ------------------------------------------------------------------------------------------------------------------------------------ TOTAL: 17,865 $ 2,799,999,906.95 100.00% 356 39.06% 7.569% 611 83.44% ------------------------------------------------------------------------------------------------------------------------------------ OCCUPANCY STATUS --74.73 ------------------------------------------------------------------------------------------------------------------------------

Appears in 1 contract

Sources: Mortgage Loan Purchase Agreement (Ameriquest Mortgage Securities Inc. Asset-Backed Pass-Through Certificates Series 2004-R10)

Collateral Type. PRINCIPAL % OF REMAINING ~~DEBT-~~ NUMBER OF BALANCE PRINCIPAL TERM TO DEBT-TO- MORTGAGE OF MORTGAGE AS OF BALANCE AS OF MATURITY INCOME RATES COLLATERAL TYPE LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ~~------------------------------------------------------------------------------------------------------------------------------------~~ ------------------------ ------------ --------------------- ----------------- ----------- ---------- ------------- ------- --------- 2 YEAR ARMS ~~9,958 $1,640,948,739.33 58.61%~~ 7,937 1,292,004,688.38 58.73 358 ~~39.56% 7.648%~~ 39.56 7.652 600 ~~84.05%~~ 84.03 3 YEAR ARMS ~~2,858 501,274,505.73 17.90~~ 2,270 394,674,116.22 17.94 358 ~~38.54 7.49 617 85.71~~ 38.52 7.506 616 85.96 FIXED ~~5,049 657,776,661.89 23.49~~ 3,852 513,321,409.06 23.33 348 ~~38.23 7.433~~ 38.25 7.409 633 ~~80.20 ------------------------------------------------------------------------------------------------------------------------------------~~ 80.04 ------------------------ ------------ --------------------- ----------------- ----------- ---------- ------------- -------- -------- TOTAL: ~~17,865 $2,799,999,906.95 100.00%~~ 14,059 2,200,000,213.66 100 356 ~~39.06% 7.569%~~ 39.06 7.569 611 ~~83.44%~~ 83.45 ------------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL BALANCES ~~AS OF THE CUT-OFF DATE ------------------------------------------------------------------------------------------------------------------------------------~~ AT ORIGINATION ------------------------ ------------ --------------------- ----------------- ----------- ---------- ------------- ------- --------- PRINCIPAL % OF REMAINING ~~DEBT-~~ RANGE OF NUMBER OF BALANCE PRINCIPAL TERM TO DEBT-TO- MORTGAGE PRINCIPAL BALANCES OF MORTGAGE AS OF BALANCE AS OF MATURITY INCOME RATES ~~AS OF THE CUT-OFF DATE ($~~AT ORIGINATION($) LOANS ORIGINATION ORIGINATION (MONTHS)* (%)* (%)* FICO* ~~OLTV (%~~OLTV(%)* ------------------------------------------------------------------------------------------------------------------------------------ <= 50,000 1,087 $ 43,366,016.14 1.55% 349 34% 9.581% 622 83.66% 50,001 ------------------------ ------------ --------------------- ----------------- ----------- ---------- ------------- ------- --------- Less than 50,000.00 822 33,714,549.20 1.53 347 33.64 9.385 616 81.62 50,000.01 - ~~100,000 5,852 418,860,723.07 14.96 349 36.19 8.219 605 82.83 100,001~~ 100,000.00 4,664 330,262,043.00 14.99 350 35.95 8.19 604 82.99 100,000.01 - 150,000 ~~3,820 473,554,974.67 16.91 355 38.17 7.718 607 83.76 150,001~~ 00 2,947 366,500,568.00 16.64 354 38.15 7.727 606 83.88 150,000.01 - 200,000 ~~2,510 435,728,104.52 15.56~~ 00 1,984 345,722,883.00 15.7 357 ~~39.34 7.522~~ 39.47 7.521 605 ~~83.11 200,001~~ 83.12 200,000.01 - 250,000 ~~1,629 364,980,258.70 13.04~~ 00 1,318 295,296,871.00 13.41 357 ~~40.27 7.424 609 82.84 250,001~~ 40.38 7.43 610 82.78 250,000.01 - 300,000 ~~1,096 300,188,805.47 10.72~~ 00 864 236,892,103.00 10.76 357 ~~40.09 7.33~~ 40.01 7.34 609 ~~82.6 300,001~~ 82.48 300,000.01 - 350,000 ~~663 214,211,276.40 7.65~~ 00 525 169,867,514.00 7.71 359 ~~40.86 7.294 619 84.74 350,001~~ 40.87 7.326 620 84.83 350,000.01 - 400,000 ~~409 153,520,912.46 5.48 358 40.81 7.269~~ 00 324 121,515,752.00 5.52 357 40.97 7.244 619 ~~84.39 400,001~~ 84.6 400,000.01 - 450,000 ~~282 119,782,108.18 4.28~~ 00 221 93,840,609.00 4.26 357 ~~40.18 7.288 623 86.83 450,001~~ 40.17 7.339 619 86.6 450,000.01 - 500,000 ~~274 131,697,804.01 4.7 358 39.72 7.191 625 85.25 500,001~~ 00 204 98,257,866.00 4.46 357 39.86 7.267 624 85.16 500,000.01 - 550,000 ~~82 43,349,821.67 1.55~~ 00 63 33,178,789.00 1.51 359 ~~40.67 6.95 615 82.27 550,001~~ 41.25 6.991 619 82.87 550,000.01 - 600,000 ~~74 42,483,697.76 1.52~~ 00 55 31,551,197.00 1.43 359 ~~39.84 6.868 619 81.01 600,001~~ 39.42 6.731 631 81.15 600,000.01 - 650,000 ~~43 26,926,907.90 0.96~~ 00 28 17,507,815.00 0.79 359 ~~40.02 7.053 612 84.01 650,001~~ 40.42 6.979 616 85.17 650,000.01 - 700,000 ~~20 13,564,647.18 0.48~~ 00 19 12,876,830.00 0.58 359 ~~40.69 6.858 628 76.8 700,001~~ 40.46 6.877 622 76.63 700,000.01 - 750,000 ~~23 16,904,521.78 0.6~~ 00 20 14,691,138.00 0.67 359 ~~36.24 6.647 624 76.85 850,001~~ 35.43 6.493 622 76.98 850,000.01 - 900,000 00 1 ~~879,327.04 0.03~~ 880,000.00 0.04 359 41 7.35 684 80 ~~------------------------------------------------------------------------------------------------------------------------------------~~ ------------------------ ------------ --------------------- ----------------- ----------- ---------- ------------- ------- --------- TOTAL: ~~17,865 $ 2,799,999,906.95 100%~~ 14,059 2,202,556,527.20 100 356 ~~39.06% 7.569%~~ 39.06 7.569 611 ~~83.44% ------------------------------------------------------------------------------------------------------------------------------------~~ 83.44 ------------------------ ------------ --------------------- ----------------- ----------- ---------- ------------- ------- --------- * Based on the original balances of the Initial Mortgage Loans. PRINCIPAL BALANCES AT ORGINATION ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL % OF REMAINING DEBT- RANGE OF PRINCIPAL NUMBER OF BALANCE PRINCIPAL TERM TO TO- MORTGAGE BALANCES AT MORTGAGE AS OF BALANCE AS OF MATURITY INCOME RATES ORIGINATION ($) LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------------ <= 50,000 1,056 $ 41,900,287.20 1.49% 350 33.95% 9.639% 623 83.91% 50,001 - 100,000 5,878 420,388,692.00 15.00 349 36.19 8.219 604 82.80 100,001 - 150,000 3,819 473,593,349.00 16.90 355 38.17 7.718 607 83.74 150,001 - 200,000 2,516 437,037,307.00 15.59 357 39.34 7.521 605 83.14 200,001 - 250,000 1,626 364,576,138.00 13.01 357 40.26 7.426 609 82.84 250,001 - 300,000 1,097 300,613,696.00 10.73 357 40.08 7.327 609 82.61 300,001 - 350,000 662 213,952,037.00 7.63 359 40.87 7.299 619 84.69 350,001 - 400,000 412 154,710,539.00 5.52 358 40.83 7.264 619 84.41 400,001 - 450,000 281 119,462,490.00 4.26 358 40.17 7.289 624 86.84 450,001 - 500,000 275 132,280,572.00 4.72 357 39.74 7.190 624 85.25 500,001 - 550,000 82 43,389,699.00 1.55 359 40.67 6.950 615 82.27 550,001 - 600,000 74 42,521,026.00 1.52 359 39.84 6.867 619 81.01 600,001 - 650,000 43 26,946,465.00 0.96 359 40.02 7.053 612 84.02 650,001 - 700,000 20 13,576,830.00 0.48 359 40.69 6.858 628 76.80 700,001 - 750,000 23 16,919,681.00 0.60 359 36.24 6.647 624 76.85 850,001 - 900,000 1 880,000.00 0.03 359 41.00 7.350 684 80.00 ------------------------------------------------------------------------------------------------------------------------------------ TOTAL: 17,865 $ 2,802,748,808.20 100.00% 356 39.06% 7.569% 611 83.44% ------------------------------------------------------------------------------------------------------------------------------------ REMAINING TERM TO MATURITY ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL % OF REMAINING DEBT- NUMBER OF BALANCE PRINCIPAL TERM TO TO- MORTGAGE RANGE OF MONTHS MORTGAGE AS OF BALANCE AS OF MATURITY INCOME RATES REMAINING LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------------ 60.01 - 120.00 15 $ 1,212,463.81 0.04% 119 36.25% 8.282% 664 69.46% 120.01 - 180.00 317 29,008,451.78 1.04 179 37.59 7.606 610 73.01 180.01 - 240.00 244 24,976,907.34 0.89 239 38.24 7.878 617 79.20 240.01 - 300.00 12 1,350,375.34 0.05 299 38.34 7.790 660 82.64 300.01 - 360.00 17,277 2,743,451,708.68 97.98 359 39.09 7.566 611 83.60 ------------------------------------------------------------------------------------------------------------------------------------ TOTAL: 17,865 $ 2,799,999,906.95 100.00% 356 39.06% 7.569% 611 83.44% ------------------------------------------------------------------------------------------------------------------------------------ MORTGAGE RATE ------------------------------------------------------------------------------------------------------------------------------------ RANGE OF PRINCIPAL % OF REMAINING DEBT- CURRENT NUMBER OF BALANCE PRINCIPAL TERM TO TO- MORTGAGE MORTGAGE MORTGAGE AS OF BALANCE AS OF MATURITY INCOME RATES RATES (%) LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------------ 5.500 - 5.999 559 $ 141,402,575.05 5.05% 356 38.38% 5.873% 654 76.28% 6.000 - 6.499 1,498 311,773,618.66 11.13 356 38.32 6.238 636 79.72 6.500 - 6.999 2,819 551,571,316.81 19.70 355 39.27 6.750 626 82.16 7.000 - 7.499 2,413 404,297,393.61 14.44 356 39.43 7.235 616 84.02 7.500 - 7.999 3,355 528,242,701.72 18.87 356 39.49 7.751 601 85.08 8.000 - 8.499 2,244 314,964,925.60 11.25 356 38.83 8.231 592 85.37 8.500 - 8.999 2,122 280,775,572.20 10.03 355 38.89 8.721 586 86.03 9.000 - 9.499 968 115,311,386.46 4.12 356 39.06 9.200 581 85.51 9.500 - 9.999 691 73,814,187.70 2.64 353 39.31 9.700 575 83.01 10.000 - 10.499 254 23,069,657.17 0.82 354 39.38 10.210 573 82.17 10.500 - 10.999 277 19,136,231.01 0.68 351 38.49 10.756 589 84.21 11.000 - 11.499 262 15,801,698.92 0.56 352 38.45 11.208 621 87.55 11.500 - 11.999 168 9,238,563.04 0.33 347 37.54 11.710 614 89.85 12.000 - 12.499 153 7,181,818.51 0.26 358 37.71 12.294 628 96.79 12.500 - 12.999 82 3,418,260.49 0.12 358 34.20 12.570 625 96.59 ------------------------------------------------------------------------------------------------------------------------------------ TOTAL: 17,865 $ 2,799,999,906.95 100.00% 356 39.06% 7.569% 611 83.44% ------------------------------------------------------------------------------------------------------------------------------------ ORIGINAL LOAN-TO-VALUE RATIOS ------------------------------------------------------------------------------------------------------------------------------------ RANGE OF PRINCIPAL % OF REMAINING DEBT- ORIGINAL NUMBER OF BALANCE PRINCIPAL TERM TO TO- MORTGAGE LOAN-TO-VALUE MORTGAGE AS OF BALANCE AS OF MATURITY INCOME RATES RATIOS (%) LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------------ <= 25.000 32 $ 2,306,561.14 0.08% 337 33.69% 7.065% 622 19.94% 25.001 - 30.000 32 3,398,299.88 0.12 335 37.34 6.826 610 28.06 30.001 - 35.000 57 6,541,111.38 0.23 346 35.51 7.166 610 33.42 35.001 - 40.000 85 9,976,439.31 0.36 341 39.50 7.150 598 37.79 40.001 - 45.000 91 11,851,149.01 0.42 344 37.88 7.094 619 42.80 45.001 - 50.000 164 20,873,012.37 0.75 350 37.91 7.346 595 48.00 50.001 - 55.000 215 30,295,024.10 1.08 349 38.48 7.206 594 52.81 55.001 - 60.000 342 52,460,374.11 1.87 352 40.00 7.522 582 58.13 60.001 - 65.000 560 88,844,945.83 3.17 354 39.24 7.328 582 63.37 65.001 - 70.000 833 133,736,637.25 4.78 354 40.05 7.539 583 68.59 70.001 - 75.000 1,415 229,353,156.46 8.19 355 40.92 7.622 579 74.01 75.001 - 80.000 3,166 511,958,697.89 18.28 355 38.44 7.227 609 79.49 80.001 - 85.000 2,059 333,775,169.60 11.92 356 39.08 7.391 601 84.31 85.001 - 90.000 4,519 707,228,059.93 25.26 357 38.22 7.664 610 89.68 90.001 - 95.000 3,170 576,215,727.13 20.58 357 39.96 7.627 639 94.76 95.001 - 100.000 1,125 81,185,541.56 2.90 355 37.41 9.810 667 99.91 ------------------------------------------------------------------------------------------------------------------------------------ TOTAL: 17,865 $ 2,799,999,906.95 100.00% 356 39.06% 7.569% 611 83.44% ------------------------------------------------------------------------------------------------------------------------------------ FICO SCORE AT ORIGINATION ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL % OF REMAINING DEBT- NUMBER OF BALANCE PRINCIPAL TERM TO TO- MORTGAGE RANGE OF MORTGAGE AS OF BALANCE AS OF MATURITY INCOME RATES FICO SCORES LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------------ 500 - 519 1,042 $ 151,234,877.94 5.40% 357 42.07% 8.384% 510 75.15% 520 - 539 1,415 203,306,184.69 7.26 356 40.93 8.204 530 77.21 540 - 559 1,827 280,734,518.98 10.03 356 40.35 7.960 551 80.61 560 - 579 1,441 224,470,705.56 8.02 356 39.45 7.789 569 80.51 580 - 599 2,076 332,696,277.90 11.88 356 39.03 7.578 589 83.34 600 - 619 2,412 387,706,852.40 13.85 356 38.89 7.463 609 85.23 620 - 639 2,498 387,972,899.47 13.86 355 38.99 7.377 629 85.83 640 - 659 1,803 278,472,824.74 9.95 356 38.27 7.277 649 86.09 660 - 679 1,188 191,523,107.97 6.84 356 38.00 7.226 669 86.23 680 - 699 903 150,229,283.85 5.37 356 37.27 7.169 689 87.35 700 - 719 544 94,309,133.65 3.37 355 37.11 7.116 709 86.49 720 - 739 321 51,233,229.13 1.83 356 37.54 7.193 729 85.90 740 - 759 203 36,341,242.35 1.30 355 36.47 7.049 749 85.83 760 - 779 117 19,277,964.18 0.69 355 34.79 7.163 767 86.20 780 - 799 62 9,144,989.77 0.33 353 34.63 7.285 788 82.29 800 - 819 13 1,345,814.37 0.05 348 38.01 6.972 804 76.37 ------------------------------------------------------------------------------------------------------------------------------------ TOTAL: 17,865 $ 2,799,999,906.95 100.00% 356 39.06% 7.569% 611 83.44% ------------------------------------------------------------------------------------------------------------------------------------ DEBT-TO-INCOME RATIO ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL % OF REMAINING DEBT- RANGE OF DEBT- NUMBER OF BALANCE PRINCIPAL TERM TO TO- MORTGAGE TO-INCOME MORTGAGE AS OF BALANCE AS OF MATURITY INCOME RATES RATIOS (%) LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------------ <= 20.00 1,172 $ 150,187,826.68 5.36% 355 14.67% 7.543% 628 82.09% 20.01 - 25.00 1,153 144,273,442.86 5.15 355 23.20 7.629 616 82.74 25.01 - 30.00 1,637 215,797,859.40 7.71 355 28.16 7.621 612 82.68 30.01 - 35.00 2,349 340,608,958.67 12.16 355 33.15 7.495 617 83.38 35.01 - 40.00 3,007 468,455,442.94 16.73 356 38.16 7.582 614 84.12 40.01 - 45.00 3,914 643,879,817.84 23.00 356 43.06 7.567 615 84.60 45.01 - 50.00 3,939 714,298,676.41 25.51 356 48.09 7.546 604 85.15 50.01 - 55.00 694 122,497,882.15 4.37 355 53.16 7.748 571 68.86 ------------------------------------------------------------------------------------------------------------------------------------ TOTAL: 17,865 $ 2,799,999,906.95 100% 356 39.06% 7.569% 611 83.44% ------------------------------------------------------------------------------------------------------------------------------------ GEOGRAPHIC DISTRIBUTION ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL % OF REMAINING DEBT- NUMBER OF BALANCE PRINCIPAL TERM TO TO- MORTGAGE MORTGAGE AS OF BALANCE AS OF MATURITY INCOME RATES STATE LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------------ AK 47 $ 8,028,470.29 0.29% 359 37.84% 7.743% 626 87.29% AL 187 18,663,068.99 0.67 353 37.81 8.206 603 85.97 AR 34 3,655,277.98 0.13 353 38.25 8.562 588 85.30 AZ 863 99,779,020.00 3.56 355 37.40 7.698 611 87.29 CA 2,978 757,953,846.48 27.07 357 40.80 7.165 610 79.42 CO 304 49,477,427.85 1.77 357 39.25 7.459 611 86.51 CT 248 48,843,764.14 1.74 357 39.12 7.489 608 83.17 DE 34 4,984,258.35 0.18 347 41.18 7.820 596 82.23 FL 1,853 249,671,280.16 8.92 355 38.72 7.706 612 84.45 GA 454 60,127,045.97 2.15 357 36.24 7.830 617 87.27 HI 170 43,815,533.41 1.56 357 40.59 6.832 639 81.19 IA 112 9,820,914.51 0.35 349 38.42 7.981 599 86.45 ID 39 4,749,893.36 0.17 350 35.40 7.452 612 84.02 IL 1,252 189,390,066.22 6.76 358 38.96 7.870 619 86.94 IN 524 39,757,772.27 1.42 356 36.03 7.955 606 86.92 KS 101 9,183,055.28 0.33 353 36.85 8.098 603 85.34 KY 101 9,232,736.72 0.33 350 37.19 7.774 598 85.31 LA 201 19,362,006.02 0.69 350 37.36 8.031 583 82.98 MA 294 65,173,926.96 2.33 357 39.14 7.493 615 81.51 MD 466 81,747,572.91 2.92 355 38.51 7.551 602 83.90 ME 47 6,773,838.63 0.24 356 35.80 7.648 600 82.18 MI 1,070 109,410,723.07 3.91 358 37.33 7.916 599 85.56 MN 296 51,615,881.48 1.84 358 40.34 7.620 612 86.51 MO 417 37,863,501.52 1.35 356 37.67 8.067 592 86.03 MS 130 10,943,206.41 0.39 348 38.71 7.957 598 85.82 MT 6 717,395.88 0.03 359 37.30 7.498 595 71.67 NC 252 25,434,998.96 0.91 351 37.20 8.040 598 83.79 ND 11 808,451.91 0.03 347 39.88 7.411 625 84.31 NE 77 6,794,872.45 0.24 356 37.97 7.656 611 86.60 NH 39 6,471,198.96 ▇.▇▇ ▇▇▇ ▇▇.▇▇ ▇.▇▇6 602 78.84 NJ 348 78,325,309.65 2.80 357 39.39 7.609 618 84.46 NM 56 6,308,270.59 0.23 358 35.73 7.950 616 89.85 NV 350 64,503,231.97 2.30 358 39.03 7.658 614 83.19 NY 772 208,986,618.95 7.46 357 39.52 7.534 625 83.97 OH 797 75,303,164.18 2.69 353 37.60 7.682 601 87.03 OK 122 10,998,727.34 0.39 351 35.92 8.265 599 86.60 OR 103 14,674,857.83 0.52 355 36.69 7.421 616 82.69 PA 433 48,573,946.34 1.73 351 37.16 7.693 596 83.65 RI 111 19,625,384.65 0.70 355 39.65 7.420 621 80.83 SC 161 14,039,886.99 0.50 350 36.45 7.905 594 83.71 SD 15 1,799,007.28 0.06 359 36.49 7.890 594 88.42 TN 320 28,887,288.59 1.03 348 36.86 8.072 603 86.83 TX 914 97,781,015.99 3.49 343 37.56 8.052 601 83.31 UT 201 23,134,020.62 0.83 358 37.20 7.718 629 87.86 VT 7 819,365.53 0.03 359 46.87 7.527 585 69.25 WA 284 47,015,366.66 1.68 358 39.46 7.563 611 85.00 WI 252 27,717,660.16 0.99 356 39.62 8.073 603 85.97 WY 12 1,255,776.49 0.04 346 36.74 8.203 599 85.21 ------------------------------------------------------------------------------------------------------------------------------------ TOTAL: 17,865 $ 2,799,999,906.95 100.00% 356 39.06% 7.569% 611 83.44% ------------------------------------------------------------------------------------------------------------------------------------ OCCUPANCY STATUS --

Appears in 1 contract

Sources: Mortgage Loan Purchase Agreement (Park Place Securities, Inc., Asset-Backed Pass-Through Certificates, Series 2004-Mhq1)

Collateral Type. PRINCIPAL % OF PRINCIPAL REMAINING ~~DEBT-~~ NUMBER OF BALANCE ~~PRINCIPAL~~ BALANCE AS OF TERM TO DEBT-TO- ~~MORTGAGE~~ GROSS COLLATERAL MORTGAGE AS OF ~~BALANCE AS OF MATURITY INCOME RATES COLLATERAL TYPE LOANS~~ THE THE CUT-OFF ~~DATE THE~~ MATURITY INCOME COUPON OLTV TYPE LOANS CUT-OFF DATE ($) DATE (MONTHS) (%) (%) FICO ~~OLTV~~ (%) ~~------------------------------------------------------------------------------------------------------------------------------------ 2 YEAR ARMS 9,958 $1,640,948,739.33 58.61% 358 39.56% 7.648%~~ ------------------------ ----------- --------------- ---------------- ----------- -------- -------- ------ ------- 2-yr Fixed / Adjustable-Rate 724 207,690,538.75 55.47 359 39.61 7.434 600 84.05% 3 YEAR ARMS 2,858 501,274,505.73 17.90 358 38.54 7.49 617 85.71 FIXED 5,049 657,776,661.89 23.49 348 38.23 7.433 633 80.20 ------------------------------------------------------------------------------------------------------------------------------------ 84.36 3-yr Fixed / Adjustable-Rate 201 62,933,801.28 16.81 359 39.97 7.318 618 86.28 Fixed Rate 489 103,810,463.96 27.72 352 38.61 6.966 636 78.95 ------------------------ ----------- ---------------- ---------------- --------- --------- -------- ------- ------ TOTAL: ~~17,865 $2,799,999,906.95 100.00% 356 39.06% 7.569% 611 83.44% ------------------------------------------------------------------------------------------------------------------------------------~~ 1,414 374,434,803.99 100.00 357 39.39 7.285 613 83.18 ------------------------ ----------- ---------------- ---------------- --------- --------- -------- ------- ------ PRINCIPAL BALANCES ~~AS OF THE CUT-OFF DATE ------------------------------------------------------------------------------------------------------------------------------------~~ AT ORIGINATION PRINCIPAL % OF PRINCIPAL REMAINING ~~DEBT-~~ RANGE OF NUMBER OF BALANCE ~~PRINCIPAL~~ BALANCE TERM TO DEBT-TO- ~~MORTGAGE~~ GROSS PRINCIPAL BALANCES MORTGAGE AS OF ~~BALANCE~~ THE AS OF MATURITY INCOME ~~RATES AS OF THE CUT-OFF DATE~~ COUPON OLTV AT ORIGINATION ($) LOANS ~~ORIGINATION~~ ORIGINATION($) ORIGINATION (MONTHS)* ) (%)* ) (%~~)* FICO* OLTV~~ ) FICO (%~~)* ------------------------------------------------------------------------------------------------------------------------------------ <= 50,000 1,087 $ 43,366,016.14 1.55%~~ ) ------------------------ ----------- --------------- ---------------- ----------- -------- -------- ------ ------- 50,000.01 - 100,000.00 419 32,592,075.00 8.69 349 ~~34% 9.581% 622 83.66% 50,001~~ 35.24 7.873 595 81.22 100,000.01 - ~~100,000 5,852 418,860,723.07 14.96 349 36.19 8.219~~ 150,000.00 202 24,821,901.00 6.62 347 37.11 7.533 605 ~~82.83 100,001~~ 81.29 150,000.01 - ~~150,000 3,820 473,554,974.67 16.91 355 38.17 7.718~~ 200,000.00 83 14,202,450.00 3.79 353 37.06 7.394 609 82.80 200,000.01 - 250,000.00 40 9,010,300.00 2.40 359 38.89 7.327 607 ~~83.76 150,001~~ 78.71 250,000.01 - ~~200,000 2,510 435,728,104.52 15.56 357 39.34 7.522 605 83.11 200,001~~ 300,000.00 38 10,346,030.00 2.76 359 37.97 7.357 603 78.74 300,000.01 - ~~250,000 1,629 364,980,258.70 13.04 357 40.27 7.424 609 82.84 250,001~~ 350,000.00 74 25,021,634.00 6.67 359 41.27 7.208 601 82.55 350,000.01 - ~~300,000 1,096 300,188,805.47 10.72 357 40.09 7.33 609 82.6 300,001~~ 400,000.00 169 63,160,490.00 16.85 359 40.24 7.204 614 84.52 400,000.01 - ~~350,000 663 214,211,276.40 7.65~~ 450,000.00 124 52,887,377.00 14.11 358 40.84 7.276 616 85.55 450,000.01 - 500,000.00 136 65,017,311.00 17.34 358 40.34 7.292 621 85.03 500,000.01 - 550,000.00 40 21,156,115.00 5.64 359 ~~40.86 7.294 619 84.74 350,001~~ 41.37 6.976 631 84.61 550,000.01 - ~~400,000 409 153,520,912.46 5.48 358 40.81 7.269 619 84.39 400,001~~ 600,000.00 32 18,299,600.00 4.88 359 38.12 7.173 613 83.67 600,000.01 - ~~450,000 282 119,782,108.18 4.28 357 40.18 7.288 623 86.83 450,001~~ 650,000.00 29 18,346,099.00 4.89 359 39.45 6.892 633 82.63 650,000.01 - ~~500,000 274 131,697,804.01 4.7 358 39.72 7.191 625 85.25 500,001~~ 700,000.00 10 6,800,250.00 1.81 359 35.77 7.021 592 76.91 700,000.01 - ~~550,000 82 43,349,821.67 1.55~~ 750,000.00 17 12,455,730.00 3.32 359 ~~40.67 6.95 615 82.27 550,001~~ 40.63 7.078 599 75.50 750,000.01 - ~~600,000 74 42,483,697.76 1.52~~ 800,000.00 1 760,000.00 0.20 359 39.84 6.868 619 81.01 600,001 - 650,000 43 26,926,907.90 0.96 359 40.02 7.053 612 84.01 650,001 - 700,000 20 13,564,647.18 0.48 359 40.69 6.858 628 76.8 700,001 - 750,000 23 16,904,521.78 0.6 359 36.24 6.647 624 76.85 850,001 - 900,000 1 879,327.04 0.03 359 41 7.35 684 80 ------------------------------------------------------------------------------------------------------------------------------------ 34.00 6.150 754 80.00 ------------------------ ----------- ---------------- ---------------- --------- --------- -------- ------- ------ TOTAL: 17,865 $ 2,799,999,906.95 100% 356 39.06% 7.569% 611 83.44% ------------------------------------------------------------------------------------------------------------------------------------ * 1,414 374,877,362.00 100.00 357 39.39 7.285 613 83.18 ------------------------ ----------- ---------------- ---------------- --------- --------- -------- ------- ------ *Based on the original balances of the Mortgage Loans. PRINCIPAL BALANCES AT ORGINATION ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL % OF REMAINING DEBT- RANGE OF PRINCIPAL NUMBER OF BALANCE PRINCIPAL TERM TO TO- MORTGAGE BALANCES AT MORTGAGE AS OF BALANCE AS OF ~~MATURITY INCOME RATES ORIGINATION ($) LOANS~~ THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------------ <= 50,000 1,056 $ 41,900,287.20 1.49% 350 33.95% 9.639% 623 83.91% 50,001 - 100,000 5,878 420,388,692.00 15.00 349 36.19 8.219 604 82.80 100,001 - 150,000 3,819 473,593,349.00 16.90 355 38.17 7.718 607 83.74 150,001 - 200,000 2,516 437,037,307.00 15.59 357 39.34 7.521 605 83.14 200,001 - 250,000 1,626 364,576,138.00 13.01 357 40.26 7.426 609 82.84 250,001 - 300,000 1,097 300,613,696.00 10.73 357 40.08 7.327 609 82.61 300,001 - 350,000 662 213,952,037.00 7.63 359 40.87 7.299 619 84.69 350,001 - 400,000 412 154,710,539.00 5.52 358 40.83 7.264 619 84.41 400,001 - 450,000 281 119,462,490.00 4.26 358 40.17 7.289 624 86.84 450,001 - 500,000 275 132,280,572.00 4.72 357 39.74 7.190 624 85.25 500,001 - 550,000 82 43,389,699.00 1.55 359 40.67 6.950 615 82.27 550,001 - 600,000 74 42,521,026.00 1.52 359 39.84 6.867 619 81.01 600,001 - 650,000 43 26,946,465.00 0.96 359 40.02 7.053 612 84.02 650,001 - 700,000 20 13,576,830.00 0.48 359 40.69 6.858 628 76.80 700,001 - 750,000 23 16,919,681.00 0.60 359 36.24 6.647 624 76.85 850,001 - 900,000 1 880,000.00 0.03 359 41.00 7.350 684 80.00 ------------------------------------------------------------------------------------------------------------------------------------ TOTAL: 17,865 $ 2,802,748,808.20 100.00% 356 39.06% 7.569% 611 83.44% ------------------------------------------------------------------------------------------------------------------------------------ REMAINING TERM TO MATURITY ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL % OF REMAINING DEBT- NUMBER OF BALANCE PRINCIPAL TERM TO TO- MORTGAGE RANGE OF MONTHS MORTGAGE AS OF BALANCE AS OF MATURITY INCOME RATES REMAINING LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------------ 60.01 - 120.00 15 $ 1,212,463.81 0.04% 119 36.25% 8.282% 664 69.46% 120.01 - 180.00 317 29,008,451.78 1.04 179 37.59 7.606 610 73.01 180.01 - 240.00 244 24,976,907.34 0.89 239 38.24 7.878 617 79.20 240.01 - 300.00 12 1,350,375.34 0.05 299 38.34 7.790 660 82.64 300.01 - 360.00 17,277 2,743,451,708.68 97.98 359 39.09 7.566 611 83.60 ------------------------------------------------------------------------------------------------------------------------------------ TOTAL: 17,865 $ 2,799,999,906.95 100.00% 356 39.06% 7.569% 611 83.44% ------------------------------------------------------------------------------------------------------------------------------------ MORTGAGE RATE ------------------------------------------------------------------------------------------------------------------------------------ RANGE OF PRINCIPAL % OF REMAINING DEBT- CURRENT NUMBER OF BALANCE PRINCIPAL TERM TO TO- MORTGAGE MORTGAGE MORTGAGE AS OF BALANCE AS OF MATURITY INCOME RATES RATES (%) LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------------ 5.500 - 5.999 559 $ 141,402,575.05 5.05% 356 38.38% 5.873% 654 76.28% 6.000 - 6.499 1,498 311,773,618.66 11.13 356 38.32 6.238 636 79.72 6.500 - 6.999 2,819 551,571,316.81 19.70 355 39.27 6.750 626 82.16 7.000 - 7.499 2,413 404,297,393.61 14.44 356 39.43 7.235 616 84.02 7.500 - 7.999 3,355 528,242,701.72 18.87 356 39.49 7.751 601 85.08 8.000 - 8.499 2,244 314,964,925.60 11.25 356 38.83 8.231 592 85.37 8.500 - 8.999 2,122 280,775,572.20 10.03 355 38.89 8.721 586 86.03 9.000 - 9.499 968 115,311,386.46 4.12 356 39.06 9.200 581 85.51 9.500 - 9.999 691 73,814,187.70 2.64 353 39.31 9.700 575 83.01 10.000 - 10.499 254 23,069,657.17 0.82 354 39.38 10.210 573 82.17 10.500 - 10.999 277 19,136,231.01 0.68 351 38.49 10.756 589 84.21 11.000 - 11.499 262 15,801,698.92 0.56 352 38.45 11.208 621 87.55 11.500 - 11.999 168 9,238,563.04 0.33 347 37.54 11.710 614 89.85 12.000 - 12.499 153 7,181,818.51 0.26 358 37.71 12.294 628 96.79 12.500 - 12.999 82 3,418,260.49 0.12 358 34.20 12.570 625 96.59 ------------------------------------------------------------------------------------------------------------------------------------ TOTAL: 17,865 $ 2,799,999,906.95 100.00% 356 39.06% 7.569% 611 83.44% ------------------------------------------------------------------------------------------------------------------------------------ ORIGINAL LOAN-TO-VALUE RATIOS ------------------------------------------------------------------------------------------------------------------------------------ RANGE OF PRINCIPAL % OF REMAINING DEBT- ORIGINAL NUMBER OF BALANCE PRINCIPAL TERM TO TO- MORTGAGE LOAN-TO-VALUE MORTGAGE AS OF BALANCE AS OF MATURITY INCOME RATES RATIOS (%) LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------------ <= 25.000 32 $ 2,306,561.14 0.08% 337 33.69% 7.065% 622 19.94% 25.001 - 30.000 32 3,398,299.88 0.12 335 37.34 6.826 610 28.06 30.001 - 35.000 57 6,541,111.38 0.23 346 35.51 7.166 610 33.42 35.001 - 40.000 85 9,976,439.31 0.36 341 39.50 7.150 598 37.79 40.001 - 45.000 91 11,851,149.01 0.42 344 37.88 7.094 619 42.80 45.001 - 50.000 164 20,873,012.37 0.75 350 37.91 7.346 595 48.00 50.001 - 55.000 215 30,295,024.10 1.08 349 38.48 7.206 594 52.81 55.001 - 60.000 342 52,460,374.11 1.87 352 40.00 7.522 582 58.13 60.001 - 65.000 560 88,844,945.83 3.17 354 39.24 7.328 582 63.37 65.001 - 70.000 833 133,736,637.25 4.78 354 40.05 7.539 583 68.59 70.001 - 75.000 1,415 229,353,156.46 8.19 355 40.92 7.622 579 74.01 75.001 - 80.000 3,166 511,958,697.89 18.28 355 38.44 7.227 609 79.49 80.001 - 85.000 2,059 333,775,169.60 11.92 356 39.08 7.391 601 84.31 85.001 - 90.000 4,519 707,228,059.93 25.26 357 38.22 7.664 610 89.68 90.001 - 95.000 3,170 576,215,727.13 20.58 357 39.96 7.627 639 94.76 95.001 - 100.000 1,125 81,185,541.56 2.90 355 37.41 9.810 667 99.91 ------------------------------------------------------------------------------------------------------------------------------------ TOTAL: 17,865 $ 2,799,999,906.95 100.00% 356 39.06% 7.569% 611 83.44% ------------------------------------------------------------------------------------------------------------------------------------ FICO SCORE AT ORIGINATION ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL % OF REMAINING DEBT- NUMBER OF BALANCE PRINCIPAL TERM TO TO- MORTGAGE RANGE OF MORTGAGE AS OF BALANCE AS OF MATURITY INCOME RATES FICO SCORES LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------------ 500 - 519 1,042 $ 151,234,877.94 5.40% 357 42.07% 8.384% 510 75.15% 520 - 539 1,415 203,306,184.69 7.26 356 40.93 8.204 530 77.21 540 - 559 1,827 280,734,518.98 10.03 356 40.35 7.960 551 80.61 560 - 579 1,441 224,470,705.56 8.02 356 39.45 7.789 569 80.51 580 - 599 2,076 332,696,277.90 11.88 356 39.03 7.578 589 83.34 600 - 619 2,412 387,706,852.40 13.85 356 38.89 7.463 609 85.23 620 - 639 2,498 387,972,899.47 13.86 355 38.99 7.377 629 85.83 640 - 659 1,803 278,472,824.74 9.95 356 38.27 7.277 649 86.09 660 - 679 1,188 191,523,107.97 6.84 356 38.00 7.226 669 86.23 680 - 699 903 150,229,283.85 5.37 356 37.27 7.169 689 87.35 700 - 719 544 94,309,133.65 3.37 355 37.11 7.116 709 86.49 720 - 739 321 51,233,229.13 1.83 356 37.54 7.193 729 85.90 740 - 759 203 36,341,242.35 1.30 355 36.47 7.049 749 85.83 760 - 779 117 19,277,964.18 0.69 355 34.79 7.163 767 86.20 780 - 799 62 9,144,989.77 0.33 353 34.63 7.285 788 82.29 800 - 819 13 1,345,814.37 0.05 348 38.01 6.972 804 76.37 ------------------------------------------------------------------------------------------------------------------------------------ TOTAL: 17,865 $ 2,799,999,906.95 100.00% 356 39.06% 7.569% 611 83.44% ------------------------------------------------------------------------------------------------------------------------------------ DEBT-TO-INCOME RATIO ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL % OF REMAINING DEBT- RANGE OF DEBT- NUMBER OF BALANCE PRINCIPAL TERM TO TO- MORTGAGE TO-INCOME MORTGAGE AS OF BALANCE AS OF MATURITY INCOME RATES RATIOS (%) LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------------ <= 20.00 1,172 $ 150,187,826.68 5.36% 355 14.67% 7.543% 628 82.09% 20.01 - 25.00 1,153 144,273,442.86 5.15 355 23.20 7.629 616 82.74 25.01 - 30.00 1,637 215,797,859.40 7.71 355 28.16 7.621 612 82.68 30.01 - 35.00 2,349 340,608,958.67 12.16 355 33.15 7.495 617 83.38 35.01 - 40.00 3,007 468,455,442.94 16.73 356 38.16 7.582 614 84.12 40.01 - 45.00 3,914 643,879,817.84 23.00 356 43.06 7.567 615 84.60 45.01 - 50.00 3,939 714,298,676.41 25.51 356 48.09 7.546 604 85.15 50.01 - 55.00 694 122,497,882.15 4.37 355 53.16 7.748 571 68.86 ------------------------------------------------------------------------------------------------------------------------------------ TOTAL: 17,865 $ 2,799,999,906.95 100% 356 39.06% 7.569% 611 83.44% ------------------------------------------------------------------------------------------------------------------------------------ GEOGRAPHIC DISTRIBUTION ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL % OF REMAINING DEBT- NUMBER OF BALANCE PRINCIPAL TERM TO TO- MORTGAGE MORTGAGE AS OF BALANCE AS OF MATURITY INCOME RATES STATE LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) ------------------------------------------------------------------------------------------------------------------------------------ AK 47 $ 8,028,470.29 0.29% 359 37.84% 7.743% 626 87.29% AL 187 18,663,068.99 0.67 353 37.81 8.206 603 85.97 AR 34 3,655,277.98 0.13 353 38.25 8.562 588 85.30 AZ 863 99,779,020.00 3.56 355 37.40 7.698 611 87.29 CA 2,978 757,953,846.48 27.07 357 40.80 7.165 610 79.42 CO 304 49,477,427.85 1.77 357 39.25 7.459 611 86.51 CT 248 48,843,764.14 1.74 357 39.12 7.489 608 83.17 DE 34 4,984,258.35 0.18 347 41.18 7.820 596 82.23 FL 1,853 249,671,280.16 8.92 355 38.72 7.706 612 84.45 GA 454 60,127,045.97 2.15 357 36.24 7.830 617 87.27 HI 170 43,815,533.41 1.56 357 40.59 6.832 639 81.19 IA 112 9,820,914.51 0.35 349 38.42 7.981 599 86.45 ID 39 4,749,893.36 0.17 350 35.40 7.452 612 84.02 IL 1,252 189,390,066.22 6.76 358 38.96 7.870 619 86.94 IN 524 39,757,772.27 1.42 356 36.03 7.955 606 86.92 KS 101 9,183,055.28 0.33 353 36.85 8.098 603 85.34 KY 101 9,232,736.72 0.33 350 37.19 7.774 598 85.31 LA 201 19,362,006.02 0.69 350 37.36 8.031 583 82.98 MA 294 65,173,926.96 2.33 357 39.14 7.493 615 81.51 MD 466 81,747,572.91 2.92 355 38.51 7.551 602 83.90 ME 47 6,773,838.63 0.24 356 35.80 7.648 600 82.18 MI 1,070 109,410,723.07 3.91 358 37.33 7.916 599 85.56 MN 296 51,615,881.48 1.84 358 40.34 7.620 612 86.51 MO 417 37,863,501.52 1.35 356 37.67 8.067 592 86.03 MS 130 10,943,206.41 0.39 348 38.71 7.957 598 85.82 MT 6 717,395.88 0.03 359 37.30 7.498 595 71.67 NC 252 25,434,998.96 0.91 351 37.20 8.040 598 83.79 ND 11 808,451.91 0.03 347 39.88 7.411 625 84.31 NE 77 6,794,872.45 0.24 356 37.97 7.656 611 86.60 NH 39 6,471,198.96 ▇.▇▇ ▇▇▇ ▇▇.▇▇ ▇.▇▇6 602 78.84 NJ 348 78,325,309.65 2.80 357 39.39 7.609 618 84.46 NM 56 6,308,270.59 0.23 358 35.73 7.950 616 89.85 NV 350 64,503,231.97 2.30 358 39.03 7.658 614 83.19 NY 772 208,986,618.95 7.46 357 39.52 7.534 625 83.97 OH 797 75,303,164.18 2.69 353 37.60 7.682 601 87.03 OK 122 10,998,727.34 0.39 351 35.92 8.265 599 86.60 OR 103 14,674,857.83 0.52 355 36.69 7.421 616 82.69 PA 433 48,573,946.34 1.73 351 37.16 7.693 596 83.65 RI 111 19,625,384.65 0.70 355 39.65 7.420 621 80.83 SC 161 14,039,886.99 0.50 350 36.45 7.905 594 83.71 SD 15 1,799,007.28 0.06 359 36.49 7.890 594 88.42 TN 320 28,887,288.59 1.03 348 36.86 8.072 603 86.83 TX 914 97,781,015.99 3.49 343 37.56 8.052 601 83.31 UT 201 23,134,020.62 0.83 358 37.20 7.718 629 87.86 VT 7 819,365.53 0.03 359 46.87 7.527 585 69.25 WA 284 47,015,366.66 1.68 358 39.46 7.563 611 85.00 WI 252 27,717,660.16 0.99 356 39.62 8.073 603 85.97 WY 12 1,255,776.49 0.04 346 36.74 8.203 599 85.21 ------------------------------------------------------------------------------------------------------------------------------------ TOTAL: 17,865 $ 2,799,999,906.95 100.00% 356 39.06% 7.569% 611 83.44% ------------------------------------------------------------------------------------------------------------------------------------ OCCUPANCY STATUS --DATE

Appears in 1 contract

Sources: Mortgage Loan Purchase Agreement (Argent Securities Inc Asset-Backed Pass-Through Certificates, Series 2004-W11)

Common use of Collateral Type Clause in Contracts