HSBC
HASCO 2007-HE1
Aggregate Loans (All Collateral)
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1. Summary Statistics (as of the Sample Pool Calculation Date)
Aggregate Principal Balance: $1,040,763,656.18
Number of Mortgage Loans: 5,227
Average Principal Balance: $199,113.00
Aggregate Principal Balance (Fixed Rate): $275,984,939.60
Aggregate Principal Balance (Adjustable Rate): $764,778,716.58
% Fixed Rate Mortgages: 26.52%
% Adjustable Rate Mortgages: 73.48%
Weighted Average Current Mortgage Rate: 8.245%
Non-zero Weighted Average Credit Score: 627
Weighted Average Original LTV: 82.93%
Weighted Average Original Combined LTV: 85.87%
Non-zero Weighted Average Debt Ratio: 42.46
Weighted Average Stated Remaining Term: 352
Weighted Average Stated Original Term: 356
Weighted Average Months to Roll: 29
Weighted Average Margin: 5.538%
Weighted Average Initial Rate Cap: 2.059%
Weighted Average Periodic Rate Cap: 1.321%
Weighted Average Maximum Rate: 14.884%
Weighted Average Minimum Rate: 8.055%
% Second Lien: 1.82%
% Silent & Simultaneous Seconds: 15.43%
% California Loans: 15.90%
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2. Product Type
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% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Product Type Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
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10 Year Fixed 11 1,039,777 0.1 94,525 8.107 53.06 53.06 584 40.35
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15 Year Fixed 38 3,942,562 0.38 103,752 8.255 72.73 72.73 628 35.7
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20 Year Fixed 38 5,100,413 0.49 134,221 7.899 74.18 74.96 639 35.76
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30 Year Fixed 1,093 174,315,705 16.75 159,484 8.109 79.86 80.82 628 40.58
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30 Year Fixed 5 Year Interest Only 45 12,602,079 1.21 280,046 7.382 77.49 78.07 667 43.15
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30 Year Fixed 10 Year Interest Only 2 1,020,000 0.1 510,000 6.984 86.88 86.88 684 44.55
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15/30 Year Fixed (Balloon) 236 15,992,751 1.54 67,766 10.976 99.01 99.01 696 43.1
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30/40 Year Fixed (Balloon) 268 61,971,653 5.95 231,238 8.072 82.64 83.35 634 42.57
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ARM 30 Year 1 439,235 0.04 439,235 8.75 80 80 643 44.31
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2/28 ARM 886 144,053,638 13.84 162,589 8.697 83.75 88.06 611 42.05
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2/28 ARM 5 Year Interest Only 228 65,517,187 6.3 287,356 7.521 83.5 92.57 663 41.78
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2/28 ARM 10 Year Interest Only 18 5,267,329 0.51 292,629 6.921 83.18 91.32 652 43.25
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3/27 ARM 772 145,879,319 14.02 188,963 8.517 83.49 85.73 614 42.65
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3/27 ARM 5 Year Interest Only 239 70,619,960 6.79 295,481 7.512 86.16 92.94 674 43.61
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3/27 ARM 10 Year Interest Only 3 1,442,000 0.14 480,667 6.263 85.53 90.69 685 43.14
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5/25 ARM 68 12,258,013 1.18 180,265 8.341 83.39 84.56 627 40.75
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5/25 ARM 5 Year Interest Only 44 11,901,761 1.14 270,495 6.863 78.37 83.55 684 43.66
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5/25 ARM 10 Year Interest Only 14 2,479,000 0.24 177,071 9.522 83.6 83.6 682 38.76
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7/23 ARM 1 86,265 0.01 86,265 10.625 80 80 623 0
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3/1 ARM 2 428,185 0.04 214,092 8.981 71.98 71.98 657 54.8
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5/1 ARM 10 Year Interest Only 6 2,661,500 0.26 443,583 6.788 73.77 74.64 653 35.5
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7/1 ARM 7 Year Interest Only 2 240,558 0.02 120,279 7.898 79.48 79.48 639 33.85
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30/40 Year ARM 2/28 (Balloon) 378 95,946,128 9.22 253,826 8.467 84.75 87.36 606 43.34
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30/40 Year ARM 3/27 (Balloon) 783 191,890,286 18.44 245,071 8.302 82.89 85.02 611 43.96
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30/40 Year ARM 5/25 (Balloon) 45 11,559,087 1.11 256,869 7.578 77.29 78.41 626 42
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30/50 Year ARM 2/28 (Balloon) 6 2,109,264 0.2 351,544 8.061 74.71 82.95 605 41.01
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Total: 5,227 1,040,763,656 100 199,113 8.245 82.93 85.87 627 42.46
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3. Range of Gross Mortgage Rates (%)
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% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Gross Mortgage Rates (%) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
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5.000 - 5.499 2 882,143 0.08 441,072 5.316 52.91 52.91 790 48.17
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5.500 - 5.999 46 12,898,363 1.24 280,399 5.89 72.47 76.28 696 40.5
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6.000 - 6.499 124 34,679,340 3.33 279,672 6.283 75.08 79.54 680 41.92
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6.500 - 6.999 463 118,709,552 11.41 256,392 6.817 76.22 82.26 664 42.26
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7.000 - 7.499 448 110,191,085 10.59 245,962 7.289 79.11 84.97 651 42.56
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7.500 - 7.999 929 211,308,527 20.3 227,458 7.79 82.22 85.56 637 42.65
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8.000 - 8.499 611 131,406,218 12.63 215,067 8.272 83.55 86.88 618 43.37
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8.500 - 8.999 976 195,577,411 18.79 200,387 8.769 86.04 87.15 609 42.6
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9.000 - 9.499 454 79,558,807 7.64 175,240 9.264 85.78 86.86 593 42.81
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9.500 - 9.999 614 90,096,075 8.66 146,736 9.764 87.75 88.11 589 41.52
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10.000 - 10.499 158 19,809,491 1.9 125,377 10.271 90 90.32 585 40.14
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10.500 - 10.999 202 20,423,138 1.96 101,105 10.736 90.32 90.7 602 41.65
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11.000 - 11.499 45 4,381,429 0.42 97,365 11.214 89.47 89.91 580 39.08
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11.500 - 11.999 85 6,285,309 0.6 73,945 11.801 93.85 93.85 626 42.03
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12.000 - 12.499 17 1,216,323 0.12 71,548 12.256 90.82 90.82 595 40.11
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12.500 - 12.999 28 2,068,221 0.2 73,865 12.811 98.84 98.84 652 43.25
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13.000 - 13.499 6 434,799 0.04 72,466 13.204 100 100 617 48.74
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13.500 - 13.999 5 265,444 0.03 53,089 13.671 100 100 655 43.46
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14.000 - 14.499 14 571,982 0.05 40,856 14.159 100 100 587 47.25
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Total: 5,227 1,040,763,656 100 199,113 8.245 82.93 85.87 627 42.46
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Weighted Average Gross Mortgage Rate (%): 8.245
Minimum Gross Mortgage Rate (%): 5.300
Maximum Gross Mortgage Rate (%): 14.300
Standard Deviation Gross Mortgage Rate (%): 1.323
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4. Range of Cut-off Date Principal Balances ($)
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% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Cut-off Date Principal Balances ($) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
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0.01 - 50,000.00 200 7,613,603 0.73 38,068 10.428 91.71 91.98 653 40.8
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50,000.01 - 100,000.00 996 75,247,810 7.23 75,550 9.343 84.01 87.33 613 38.96
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100,000.01 - 150,000.00 1,047 131,312,687 12.62 125,418 8.706 82.52 84.75 611 40.27
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150,000.01 - 200,000.00 872 152,290,106 14.63 174,645 8.245 81.47 84.06 617 42.22
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200,000.01 - 250,000.00 659 147,559,559 14.18 223,914 8.184 83.32 86.26 623 42.71
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250,000.01 - 300,000.00 493 135,030,211 12.97 273,895 8.088 82.32 85.37 627 44.08
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300,000.01 - 350,000.00 329 106,330,173 10.22 323,192 7.952 82.79 86.06 631 43.72
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350,000.01 - 400,000.00 234 87,777,090 8.43 375,116 7.961 83.51 87.12 635 43.91
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400,000.01 - 450,000.00 153 64,939,106 6.24 424,439 8.08 85.14 88.61 640 44.02
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450,000.01 - 500,000.00 106 50,704,084 4.87 478,340 7.824 82.93 86.26 642 43.82
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500,000.01 - 550,000.00 50 26,252,003 2.52 525,040 7.788 83.78 86.62 655 43.06
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550,000.01 - 600,000.00 43 24,764,769 2.38 575,925 7.605 82.53 85.19 647 43.67
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600,000.01 - 650,000.00 23 14,410,306 1.38 626,535 7.763 84.38 86.55 667 40.57
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650,000.01 - 700,000.00 10 6,784,533 0.65 678,453 7.464 79.88 86.84 662 39.75
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700,000.01 - 750,000.00 5 3,673,531 0.35 734,706 8.308 83.96 83.96 636 43.84
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750,000.01 - 800,000.00 3 2,362,680 0.23 787,560 7.627 83.02 83.02 640 27.52
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850,000.01 - 900,000.00 2 1,760,499 0.17 880,250 8.225 64.13 64.13 610 35.16
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950,000.01 - 1,000,000.00 2 1,950,908 0.19 975,454 8.02 77.48 77.48 622 20.34
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Total: 5,227 1,040,763,656 100 199,113 8.245 82.93 85.87 627 42.46
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Average Cut-off Date Principal Balance ($): 199,113.00
Minimum Cut-off Date Principal Balance ($): 14,717.23
Maximum Cut-off Date Principal Balance ($): 1,000,000.00
Standard Deviation Cut-off Date Principal Balance ($): 125,036.40
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5. Range of Original Principal Balances ($)
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% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Original Principal Balances ($) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
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0.01 - 50,000.00 196 7,414,580 0.71 37,829 10.436 91.83 91.97 654 40.87
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50,000.01 - 100,000.00 998 75,247,234 7.23 75,398 9.35 84.04 87.38 613 38.96
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100,000.01 - 150,000.00 1,046 131,063,055 12.59 125,299 8.707 82.54 84.78 610 40.28
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150,000.01 - 200,000.00 875 152,739,337 14.68 174,559 8.243 81.44 84.02 617 42.2
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200,000.01 - 250,000.00 658 147,309,657 14.15 223,875 8.184 83.36 86.3 623 42.72
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250,000.01 - 300,000.00 492 134,691,256 12.94 273,763 8.085 82.27 85.33 627 44.09
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300,000.01 - 350,000.00 329 106,280,988 10.21 323,043 7.952 82.76 86.03 631 43.8
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350,000.01 - 400,000.00 236 88,415,133 8.5 374,640 7.967 83.56 87.14 635 43.79
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400,000.01 - 450,000.00 152 64,489,360 6.2 424,272 8.079 85.18 88.67 640 44.06
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450,000.01 - 500,000.00 107 51,153,830 4.92 478,073 7.828 82.91 86.21 642 43.77
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500,000.01 - 550,000.00 50 26,252,003 2.52 525,040 7.788 83.78 86.62 655 43.06
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550,000.01 - 600,000.00 43 24,764,769 2.38 575,925 7.605 82.53 85.19 647 43.67
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600,000.01 - 650,000.00 23 14,410,306 1.38 626,535 7.763 84.38 86.55 667 40.57
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650,000.01 - 700,000.00 10 6,784,533 0.65 678,453 7.464 79.88 86.84 662 39.75
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700,000.01 - 750,000.00 5 3,673,531 0.35 734,706 8.308 83.96 83.96 636 43.84
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750,000.01 - 800,000.00 3 2,362,680 0.23 787,560 7.627 83.02 83.02 640 27.52
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850,000.01 - 900,000.00 2 1,760,499 0.17 880,250 8.225 64.13 64.13 610 35.16
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950,000.01 - 1,000,000.00 2 1,950,908 0.19 975,454 8.02 77.48 77.48 622 20.34
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Total: 5,227 1,040,763,656 100 199,113 8.245 82.93 85.87 627 42.46
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Average Orig Balance ($): 199,438.84
Minimum Orig Balance ($): 15,000.00
Maximum Orig Balance ($): 1,000,000.00
Standard Deviation Orig Balance ($): 125,189.88
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6. Range of Stated Remaining Terms (months)
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% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Stated Remaining Terms (months) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
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111 - 120 11 1,039,777 0.1 94,525 8.107 53.06 53.06 584 40.35
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161 - 170 1 14,717 0 14,717 12.25 100 100 591 28.13
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171 - 180 273 19,920,595 1.91 72,969 10.437 93.8 93.8 683 41.68
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231 - 240 38 5,100,413 0.49 134,221 7.899 74.18 74.96 639 35.76
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341 - 350 5 1,265,441 0.12 253,088 7.033 81.37 87.48 702 45.16
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351 - 360 4,899 1,013,422,713 97.37 206,863 8.205 82.79 85.8 626 42.51
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Total: 5,227 1,040,763,656 100 199,113 8.245 82.93 85.87 627 42.46
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Weighted Average Remaining Term: 352
Minimum Remaining Term: 116
Maximum Remaining Term: 358
Standard Deviation Remaining Term: 42
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7. Stated Original Term (months)
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% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Stated Original Term (months) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
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120 11 1,039,777 0.1 94,525 8.107 53.06 53.06 584 40.35
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180 274 19,935,313 1.92 72,757 10.438 93.81 93.81 683 41.67
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240 38 5,100,413 0.49 134,221 7.899 74.18 74.96 639 35.76
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360 4,904 1,014,688,154 97.49 206,910 8.203 82.79 85.8 626 42.51
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Total: 5,227 1,040,763,656 100 199,113 8.245 82.93 85.87 627 42.46
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Weighted Average Original Term: 356
Minimum Original Term: 120
Maximum Original Term: 360
Standard Deviation Original Term: 43
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8. Range of Original LTV Ratios (%)
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% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Original LTV Ratios (%) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
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less than or equal to 30.00 27 3,110,201 0.3 115,193 7.432 25.06 25.06 628 37.3
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30.01 - 35.00 20 2,853,495 0.27 142,675 7.876 32.64 32.64 602 40.25
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35.01 - 40.00 30 5,566,253 0.53 185,542 7.496 37.91 41.03 626 39.85
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40.01 - 45.00 34 6,052,568 0.58 178,017 7.035 43.14 43.14 647 40.42
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45.01 - 50.00 53 9,813,011 0.94 185,151 7.437 47.9 47.9 609 42.52
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50.01 - 55.00 55 10,137,671 0.97 184,321 7.597 53.03 53.03 589 40.22
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55.01 - 60.00 88 17,340,243 1.67 197,048 7.673 57.75 57.81 595 40.29
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60.01 - 65.00 124 28,349,582 2.72 228,626 7.699 63.23 63.38 601 41.52
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65.01 - 70.00 188 39,411,113 3.79 209,634 7.797 68.25 69.36 606 42
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70.01 - 75.00 305 64,373,702 6.19 211,061 8.04 73.73 74.1 598 42.15
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75.01 - 80.00 1,416 296,514,882 28.49 209,403 7.798 79.65 89.58 640 42.48
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80.01 - 85.00 705 143,948,544 13.83 204,182 8.41 84.36 84.45 601 42.96
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85.01 - 90.00 1,032 212,850,698 20.45 206,251 8.531 89.58 89.64 628 42.52
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90.01 - 95.00 373 80,032,138 7.69 214,563 8.706 94.63 94.64 637 43.11
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95.01 - 100.00 777 120,409,554 11.57 154,967 9.047 99.9 99.9 655 42.77
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Total: 5,227 1,040,763,656 100 199,113 8.245 82.93 85.87 627 42.46
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Weighted Average Original LTV (%): 82.93
Minimum Original LTV (%): 11.90
Maximum Original LTV (%): 100.00
Standard Deviation Original LTV (%): 13.05
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9. Range of Original Combined LTV Ratios (%)
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% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Original Combined LTV Ratios (%) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
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less than or equal to 30.00 27 3,110,201 0.3 115,193 7.432 25.06 25.06 628 37.3
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30.01 - 35.00 20 2,853,495 0.27 142,675 7.876 32.64 32.64 602 40.25
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35.01 - 40.00 28 5,083,215 0.49 181,543 7.464 37.85 37.85 622 39.84
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40.01 - 45.00 34 6,052,568 0.58 178,017 7.035 43.14 43.14 647 40.42
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45.01 - 50.00 53 9,813,011 0.94 185,151 7.437 47.9 47.9 609 42.52
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50.01 - 55.00 55 10,137,671 0.97 184,321 7.597 53.03 53.03 589 40.22
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55.01 - 60.00 87 17,271,374 1.66 198,522 7.668 57.74 57.76 595 40.29
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60.01 - 65.00 123 28,187,498 2.71 229,167 7.701 63.23 63.24 601 41.55
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65.01 - 70.00 183 38,167,960 3.67 208,568 7.814 67.96 68.23 603 41.86
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70.01 - 75.00 301 63,043,018 6.06 209,445 8.049 73.75 73.76 597 42.02
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75.01 - 80.00 699 143,973,478 13.83 205,971 8.068 79.31 79.31 610 41.55
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80.01 - 85.00 700 144,508,258 13.88 206,440 8.397 84.25 84.34 601 42.94
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85.01 - 90.00 1,035 214,115,138 20.57 206,875 8.52 89.37 89.57 628 42.53
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90.01 - 95.00 428 94,427,826 9.07 220,626 8.529 92.51 94.66 641 42.74
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95.01 - 100.00 1,454 260,018,945 24.98 178,830 8.249 89.18 99.93 662 43.24
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Total: 5,227 1,040,763,656 100 199,113 8.245 82.93 85.87 627 42.46
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Weighted Average Original Combined LTV (%): 85.87
Minimum Original Combined LTV (%): 11.90
Maximum Original Combined LTV (%): 100.00
Standard Deviation Original Combined LTV (%): 14.05
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10. Range of Gross Margins (%)
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% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Gross Margins (%) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
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2.000 - 2.249 1 158,657 0.02 158,657 6.5 80 100 748 33.6
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2.250 - 2.499 11 4,463,774 0.58 405,798 6.962 76.12 77.44 657 40.97
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2.500 - 2.749 14 2,895,126 0.38 206,795 6.812 71.84 72.95 679 43.17
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2.750 - 2.999 28 5,969,984 0.78 213,214 7.134 75.38 81.32 683 44.03
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3.000 - 3.249 39 10,591,334 1.38 271,573 7.161 79.96 83.09 676 43.91
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3.250 - 3.499 98 24,969,447 3.26 254,790 7.238 79.14 84.1 669 42.37
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3.500 - 3.749 64 17,174,299 2.25 268,348 7.151 80.09 86.41 664 42.33
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3.750 - 3.999 155 39,885,372 5.22 257,325 7.059 78.35 85.78 671 43.46
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4.000 - 4.249 89 20,404,050 2.67 229,259 7.52 78.98 85.81 647 41.59
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4.250 - 4.499 211 48,898,588 6.39 231,747 7.694 80.6 84.75 647 42.87
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4.500 - 4.749 128 30,595,865 4 239,030 7.705 82.9 86.84 645 42.93
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4.750 - 4.999 282 69,321,375 9.06 245,820 7.829 83.63 86.46 634 43.47
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5.000 - 5.249 118 27,626,470 3.61 234,123 8.15 83.06 85.75 607 43.81
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5.250 - 5.499 216 50,405,623 6.59 233,359 8.357 85.8 88.31 610 43.17
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5.500 - 5.749 189 46,246,125 6.05 244,688 8.415 84.94 87.03 616 43.47
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5.750 - 5.999 413 91,587,394 11.98 221,761 8.613 86.98 89.51 617 43.54
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6.000 - 6.249 224 49,684,983 6.5 221,808 8.597 85.6 88.65 608 42.82
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6.250 - 6.499 223 46,446,146 6.07 208,279 8.638 85.4 89.14 603 43.96
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6.500 - 6.749 161 33,200,194 4.34 206,212 8.617 84.67 87.62 611 41.13
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6.750 - 6.999 240 47,200,123 6.17 196,667 8.929 86.16 90.59 605 41.36
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7.000 - 7.249 112 20,091,342 2.63 179,387 8.617 83.03 89 610 43.87
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7.250 - 7.499 117 20,484,199 2.68 175,079 9.054 84 88.82 600 43.77
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7.500 - 7.749 101 17,028,530 2.23 168,599 9.089 84.34 88.4 596 41.03
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7.750 - 7.999 94 15,008,128 1.96 159,661 9.323 82.8 86.04 587 41.27
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8.000 - 8.249 147 20,843,990 2.73 141,796 9.493 81.7 84.93 580 41.58
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8.250 - 8.499 8 2,316,094 0.3 289,512 9.387 80.35 80.9 576 45.8
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8.500 - 8.749 3 350,148 0.05 116,716 10.265 84.88 90.24 574 43.59
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8.750 - 8.999 6 655,663 0.09 109,277 10.164 88.18 92.57 591 41.53
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9.000 - 9.249 1 50,334 0.01 50,334 10.09 80 100 650 45.63
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9.500 - 9.749 2 121,957 0.02 60,978 10.615 77.52 77.52 540 25.63
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9.750 - 9.999 1 103,403 0.01 103,403 12.95 90 90 516 28.12
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Total: 3,496 764,778,717 100 218,758 8.251 83.55 87.27 624 42.92
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Weighted Average Margin (%): 5.538
Minimum Margin (%): 2.125
Maximum Margin (%): 9.950
Standard Deviation Margin (%): 1.322
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11. Range of Minimum Mortgage Rates (%)
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% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Minimum Mortgage Rates (%) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
less than or equal to 4.499 150 26,863,967 3.51 179,093 8.353 83.88 84.46 663 39.63
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.500 - 4.999 15 1,874,981 0.25 124,999 9.809 90.08 90.08 669 39.83
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.500 - 5.999 30 9,021,517 1.18 300,717 6.209 81.58 87.67 689 42.6
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.000 - 6.499 74 19,739,692 2.58 266,753 6.311 78.09 85.6 678 43.21
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.500 - 6.999 284 78,949,394 10.32 277,991 6.833 79.01 87.24 666 43.5
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.000 - 7.499 315 82,194,428 10.75 260,935 7.295 80.67 87.91 654 42.9
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.500 - 7.999 642 154,056,517 20.14 239,963 7.792 82.47 86.66 635 42.82
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.000 - 8.499 424 97,082,103 12.69 228,967 8.278 84.07 88.26 615 43.99
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.500 - 8.999 624 137,714,347 18.01 220,696 8.778 85.73 87.21 603 43.13
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.000 - 9.499 305 57,130,771 7.47 187,314 9.27 85.13 86.52 585 43.51
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.500 - 9.999 391 67,739,836 8.86 173,248 9.756 87.49 87.86 580 42.18
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.000 - 10.499 109 15,619,227 2.04 143,296 10.271 89.33 89.74 575 40.15
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.500 - 10.999 87 11,528,231 1.51 132,508 10.68 88.16 88.8 575 42.23
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.000 - 11.499 22 2,759,933 0.36 125,452 11.193 86.19 86.89 553 37.79
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.500 - 11.999 16 1,709,853 0.22 106,866 11.747 88.72 88.72 574 39.33
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.000 - 12.499 6 609,622 0.08 101,604 12.155 81.69 81.69 529 35.1
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.500 greater than or equal to 2 184,298 0.02 92,149 12.774 90 90 567 36.42
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 3,496 764,778,717 100 218,758 8.251 83.55 87.27 624 42.92
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Minimum Rate (%): 8.055
Minimum Minimum Rate (%): 2.125
Maximum Minimum Rate (%): 12.950
Standard Deviation Minimum Rate (%): 1.521
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12. Range of Maximum Mortgage Rates (%)
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Maximum Mortgage Rates (%) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.000 - 11.499 1 1,000,000 0.13 1,000,000 6.375 65.57 65.57 648 27.09
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.500 - 11.999 17 5,652,121 0.74 332,478 5.975 83.94 90.16 675 41.86
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.000 - 12.499 37 10,648,839 1.39 287,806 6.391 82.95 89.22 658 43.1
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.500 - 12.999 92 23,701,154 3.1 257,621 6.755 81.73 91.39 660 42.55
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.000 - 13.499 167 43,005,218 5.62 257,516 7.038 79.91 87.87 658 43.3
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.500 - 13.999 425 108,365,603 14.17 254,978 7.285 80.29 86.85 655 43.04
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14.000 - 14.499 394 94,614,537 12.37 240,138 7.712 80.77 87.28 641 43.34
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14.500 - 14.999 701 154,441,908 20.19 220,317 8.112 83.11 86.31 629 42.57
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.000 - 15.499 417 87,071,026 11.39 208,803 8.581 84.71 87.44 610 43.31
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.500 - 15.999 562 120,785,815 15.79 214,921 8.944 86.42 87.05 603 43.42
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
16.000 - 16.499 221 40,692,376 5.32 184,128 9.447 86.77 87.18 583 43.33
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
16.500 - 16.999 313 54,346,297 7.11 173,630 9.851 87.83 88.08 579 41.94
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
17.000 - 17.499 67 9,782,224 1.28 146,003 10.437 89.43 89.62 563 41.29
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
17.500 - 17.999 57 8,009,748 1.05 140,522 10.841 88.23 88.23 576 42.17
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
18.000 - 18.499 16 1,957,886 0.26 122,368 11.453 83.64 83.64 541 34.54
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
18.500 - 18.999 7 515,035 0.07 73,576 11.909 88.05 88.05 566 32.97
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
19.000 - 19.499 1 85,526 0.01 85,526 12 80 80 521 38.55
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
19.500 greater than or equal to 1 103,403 0.01 103,403 12.95 90 90 516 28.12
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 3,496 764,778,717 100 218,758 8.251 83.55 87.27 624 42.92
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Maximum Rate (%): 14.884
Minimum Maximum Rate (%): 11.375
Maximum Maximum Rate (%): 19.950
Standard Deviation Maximum Rate (%): 1.201
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13. Initial Periodic Cap (%)
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Initial Periodic Cap (%) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1 6 1,536,409 0.2 256,068 8.493 82.69 82.69 635 44.59
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.5 2,096 484,623,398 63.37 231,213 8.242 83.45 86.43 624 43.21
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2 3 782,396 0.1 260,799 8.808 68.66 68.66 605 51.53
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3 1,365 272,022,945 35.57 199,284 8.266 83.88 89 621 42.48
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3.25 1 103,335 0.01 103,335 9.69 90 90 585 40.21
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5 25 5,710,234 0.75 228,409 8.129 78.54 79.23 665 36.94
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 3,496 764,778,717 100 218,758 8.251 83.55 87.27 624 42.92
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Initial Cap (%): 2.059
Minimum Initial Cap (%): 1.000
Maximum Initial Cap (%): 5.000
Standard Deviation Initial Cap (%): 0.771
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14. Subsequent Periodic Cap (%)
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Subsequent Periodic Cap (%) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1 1,389 276,470,865 36.15 199,043 8.28 83.87 88.91 622 42.46
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.5 2,097 484,977,609 63.41 231,272 8.242 83.44 86.42 624 43.21
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2 10 3,330,243 0.44 333,024 7.151 73.95 74.65 652 37.16
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 3,496 764,778,717 100 218,758 8.251 83.55 87.27 624 42.92
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Subsequent Periodic Cap (%): 1.321
Minimum Subsequent Periodic Cap (%): 1.000
Maximum Subsequent Periodic Cap (%): 2.000
Standard Deviation Subsequent Periodic Cap (%): 0.247
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15. Next Rate Adjustment Dates
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Next Rate Adjustment Dates Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
May-07 1 439,235 0.06 439,235 8.75 80 80 643 44.31
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Feb-08 2 217,012 0.03 108,506 8.149 52.75 88.35 723 38.89
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
May-08 2 350,462 0.05 175,231 9.376 75.84 75.84 638 34.64
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Jun-08 3 526,501 0.07 175,500 7.697 84.01 97.19 710 43.12
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Jul-08 15 2,540,538 0.33 169,369 9.132 91.58 94.87 575 43.78
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Aug-08 60 14,043,173 1.84 234,053 9.063 86.8 89.39 590 43.22
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Sep-08 176 39,121,493 5.12 222,281 8.893 85.28 87.65 611 40.88
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Oct-08 582 107,913,323 14.11 185,418 8.465 84.61 89.86 622 42.88
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Nov-08 627 138,367,810 18.09 220,682 8.065 82.8 87.94 626 42.54
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Dec-08 50 10,449,662 1.37 208,993 7.508 82.29 91.58 631 40.86
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Feb-09 2 412,000 0.05 206,000 7.656 89.56 89.56 637 43.65
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Jul-09 2 259,333 0.03 129,667 8.263 100 100 639 40.55
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Aug-09 12 2,678,716 0.35 223,226 8.769 97.13 97.13 639 44.57
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Sep-09 68 15,532,316 2.03 228,416 8.675 93.41 95.46 638 41.2
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Oct-09 398 91,527,336 11.97 229,968 8.521 89.17 90.32 625 43.38
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Nov-09 1,313 297,628,621 38.92 226,678 8.136 81.28 84.93 621 43.57
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Dec-09 3 1,584,999 0.21 528,333 6.293 89.06 89.06 708 40.85
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
May-11 1 258,304 0.03 258,304 7.95 70 70 589 45.37
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Aug-11 10 3,143,562 0.41 314,356 7.467 76.83 79.21 631 37.26
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Sep-11 23 4,078,181 0.53 177,312 8.803 87.46 88.03 667 39.85
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Oct-11 19 3,730,061 0.49 196,319 8.182 85.83 86.24 626 44.75
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Nov-11 124 29,649,254 3.88 239,107 7.462 78.1 80.79 651 41.76
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Sep-13 1 83,384 0.01 83,384 7 80 80 644 31.03
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Oct-13 2 243,439 0.03 121,720 9.172 79.48 79.48 631 35.35
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 3,496 764,778,717 100 218,758 8.251 83.55 87.27 624 42.92
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Next Rate Adjustment Date: June 2009
Minimum Next Rate Adjustment Date: May 2007
Maximum Next Rate Adjustment Date: October 2013
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
16. Geograghic Distribution of Mortgaged Properties
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Geograghic Distribution of Mortgaged Properties Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
California 553 165,431,067 15.9 299,152 7.739 81.14 85.24 646 43.43
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Florida 521 103,552,023 9.95 198,756 8.289 82.4 84.15 621 42
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
New York 309 84,872,370 8.15 274,668 7.968 75.93 78.98 628 42.86
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Illinois 401 77,154,799 7.41 192,406 8.564 83.79 87.59 626 43.51
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
New Jersey 214 61,017,632 5.86 285,129 8.267 83.01 84.9 632 44.53
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Arizona 210 42,743,512 4.11 203,541 8.041 83.04 85.06 635 41.84
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Maryland 154 37,983,285 3.65 246,645 8.123 84.23 86.43 621 44.29
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Texas 261 32,198,728 3.09 123,367 8.638 83.86 86.24 614 40.79
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Washington 136 31,455,783 3.02 231,293 7.906 83.45 87.12 635 42.35
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Massachusetts 108 28,367,212 2.73 262,659 8.165 81.72 85.29 646 43.18
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Ohio 205 28,045,246 2.69 136,806 8.52 87.65 91.02 611 41.1
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Virginia 132 27,990,713 2.69 212,051 8.403 84.05 86.19 609 42.94
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Pennsylvania 173 25,407,235 2.44 146,863 8.407 83.64 86.06 609 40.49
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Georgia 150 24,915,880 2.39 166,106 8.824 87.87 90.58 627 42.2
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Oregon 92 19,289,940 1.85 209,673 7.82 81.18 85.7 631 42.15
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Other 1,608 250,338,231 24.05 155,683 8.515 85.08 87.87 618 41.38
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 5,227 1,040,763,656 100 199,113 8.245 82.93 85.87 627 42.46
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
17. Occupancy
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Occupancy Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Primary 4,774 965,012,727 92.72 202,139 8.214 82.98 86.13 623 42.64
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Investment 404 64,386,285 6.19 159,372 8.663 82.22 82.35 674 40.06
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Second Home 49 11,364,644 1.09 231,932 8.44 83.01 83.62 639 40.07
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 5,227 1,040,763,656 100 199,113 8.245 82.93 85.87 627 42.46
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
18. Property Type
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Property Type Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Single Family 3,925 746,444,808 71.72 190,177 8.279 83.19 85.88 622 42.21
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Planned Unit Development 526 123,864,458 11.9 235,484 8.076 83.81 87.64 630 42.96
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Condominium 309 57,121,695 5.49 184,860 8.257 83.55 87.91 640 42.8
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Two-to-Four Family 432 107,272,148 10.31 248,315 8.203 79.93 82.91 650 43.57
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Modular Homes 3 373,618 0.04 124,539 8.414 76.99 76.99 575 39.2
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Townhouse 31 5,036,928 0.48 162,482 8.007 82.05 84.7 636 40.75
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Condotel 1 650,000 0.06 650,000 8.875 68.68 68.68 712 36.05
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 5,227 1,040,763,656 100 199,113 8.245 82.93 85.87 627 42.46
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
19. Loan Purpose
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Loan Purpose Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Refinance - Cashout 3,302 701,786,465 67.43 212,534 8.168 81.01 82.12 616 42.35
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Purchase 1,634 286,398,474 27.52 175,274 8.466 87.71 94.96 655 42.7
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Refinance - Rate Term 289 52,079,781 5 180,207 8.074 82.52 86.53 625 42.59
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Construction/Permanent 2 498,936 0.05 249,468 7.357 81.23 85.69 649 46.34
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 5,227 1,040,763,656 100 199,113 8.245 82.93 85.87 627 42.46
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
20. Documentation Type
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Documentation Type Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Full Documentation 2,993 542,560,001 52.13 181,276 8.159 83.41 86.04 611 41.81
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Stated Documentation 2,062 465,790,293 44.75 225,892 8.334 82.1 85.55 643 43.29
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Limited Documentation 26 6,661,230 0.64 256,201 7.543 80.75 84.74 644 39.21
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
No Documentation 46 7,245,979 0.7 157,521 8.663 86.92 87.23 665 36.93
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
No Ratio 100 18,506,154 1.78 185,062 8.579 88.84 88.88 655 0
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 5,227 1,040,763,656 100 199,113 8.245 82.93 85.87 627 42.46
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
21. Range of Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Debt Ratio Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Not Available 137 24,396,140 2.34 178,074 8.584 87.83 87.86 659 0
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0.01 - 30.00 530 83,320,500 8.01 157,208 8.287 80.77 82.69 619 22.82
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30.01 - 35.00 410 69,210,626 6.65 168,806 8.116 80.93 82.53 614 32.46
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
35.01 - 40.00 652 118,254,144 11.36 181,371 8.349 81.5 84.09 619 37.79
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40.01 - 45.00 1,622 334,556,112 32.15 206,261 8.257 83.92 87.84 641 43.1
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
45.01 - 50.00 1,552 336,543,337 32.34 216,845 8.235 82.6 85.43 619 48.09
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50.01 - 55.00 321 73,851,041 7.1 230,066 8.033 84.83 87.81 620 52.78
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
55.01 greater than or equal to 3 631,755 0.06 210,585 7.311 94.96 94.96 649 55.46
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 5,227 1,040,763,656 100 199,113 8.245 82.93 85.87 627 42.46
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-zero Weighted Average DTI: 42.46
Minimum DTI: 2.80
Maximum DTI: 56.03
Standard Deviation DTI: 10.57
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
22. Range of Credit Scores
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Credit Scores Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Not Available 1 143,421 0.01 143,421 9.625 60 60 0 36.26
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
500 - 519 262 45,018,633 4.33 171,827 9.262 76.1 76.15 509 41.86
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
520 - 539 326 58,592,116 5.63 179,730 9.034 77.71 77.75 530 42.15
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
540 - 559 375 65,441,167 6.29 174,510 8.986 78.68 78.75 549 42.4
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
560 - 579 357 61,532,330 5.91 172,359 8.69 79.08 79.38 570 42.24
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
580 - 599 539 97,763,229 9.39 181,379 8.634 83.26 83.91 589 43.04
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
600 - 619 530 107,678,158 10.35 203,166 8.285 83.83 85.58 609 42.18
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
620 - 639 766 156,802,034 15.07 204,702 8.059 84.81 88.09 629 42.64
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
640 - 659 730 159,393,510 15.32 218,347 7.992 85.51 89.68 649 42.15
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
660 - 679 468 98,380,632 9.45 210,215 7.955 84.43 89.64 669 42.71
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
680 - 699 345 73,431,683 7.06 212,845 7.835 84.35 90.49 688 43.13
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
700 - 719 206 47,223,820 4.54 229,242 7.619 84.47 89.56 708 41.5
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
720 - 739 115 23,912,589 2.3 207,936 7.483 82.45 88.5 729 42.56
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
740 - 759 102 22,801,301 2.19 223,542 7.476 84.44 89.97 749 43.38
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
760 - 779 62 13,256,990 1.27 213,822 7.51 81.17 86.24 770 42.88
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
780 - 799 27 5,507,866 0.53 203,995 7.608 81.94 88.87 789 41.07
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
800 - 819 16 3,884,178 0.37 242,761 7.159 77.08 82.97 808 44.86
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 5,227 1,040,763,656 100 199,113 8.245 82.93 85.87 627 42.46
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-zero Weighted Average FICO: 627
Minimum FICO: 500
Maximum FICO: 816
Standard Deviation FICO: 63
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
23. Prepayment Penalty Term (months)
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Prepayment Penalty Term (months) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
None 1,500 284,933,158 27.38 189,955 8.573 83.32 85.86 626 43
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6 14 3,292,844 0.32 235,203 8.336 80.97 84.42 634 44.82
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12 339 98,031,291 9.42 289,178 7.963 77.44 81.85 637 43.54
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
18 5 1,970,446 0.19 394,089 8.2 87.58 90.39 616 43.99
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
24 1,106 218,020,083 20.95 197,125 8.191 83.74 88.88 622 42.32
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30 9 1,599,289 0.15 177,699 8.562 78.92 78.92 596 38.86
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
36 1,690 339,431,386 32.61 200,847 8.119 84.16 86.29 630 42.2
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
42 10 1,699,562 0.16 169,956 8.986 81.09 83.01 603 43.07
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
48 12 2,863,884 0.28 238,657 7.869 83.2 83.2 594 40.7
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
54 1 158,409 0.02 158,409 9.399 84.76 84.76 593 47.82
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
60 541 88,763,304 8.53 164,073 8.101 81.1 81.56 619 40.88
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 5,227 1,040,763,656 100 199,113 8.245 82.93 85.87 627 42.46
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
24. Lien Position
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Lien Position Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1st Lien 4,915 1,021,849,926 98.18 207,904 8.191 82.63 85.62 626 42.43
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2nd Lien 312 18,913,730 1.82 60,621 11.152 99.41 99.41 682 43.76
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 5,227 1,040,763,656 100 199,113 8.245 82.93 85.87 627 42.46
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
HSBC
HASCO 2007-HE1
Group I Mortgage
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1. Summary Statistics (as of the Sample Pool Calculation Date)
Aggregate Principal Balance: $488,998,875.53
Number of Mortgage Loans: 2,671
Average Principal Balance: $183,077.08
Aggregate Principal Balance (Fixed Rate): $128,792,471.70
Aggregate Principal Balance (Adjustable Rate): $360,206,403.83
% Fixed Rate Mortgages: 26.34%
% Adjustable Rate Mortgages: 73.66%
Weighted Average Current Mortgage Rate: 8.329%
Non-zero Weighted Average Credit Score: 617
Weighted Average Original LTV: 81.49%
Weighted Average Original Combined LTV: 83.19%
Non-zero Weighted Average Debt Ratio: 43.09
Weighted Average Stated Remaining Term: 353
Weighted Average Stated Original Term: 356
Weighted Average Months to Roll: 30
Weighted Average Margin: 5.297%
Weighted Average Initial Rate Cap: 1.793%
Weighted Average Periodic Rate Cap: 1.404%
Weighted Average Maximum Rate: 15.203%
Weighted Average Minimum Rate: 8.244%
% Second Lien: 1.14%
% Silent & Simultaneous Seconds: 9.02%
% California Loans: 9.50%
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2. Product Type
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Product Type Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10 Year Fixed 9 901,755 0.18 100,195 8.207 56.26 56.26 579 39.92
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15 Year Fixed 21 2,284,655 0.47 108,793 7.886 67.32 67.32 648 38.36
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
20 Year Fixed 19 2,520,043 0.52 132,634 8.052 77.39 78.97 650 38.49
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30 Year Fixed 540 86,472,587 17.68 160,134 8.033 78.19 78.71 628 41.89
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15/30 Year Fixed (Balloon) 95 4,586,586 0.94 48,280 11.102 99.4 99.4 691 44.14
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30/40 Year Fixed (Balloon) 142 32,026,846 6.55 225,541 8.046 80.42 81 635 41.77
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2/28 ARM 348 51,519,128 10.54 148,043 9.021 85.39 88.41 608 43.1
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2/28 ARM 5 Year Interest Only 29 6,417,655 1.31 221,298 7.737 81.23 93.02 670 44.01
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2/28 ARM 10 Year Interest Only 1 220,000 0.04 220,000 6.76 85.87 85.87 642 49.11
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3/27 ARM 550 95,361,306 19.5 173,384 8.556 81.8 83.06 603 43.04
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3/27 ARM 5 Year Interest Only 101 25,476,040 5.21 252,238 7.472 84.14 89.78 677 43.33
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5/25 ARM 29 4,891,387 1 168,669 8.37 80.19 80.5 627 41
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5/25 ARM 5 Year Interest Only 19 4,758,837 0.97 250,465 6.734 76.01 78.1 685 42.01
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3/1 ARM 1 296,433 0.06 296,433 9.25 90 90 671 54.8
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5/1 ARM 10 Year Interest Only 1 300,000 0.06 300,000 6.625 80 80 643 46.77
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7/1 ARM 7 Year Interest Only 1 157,174 0.03 157,174 8.375 79.2 79.2 636 35.35
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30/40 Year ARM 2/28 (Balloon) 161 34,612,335 7.08 214,983 8.637 86.84 88.89 605 43.72
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30/40 Year ARM 3/27 (Balloon) 579 130,099,824 26.61 224,697 8.274 80.73 82.13 603 44.26
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30/40 Year ARM 5/25 (Balloon) 23 5,654,541 1.16 245,850 7.62 73.43 74.01 623 42.12
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30/50 Year ARM 2/28 (Balloon) 2 441,744 0.09 220,872 9.255 73.64 73.64 549 44.23
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 2,671 488,998,876 100 183,077 8.329 81.49 83.19 617 43.09
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3. Range of Gross Mortgage Rates (%)
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Gross Mortgage Rates (%) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.500 - 5.999 18 4,204,510 0.86 233,584 5.907 64.43 66.07 724 40.97
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.000 - 6.499 47 11,547,204 2.36 245,685 6.288 70.4 73.46 683 42.49
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.500 - 6.999 226 49,249,236 10.07 217,917 6.812 72.06 75.68 660 42.86
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.000 - 7.499 219 45,363,799 9.28 207,141 7.29 76.62 79.98 641 43.19
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.500 - 7.999 502 101,477,752 20.75 202,147 7.807 80.72 82.99 632 43.38
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.000 - 8.499 338 66,243,690 13.55 195,987 8.279 82.97 85.14 614 43.33
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.500 - 8.999 524 99,810,140 20.41 190,477 8.772 84.23 84.77 598 43.3
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.000 - 9.499 213 37,741,809 7.72 177,192 9.273 85.69 86.11 588 43.09
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.500 - 9.999 320 46,824,930 9.58 146,328 9.754 86.21 86.37 577 42.72
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.000 - 10.499 83 9,935,958 2.03 119,710 10.25 89.39 89.57 579 40.98
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.500 - 10.999 96 10,449,592 2.14 108,850 10.716 88.38 88.52 579 43.1
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.000 - 11.499 22 1,737,009 0.36 78,955 11.23 89.72 90.59 604 42.12
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.500 - 11.999 43 3,098,103 0.63 72,049 11.79 92.79 92.79 615 42.85
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.000 - 12.499 10 695,097 0.14 69,510 12.231 87.28 87.28 572 38.18
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.500 - 12.999 10 620,048 0.13 62,005 12.662 98.7 98.7 656 44.81
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 2,671 488,998,876 100 183,077 8.329 81.49 83.19 617 43.09
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Gross Mortgage Rate (%): 8.329
Minimum Gross Mortgage Rate (%): 5.750
Maximum Gross Mortgage Rate (%): 12.990
Standard Deviation Gross Mortgage Rate (%): 1.226
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4. Range of Cut-off Date Principal Balances ($)
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Cut-off Date Principal Balances ($) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0.01 - 50,000.00 107 4,145,944 0.85 38,747 10.312 91.62 91.62 662 42.2
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50,000.01 - 100,000.00 440 33,487,200 6.85 76,107 9.195 82.69 85.89 608 39.97
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
100,000.01 - 150,000.00 587 74,147,560 15.16 126,316 8.591 80.76 82.57 608 40.76
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
150,000.01 - 200,000.00 547 95,562,227 19.54 174,702 8.257 80.54 82.32 611 43.16
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
200,000.01 - 250,000.00 383 85,708,268 17.53 223,781 8.259 82.52 84.37 620 43.45
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
250,000.01 - 300,000.00 261 71,340,078 14.59 273,334 8.255 80.41 81.73 617 44.16
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
300,000.01 - 350,000.00 169 54,426,173 11.13 322,048 8.041 81.13 82.23 622 43.96
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
350,000.01 - 400,000.00 119 44,448,782 9.09 373,519 8.048 82.36 84.1 627 44.85
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
400,000.01 - 450,000.00 41 16,897,056 3.46 412,123 8.058 83.64 84.5 633 44.34
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
450,000.01 - 500,000.00 8 3,873,171 0.79 484,146 7.675 80.71 84.48 644 46.09
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
500,000.01 - 550,000.00 5 2,572,749 0.53 514,550 7.264 81.59 81.59 687 49.06
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
550,000.01 - 600,000.00 2 1,133,491 0.23 566,745 7.905 79.69 79.69 614 44.4
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
600,000.01 - 650,000.00 2 1,256,176 0.26 628,088 8.263 82.51 82.51 671 36.38
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 2,671 488,998,876 100 183,077 8.329 81.49 83.19 617 43.09
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Average Cut-off Date Principal Balance ($): 183,077.08
Minimum Cut-off Date Principal Balance ($): 19,590.99
Maximum Cut-off Date Principal Balance ($): 629,208.40
Standard Deviation Cut-off Date Principal Balance ($): 95,151.95
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5. Range of Original Principal Balances ($)
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Original Principal Balances ($) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0.01 - 50,000.00 104 3,996,868 0.82 38,431 10.308 91.68 91.68 665 42.48
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50,000.01 - 100,000.00 442 33,536,354 6.86 75,874 9.203 82.71 85.91 608 39.94
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
100,000.01 - 150,000.00 587 74,097,611 15.15 126,231 8.596 80.85 82.67 607 40.79
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
150,000.01 - 200,000.00 548 95,712,099 19.57 174,657 8.253 80.48 82.25 611 43.13
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
200,000.01 - 250,000.00 382 85,458,366 17.48 223,713 8.258 82.59 84.44 620 43.46
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
250,000.01 - 300,000.00 262 71,589,980 14.64 273,244 8.256 80.34 81.66 617 44.15
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
300,000.01 - 350,000.00 169 54,426,173 11.13 322,048 8.041 81.13 82.23 622 43.96
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
350,000.01 - 400,000.00 119 44,448,782 9.09 373,519 8.048 82.36 84.1 627 44.85
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
400,000.01 - 450,000.00 41 16,897,056 3.46 412,123 8.058 83.64 84.5 633 44.34
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
450,000.01 - 500,000.00 8 3,873,171 0.79 484,146 7.675 80.71 84.48 644 46.09
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
500,000.01 - 550,000.00 5 2,572,749 0.53 514,550 7.264 81.59 81.59 687 49.06
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
550,000.01 - 600,000.00 2 1,133,491 0.23 566,745 7.905 79.69 79.69 614 44.4
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
600,000.01 - 650,000.00 2 1,256,176 0.26 628,088 8.263 82.51 82.51 671 36.38
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 2,671 488,998,876 100 183,077 8.329 81.49 83.19 617 43.09
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Average Orig Balance ($): 183,391.88
Minimum Orig Balance ($): 19,658.00
Maximum Orig Balance ($): 630,000.00
Standard Deviation Orig Balance ($): 95,272.88
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6. Range of Stated Remaining Terms (months)
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Stated Remaining Terms (months) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
111 - 120 9 901,755 0.18 100,195 8.207 56.26 56.26 579 39.92
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
171 - 180 116 6,871,241 1.41 59,235 10.033 88.73 88.73 677 42.22
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
231 - 240 19 2,520,043 0.52 132,634 8.052 77.39 78.97 650 38.49
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
341 - 350 2 467,391 0.1 233,695 7.919 76.01 92.54 661 42.04
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
351 - 360 2,525 478,238,446 97.8 189,401 8.306 81.46 83.17 616 43.13
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 2,671 488,998,876 100 183,077 8.329 81.49 83.19 617 43.09
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Remaining Term: 353
Minimum Remaining Term: 116
Maximum Remaining Term: 358
Standard Deviation Remaining Term: 40
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7. Stated Original Term (months)
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Stated Original Term (months) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
120 9 901,755 0.18 100,195 8.207 56.26 56.26 579 39.92
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
180 116 6,871,241 1.41 59,235 10.033 88.73 88.73 677 42.22
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
240 19 2,520,043 0.52 132,634 8.052 77.39 78.97 650 38.49
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
360 2,527 478,705,836 97.9 189,436 8.306 81.46 83.18 616 43.13
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 2,671 488,998,876 100 183,077 8.329 81.49 83.19 617 43.09
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Original Term: 356
Minimum Original Term: 120
Maximum Original Term: 360
Standard Deviation Original Term: 40
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8. Range of Original LTV Ratios (%)
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Original LTV Ratios (%) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
less than or equal to 30.00 12 1,280,263 0.26 106,689 8.124 26.18 26.18 599 38.45
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30.01 - 35.00 13 2,141,508 0.44 164,731 7.761 32.63 32.63 596 39.66
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
35.01 - 40.00 22 4,083,810 0.84 185,628 7.227 37.73 41.99 642 40.66
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40.01 - 45.00 25 4,146,635 0.85 165,865 7.204 42.84 42.84 640 40.97
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
45.01 - 50.00 39 7,126,747 1.46 182,737 7.571 47.79 47.79 604 41.98
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50.01 - 55.00 39 7,475,366 1.53 191,676 7.715 53.22 53.22 579 40.83
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
55.01 - 60.00 57 11,035,797 2.26 193,610 7.7 57.95 57.99 595 41.34
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
60.01 - 65.00 85 16,816,337 3.44 197,839 7.765 63.18 63.44 596 42.68
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
65.01 - 70.00 124 23,894,302 4.89 192,696 7.917 68.3 69.08 599 42.95
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
70.01 - 75.00 185 38,002,507 7.77 205,419 8.012 73.84 74.05 599 42.21
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
75.01 - 80.00 635 116,742,452 23.87 183,846 7.915 79.51 86.17 632 43
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
80.01 - 85.00 376 70,567,303 14.43 187,679 8.642 84.43 84.45 589 42.89
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
85.01 - 90.00 522 99,543,650 20.36 190,697 8.747 89.65 89.69 617 43.94
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
90.01 - 95.00 223 45,000,208 9.2 201,795 8.656 94.73 94.73 637 43.78
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
95.01 - 100.00 314 41,141,990 8.41 131,025 9.029 99.85 99.85 653 43.78
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 2,671 488,998,876 100 183,077 8.329 81.49 83.19 617 43.09
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Original LTV (%): 81.49
Minimum Original LTV (%): 11.90
Maximum Original LTV (%): 100.00
Standard Deviation Original LTV (%): 13.80
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9. Range of Original Combined LTV Ratios (%)
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Original Combined LTV Ratios (%) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
less than or equal to 30.00 12 1,280,263 0.26 106,689 8.124 26.18 26.18 599 38.45
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30.01 - 35.00 13 2,141,508 0.44 164,731 7.761 32.63 32.63 596 39.66
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
35.01 - 40.00 20 3,600,773 0.74 180,039 7.146 37.63 37.63 639 40.77
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40.01 - 45.00 25 4,146,635 0.85 165,865 7.204 42.84 42.84 640 40.97
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
45.01 - 50.00 39 7,126,747 1.46 182,737 7.571 47.79 47.79 604 41.98
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50.01 - 55.00 39 7,475,366 1.53 191,676 7.715 53.22 53.22 579 40.83
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
55.01 - 60.00 57 11,035,797 2.26 193,610 7.7 57.95 57.99 595 41.34
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
60.01 - 65.00 84 16,654,253 3.41 198,265 7.77 63.2 63.21 595 42.74
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
65.01 - 70.00 120 23,419,020 4.79 195,159 7.934 67.86 68.27 598 42.94
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
70.01 - 75.00 184 37,604,474 7.69 204,372 8.012 73.84 73.85 599 42.1
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
75.01 - 80.00 394 75,950,594 15.53 192,768 8.083 79.25 79.25 609 42.29
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
80.01 - 85.00 376 70,930,065 14.51 188,644 8.627 84.4 84.42 590 42.89
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
85.01 - 90.00 530 101,698,335 20.8 191,884 8.723 89.27 89.64 618 43.97
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
90.01 - 95.00 236 47,892,272 9.79 202,933 8.604 93.88 94.75 639 43.73
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
95.01 - 100.00 542 78,042,773 15.96 143,990 8.355 90.41 99.88 662 44.06
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 2,671 488,998,876 100 183,077 8.329 81.49 83.19 617 43.09
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Original Combined LTV (%): 83.19
Minimum Original Combined LTV (%): 11.90
Maximum Original Combined LTV (%): 100.00
Standard Deviation Original Combined LTV (%): 14.60
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10. Range of Gross Margins (%)
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Gross Margins (%) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2.250 - 2.499 8 2,352,774 0.65 294,097 7.105 79.33 80.84 669 46.81
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2.500 - 2.749 8 1,578,271 0.44 197,284 6.866 68.05 68.05 661 43.03
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2.750 - 2.999 18 3,289,765 0.91 182,765 7.038 73.66 78.1 683 42.63
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3.000 - 3.249 20 3,872,647 1.08 193,632 7.161 78.67 80.46 671 43.53
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3.250 - 3.499 49 11,513,307 3.2 234,965 7.128 77.03 80.3 668 41.32
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3.500 - 3.749 37 7,938,491 2.2 214,554 7.139 78.31 81.35 656 43.65
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3.750 - 3.999 96 20,462,331 5.68 213,149 7.029 75.63 80.98 654 43.49
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.000 - 4.249 55 11,366,639 3.16 206,666 7.56 75.12 79.33 628 42.75
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.250 - 4.499 118 25,091,580 6.97 212,641 7.608 79.08 81.64 636 43.65
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.500 - 4.749 77 15,161,603 4.21 196,904 7.729 80.69 83.21 635 43.86
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.750 - 4.999 189 41,513,403 11.52 219,648 7.984 81.35 82.92 622 43.29
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.000 - 5.249 85 18,209,397 5.06 214,228 8.42 81.23 82.34 594 43.7
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.250 - 5.499 137 29,398,500 8.16 214,588 8.557 83.8 85.52 596 43.56
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.500 - 5.749 105 23,033,740 6.39 219,369 8.668 83.79 84.52 593 44.92
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.750 - 5.999 255 50,332,865 13.97 197,384 8.909 85.19 86.08 600 44.09
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.000 - 6.249 127 25,143,977 6.98 197,984 9.109 87.89 88.84 596 42.74
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.250 - 6.499 137 23,569,672 6.54 172,041 9.246 85.7 87.24 578 44.46
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.500 - 6.749 80 12,097,658 3.36 151,221 9.292 84.17 86.1 588 42.35
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.750 - 6.999 107 16,387,860 4.55 153,158 9.508 85.33 88.24 585 43.02
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.000 - 7.249 47 6,967,492 1.93 148,245 9.135 84.45 90.27 609 44.45
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.250 - 7.499 40 4,772,564 1.32 119,314 9.626 83.76 88.79 584 42.53
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.500 - 7.749 24 2,936,091 0.82 122,337 9.309 86.01 90.83 591 42.58
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.750 - 7.999 26 3,215,777 0.89 123,684 10.027 85.29 87.56 593 42.84
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 1,845 360,206,404 100 195,234 8.395 82.33 84.45 612 43.55
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Margin (%): 5.297
Minimum Margin (%): 2.250
Maximum Margin (%): 7.990
Standard Deviation Margin (%): 1.140
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11. Range of Minimum Mortgage Rates (%)
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Minimum Mortgage Rates (%) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
less than or equal to 4.499 61 9,645,686 2.68 158,126 8.445 84.25 85.05 659 41.87
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.500 - 4.999 4 493,540 0.14 123,385 9.634 90.32 90.32 652 37.7
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.500 - 5.999 10 2,143,605 0.6 214,360 6.061 73.98 77.19 713 41.78
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.000 - 6.499 31 7,132,660 1.98 230,086 6.311 71.63 76.59 678 41.95
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.500 - 6.999 130 29,693,934 8.24 228,415 6.833 75.79 81.19 663 43.78
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.000 - 7.499 145 31,422,387 8.72 216,706 7.296 79.3 83.74 643 43.85
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.500 - 7.999 348 72,029,865 20 206,982 7.816 80.47 83.34 629 43.76
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.000 - 8.499 236 48,793,134 13.55 206,751 8.279 82.76 85.48 608 43.71
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.500 - 8.999 363 74,470,386 20.67 205,153 8.779 84.11 84.74 592 43.95
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.000 - 9.499 150 27,763,213 7.71 185,088 9.278 85.88 86.45 582 43.74
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.500 - 9.999 222 37,344,191 10.37 168,217 9.75 86 86.16 571 43.26
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.000 - 10.499 65 8,621,615 2.39 132,640 10.256 89.18 89.39 576 41.14
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.500 - 10.999 57 7,942,680 2.21 139,345 10.703 87.31 87.49 567 43.58
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.000 - 11.499 9 991,535 0.28 110,171 11.216 83.21 84.74 563 40.78
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.500 - 11.999 9 1,174,308 0.33 130,479 11.749 89.03 89.03 584 42.79
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.000 - 12.499 4 462,769 0.13 115,692 12.202 80.9 80.9 527 34.35
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.500 greater than or equal to 1 80,895 0.02 80,895 12.55 90 90 632 47.03
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 1,845 360,206,404 100 195,234 8.395 82.33 84.45 612 43.55
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Minimum Rate (%): 8.244
Minimum Minimum Rate (%): 2.250
Maximum Minimum Rate (%): 12.550
Standard Deviation Minimum Rate (%): 1.453
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12. Range of Maximum Mortgage Rates (%)
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Maximum Mortgage Rates (%) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.500 - 11.999 1 300,000 0.08 300,000 6.625 80 80 643 46.77
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.000 - 12.499 4 788,637 0.22 197,159 6.322 79.8 93.48 641 46.21
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.500 - 12.999 19 3,731,219 1.04 196,380 6.397 77.27 84.21 697 40.68
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.000 - 13.499 57 12,447,593 3.46 218,379 6.77 76.22 81.39 659 43.95
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.500 - 13.999 176 37,142,430 10.31 211,037 7.083 77.92 83.39 655 44.57
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14.000 - 14.499 185 37,837,156 10.5 204,525 7.565 80.06 84.77 640 43.42
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14.500 - 14.999 389 78,681,381 21.84 202,266 8 81.21 83.39 625 42.93
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.000 - 15.499 224 46,483,065 12.9 207,514 8.415 83.27 85.07 607 43.5
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.500 - 15.999 340 69,864,869 19.4 205,485 8.886 84.23 84.46 591 44.37
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
16.000 - 16.499 148 26,735,124 7.42 180,643 9.436 85.87 86.07 579 43.62
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
16.500 - 16.999 208 34,493,293 9.58 165,833 9.851 85.75 85.8 568 42.97
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
17.000 - 17.499 43 5,308,954 1.47 123,464 10.407 87.3 87.59 562 41.32
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
17.500 - 17.999 42 5,545,102 1.54 132,026 10.918 86.35 86.35 565 43.31
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
18.000 - 18.499 7 715,732 0.2 102,247 11.826 80.25 80.25 527 36.58
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
18.500 - 18.999 2 131,849 0.04 65,924 12.334 88.07 88.07 595 47.26
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 1,845 360,206,404 100 195,234 8.395 82.33 84.45 612 43.55
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Maximum Rate (%): 15.203
Minimum Maximum Rate (%): 11.625
Maximum Maximum Rate (%): 18.990
Standard Deviation Maximum Rate (%): 1.108
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13. Initial Periodic Cap (%)
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Initial Periodic Cap (%) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1 3 752,007 0.21 250,669 8.153 83.23 83.23 648 48.33
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.5 1,415 289,346,883 80.33 204,485 8.304 81.39 83.09 611 43.62
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2 1 296,433 0.08 296,433 9.25 90 90 671 54.8
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3 424 69,353,907 19.25 163,571 8.778 86.26 90.16 616 43.16
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5 2 457,174 0.13 228,587 7.227 79.72 79.72 641 42.84
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 1,845 360,206,404 100 195,234 8.395 82.33 84.45 612 43.55
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Initial Cap (%): 1.793
Minimum Initial Cap (%): 1.000
Maximum Initial Cap (%): 5.000
Standard Deviation Initial Cap (%): 0.640
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14. Subsequent Periodic Cap (%)
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Subsequent Periodic Cap (%) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1 427 70,105,914 19.46 164,182 8.771 86.23 90.09 617 43.22
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.5 1,415 289,346,883 80.33 204,485 8.304 81.39 83.09 611 43.62
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2 3 753,607 0.21 251,202 8.023 83.77 83.77 653 47.55
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 1,845 360,206,404 100 195,234 8.395 82.33 84.45 612 43.55
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Subsequent Periodic Cap (%): 1.404
Minimum Subsequent Periodic Cap (%): 1.000
Maximum Subsequent Periodic Cap (%): 2.000
Standard Deviation Subsequent Periodic Cap (%): 0.212
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15. Next Rate Adjustment Dates
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Next Rate Adjustment Dates Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Feb-08 1 158,370 0.04 158,370 8.25 38.96 87.74 716 38.89
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
May-08 1 270,000 0.07 270,000 8.99 70.13 70.13 663 36.21
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Jun-08 2 463,217 0.13 231,608 7.485 82.51 97.49 715 43.12
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Jul-08 8 1,543,457 0.43 192,932 9.301 93.81 93.81 561 43.93
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Aug-08 39 7,411,916 2.06 190,049 9.457 87.19 87.19 574 43.03
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Sep-08 109 19,496,894 5.41 178,871 9.241 88.01 89.61 601 42.76
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Oct-08 213 35,117,930 9.75 164,873 8.782 86.3 89.54 620 43.07
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Nov-08 162 27,403,734 7.61 169,159 8.308 82.4 87.43 616 44.25
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Dec-08 6 1,345,345 0.37 224,224 8.188 88.5 91.5 631 48.3
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Feb-09 1 309,021 0.09 309,021 7.75 95 95 633 43.65
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Jul-09 1 186,570 0.05 186,570 7.625 100 100 661 44.79
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Aug-09 6 1,037,253 0.29 172,875 8.876 97.31 97.31 597 46.06
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Sep-09 36 6,823,299 1.89 189,536 8.59 92.23 93.04 632 41.94
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Oct-09 240 48,750,173 13.53 203,126 8.546 85.8 86.35 607 44.02
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Nov-09 947 194,127,286 53.89 204,992 8.228 79.91 82.04 610 43.69
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
May-11 1 258,304 0.07 258,304 7.95 70 70 589 45.37
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Aug-11 6 1,233,699 0.34 205,616 8.46 83.63 83.63 599 41.4
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Sep-11 3 448,378 0.12 149,459 10.514 93.18 93.18 604 43.5
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Oct-11 7 1,170,384 0.32 167,198 7.852 72.64 73.96 611 48.34
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Nov-11 55 12,494,000 3.47 227,164 7.337 75.65 76.7 654 41.12
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Oct-13 1 157,174 0.04 157,174 8.375 79.2 79.2 636 35.35
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 1,845 360,206,404 100 195,234 8.395 82.33 84.45 612 43.55
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Next Rate Adjustment Date: August 2009
Minimum Next Rate Adjustment Date: February 2008
Maximum Next Rate Adjustment Date: October 2013
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
16. Geograghic Distribution of Mortgaged Properties
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Geograghic Distribution of Mortgaged Properties Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
New York 193 49,705,290 10.16 257,540 7.935 72.56 73.82 616 42.61
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Florida 269 48,584,764 9.94 180,613 8.412 80.18 80.71 607 42.63
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Illinois 268 47,644,750 9.74 177,779 8.648 83.33 86.34 619 44.48
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
California 180 46,441,438 9.5 258,008 7.774 76.63 78.29 629 43.54
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
New Jersey 137 34,306,540 7.02 250,413 8.238 81.17 82.7 627 45.15
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Arizona 131 23,554,532 4.82 179,806 8.147 82.5 84.1 629 42.55
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Maryland 99 21,948,813 4.49 221,705 8.254 82.33 84.46 613 44.15
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Massachusetts 71 17,640,666 3.61 248,460 8.081 80.9 82.73 637 44.25
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Texas 146 16,598,872 3.39 113,691 8.566 80.04 81.07 602 41.75
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Washington 74 14,562,116 2.98 196,785 8.088 81.52 84.29 626 41.64
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Virginia 65 11,799,223 2.41 181,527 8.592 85.06 86.55 599 43.05
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Connecticut 53 10,419,910 2.13 196,602 8.31 82.2 84.13 620 43.76
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Michigan 75 9,877,063 2.02 131,694 9.088 86.95 87.93 598 42.05
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Georgia 63 9,642,774 1.97 153,060 8.643 86.62 88.73 619 42.55
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Oregon 51 9,475,542 1.94 185,795 7.939 80.4 84.12 620 42.55
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Other 796 116,796,583 23.88 146,729 8.58 85.83 87.47 614 42.36
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 2,671 488,998,876 100 183,077 8.329 81.49 83.19 617 43.09
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
17. Occupancy
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Occupancy Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Primary 2,411 443,355,555 90.67 183,889 8.294 81.34 83.18 612 43.19
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Investment 227 39,137,090 8 172,410 8.69 82.43 82.63 675 41.88
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Second Home 33 6,506,231 1.33 197,159 8.54 85.93 87 642 43.44
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 2,671 488,998,876 100 183,077 8.329 81.49 83.19 617 43.09
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
18. Property Type
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Property Type Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Single Family 1,997 349,438,121 71.46 174,982 8.372 81.9 83.37 611 42.78
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Planned Unit Development 233 46,725,938 9.56 200,541 8.257 82.81 85.4 616 44.13
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Condominium 165 25,147,148 5.14 152,407 8.399 82.6 85.93 636 43.17
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Two-to-Four Family 257 64,931,533 13.28 252,652 8.124 77.98 79.58 645 44
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Modular Homes 3 373,618 0.08 124,539 8.414 76.99 76.99 575 39.2
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Townhouse 16 2,382,517 0.49 148,907 8.278 80.74 84.31 646 43.16
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 2,671 488,998,876 100 183,077 8.329 81.49 83.19 617 43.09
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
19. Loan Purpose
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Loan Purpose Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Refinance - Cashout 2,022 398,352,329 81.46 197,009 8.276 80.19 81.09 610 42.9
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Purchase 576 78,263,287 16 135,874 8.61 87.97 93.7 653 44.02
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Refinance - Rate Term 72 12,271,823 2.51 170,442 8.243 82.52 84.2 636 43.46
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Construction/Permanent 1 111,437 0.02 111,437 7.64 80 100 630 45.98
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 2,671 488,998,876 100 183,077 8.329 81.49 83.19 617 43.09
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
20. Documentation Type
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Documentation Type Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Full Documentation 1,530 256,870,674 52.53 167,889 8.292 82.38 83.8 602 42.8
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Stated Documentation 1,129 229,732,490 46.98 203,483 8.375 80.56 82.56 635 43.48
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Limited Documentation 12 2,395,711 0.49 199,643 7.817 75.91 77.83 640 37.54
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 2,671 488,998,876 100 183,077 8.329 81.49 83.19 617 43.09
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
21. Range of Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Debt Ratio Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0.01 - 30.00 211 30,774,695 6.29 145,852 8.421 78.18 78.75 613 25.83
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30.01 - 35.00 220 33,902,438 6.93 154,102 8.204 80.51 81.07 607 32.64
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
35.01 - 40.00 343 57,830,333 11.83 168,602 8.379 79.16 80.64 612 37.77
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40.01 - 45.00 851 157,547,890 32.22 185,133 8.339 81.95 84.5 629 43.07
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
45.01 - 50.00 894 177,714,917 36.34 198,786 8.332 81.74 83.28 611 48.13
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50.01 - 55.00 149 30,596,849 6.26 205,348 8.227 86.25 87.32 619 52.69
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
55.01 greater than or equal to 3 631,755 0.13 210,585 7.311 94.96 94.96 649 55.46
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 2,671 488,998,876 100 183,077 8.329 81.49 83.19 617 43.09
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-zero Weighted Average DTI: 43.09
Minimum DTI: 20.00
Maximum DTI: 56.03
Standard Deviation DTI: 7.20
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
22. Range of Credit Scores
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Credit Scores Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Not Available 1 143,421 0.03 143,421 9.625 60 60 0 36.26
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
500 - 519 186 31,635,749 6.47 170,085 9.233 75.63 75.63 509 42.8
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
520 - 539 211 38,319,898 7.84 181,611 9.012 77.73 77.74 530 42.49
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
540 - 559 216 38,149,090 7.8 176,616 8.856 77.72 77.74 549 42.73
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
560 - 579 191 33,564,653 6.86 175,731 8.614 78.07 78.29 570 43.35
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
580 - 599 264 47,871,735 9.79 181,332 8.502 80.76 81.18 590 43.04
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
600 - 619 250 46,615,998 9.53 186,464 8.355 83.8 84.87 610 42.79
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
620 - 639 390 73,516,697 15.03 188,504 8.151 84.6 86.15 630 43.64
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
640 - 659 325 61,946,000 12.67 190,603 8.082 85.18 87.67 650 43.32
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
660 - 679 229 40,630,189 8.31 177,424 7.973 82.07 85.93 669 43.87
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
680 - 699 164 29,871,085 6.11 182,141 7.819 83.52 87.97 688 42.6
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
700 - 719 95 19,204,547 3.93 202,153 7.713 83.39 87.68 709 42.49
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
720 - 739 47 8,976,463 1.84 190,989 7.287 78.78 83.17 730 42.48
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
740 - 759 54 10,014,974 2.05 185,462 7.589 82.45 85.69 749 44.28
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
760 - 779 27 4,913,165 1 181,969 7.531 74.35 79.34 770 40.97
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
780 - 799 16 2,542,565 0.52 158,910 7.278 79.39 83.14 790 42.52
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
800 - 819 5 1,082,645 0.22 216,529 7.421 78.28 83.33 809 42.69
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 2,671 488,998,876 100 183,077 8.329 81.49 83.19 617 43.09
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-zero Weighted Average FICO: 617
Minimum FICO: 500
Maximum FICO: 814
Standard Deviation FICO: 65
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
23. Prepayment Penalty Term (months)
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Prepayment Penalty Term (months) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
None 971 173,857,903 35.55 179,050 8.537 82.26 83.96 617 43.56
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6 11 2,623,329 0.54 238,484 8.25 78.01 80.45 623 45
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12 202 52,093,686 10.65 257,890 7.978 74.59 76.61 627 43.71
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
18 3 976,607 0.2 325,536 8.1 80.61 80.61 585 43.41
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
24 371 61,205,229 12.52 164,974 8.608 85.11 88.41 613 43.26
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30 8 1,549,377 0.32 193,672 8.548 79.55 79.55 598 39.77
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
36 1,105 196,692,746 40.22 178,002 8.151 81.58 82.71 617 42.46
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 2,671 488,998,876 100 183,077 8.329 81.49 83.19 617 43.09
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
24. Lien Position
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Lien Position Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1st Lien 2,551 483,420,068 98.86 189,502 8.298 81.29 83 617 43.07
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2nd Lien 120 5,578,808 1.14 46,490 11.012 99.36 99.36 682 44.65
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 2,671 488,998,876 100 183,077 8.329 81.49 83.19 617 43.09
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
HSBC
HASCO 2007-HE1
Group II Mortgage
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1. Summary Statistics (as of the Sample Pool Calculation Date)
Aggregate Principal Balance: $551,764,780.65
Number of Mortgage Loans: 2,556
Average Principal Balance: $215,870.41
Aggregate Principal Balance (Fixed Rate): $147,192,467.90
Aggregate Principal Balance (Adjustable Rate): $404,572,312.75
% Fixed Rate Mortgages: 26.68%
% Adjustable Rate Mortgages: 73.32%
Weighted Average Current Mortgage Rate: 8.170%
Non-zero Weighted Average Credit Score: 635
Weighted Average Original LTV: 84.20%
Weighted Average Original Combined LTV: 88.25%
Non-zero Weighted Average Debt Ratio: 41.87
Weighted Average Stated Remaining Term: 352
Weighted Average Stated Original Term: 355
Weighted Average Months to Roll: 27
Weighted Average Margin: 5.751%
Weighted Average Initial Rate Cap: 2.297%
Weighted Average Periodic Rate Cap: 1.248%
Weighted Average Maximum Rate: 14.600%
Weighted Average Minimum Rate: 7.885%
% Second Lien: 2.42%
% Silent & Simultaneous Seconds: 21.12%
% California Loans: 21.57%
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2. Product Type
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Product Type Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10 Year Fixed 2 138,022 0.03 69,011 7.457 32.15 32.15 619 43.17
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15 Year Fixed 17 1,657,906 0.3 97,524 8.763 80.19 80.19 601 31.75
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
20 Year Fixed 19 2,580,369 0.47 135,809 7.749 71.05 71.05 629 32.95
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30 Year Fixed 553 87,843,118 15.92 158,848 8.183 81.5 82.88 629 39.17
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30 Year Fixed 5 Year Interest Only 45 12,602,079 2.28 280,046 7.382 77.49 78.07 667 43.15
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30 Year Fixed 10 Year Interest Only 2 1,020,000 0.18 510,000 6.984 86.88 86.88 684 44.55
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15/30 Year Fixed (Balloon) 141 11,406,165 2.07 80,895 10.925 98.85 98.85 698 42.68
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30/40 Year Fixed (Balloon) 126 29,944,807 5.43 237,657 8.099 85.03 85.87 633 43.69
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
ARM 30 Year 1 439,235 0.08 439,235 8.75 80 80 643 44.31
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2/28 ARM 538 92,534,510 16.77 171,997 8.517 82.84 87.87 612 41.44
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2/28 ARM 5 Year Interest Only 199 59,099,532 10.71 296,983 7.497 83.75 92.53 662 41.53
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2/28 ARM 10 Year Interest Only 17 5,047,329 0.91 296,902 6.928 83.06 91.56 652 42.99
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3/27 ARM 222 50,518,013 9.16 227,559 8.442 86.68 90.78 635 41.93
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3/27 ARM 5 Year Interest Only 138 45,143,921 8.18 327,130 7.534 87.3 94.73 673 43.76
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3/27 ARM 10 Year Interest Only 3 1,442,000 0.26 480,667 6.263 85.53 90.69 685 43.14
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5/25 ARM 39 7,366,626 1.34 188,888 8.322 85.52 87.25 627 40.59
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5/25 ARM 5 Year Interest Only 25 7,142,924 1.29 285,717 6.948 79.94 87.18 684 44.76
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5/25 ARM 10 Year Interest Only 14 2,479,000 0.45 177,071 9.522 83.6 83.6 682 38.76
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7/23 ARM 1 86,265 0.02 86,265 10.625 80 80 623 0
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3/1 ARM 1 131,752 0.02 131,752 8.375 31.43 31.43 626 0
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5/1 ARM 10 Year Interest Only 5 2,361,500 0.43 472,300 6.809 72.97 73.96 654 34.06
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7/1 ARM 7 Year Interest Only 1 83,384 0.02 83,384 7 80 80 644 31.03
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30/40 Year ARM 2/28 (Balloon) 217 61,333,793 11.12 282,644 8.371 83.57 86.49 606 43.13
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30/40 Year ARM 3/27 (Balloon) 204 61,790,463 11.2 302,894 8.362 87.43 91.11 629 43.3
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30/40 Year ARM 5/25 (Balloon) 22 5,904,547 1.07 268,388 7.539 80.98 82.62 629 41.88
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30/50 Year ARM 2/28 (Balloon) 4 1,667,520 0.3 416,880 7.745 75 85.41 620 40.15
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 2,556 551,764,781 100 215,870 8.17 84.2 88.25 635 41.87
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3. Range of Gross Mortgage Rates (%)
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Gross Mortgage Rates (%) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.000 - 5.499 2 882,143 0.16 441,072 5.316 52.91 52.91 790 48.17
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.500 - 5.999 28 8,693,854 1.58 310,495 5.883 76.37 81.21 683 40.27
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.000 - 6.499 77 23,132,136 4.19 300,417 6.28 77.41 82.57 679 41.64
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.500 - 6.999 237 69,460,316 12.59 293,082 6.82 79.17 86.92 667 41.82
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.000 - 7.499 229 64,827,286 11.75 283,089 7.288 80.85 88.45 658 42.11
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.500 - 7.999 427 109,830,775 19.91 257,215 7.775 83.6 87.93 641 41.95
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.000 - 8.499 273 65,162,527 11.81 238,691 8.265 84.14 88.66 623 43.43
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.500 - 8.999 452 95,767,271 17.36 211,874 8.766 87.92 89.63 621 41.78
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.000 - 9.499 241 41,816,998 7.58 173,515 9.257 85.86 87.54 597 42.54
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.500 - 9.999 294 43,271,145 7.84 147,181 9.774 89.42 89.99 601 40.19
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.000 - 10.499 75 9,873,533 1.79 131,647 10.293 90.62 91.08 592 39.26
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.500 - 10.999 106 9,973,546 1.81 94,090 10.757 92.36 92.98 626 40.04
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.000 - 11.499 23 2,644,420 0.48 114,975 11.204 89.3 89.46 564 37.08
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.500 - 11.999 42 3,187,206 0.58 75,886 11.812 94.89 94.89 636 41.23
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.000 - 12.499 7 521,227 0.09 74,461 12.288 95.54 95.54 626 42.68
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.500 - 12.999 18 1,448,173 0.26 80,454 12.875 98.9 98.9 650 42.59
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.000 - 13.499 6 434,799 0.08 72,466 13.204 100 100 617 48.74
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.500 - 13.999 5 265,444 0.05 53,089 13.671 100 100 655 43.46
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14.000 - 14.499 14 571,982 0.1 40,856 14.159 100 100 587 47.25
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 2,556 551,764,781 100 215,870 8.17 84.2 88.25 635 41.87
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Gross Mortgage Rate (%): 8.170
Minimum Gross Mortgage Rate (%): 5.300
Maximum Gross Mortgage Rate (%): 14.300
Standard Deviation Gross Mortgage Rate (%): 1.417
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4. Range of Cut-off Date Principal Balances ($)
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Cut-off Date Principal Balances ($) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0.01 - 50,000.00 93 3,467,660 0.63 37,287 10.567 91.83 92.41 641 38.88
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50,000.01 - 100,000.00 556 41,760,610 7.57 75,109 9.462 85.07 88.49 618 38.09
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
100,000.01 - 150,000.00 460 57,165,126 10.36 124,272 8.855 84.8 87.58 615 39.59
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
150,000.01 - 200,000.00 325 56,727,879 10.28 174,547 8.225 83.03 86.99 627 40.53
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
200,000.01 - 250,000.00 276 61,851,291 11.21 224,099 8.081 84.43 88.87 628 41.65
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
250,000.01 - 300,000.00 232 63,690,133 11.54 274,526 7.901 84.45 89.45 638 43.99
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
300,000.01 - 350,000.00 160 51,904,000 9.41 324,400 7.858 84.53 90.08 641 43.46
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
350,000.01 - 400,000.00 115 43,328,308 7.85 376,768 7.872 84.69 90.22 643 42.92
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
400,000.01 - 450,000.00 112 48,042,050 8.71 428,947 8.088 85.67 90.06 642 43.89
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
450,000.01 - 500,000.00 98 46,830,913 8.49 477,866 7.837 83.12 86.41 642 43.62
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
500,000.01 - 550,000.00 45 23,679,253 4.29 526,206 7.845 84.02 87.16 652 42.41
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
550,000.01 - 600,000.00 41 23,631,278 4.28 576,373 7.591 82.67 85.46 649 43.63
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
600,000.01 - 650,000.00 21 13,154,130 2.38 626,387 7.715 84.55 86.94 667 40.97
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
650,000.01 - 700,000.00 10 6,784,533 1.23 678,453 7.464 79.88 86.84 662 39.75
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
700,000.01 - 750,000.00 5 3,673,531 0.67 734,706 8.308 83.96 83.96 636 43.84
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
750,000.01 - 800,000.00 3 2,362,680 0.43 787,560 7.627 83.02 83.02 640 27.52
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
850,000.01 - 900,000.00 2 1,760,499 0.32 880,250 8.225 64.13 64.13 610 35.16
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
950,000.01 - 1,000,000.00 2 1,950,908 0.35 975,454 8.02 77.48 77.48 622 20.34
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 2,556 551,764,781 100 215,870 8.17 84.2 88.25 635 41.87
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Average Cut-off Date Principal Balance ($): 215,870.41
Minimum Cut-off Date Principal Balance ($): 14,717.23
Maximum Cut-off Date Principal Balance ($): 1,000,000.00
Standard Deviation Cut-off Date Principal Balance ($): 148,212.20
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5. Range of Original Principal Balances ($)
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Original Principal Balances ($) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0.01 - 50,000.00 92 3,417,713 0.62 37,149 10.586 92 92.29 641 38.72
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50,000.01 - 100,000.00 556 41,710,880 7.56 75,020 9.469 85.11 88.56 618 38.11
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
100,000.01 - 150,000.00 459 56,965,443 10.32 124,108 8.852 84.74 87.53 614 39.58
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
150,000.01 - 200,000.00 327 57,027,238 10.34 174,395 8.227 83.06 87 628 40.54
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
200,000.01 - 250,000.00 276 61,851,291 11.21 224,099 8.081 84.43 88.87 628 41.65
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
250,000.01 - 300,000.00 230 63,101,275 11.44 274,353 7.891 84.45 89.49 638 44.03
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
300,000.01 - 350,000.00 160 51,854,815 9.4 324,093 7.859 84.47 90.02 641 43.62
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
350,000.01 - 400,000.00 117 43,966,350 7.97 375,781 7.885 84.77 90.22 643 42.7
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
400,000.01 - 450,000.00 111 47,592,304 8.63 428,759 8.087 85.72 90.15 642 43.94
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
450,000.01 - 500,000.00 99 47,280,659 8.57 477,582 7.841 83.09 86.35 641 43.57
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
500,000.01 - 550,000.00 45 23,679,253 4.29 526,206 7.845 84.02 87.16 652 42.41
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
550,000.01 - 600,000.00 41 23,631,278 4.28 576,373 7.591 82.67 85.46 649 43.63
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
600,000.01 - 650,000.00 21 13,154,130 2.38 626,387 7.715 84.55 86.94 667 40.97
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
650,000.01 - 700,000.00 10 6,784,533 1.23 678,453 7.464 79.88 86.84 662 39.75
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
700,000.01 - 750,000.00 5 3,673,531 0.67 734,706 8.308 83.96 83.96 636 43.84
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
750,000.01 - 800,000.00 3 2,362,680 0.43 787,560 7.627 83.02 83.02 640 27.52
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
850,000.01 - 900,000.00 2 1,760,499 0.32 880,250 8.225 64.13 64.13 610 35.16
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
950,000.01 - 1,000,000.00 2 1,950,908 0.35 975,454 8.02 77.48 77.48 622 20.34
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 2,556 551,764,781 100 215,870 8.17 84.2 88.25 635 41.87
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Average Orig Balance ($): 216,207.78
Minimum Orig Balance ($): 15,000.00
Maximum Orig Balance ($): 1,000,000.00
Standard Deviation Orig Balance ($): 148,393.36
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6. Range of Stated Remaining Terms (months)
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Stated Remaining Terms (months) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
111 - 120 2 138,022 0.03 69,011 7.457 32.15 32.15 619 43.17
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
161 - 170 1 14,717 0 14,717 12.25 100 100 591 28.13
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
171 - 180 157 13,049,354 2.37 83,117 10.649 96.48 96.48 686 41.4
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
231 - 240 19 2,580,369 0.47 135,809 7.749 71.05 71.05 629 32.95
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
341 - 350 3 798,050 0.14 266,017 6.515 84.51 84.51 725 47.45
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
351 - 360 2,374 535,184,267 97 225,436 8.114 83.98 88.15 634 41.92
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 2,556 551,764,781 100 215,870 8.17 84.2 88.25 635 41.87
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Remaining Term: 352
Minimum Remaining Term: 117
Maximum Remaining Term: 358
Standard Deviation Remaining Term: 45
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7. Stated Original Term (months)
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Stated Original Term (months) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
120 2 138,022 0.03 69,011 7.457 32.15 32.15 619 43.17
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
180 158 13,064,072 2.37 82,684 10.651 96.48 96.48 686 41.38
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
240 19 2,580,369 0.47 135,809 7.749 71.05 71.05 629 32.95
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
360 2,377 535,982,318 97.14 225,487 8.112 83.98 88.15 634 41.93
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 2,556 551,764,781 100 215,870 8.17 84.2 88.25 635 41.87
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Original Term: 355
Minimum Original Term: 120
Maximum Original Term: 360
Standard Deviation Original Term: 45
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8. Range of Original LTV Ratios (%)
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Original LTV Ratios (%) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
less than or equal to 30.00 15 1,829,938 0.33 121,996 6.947 24.27 24.27 648 36.42
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30.01 - 35.00 7 711,987 0.13 101,712 8.223 32.67 32.67 620 42.43
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
35.01 - 40.00 8 1,482,442 0.27 185,305 8.235 38.39 38.39 581 37.28
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40.01 - 45.00 9 1,905,933 0.35 211,770 6.667 43.79 43.79 662 39.13
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
45.01 - 50.00 14 2,686,264 0.49 191,876 7.083 48.19 48.19 620 43.94
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50.01 - 55.00 16 2,662,305 0.48 166,394 7.265 52.5 52.5 618 38.48
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
55.01 - 60.00 31 6,304,446 1.14 203,369 7.625 57.39 57.49 596 38.47
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
60.01 - 65.00 39 11,533,245 2.09 295,724 7.601 63.29 63.29 609 39.74
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
65.01 - 70.00 64 15,516,811 2.81 242,450 7.613 68.16 69.79 616 40.53
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
70.01 - 75.00 120 26,371,195 4.78 219,760 8.08 73.58 74.18 595 42.07
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
75.01 - 80.00 781 179,772,430 32.58 230,182 7.722 79.74 91.8 645 42.14
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
80.01 - 85.00 329 73,381,241 13.3 223,043 8.188 84.3 84.46 612 43.03
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
85.01 - 90.00 510 113,307,049 20.54 222,171 8.341 89.51 89.61 637 41.16
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
90.01 - 95.00 150 35,031,930 6.35 233,546 8.771 94.49 94.51 637 41.89
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
95.01 - 100.00 463 79,267,564 14.37 171,204 9.057 99.92 99.92 656 42.24
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 2,556 551,764,781 100 215,870 8.17 84.2 88.25 635 41.87
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Original LTV (%): 84.20
Minimum Original LTV (%): 12.22
Maximum Original LTV (%): 100.00
Standard Deviation Original LTV (%): 12.07
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9. Range of Original Combined LTV Ratios (%)
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Original Combined LTV Ratios (%) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
less than or equal to 30.00 15 1,829,938 0.33 121,996 6.947 24.27 24.27 648 36.42
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30.01 - 35.00 7 711,987 0.13 101,712 8.223 32.67 32.67 620 42.43
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
35.01 - 40.00 8 1,482,442 0.27 185,305 8.235 38.39 38.39 581 37.28
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40.01 - 45.00 9 1,905,933 0.35 211,770 6.667 43.79 43.79 662 39.13
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
45.01 - 50.00 14 2,686,264 0.49 191,876 7.083 48.19 48.19 620 43.94
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50.01 - 55.00 16 2,662,305 0.48 166,394 7.265 52.5 52.5 618 38.48
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
55.01 - 60.00 30 6,235,577 1.13 207,853 7.611 57.37 57.37 596 38.43
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
60.01 - 65.00 39 11,533,245 2.09 295,724 7.601 63.29 63.29 609 39.74
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
65.01 - 70.00 63 14,748,939 2.67 234,110 7.623 68.14 68.18 611 40.13
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
70.01 - 75.00 117 25,438,545 4.61 217,423 8.104 73.62 73.62 593 41.88
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
75.01 - 80.00 305 68,022,884 12.33 223,026 8.051 79.37 79.37 610 40.68
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
80.01 - 85.00 324 73,578,192 13.34 227,093 8.175 84.11 84.28 611 42.99
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
85.01 - 90.00 505 112,416,804 20.37 222,608 8.337 89.47 89.5 637 41.12
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
90.01 - 95.00 192 46,535,554 8.43 242,373 8.451 91.1 94.56 644 41.44
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
95.01 - 100.00 912 181,976,171 32.98 199,535 8.204 88.66 99.95 662 42.89
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 2,556 551,764,781 100 215,870 8.17 84.2 88.25 635 41.87
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Original Combined LTV (%): 88.25
Minimum Original Combined LTV (%): 12.22
Maximum Original Combined LTV (%): 100.00
Standard Deviation Original Combined LTV (%): 13.03
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10. Range of Gross Margins (%)
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Gross Margins (%) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2.000 - 2.249 1 158,657 0.04 158,657 6.5 80 100 748 33.6
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2.250 - 2.499 3 2,111,000 0.52 703,667 6.801 72.54 73.64 645 34.46
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2.500 - 2.749 6 1,316,855 0.33 219,476 6.749 76.38 78.83 699 43.37
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2.750 - 2.999 10 2,680,219 0.66 268,022 7.252 77.5 85.27 683 46.24
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3.000 - 3.249 19 6,718,686 1.66 353,615 7.161 80.7 84.61 679 44.13
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3.250 - 3.499 49 13,456,139 3.33 274,615 7.332 80.94 87.35 670 43.46
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3.500 - 3.749 27 9,235,808 2.28 342,067 7.161 81.63 90.75 670 41.12
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3.750 - 3.999 59 19,423,041 4.8 329,204 7.091 81.22 90.83 689 43.43
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.000 - 4.249 34 9,037,411 2.23 265,806 7.47 83.84 93.97 672 40.01
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.250 - 4.499 93 23,807,008 5.88 255,989 7.785 82.2 88.02 659 41.99
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.500 - 4.749 51 15,434,262 3.81 302,633 7.681 85.07 90.41 654 42.02
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.750 - 4.999 93 27,807,972 6.87 299,010 7.598 87.04 91.74 653 43.75
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.000 - 5.249 33 9,417,073 2.33 285,366 7.626 86.58 92.34 631 44.02
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.250 - 5.499 79 21,007,124 5.19 265,913 8.077 88.61 92.21 629 42.63
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.500 - 5.749 84 23,212,385 5.74 276,338 8.164 86.09 89.52 639 42.03
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.750 - 5.999 158 41,254,529 10.2 261,105 8.252 89.17 93.71 638 42.84
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.000 - 6.249 97 24,541,006 6.07 253,000 8.073 83.26 88.46 621 42.91
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.250 - 6.499 86 22,876,474 5.65 266,006 8.012 85.08 91.11 629 43.45
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.500 - 6.749 81 21,102,536 5.22 260,525 8.231 84.96 88.49 624 40.43
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.750 - 6.999 133 30,812,263 7.62 231,671 8.621 86.61 91.84 616 40.47
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.000 - 7.249 65 13,123,850 3.24 201,905 8.342 82.27 88.33 610 43.56
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.250 - 7.499 77 15,711,635 3.88 204,047 8.88 84.07 88.82 605 44.15
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.500 - 7.749 77 14,092,439 3.48 183,019 9.043 84 87.89 597 40.71
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.750 - 7.999 68 11,792,351 2.91 173,417 9.131 82.12 85.62 585 40.84
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.000 - 8.249 147 20,843,990 5.15 141,796 9.493 81.7 84.93 580 41.58
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.250 - 8.499 8 2,316,094 0.57 289,512 9.387 80.35 80.9 576 45.8
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.500 - 8.749 3 350,148 0.09 116,716 10.265 84.88 90.24 574 43.59
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.750 - 8.999 6 655,663 0.16 109,277 10.164 88.18 92.57 591 41.53
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.000 - 9.249 1 50,334 0.01 50,334 10.09 80 100 650 45.63
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.500 - 9.749 2 121,957 0.03 60,978 10.615 77.52 77.52 540 25.63
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.750 - 9.999 1 103,403 0.03 103,403 12.95 90 90 516 28.12
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 1,651 404,572,313 100 245,047 8.123 84.64 89.77 634 42.34
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Margin (%): 5.751
Minimum Margin (%): 2.125
Maximum Margin (%): 9.950
Standard Deviation Margin (%): 1.438
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11. Range of Minimum Mortgage Rates (%)
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Minimum Mortgage Rates (%) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
less than or equal to 4.499 89 17,218,281 4.26 193,464 8.301 83.68 84.13 666 37.59
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.500 - 4.999 11 1,381,441 0.34 125,586 9.872 90 90 674 40.61
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.500 - 5.999 20 6,877,912 1.7 343,896 6.256 83.95 90.94 681 42.88
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.000 - 6.499 43 12,607,031 3.12 293,187 6.311 81.75 90.7 678 43.92
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.500 - 6.999 154 49,255,461 12.17 319,841 6.833 80.95 90.89 669 43.33
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.000 - 7.499 170 50,772,041 12.55 298,659 7.295 81.52 90.49 661 42.32
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.500 - 7.999 294 82,026,652 20.27 279,002 7.772 84.22 89.59 641 41.99
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.000 - 8.499 188 48,288,969 11.94 256,856 8.276 85.39 91.08 622 44.27
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.500 - 8.999 261 63,243,961 15.63 242,314 8.777 87.65 90.12 616 42.17
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.000 - 9.499 155 29,367,558 7.26 189,468 9.262 84.43 86.58 588 43.28
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.500 - 9.999 169 30,395,645 7.51 179,856 9.763 89.31 89.95 592 40.85
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.000 - 10.499 44 6,997,612 1.73 159,037 10.29 89.52 90.17 574 38.89
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.500 - 10.999 30 3,585,551 0.89 119,518 10.629 90.03 91.71 591 39.13
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.000 - 11.499 13 1,768,398 0.44 136,031 11.18 87.86 88.1 547 36.11
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.500 - 11.999 7 535,545 0.13 76,506 11.741 88.02 88.02 551 31.74
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.000 - 12.499 2 146,853 0.04 73,426 12.004 84.18 84.18 536 37.47
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.500 greater than or equal to 1 103,403 0.03 103,403 12.95 90 90 516 28.12
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 1,651 404,572,313 100 245,047 8.123 84.64 89.77 634 42.34
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Minimum Rate (%): 7.885
Minimum Minimum Rate (%): 2.125
Maximum Minimum Rate (%): 12.950
Standard Deviation Minimum Rate (%): 1.581
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12. Range of Maximum Mortgage Rates (%)
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Maximum Mortgage Rates (%) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.000 - 11.499 1 1,000,000 0.25 1,000,000 6.375 65.57 65.57 648 27.09
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.500 - 11.999 16 5,352,121 1.32 334,508 5.939 84.17 90.72 677 41.58
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.000 - 12.499 33 9,860,202 2.44 298,794 6.396 83.2 88.88 659 42.86
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.500 - 12.999 73 19,969,935 4.94 273,561 6.822 82.56 92.73 653 42.91
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.000 - 13.499 110 30,557,625 7.55 277,797 7.147 81.41 90.51 657 43.03
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.500 - 13.999 249 71,223,173 17.6 286,037 7.391 81.53 88.65 654 42.23
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14.000 - 14.499 209 56,777,381 14.03 271,662 7.81 81.24 88.94 642 43.29
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14.500 - 14.999 312 75,760,527 18.73 242,822 8.229 85.09 89.34 633 42.18
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.000 - 15.499 193 40,587,960 10.03 210,300 8.77 86.36 90.15 613 43.08
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.500 - 15.999 222 50,920,947 12.59 229,374 9.025 89.41 90.61 619 42.1
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
16.000 - 16.499 73 13,957,252 3.45 191,195 9.469 88.49 89.33 592 42.75
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
16.500 - 16.999 105 19,853,004 4.91 189,076 9.852 91.43 92.06 599 40.12
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
17.000 - 17.499 24 4,473,270 1.11 186,386 10.472 91.95 92.04 563 41.24
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
17.500 - 17.999 15 2,464,646 0.61 164,310 10.667 92.46 92.46 601 39.61
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
18.000 - 18.499 9 1,242,154 0.31 138,017 11.238 85.6 85.6 549 33.37
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
18.500 - 18.999 5 383,186 0.09 76,637 11.762 88.04 88.04 556 28.05
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
19.000 - 19.499 1 85,526 0.02 85,526 12 80 80 521 38.55
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
19.500 greater than or equal to 1 103,403 0.03 103,403 12.95 90 90 516 28.12
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 1,651 404,572,313 100 245,047 8.123 84.64 89.77 634 42.34
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Maximum Rate (%): 14.600
Minimum Maximum Rate (%): 11.375
Maximum Maximum Rate (%): 19.950
Standard Deviation Maximum Rate (%): 1.241
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13. Initial Periodic Cap (%)
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Initial Periodic Cap (%) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1 3 784,402 0.19 261,467 8.819 82.18 82.18 621 41.01
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.5 681 195,276,515 48.27 286,750 8.149 86.52 91.39 644 42.59
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2 2 485,963 0.12 242,982 8.539 55.64 55.64 566 48.8
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3 941 202,669,038 50.09 215,376 8.091 83.06 88.6 623 42.24
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3.25 1 103,335 0.03 103,335 9.69 90 90 585 40.21
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5 23 5,253,059 1.3 228,394 8.208 78.44 79.18 667 36.4
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 1,651 404,572,313 100 245,047 8.123 84.64 89.77 634 42.34
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Initial Cap (%): 2.297
Minimum Initial Cap (%): 1.000
Maximum Initial Cap (%): 5.000
Standard Deviation Initial Cap (%): 0.799
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14. Subsequent Periodic Cap (%)
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Subsequent Periodic Cap (%) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1 962 206,364,951 51.01 214,517 8.113 83.06 88.51 624 42.19
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.5 682 195,630,726 48.35 286,849 8.15 86.48 91.34 644 42.6
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2 7 2,576,636 0.64 368,091 6.895 71.08 71.98 652 33.96
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 1,651 404,572,313 100 245,047 8.123 84.64 89.77 634 42.34
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Subsequent Periodic Cap (%): 1.248
Minimum Subsequent Periodic Cap (%): 1.000
Maximum Subsequent Periodic Cap (%): 2.000
Standard Deviation Subsequent Periodic Cap (%): 0.251
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15. Next Rate Adjustment Dates
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Next Rate Adjustment Dates Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
May-07 1 439,235 0.11 439,235 8.75 80 80 643 44.31
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Feb-08 1 58,643 0.01 58,643 7.875 90 90 743 0
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
May-08 1 80,462 0.02 80,462 10.67 95 95 552 29.38
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Jun-08 1 63,284 0.02 63,284 9.25 95 95 672 0
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Jul-08 7 997,082 0.25 142,440 8.87 88.11 96.51 596 43.54
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Aug-08 21 6,631,257 1.64 315,774 8.622 86.36 91.84 608 43.43
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Sep-08 67 19,624,599 4.85 292,904 8.547 82.57 85.7 620 38.83
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Oct-08 369 72,795,393 17.99 197,277 8.313 83.79 90.01 623 42.79
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Nov-08 465 110,964,076 27.43 238,632 8.005 82.9 88.06 629 42.11
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Dec-08 44 9,104,317 2.25 206,916 7.407 81.37 91.59 631 39.76
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Feb-09 1 102,979 0.03 102,979 7.375 73.24 73.24 648 0
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Jul-09 1 72,763 0.02 72,763 9.9 100 100 584 29.69
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Aug-09 6 1,641,464 0.41 273,577 8.701 97.01 97.01 666 43.63
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Sep-09 32 8,709,018 2.15 272,157 8.742 94.33 97.36 643 40.62
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Oct-09 158 42,777,163 10.57 270,742 8.492 93.01 94.85 645 42.64
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Nov-09 366 103,501,335 25.58 282,791 7.964 83.86 90.36 642 43.35
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Dec-09 3 1,584,999 0.39 528,333 6.293 89.06 89.06 708 40.85
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Aug-11 4 1,909,863 0.47 477,466 6.825 72.44 76.36 651 34.59
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Sep-11 20 3,629,803 0.9 181,490 8.592 86.75 87.4 675 39.4
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Oct-11 12 2,559,677 0.63 213,306 8.333 91.86 91.86 632 42.97
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Nov-11 69 17,155,253 4.24 248,627 7.554 79.88 83.76 650 42.22
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Sep-13 1 83,384 0.02 83,384 7 80 80 644 31.03
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Oct-13 1 86,265 0.02 86,265 10.625 80 80 623 0
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 1,651 404,572,313 100 245,047 8.123 84.64 89.77 634 42.34
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Next Rate Adjustment Date: May 2009
Minimum Next Rate Adjustment Date: May 2007
Maximum Next Rate Adjustment Date: October 2013
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
16. Geograghic Distribution of Mortgaged Properties
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Geograghic Distribution of Mortgaged Properties Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
California 373 118,989,628 21.57 319,007 7.725 82.9 87.96 653 43.39
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Florida 252 54,967,259 9.96 218,124 8.18 84.36 87.19 633 41.42
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
New York 116 35,167,080 6.37 303,164 8.014 80.7 86.26 646 43.23
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Illinois 133 29,510,049 5.35 221,880 8.427 84.52 89.62 638 41.75
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
New Jersey 77 26,711,093 4.84 346,897 8.304 85.37 87.73 640 43.64
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Ohio 168 24,170,838 4.38 143,874 8.46 88.13 90.98 613 40.99
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Arizona 79 19,188,980 3.48 242,898 7.911 83.7 86.23 642 40.93
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Pennsylvania 115 17,273,252 3.13 150,202 8.331 82.72 85.88 609 40.08
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Washington 62 16,893,667 3.06 272,478 7.748 85.11 89.57 643 42.97
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Virginia 67 16,191,490 2.93 241,664 8.265 83.32 85.93 617 42.86
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Maryland 55 16,034,472 2.91 291,536 7.943 86.82 89.12 632 44.51
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Texas 115 15,599,857 2.83 135,651 8.715 87.93 91.75 627 39.76
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Georgia 87 15,273,107 2.77 175,553 8.938 88.65 91.74 632 41.95
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Massachusetts 37 10,726,545 1.94 289,907 8.303 83.06 89.5 661 41.33
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Missouri 78 10,372,250 1.88 132,978 8.523 85.62 88.22 604 40.71
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Other 742 124,695,214 22.6 168,053 8.378 84.19 88.49 625 40.23
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 2,556 551,764,781 100 215,870 8.17 84.2 88.25 635 41.87
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17. Occupancy
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% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Occupancy Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Primary 2,363 521,657,172 94.54 220,761 8.147 84.36 88.64 633 42.15
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Investment 177 25,249,195 4.58 142,651 8.621 81.89 81.92 672 36.62
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Second Home 16 4,858,413 0.88 303,651 8.306 79.08 79.08 635 34.62
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 2,556 551,764,781 100 215,870 8.17 84.2 88.25 635 41.87
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18. Property Type
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Property Type Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Single Family 1,928 397,006,686 71.95 205,916 8.197 84.33 88.08 631 41.68
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Planned Unit Development 293 77,138,520 13.98 263,271 7.966 84.41 89 638 42.25
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Condominium 144 31,974,547 5.79 222,045 8.144 84.3 89.46 644 42.51
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Two-to-Four Family 175 42,340,615 7.67 241,946 8.324 82.91 88.02 658 42.84
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Townhouse 15 2,654,412 0.48 176,961 7.764 83.22 85.05 626 38.58
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Condotel 1 650,000 0.12 650,000 8.875 68.68 68.68 712 36.05
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 2,556 551,764,781 100 215,870 8.17 84.2 88.25 635 41.87
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19. Loan Purpose
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Loan Purpose Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Refinance - Cashout 1,280 303,434,136 54.99 237,058 8.025 82.09 83.47 623 41.59
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Purchase 1,058 208,135,187 37.72 196,725 8.412 87.61 95.43 655 42.19
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Refinance - Rate Term 217 39,807,958 7.21 183,447 8.022 82.52 87.24 621 42.31
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Construction/Permanent 1 387,499 0.07 387,499 7.275 81.58 81.58 654 46.44
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 2,556 551,764,781 100 215,870 8.17 84.2 88.25 635 41.87
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
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20. Documentation Type
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Documentation Type Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Full Documentation 1,463 285,689,327 51.78 195,276 8.04 84.33 88.05 619 40.92
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Stated Documentation 933 236,057,803 42.78 253,009 8.295 83.61 88.46 652 43.11
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Limited Documentation 14 4,265,518 0.77 304,680 7.389 83.47 88.62 646 40.14
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
No Documentation 46 7,245,979 1.31 157,521 8.663 86.92 87.23 665 36.93
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
No Ratio 100 18,506,154 3.35 185,062 8.579 88.84 88.88 655 0
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Total: 2,556 551,764,781 100 215,870 8.17 84.2 88.25 635 41.87
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
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21. Range of Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Debt Ratio Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Not Available 137 24,396,140 4.42 178,074 8.584 87.83 87.86 659 0
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0.01 - 30.00 319 52,545,805 9.52 164,720 8.208 82.28 85 623 21.05
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30.01 - 35.00 190 35,308,188 6.4 185,833 8.032 81.33 83.94 620 32.29
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
35.01 - 40.00 309 60,423,812 10.95 195,546 8.321 83.74 87.4 625 37.81
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40.01 - 45.00 771 177,008,223 32.08 229,583 8.184 85.67 90.81 652 43.13
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
45.01 - 50.00 658 158,828,420 28.79 241,381 8.126 83.57 87.84 627 48.06
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50.01 - 55.00 172 43,254,193 7.84 251,478 7.896 83.82 88.16 621 52.85
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 2,556 551,764,781 100 215,870 8.17 84.2 88.25 635 41.87
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-zero Weighted Average DTI: 41.87
Minimum DTI: 2.80
Maximum DTI: 55.00
Standard Deviation DTI: 12.92
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22. Range of Credit Scores
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Credit Scores Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
500 - 519 76 13,382,884 2.43 176,091 9.331 77.22 77.39 509 39.63
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
520 - 539 115 20,272,218 3.67 176,280 9.076 77.67 77.78 529 41.5
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
540 - 559 159 27,292,076 4.95 171,648 9.168 80.02 80.16 548 41.93
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
560 - 579 166 27,967,677 5.07 168,480 8.781 80.3 80.68 570 40.92
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
580 - 599 275 49,891,494 9.04 181,424 8.76 85.65 86.54 589 43.03
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
600 - 619 280 61,062,159 11.07 218,079 8.232 83.85 86.12 608 41.71
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
620 - 639 376 83,285,337 15.09 221,504 7.978 85 89.81 628 41.65
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
640 - 659 405 97,447,510 17.66 240,611 7.935 85.72 90.96 648 41.34
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
660 - 679 239 57,750,443 10.47 241,634 7.942 86.08 92.26 669 41.85
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
680 - 699 181 43,560,598 7.89 240,666 7.847 84.92 92.22 688 43.52
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
700 - 719 111 28,019,273 5.08 252,426 7.555 85.21 90.84 708 40.78
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
720 - 739 68 14,936,125 2.71 219,649 7.602 84.65 91.7 729 42.62
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
740 - 759 48 12,786,327 2.32 266,382 7.388 86 93.33 749 42.67
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
760 - 779 35 8,343,825 1.51 238,395 7.497 85.19 90.3 770 44.08
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
780 - 799 11 2,965,301 0.54 269,573 7.892 84.13 93.78 788 39.63
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
800 - 819 11 2,801,532 0.51 254,685 7.058 76.61 82.84 808 45.71
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 2,556 551,764,781 100 215,870 8.17 84.2 88.25 635 41.87
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-zero Weighted Average FICO: 635
Minimum FICO: 500
Maximum FICO: 816
Standard Deviation FICO: 59
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23. Prepayment Penalty Term (months)
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Prepayment Penalty Term (months) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
None 529 111,075,255 20.13 209,972 8.628 84.99 88.84 640 42.02
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6 3 669,515 0.12 223,172 8.675 92.59 100 676 44.12
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12 137 45,937,605 8.33 335,311 7.947 80.67 87.8 649 43.34
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
18 2 993,840 0.18 496,920 8.299 94.43 100 646 44.56
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
24 735 156,814,854 28.42 213,354 8.029 83.21 89.06 625 41.94
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30 1 49,912 0.01 49,912 8.999 59.52 59.52 518 10.81
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
36 585 142,738,641 25.87 243,998 8.075 87.71 91.24 649 41.83
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
42 10 1,699,562 0.31 169,956 8.986 81.09 83.01 603 43.07
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
48 12 2,863,884 0.52 238,657 7.869 83.2 83.2 594 40.7
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
54 1 158,409 0.03 158,409 9.399 84.76 84.76 593 47.82
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
60 541 88,763,304 16.09 164,073 8.101 81.1 81.56 619 40.88
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 2,556 551,764,781 100 215,870 8.17 84.2 88.25 635 41.87
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
24. Lien Position
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Lien Position Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1st Lien 2,364 538,429,858 97.58 227,762 8.095 83.83 87.97 634 41.84
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2nd Lien 192 13,334,922 2.42 69,453 11.211 99.43 99.43 681 43.39
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 2,556 551,764,781 100 215,870 8.17 84.2 88.25 635 41.87
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------