Common use of Original Clause in Contracts

Original. LOAN-TO-VALUE RATIOS --------------------------------------------------------------------------------------------------------------------------- % OF PRINCIPAL PRINCIPAL REMAINING RANGE OF ORIGINAL NUMBER OF BALANCE BALANCE TERM TO DEBT-TO- MORTGAGE LOAN-TO-VALUE RATIOS MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) --------------------------------------------------------------------------------------------------------------------------- <=25.00 2 $ 180,000.00 0.06 360 30.00 6.697 591 24.93 25.01-30.00 3 288,500.00 0.10 360 37.92 7.602 584 26.61 30.01-35.00 4 399,491.92 0.14 315 36.78 7.150 606 32.80 35.01-40.00 8 758,926.86 0.26 344 34.70 7.047 565 38.17 40.01-45.00 7 659,250.00 0.22 348 40.20 7.608 567 42.64 45.01-50.00 23 2,991,850.33 1.02 348 40.90 7.710 585 48.43 50.01-55.00 17 2,350,345.84 0.80 351 38.71 7.406 607 52.57 55.01-60.00 39 5,550,106.29 1.89 355 39.48 7.568 568 58.20 60.01-65.00 56 8,963,520.05 3.06 355 41.02 7.426 565 63.55 65.01-70.00 86 14,424,494.63 4.92 356 39.90 7.586 578 68.52 70.01-75.00 121 18,703,390.21 6.38 356 38.02 7.676 572 74.25 75.01-80.00 394 62,311,745.75 21.27 357 39.52 7.204 619 79.61 80.01-85.00 244 33,977,746.59 11.60 356 40.22 7.437 582 84.41 85.01-90.00 478 72,496,691.35 24.74 358 38.49 7.664 607 89.76 90.01-95.00 419 68,961,853.74 23.54 358 39.52 7.680 631 94.80 --------------------------------------------------------------------------------------------------------------------------- TOTAL: 1,901 $ 293,017,913.56 100.00 357 39.30 7.527 606 83.59 --------------------------------------------------------------------------------------------------------------------------- FICO SCORE AT ORIGINATION --------------------------------------------------------------------------------------------------------------------- % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO- MORTGAGE RANGE OF MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV FICO SCORES LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) --------------------------------------------------------------------------------------------------------------------- 500-519 95 $ 15,197,932.14 5.19 359 43.66 8.460 509 74.24 520-539 172 20,000,000.00 0.00 358 41.57 8.161 530 77.55 540-559 174 20,000,000.00 0.00 357 39.68 7.926 550 79.27 560-579 181 20,000,000.00 0.00 357 40.03 7.655 569 81.22 580-599 245 30,000,000.00 00.00 357 39.89 7.671 589 85.92 600-619 290 40,000,000.00 00.00 355 39.36 7.403 609 86.78 620-639 250 30,000,000.00 00.00 358 38.91 7.227 629 85.74 640-659 201 30,000,000.00 00.00 357 37.25 7.240 650 86.17 660-679 124 10,000,000.00 0.00 359 38.39 7.106 669 84.72 680-699 84 13,483,291.72 4.60 355 37.46 7.084 688 87.61 700-719 42 6,283,095.34 2.14 354 35.26 7.045 710 84.29 720-739 25 4,327,385.91 1.48 357 38.05 6.718 729 81.26 740-759 13 2,330,244.00 0.80 351 37.01 7.003 745 87.14 760-779 4 742,300.00 0.25 360 27.92 6.825 765 79.98 780-799 1 394,250.00 0.13 360 22.00 6.650 781 95.00 --------------------------------------------------------------------------------------------------------------------- TOTAL: 1,901 $ 293,017,913.56 100.00 357 39.30 7.527 606 83.59 --------------------------------------------------------------------------------------------------------------------- DEBT-TO-INCOME RATIO --------------------------------------------------------------------------------------------------------------------- % OF PRINCIPAL PRINCIPAL REMAINING RANGE OF NUMBER OF BALANCE BALANCE TERM TO DEBT-TO- MORTGAGE DEBT-TO-INCOME MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV RATIOS (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) --------------------------------------------------------------------------------------------------------------------- <=20.00 87 $ 11,020,126.64 3.76 357 14.53 7.710 625 84.46 20.01-25.00 97 12,782,292.91 4.36 352 23.30 7.514 625 82.70 25.01-30.00 198 27,722,612.22 9.46 357 28.28 7.489 618 83.93 30.01-35.00 236 34,045,605.34 11.62 357 33.06 7.399 609 83.16 35.01-40.00 334 51,944,123.87 17.73 357 38.15 7.574 610 82.75 40.01-45.00 437 69,757,539.87 23.81 359 43.02 7.470 609 84.45 45.01-50.00 463 77,496,239.24 26.45 358 48.10 7.560 596 85.15 50.01-55.00 49 8,249,373.46 2.82 350 53.04 7.822 550 67.93 --------------------------------------------------------------------------------------------------------------------- TOTAL: 1,901 $293,017,913.56 100.00 357 39.30 7.527 606 83.59 ---------------------------------------------------------------------------------------------------------------------

Original. LOAN-TO-VALUE RATIOS --------------------------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL REMAINING DEBT RANGE OF BALANCE % OF PRINCIPAL PRINCIPAL REMAINING RANGE OF TERM TO -TO- MORTGAGE ORIGINAL LOAN- NUMBER OF AS OF BALANCE BALANCE TERM TO DEBT-TO- MORTGAGE LOAN-AS OF MATURITY INCOME RATES OLTV TO-VALUE RATIOS MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV (%) MORTGAGE LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) --------------------------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------------------------------------ <= 25.000 67 $6,158,273.11 0.29% 346 37.32 7.772 623 20.42 25.001 - 30.000 66 7,011,789.20 0.33 321 36.08 7.105 638 27.84 30.001 - 35.000 64 7,569,549.67 0.36 344 34.84 7.200 602 32.50 35.001 - 40.000 93 10,789,059.55 0.51 343 38.53 7.492 595 37.89 40.001 - 45.000 146 16,828,928.58 0.80 347 36.85 7.330 600 42.84 45.001 - 50.000 234 31,645,713.93 1.50 345 37.34 7.302 599 47.92 50.001 - 55.000 292 37,288,246.90 1.76 346 36.72 7.350 598 52.85 55.001 - 60.000 634 83,924,679.59 3.97 347 38.39 7.718 578 58.34 60.001 - 65.000 622 82,523,360.10 3.90 350 38.83 7.640 585 63.08 65.001 - 70.000 921 135,381,841.25 6.40 349 37.79 7.323 598 68.03 70.001 - 75.000 2,348 317,742,921.80 15.02 352 39.39 7.885 576 73.76 75.001 - 80.000 2,430 352,509,672.04 16.66 349 38.93 7.322 609 78.72 80.001 - 85.000 2,608 394,237,032.44 18.63 354 40.19 7.685 595 83.76 85.001 - 90.000 3,845 596,638,977.43 28.20 353 39.79 7.260 624 89.17 90.001 - 95.000 215 35,817,278.50 1.69 354 39.31 6.991 690 93.89 =25.00 2 $ 180,000.00 0.06 360 30.00 6.697 591 24.93 25.01-30.00 3 288,500.00 0.10 360 37.92 7.602 584 26.61 30.01-35.00 4 399,491.92 0.14 315 36.78 7.150 606 32.80 35.01-40.00 8 758,926.86 0.26 344 34.70 7.047 565 38.17 40.01-45.00 7 659,250.00 0.22 348 40.20 7.608 567 42.64 45.01-50.00 23 2,991,850.33 1.02 348 40.90 7.710 585 48.43 50.01-55.00 17 2,350,345.84 0.80 351 38.71 7.406 607 52.57 55.01-60.00 39 5,550,106.29 1.89 355 39.48 7.568 568 58.20 60.01-65.00 56 8,963,520.05 3.06 355 41.02 7.426 565 63.55 65.01-70.00 86 14,424,494.63 4.92 356 39.90 7.586 578 68.52 70.01-75.00 121 18,703,390.21 6.38 356 38.02 7.676 572 74.25 75.01-80.00 394 62,311,745.75 21.27 357 39.52 7.204 619 79.61 80.01-85.00 244 33,977,746.59 11.60 356 40.22 7.437 582 84.41 85.01-90.00 478 72,496,691.35 24.74 358 38.49 7.664 607 89.76 90.01-95.00 419 68,961,853.74 23.54 358 39.52 7.680 631 94.80 --------------------------------------------------------------------------------------------------------------------------- =================================================================================================================================== TOTAL: 1,901 $ 293,017,913.56 100.00 357 39.30 7.527 606 83.59 --------------------------------------------------------------------------------------------------------------------------- 14,585 $2,116,067,324.09 100.00% 351 39.28 7.481 604 78.10 ------------------------------------------------------------------------------------------------------------------------------------ FICO SCORE AT ORIGINATION --------------------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL REMAINING DEBT BALANCE % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO- -TO- MORTGAGE RANGE OF MORTGAGE NUMBER OF AS OF THE BALANCE AS OF THE MATURITY INCOME RATES OLTV FICO SCORES MORTGAGE LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) --------------------------------------------------------------------------------------------------------------------- 500------------------------------------------------------------------------------------------------------------------------------------- 500 - 519 95 $ 15,197,932.14 5.19 359 43.66 8.460 509 74.24 520-801 $100,278,092.34 4.74% 355 40.95 8.683 510 67.82 520 - 539 172 20,000,000.00 0.00 358 41.57 8.161 530 77.55 540-1,568 206,369,281.89 9.75 354 41.96 8.632 529 74.17 540 - 559 174 20,000,000.00 0.00 357 39.68 7.926 550 79.27 560-1,873 251,820,456.89 11.90 354 40.04 8.174 551 76.63 560 - 579 181 20,000,000.00 0.00 357 40.03 7.655 1,996 277,334,359.01 13.11 354 39.21 7.825 569 81.22 580-78.26 580 - 599 245 30,000,000.00 00.00 357 39.89 7.671 1,675 242,092,612.28 11.44 352 38.99 7.696 589 85.92 600-78.68 600 - 619 290 40,000,000.00 00.00 355 39.36 7.403 1,570 230,648,975.86 10.90 351 38.24 7.338 609 86.78 620-78.99 620 - 639 250 30,000,000.00 00.00 358 38.91 7.227 1,553 236,094,085.28 11.16 351 38.69 7.004 629 85.74 640-80.59 640 - 659 201 30,000,000.00 00.00 357 37.25 7.240 650 86.17 660-1,269 203,266,010.65 9.61 351 39.08 6.701 649 81.21 660 - 679 124 10,000,000.00 0.00 359 38.39 7.106 857 135,409,326.34 6.40 346 38.50 6.599 669 84.72 680-80.62 680 - 699 582 94,505,558.63 4.47 348 38.58 6.514 689 81.15 700 - 719 347 58,007,386.32 2.74 347 38.59 6.404 709 81.17 720 - 739 190 31,001,049.87 1.47 347 37.94 6.186 728 80.53 740 - 759 166 26,811,416.21 1.27 345 37.34 6.126 748 74.80 760 - 779 84 13,483,291.72 4.60 355 37.46 7.084 688 87.61 700-719 42 6,283,095.34 2.14 354 35.26 7.045 710 84.29 720-739 25 4,327,385.91 1.48 357 38.05 6.718 729 81.26 740-759 13 2,330,244.00 0.80 351 37.01 7.003 745 87.14 760-779 4 742,300.00 0.25 360 27.92 6.825 765 79.98 780-14,238,208.06 0.67 341 34.50 6.203 768 70.60 780 - 799 1 394,250.00 0.13 360 22.00 6.650 781 95.00 --------------------------------------------------------------------------------------------------------------------- 44 6,755,964.95 0.32 332 34.49 6.255 788 69.43 800 - 819 10 1,434,539.51 0.07 329 35.04 7.019 809 60.69 ==================================================================================================================================== TOTAL: 1,901 $ 293,017,913.56 100.00 357 39.30 7.527 606 83.59 --------------------------------------------------------------------------------------------------------------------- 14,585 $2,116,067,324.09 100.00% 351 39.28 7.481 604 78.10 ------------------------------------------------------------------------------------------------------------------------------------ DEBT-TO-INCOME RATIO --------------------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL REMAINING DEBT RANGE OF DEBT BALANCE % OF PRINCIPAL PRINCIPAL REMAINING RANGE OF TERM TO -TO- MORTGAGE -TO-INCOME NUMBER OF BALANCE BALANCE TERM TO DEBT-TO- MORTGAGE DEBT-TO-INCOME MORTGAGE AS OF THE BALANCE AS OF THE MATURITY INCOME RATES OLTV RATIOS (%) MORTGAGE LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) --------------------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------------------------------------ <= 20.000 938 $ 119,987,239.90 5.67% 347 14.98 7.464 612 75.10 20.001 - 25.000 946 120,459,241.92 5.69 349 23.17 7.413 609 75.55 25.001 - 30.000 1,354 181,517,905.56 8.58 350 28.19 7.423 606 76.79 30.001 - 35.000 1,770 247,813,602.66 11.71 351 33.13 7.390 609 78.27 35.001 - 40.000 2,115 306,737,607.13 14.50 351 38.17 7.409 605 78.19 40.001 - 45.000 2,685 405,339,837.48 19.16 353 43.07 7.437 607 78.87 45.001 - 50.000 3,839 598,278,643.79 28.27 353 48.16 7.389 608 79.79 50.001 - 55.000 938 135,933,245.65 6.42 354 53.09 8.492 547 74.50 =20.00 87 $ 11,020,126.64 3.76 357 14.53 7.710 625 84.46 20.01-25.00 97 12,782,292.91 4.36 352 23.30 7.514 625 82.70 25.01-30.00 198 27,722,612.22 9.46 357 28.28 7.489 618 83.93 30.01-35.00 236 34,045,605.34 11.62 357 33.06 7.399 609 83.16 35.01-40.00 334 51,944,123.87 17.73 357 38.15 7.574 610 82.75 40.01-45.00 437 69,757,539.87 23.81 359 43.02 7.470 609 84.45 45.01-50.00 463 77,496,239.24 26.45 358 48.10 7.560 596 85.15 50.01-55.00 49 8,249,373.46 2.82 350 53.04 7.822 550 67.93 --------------------------------------------------------------------------------------------------------------------- =================================================================================================================================== TOTAL: 1,901 14,585 $ 2,116,067,324.09 100.00% 351 39.28 7.481 604 78.10 ------------------------------------------------------------------------------------------------------------------------------------ GEOGRAPHIC DISTRIBUTION ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL REMAINING DEBT BALANCE % OF PRINCIPAL TERM TO -TO- MORTGAGE NUMBER OF AS OF BALANCE AS OF MATURITY INCOME RATES OLTV STATE MORTGAGE LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------------ California 1,925 $ 385,319,654.64 18.21% 355 39.27 6.822 613 73.72 Florida 2,148 263,605,747.83 12.46 353 39.74 7.577 592 79.29 New York 731 144,112,910.81 6.81 352 40.71 7.692 610 73.76 Massachusetts 685 134,268,784.75 6.35 356 39.96 7.103 607 73.60 Illinois 695 102,609,520.16 4.85 352 40.05 8.048 594 78.70 Maryland 629 99,349,097.86 4.69 352 38.83 7.367 603 80.20 Texas 959 97,334,849.68 4.60 338 39.40 8.238 593 76.93 Michigan 643 76,133,260.41 3.60 354 38.61 7.660 594 80.56 Minnesota 416 67,404,940.45 3.19 354 39.31 7.321 612 82.10 Pennsylvania 542 64,634,569.04 3.05 344 38.75 7.506 601 80.65 Georgia 407 51,532,360.31 2.44 350 38.11 8.622 596 81.96 Connecticut 325 51,424,986.16 2.43 352 40.01 7.375 606 77.75 Washington 292 50,109,986.01 2.37 354 39.56 7.221 612 80.44 Wisconsin 364 47,187,420.31 2.23 352 39.41 8.084 606 81.88 Colorado 251 39,236,639.39 1.85 355 40.31 7.286 612 80.53 Indiana 335 35,704,209.29 1.69 348 36.90 7.522 608 84.06 Rhode Island 201 35,386,094.89 1.67 356 39.88 6.935 604 75.01 Tennessee 286 32,534,922.47 1.54 340 37.18 7.679 602 82.52 Alabama 300 31,285,417.72 1.48 343 39.26 8.151 599 82.33 Arizona 224 29,816,805.17 1.41 357 38.35 7.395 610 82.62 Other 2,227 277,075,146.74 13.09 349 38.33 7.679 603 80.76 ==================================================================================================================================== TOTAL: 14,585 $ 2,116,067,324.09 100.00% 351 39.28 7.481 604 78.10 ------------------------------------------------------------------------------------------------------------------------------------ OCCUPANCY STATUS ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL REMAINING DEBT BALANCE % OF PRINCIPAL TERM TO -TO- MORTGAGE OCCUPATION NUMBER OF AS OF BALANCE AS OF MATURITY INCOME RATES OLTV STATUS* MORTGAGE LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------------ Owner Occupied 13,962 $ 2,034,791,152.63 96.16% 351 39.48 7.471 603 78.19 Non-owner Occupied 509 67,048,425.39 3.17 351 32.97 7.637 634 74.91 Second Home 114 14,227,746.07 0.67 353 39.70 8.156 626 79.59 ==================================================================================================================================== TOTAL: 14,585 $ 2,116,067,324.09 100.00% 351 39.28 7.481 604 78.10 ------------------------------------------------------------------------------------------------------------------------------------ *Based on mortgagor representation at origination. DOCUMENTATION TYPE ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL REMAINING DEBT BALANCE % OF PRINCIPAL TERM TO -TO- MORTGAGE INCOME NUMBER OF AS OF BALANCE AS OF MATURITY INCOME RATES OLTV DOCUMENTATION MORTGAGE LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------------ Full Docs 10,499 $ 1,515,432,275.12 71.62% 351 39.32 7.364 604 79.13 Stated Docs 2,291 333,765,543.43 15.77 352 39.52 7.942 608 72.56 Limited Docs 1,795 266,869,505.54 12.61 354 38.74 7.564 597 79.15 ==================================================================================================================================== TOTAL: 14,585 $ 2,116,067,324.09 100.00% 351 39.28 7.481 604 78.10 ------------------------------------------------------------------------------------------------------------------------------------ LOAN PURPOSE ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL REMAINING DEBT BALANCE % OF PRINCIPAL TERM TO -TO- MORTGAGE NUMBER OF AS OF BALANCE AS OF MATURITY INCOME RATES OLTV PURPOSE MORTGAGE LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------------ Refi-Cash Out ** 13,565 $ 1,976,595,496.96 93.41% 352 39.23 7.485 603 77.92 Refi-No Cashout *** 993 135,953,089.16 6.42 351 39.98 7.411 612 80.48 Purchase 27 3,518,737.97 0.17 359 35.67 7.922 629 85.02 ==================================================================================================================================== TOTAL: 14,585 $ 2,116,067,324.09 100.00% 351 39.28 7.481 604 78.10 ------------------------------------------------------------------------------------------------------------------------------------ ** Cash proceeds to the borrower inclusive of debt consolidation payments exceed 2% or $293,017,913.56 100.00 357 39.30 7.527 606 83.59 ---------------------------------------------------------------------------------------------------------------------2000 of the original principal balance of the related loan. Also includes all home equity loans originated in Texas with any cash proceeds. *** Cash proceeds to the borrower inclusive of debt consolidation payments do not exceed 2% or $2000 of the original principal balance of the related loan. Excludes home equity loans originated in Texas with any cash proceeds.

Original. LOAN-TO-VALUE RATIOS --------------------------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------------------------------------ RANGE OF PRINCIPAL % OF REMAINING ORIGINAL LOAN- NUMBER BALANCE PRINCIPAL PRINCIPAL REMAINING RANGE OF ORIGINAL NUMBER OF BALANCE BALANCE TERM TO DEBT-TO- MORTGAGE LOAN-TO-VALUE RATIOS OF MORTGAGE AS OF THE BALANCE AS OF THE MATURITY INCOME RATES OLTV RATIOS (%) LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) --------------------------------------------------------------------------------------------------------------------------- ------------------------ ------------ --------------------- ----------------- ----------- ---------- ------------- ------- --------- <== 25.00 2 $ 180,000.00 19 1,272,422.89 0.06 360 333 33.85 7.191 620 19.21 25.01 - 30.00 6.697 28 3,137,599.88 0.14 341 37.44 6.794 608 28.19 30.01 - 35.00 47 5,303,209.80 0.24 343 35.02 7.005 618 33.34 35.01 - 40.00 62 7,169,063.90 0.33 340 40.09 7.154 600 37.77 40. 01 - 45.00 74 9,413,788.87 0.43 344 38.16 7.127 625 42.75 45.01 - 50.00 138 17,778,807.85 0.81 350 38.36 7.416 594 48.01 50.01 - 55.00 165 23,290,811.47 1.06 351 38.02 7.234 591 24.93 25.01-30.00 52.83 55.01 - 60.00 278 42,950,016.04 1.95 351 40.32 7.533 578 58.27 60.01 - 65.00 459 71,997,509.84 3.27 354 39.14 7.37 582 63.46 65.01 - 70.00 687 109,253,794.97 4.97 354 39.44 7.575 583 68.62 70.01 - 75.00 1,099 176,200,723.63 8.01 354 40.85 7.603 580 74.04 75.01 - 80.00 2,419 392,575,194.32 17.84 355 38.46 7.221 608 79.47 80.01 - 85.00 1,644 262,522,877.65 11.93 355 38.95 7.395 600 84.31 85.01 - 90.00 3,618 556,910,116.30 25.31 357 38.16 7.664 611 89.7 90.01 - 95.00 2,498 454,232,934.92 20.65 357 40.25 7.628 638 94.74 95.01- 100.00 824 65,991,341.33 3 288,500.00 0.10 360 37.92 7.602 584 26.61 30.01-35.00 4 399,491.92 0.14 315 36.78 7.150 606 32.80 35.01-40.00 8 758,926.86 0.26 344 34.70 7.047 565 38.17 40.01-45.00 7 659,250.00 0.22 348 40.20 7.608 567 42.64 45.01-50.00 23 2,991,850.33 1.02 348 40.90 7.710 585 48.43 50.01-55.00 17 2,350,345.84 0.80 351 38.71 7.406 607 52.57 55.01-60.00 39 5,550,106.29 1.89 355 39.48 7.568 568 58.20 60.01-65.00 56 8,963,520.05 3.06 355 41.02 7.426 565 63.55 65.01-70.00 86 14,424,494.63 4.92 356 39.90 7.586 578 68.52 70.01-75.00 121 18,703,390.21 6.38 356 38.02 7.676 572 74.25 75.01-80.00 394 62,311,745.75 21.27 357 39.52 7.204 619 79.61 80.01-85.00 244 33,977,746.59 11.60 356 40.22 7.437 582 84.41 85.01-90.00 478 72,496,691.35 24.74 358 38.49 7.664 607 89.76 90.01-95.00 419 68,961,853.74 23.54 358 39.52 7.680 631 94.80 --------------------------------------------------------------------------------------------------------------------------- 37.4 9.622 668 99.95 ------------------------ ------------ --------------------- ----------------- ----------- ---------- -------------- ----- -------- TOTAL: 1,901 $ 293,017,913.56 100.00 357 39.30 7.527 606 83.59 --------------------------------------------------------------------------------------------------------------------------- FICO SCORE AT ORIGINATION --------------------------------------------------------------------------------------------------------------------- % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO- MORTGAGE RANGE OF MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV FICO SCORES LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) --------------------------------------------------------------------------------------------------------------------- 500-519 95 $ 15,197,932.14 5.19 359 43.66 8.460 509 74.24 520-539 172 20,000,000.00 0.00 358 41.57 8.161 530 77.55 540-559 174 20,000,000.00 0.00 357 39.68 7.926 550 79.27 560-579 181 20,000,000.00 0.00 357 40.03 7.655 569 81.22 580-599 245 30,000,000.00 00.00 357 39.89 7.671 589 85.92 600-619 290 40,000,000.00 00.00 355 39.36 7.403 609 86.78 620-639 250 30,000,000.00 00.00 358 38.91 7.227 629 85.74 640-659 201 30,000,000.00 00.00 357 37.25 7.240 650 86.17 660-679 124 10,000,000.00 0.00 359 38.39 7.106 669 84.72 680-699 84 13,483,291.72 4.60 355 37.46 7.084 688 87.61 700-719 42 6,283,095.34 2.14 354 35.26 7.045 710 84.29 720-739 25 4,327,385.91 1.48 357 38.05 6.718 729 81.26 740-759 13 2,330,244.00 0.80 351 37.01 7.003 745 87.14 760-779 4 742,300.00 0.25 360 27.92 6.825 765 79.98 780-799 1 394,250.00 0.13 360 22.00 6.650 781 95.00 --------------------------------------------------------------------------------------------------------------------- TOTAL: 1,901 $ 293,017,913.56 100.00 357 39.30 7.527 606 83.59 --------------------------------------------------------------------------------------------------------------------- DEBT-TO-INCOME RATIO --------------------------------------------------------------------------------------------------------------------- % OF PRINCIPAL PRINCIPAL REMAINING RANGE OF NUMBER OF BALANCE BALANCE TERM TO DEBT-TO- MORTGAGE DEBT-TO-INCOME MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV RATIOS (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) --------------------------------------------------------------------------------------------------------------------- <=20.00 87 $ 11,020,126.64 3.76 357 14.53 7.710 625 84.46 20.01-25.00 97 12,782,292.91 4.36 352 23.30 7.514 625 82.70 25.01-30.00 198 27,722,612.22 9.46 357 28.28 7.489 618 83.93 30.01-35.00 236 34,045,605.34 11.62 357 33.06 7.399 609 83.16 35.01-40.00 334 51,944,123.87 17.73 357 38.15 7.574 610 82.75 40.01-45.00 437 69,757,539.87 23.81 359 43.02 7.470 609 84.45 45.01-50.00 463 77,496,239.24 26.45 358 48.10 7.560 596 85.15 50.01-55.00 49 8,249,373.46 2.82 350 53.04 7.822 550 67.93 --------------------------------------------------------------------------------------------------------------------- TOTAL: 1,901 $293,017,913.56 100.00 357 39.30 7.527 606 83.59 ---------------------------------------------------------------------------------------------------------------------14,059 2,200,000,213.66 100 356 39.06 7.569 611 83.45 ------------------------ ------------ --------------------- ----------------- ----------- ---------- -------------- ----- --------

Original. LOAN-TO-VALUE RATIOS --------------------------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL REMAINING RANGE OF ORIGINAL NUMBER OF BALANCE BALANCE TERM TO DEBT-TO- TO MORTGAGE LOAN-TO-VALUE RATIOS MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV RATIOS (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) --------------------------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------------------------------ <= 25.00 46 $ 3,774,567.05 0.22 345 36.39 8.371 607 20.27 25.01 - 30.00 34 3,949,904.37 0.23 343 32.40 7.428 625 27.96 30.01 - 35.00 63 6,442,090.53 0.38 335 39.22 7.865 604 33.35 35.01 - 40.00 113 11,923,301.76 0.70 335 38.51 7.813 616 37.67 40.01 - 45.00 132 18,353,109.45 1.08 347 37.82 7.706 605 42.91 45.01 - 50.00 213 27,873,271.47 1.64 348 37.83 7.672 610 47.74 50.01 - 55.00 255 35,624,671.03 2.10 342 38.49 7.603 604 52.85 55.01 - 60.00 653 96,265,558.17 5.66 349 40.21 8.062 567 58.24 60.01 - 65.00 619 95,468,047.24 5.62 352 39.01 7.757 587 63.04 65.01 - 70.00 900 154,024,641.46 9.06 353 40.16 7.644 588 67.86 70.01 - 75.00 2,246 356,594,246.57 20.98 353 40.89 7.989 573 73.79 75.01 - 80.00 2,235 381,217,915.34 22.42 349 39.73 7.409 614 78.62 80.01 - 85.00 1,462 277,033,825.91 16.30 355 40.33 7.503 608 83.47 85.01 - 90.00 1,245 208,642,881.23 12.27 348 40.08 7.579 647 88.97 90.01 - 95.00 137 22,802,738.36 1.34 348 40.33 7.170 684 93.78 =25.00 2 $ 180,000.00 0.06 360 30.00 6.697 591 24.93 25.01-30.00 3 288,500.00 0.10 360 37.92 7.602 584 26.61 30.01-35.00 4 399,491.92 0.14 315 36.78 7.150 606 32.80 35.01-40.00 8 758,926.86 0.26 344 34.70 7.047 565 38.17 40.01-45.00 7 659,250.00 0.22 348 40.20 7.608 567 42.64 45.01-50.00 23 2,991,850.33 1.02 348 40.90 7.710 585 48.43 50.01-55.00 17 2,350,345.84 0.80 351 38.71 7.406 607 52.57 55.01-60.00 39 5,550,106.29 1.89 355 39.48 7.568 568 58.20 60.01-65.00 56 8,963,520.05 3.06 355 41.02 7.426 565 63.55 65.01-70.00 86 14,424,494.63 4.92 356 39.90 7.586 578 68.52 70.01-75.00 121 18,703,390.21 6.38 356 38.02 7.676 572 74.25 75.01-80.00 394 62,311,745.75 21.27 357 39.52 7.204 619 79.61 80.01-85.00 244 33,977,746.59 11.60 356 40.22 7.437 582 84.41 85.01-90.00 478 72,496,691.35 24.74 358 38.49 7.664 607 89.76 90.01-95.00 419 68,961,853.74 23.54 358 39.52 7.680 631 94.80 --------------------------------------------------------------------------------------------------------------------------- ============================================================================================================================= TOTAL: 1,901 $ 293,017,913.56 10,353 $1,699,990,769.94 100.00 357 39.30 7.527 606 83.59 --------------------------------------------------------------------------------------------------------------------------- 351 40.03 7.660 603 74.73 ------------------------------------------------------------------------------------------------------------------------------ FICO SCORE AT ORIGINATION --------------------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO- TO MORTGAGE RANGE OF MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV FICO SCORES LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) --------------------------------------------------------------------------------------------------------------------- 500------------------------------------------------------------------------------------------------------------------------------- 500 - 519 95 902 $ 15,197,932.14 5.19 359 43.66 8.460 124,614,807.70 7.33 357 42.86 8.771 509 74.24 520-67.38 520 - 539 172 20,000,000.00 0.00 358 41.57 8.161 530 77.55 540-1,302 195,826,060.93 11.52 355 42.09 8.499 529 71.08 540 - 559 174 20,000,000.00 0.00 357 1,244 194,697,433.00 11.45 355 41.18 8.180 550 72.27 560 - 579 1,110 197,792,849.72 11.63 355 40.28 7.813 569 74.56 580 - 599 901 150,093,882.09 8.83 355 40.65 7.712 589 74.78 600 - 619 1,065 184,457,234.30 10.85 353 39.68 7.926 550 79.27 560-579 181 20,000,000.00 0.00 357 40.03 7.655 569 81.22 580-599 245 30,000,000.00 00.00 357 39.89 7.671 589 85.92 600-619 290 40,000,000.00 00.00 355 39.36 7.403 7.481 609 86.78 620-75.69 620 - 639 250 30,000,000.00 00.00 358 993 161,693,481.08 9.51 350 39.28 7.334 629 78.04 640 - 659 880 168,019,317.55 9.88 348 38.91 7.227 629 85.74 640-659 201 30,000,000.00 00.00 357 37.25 7.240 650 86.17 660-7.117 649 78.87 660 - 679 124 10,000,000.00 0.00 359 38.39 7.106 653 111,324,324.50 6.55 342 38.13 7.005 669 84.72 680-77.66 680 - 699 84 13,483,291.72 4.60 355 37.46 7.084 688 87.61 700-513 83,524,197.96 4.91 338 38.35 6.853 689 77.69 700 - 719 42 6,283,095.34 2.14 354 35.26 7.045 710 84.29 720-304 50,344,048.56 2.96 341 37.23 6.773 708 76.97 720 - 739 25 4,327,385.91 1.48 357 38.05 6.718 169 26,244,555.73 1.54 340 37.96 6.693 729 81.26 740-79.51 740 - 759 13 2,330,244.00 0.80 351 37.01 7.003 745 87.14 760-132 21,819,624.67 1.28 335 35.74 6.624 750 77.53 760 - 779 4 742,300.00 0.25 360 27.92 6.825 765 79.98 780-103 16,498,698.24 0.97 337 37.63 6.564 769 71.72 780 - 799 1 394,250.00 0.13 360 22.00 6.650 781 95.00 --------------------------------------------------------------------------------------------------------------------- 71 11,635,959.78 0.68 335 34.82 6.569 787 67.12 800 - 819 11 1,404,294.13 0.08 345 39.95 6.296 809 67.29 ============================================================================================================================== TOTAL: 1,901 $ 293,017,913.56 10,353 $1,699,990,769.94 100.00 357 39.30 7.527 606 83.59 --------------------------------------------------------------------------------------------------------------------- DEBT-TO-INCOME RATIO --------------------------------------------------------------------------------------------------------------------- % OF PRINCIPAL PRINCIPAL REMAINING RANGE OF NUMBER OF BALANCE BALANCE TERM TO DEBT-TO- MORTGAGE DEBT-TO-INCOME MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV RATIOS (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) --------------------------------------------------------------------------------------------------------------------- <=20.00 87 $ 11,020,126.64 3.76 357 14.53 7.710 625 84.46 20.01-25.00 97 12,782,292.91 4.36 352 23.30 7.514 625 82.70 25.01-30.00 198 27,722,612.22 9.46 357 28.28 7.489 618 83.93 30.01-35.00 236 34,045,605.34 11.62 357 33.06 7.399 609 83.16 35.01-40.00 334 51,944,123.87 17.73 357 38.15 7.574 610 82.75 40.01-45.00 437 69,757,539.87 23.81 359 43.02 7.470 609 84.45 45.01-50.00 463 77,496,239.24 26.45 358 48.10 7.560 596 85.15 50.01-55.00 49 8,249,373.46 2.82 350 53.04 7.822 550 67.93 --------------------------------------------------------------------------------------------------------------------- TOTAL: 1,901 $293,017,913.56 100.00 357 39.30 7.527 606 83.59 ---------------------------------------------------------------------------------------------------------------------351 40.03 7.660 603 74.73 ------------------------------------------------------------------------------------------------------------------------------

Original. LOAN-TO-VALUE RATIOS --------------------------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL REMAINING RANGE OF ORIGINAL NUMBER OF BALANCE BALANCE TERM TO DEBT-TO- TO MORTGAGE LOAN-TO-VALUE RATIOS MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) --------------------------------------------------------------------------------------------------------------------------- (1) ------------------------------------------------------------------------------------------------------------------------------------ <=25.00 2 14 $ 180,000.00 0.06 360 1,866,889.40 0.05% 359 43.53% 7.304% 561 18.73% 25.01 - 30.00 6.697 591 24.93 25.01-30.00 3 288,500.00 0.10 360 37.92 7.602 584 26.61 30.01-21 2,499,141.36 0.07 343 34.20 6.650 588 27.72 30.01 - 35.00 4 399,491.92 0.14 315 36.78 7.150 606 32.80 35.01-26 3,038,747.06 0.09 358 38.53 6.877 613 33.13 35.01 - 40.00 8 758,926.86 0.26 344 34.70 7.047 565 38.17 40.01-61 6,816,345.22 0.20 353 37.07 6.987 592 37.49 40.01 - 45.00 7 659,250.00 0.22 348 40.20 7.608 567 42.64 45.01-101 14,872,164.33 0.43 350 39.20 6.940 603 42.61 45.01 - 50.00 23 2,991,850.33 1.02 348 40.90 7.710 585 48.43 50.01-163 28,130,512.94 0.82 353 39.82 6.958 597 47.98 50.01 - 55.00 17 2,350,345.84 0.80 176 29,325,939.29 0.85 351 38.71 7.406 607 52.57 55.01-37.03 7.019 600 52.97 55.01 - 60.00 39 5,550,106.29 1.89 355 39.48 7.568 568 58.20 60.01-324 57,875,983.35 1.68 356 39.42 7.205 587 58.04 60.01 - 65.00 56 8,963,520.05 3.06 355 41.02 7.426 565 620 116,458,868.88 3.38 356 40.35 7.212 583 63.55 65.01-65.01 - 70.00 86 14,424,494.63 4.92 965 174,962,422.22 5.07 356 39.90 7.586 578 68.52 70.01-40.42 7.344 581 68.70 70.01 - 75.00 121 18,703,390.21 6.38 1,613 293,706,544.98 8.51 356 38.02 7.676 572 74.25 75.01-40.65 7.367 582 74.07 75.01 - 80.00 394 62,311,745.75 21.27 4,309 780,944,181.52 22.64 357 39.52 7.204 38.78 7.004 619 79.61 80.01-79.59 80.01 - 85.00 244 33,977,746.59 11.60 356 40.22 7.437 582 84.41 85.01-2,298 417,781,586.34 12.11 357 38.66 7.222 596 84.44 85.01 - 90.00 478 72,496,691.35 24.74 5,405 907,201,034.46 26.30 358 38.49 7.664 607 89.76 90.01-38.64 7.640 605 89.74 90.01 - 95.00 419 68,961,853.74 23.54 2,769 521,551,320.09 15.12 358 39.52 7.680 631 94.80 --------------------------------------------------------------------------------------------------------------------------- 39.85 7.633 642 94.81 95.01 - 100.00 1,278 92,969,343.47 2.69 357 37.69 9.754 666 99.99 ==================================================================================================================================== TOTAL: 1,901 $ 293,017,913.56 100.00 20,143 $3,450,001,024.91 100.00% 357 39.30 7.527 606 83.59 --------------------------------------------------------------------------------------------------------------------------- FICO SCORE AT ORIGINATION --------------------------------------------------------------------------------------------------------------------- 39.16% OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO- MORTGAGE RANGE OF MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV FICO SCORES LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) --------------------------------------------------------------------------------------------------------------------- 500-519 95 $ 15,197,932.14 5.19 359 43.66 8.460 509 74.24 520-539 172 20,000,000.00 0.00 358 41.57 8.161 530 77.55 540-559 174 20,000,000.00 0.00 357 39.68 7.926 550 79.27 560-579 181 20,000,000.00 0.00 357 40.03 7.655 569 81.22 580-599 245 30,000,000.00 00.00 357 39.89 7.671 589 85.92 600-619 290 40,000,000.00 00.00 355 39.36 7.403 609 86.78 620-639 250 30,000,000.00 00.00 358 38.91 7.227 629 85.74 640-659 201 30,000,000.00 00.00 357 37.25 7.240 650 86.17 660-679 124 10,000,000.00 0.00 359 38.39 7.106 669 84.72 680-699 84 13,483,291.72 4.60 355 37.46 7.084 688 87.61 700-719 42 6,283,095.34 2.14 354 35.26 7.045 710 84.29 720-739 25 4,327,385.91 1.48 357 38.05 6.718 729 81.26 740-759 13 2,330,244.00 0.80 351 37.01 7.003 745 87.14 760-779 4 742,300.00 0.25 360 27.92 6.825 765 79.98 780-799 1 394,250.00 0.13 360 22.00 6.650 781 95.00 --------------------------------------------------------------------------------------------------------------------- TOTAL: 1,901 $ 293,017,913.56 100.00 357 39.30 7.527 606 83.59 --------------------------------------------------------------------------------------------------------------------- DEBT-TO-INCOME RATIO --------------------------------------------------------------------------------------------------------------------- 7.425% OF PRINCIPAL PRINCIPAL REMAINING RANGE OF NUMBER OF BALANCE BALANCE TERM TO DEBT-TO- MORTGAGE DEBT-TO-INCOME MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV RATIOS (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) --------------------------------------------------------------------------------------------------------------------- <=20.00 87 $ 11,020,126.64 3.76 357 14.53 7.710 625 84.46 20.01-25.00 97 12,782,292.91 4.36 352 23.30 7.514 625 82.70 25.01-30.00 198 27,722,612.22 9.46 357 28.28 7.489 618 83.93 30.01-35.00 236 34,045,605.34 11.62 357 33.06 7.399 609 83.16 35.01-40.00 334 51,944,123.87 17.73 357 38.15 7.574 610 82.75 40.01-45.00 437 69,757,539.87 23.81 359 43.02 7.470 609 84.45 45.01-50.00 463 77,496,239.24 26.45 358 48.10 7.560 596 85.15 50.01-55.00 49 8,249,373.46 2.82 350 53.04 7.822 550 67.93 --------------------------------------------------------------------------------------------------------------------- TOTAL: 1,901 $293,017,913.56 100.00 357 39.30 7.527 606 83.59 ---------------------------------------------------------------------------------------------------------------------82.93% ------------------------------------------------------------------------------------------------------------------------------------

Original. LOAN-TO-VALUE RATIOS --------------------------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------------------------------------ RANGE OF PRINCIPAL REMAINING DEBT ORIGINAL BALANCE % OF PRINCIPAL PRINCIPAL REMAINING RANGE OF ORIGINAL NUMBER OF BALANCE BALANCE TERM TO DEBT-TO- -TO- MORTGAGE LOAN-TO-VALUE RATIOS MORTGAGE NUMBER OF AS OF THE BALANCE AS OF THE MATURITY INCOME RATES OLTV RATIOS (%) MORTGAGE LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) --------------------------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------------------------------------ <= 25.000 68 $ 6,543,866.26 0.26% 347 37.95 7.650 624 20.45 25.001 - 30.000 67 7,511,266.17 0.30 324 36.87 7.015 642 27.76 30.001 - 35.000 66 8,188,878.15 0.33 345 33.32 7.078 609 32.50 35.001 - 40.000 95 11,283,212.03 0.45 344 38.03 7.424 599 37.97 40.001 - 45.000 149 18,058,771.28 0.72 348 36.93 7.260 603 42.88 45.001 - 50.000 245 35,796,734.11 1.43 347 38.27 7.248 598 47.87 50.001 - 55.000 305 42,294,425.52 1.69 348 37.27 7.300 603 52.88 55.001 - 60.000 647 88,795,289.62 3.55 347 38.58 7.678 579 58.34 60.001 - 65.000 663 98,047,046.35 3.92 351 38.64 7.505 592 63.02 65.001 - 70.000 984 161,028,625.53 6.44 351 37.63 7.198 602 68.08 70.001 - 75.000 2,473 365,050,061.26 14.60 353 39.53 7.756 581 73.68 75.001 - 80.000 2,589 415,413,475.56 16.62 350 39.29 7.220 612 78.70 80.001 - 85.000 2,805 473,769,950.06 18.95 355 40.05 7.551 599 83.73 85.001 - 90.000 4,162 728,602,512.99 29.14 354 39.81 7.156 628 89.13 90.001 - 95.000 225 39,616,049.86 1.58 354 39.82 6.942 688 93.92 =25.00 2 $ 180,000.00 0.06 360 30.00 6.697 591 24.93 25.01-30.00 3 288,500.00 0.10 360 37.92 7.602 584 26.61 30.01-35.00 4 399,491.92 0.14 315 36.78 7.150 606 32.80 35.01-40.00 8 758,926.86 0.26 344 34.70 7.047 565 38.17 40.01-45.00 7 659,250.00 0.22 348 40.20 7.608 567 42.64 45.01-50.00 23 2,991,850.33 1.02 348 40.90 7.710 585 48.43 50.01-55.00 17 2,350,345.84 0.80 351 38.71 7.406 607 52.57 55.01-60.00 39 5,550,106.29 1.89 355 39.48 7.568 568 58.20 60.01-65.00 56 8,963,520.05 3.06 355 41.02 7.426 565 63.55 65.01-70.00 86 14,424,494.63 4.92 356 39.90 7.586 578 68.52 70.01-75.00 121 18,703,390.21 6.38 356 38.02 7.676 572 74.25 75.01-80.00 394 62,311,745.75 21.27 357 39.52 7.204 619 79.61 80.01-85.00 244 33,977,746.59 11.60 356 40.22 7.437 582 84.41 85.01-90.00 478 72,496,691.35 24.74 358 38.49 7.664 607 89.76 90.01-95.00 419 68,961,853.74 23.54 358 39.52 7.680 631 94.80 --------------------------------------------------------------------------------------------------------------------------- =================================================================================================================================== TOTAL: 1,901 $ 293,017,913.56 100.00 357 39.30 7.527 606 83.59 --------------------------------------------------------------------------------------------------------------------------- 15,543 $2,500,000,164.75 100.00% 352 39.37 7.367 608 78.40 ------------------------------------------------------------------------------------------------------------------------------------ FICO SCORE AT ORIGINATION --------------------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL REMAINING DEBT BALANCE % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO- -TO- MORTGAGE RANGE OF MORTGAGE NUMBER OF AS OF THE BALANCE AS OF THE MATURITY INCOME RATES OLTV FICO SCORES MORTGAGE LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) --------------------------------------------------------------------------------------------------------------------- 500-519 95 $ 15,197,932.14 5.19 359 43.66 8.460 ------------------------------------------------------------------------------------------------------------------------------------ 500.0 - 519.9 827 $107,321,806.68 4.29% 355 41.30 8.672 509 74.24 520-539 172 20,000,000.00 0.00 358 41.57 8.161 530 77.55 540-559 174 20,000,000.00 0.00 357 39.68 7.926 550 79.27 560-579 181 20,000,000.00 0.00 357 40.03 7.655 67.83 520.0 - 539.9 1,626 224,930,009.27 9.00 355 42.07 8.616 529 74.35 540.0 - 559.9 1,936 275,277,234.27 11.01 354 39.93 8.129 551 76.79 560.0 - 579.9 2,074 308,749,596.80 12.35 354 39.39 7.778 569 81.22 580-599 245 30,000,000.00 00.00 357 39.89 7.671 78.41 580.0 - 599.9 1,766 279,667,051.02 11.19 353 39.36 7.609 589 85.92 600-619 290 40,000,000.00 00.00 355 78.76 600.0 - 619.9 1,668 271,380,398.90 10.86 352 38.09 7.272 609 79.22 620.0 - 639.9 1,670 284,247,198.83 11.37 352 38.80 6.925 629 80.75 640.0 - 659.9 1,405 257,639,947.77 10.31 352 39.36 7.403 609 86.78 620-639 250 30,000,000.00 00.00 358 38.91 7.227 629 85.74 640-659 201 30,000,000.00 00.00 357 37.25 7.240 650 86.17 660-679 124 10,000,000.00 0.00 359 38.39 7.106 6.652 649 81.37 660.0 - 679.9 968 182,310,243.12 7.29 348 38.77 6.495 669 84.72 680-699 84 13,483,291.72 4.60 355 37.46 7.084 688 87.61 700-719 42 6,283,095.34 2.14 354 35.26 7.045 710 84.29 720-739 25 4,327,385.91 1.48 357 38.05 6.718 729 81.26 740-759 13 2,330,244.00 0.80 351 37.01 7.003 745 87.14 760-779 4 742,300.00 0.25 360 27.92 6.825 765 79.98 780-799 1 394,250.00 0.13 360 22.00 6.650 781 95.00 --------------------------------------------------------------------------------------------------------------------- 80.72 680.0 - 699.9 654 125,895,224.99 5.04 349 38.88 6.401 689 80.85 700.0 - 719.9 392 76,623,582.40 3.06 348 38.78 6.313 709 80.90 720.0 - 739.9 219 43,705,391.89 1.75 350 37.84 6.103 728 80.67 740.0 - 759.9 188 35,516,917.67 1.42 346 37.93 6.152 748 76.09 760.0 - 779.9 91 16,835,526.61 0.67 339 33.82 6.162 768 72.12 780.0 - 799.9 48 8,000,872.43 0.32 336 36.16 6.213 787 69.30 800.0 - 819.9 11 1,899,162.10 0.08 336 35.28 7.026 808 64.96 ==================================================================================================================================== TOTAL: 1,901 $ 293,017,913.56 100.00 357 39.30 7.527 606 83.59 --------------------------------------------------------------------------------------------------------------------- DEBT-TO-INCOME RATIO --------------------------------------------------------------------------------------------------------------------- 15,543 $2,500,000,164.75 100.00% OF PRINCIPAL PRINCIPAL REMAINING RANGE OF NUMBER OF BALANCE BALANCE TERM TO DEBT-TO- MORTGAGE DEBT-TO-INCOME MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV RATIOS (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) --------------------------------------------------------------------------------------------------------------------- <=20.00 87 $ 11,020,126.64 3.76 357 14.53 7.710 625 84.46 20.01-25.00 97 12,782,292.91 4.36 352 23.30 7.514 625 82.70 25.01-30.00 198 27,722,612.22 9.46 357 28.28 7.489 618 83.93 30.01-35.00 236 34,045,605.34 11.62 357 33.06 7.399 609 83.16 35.01-40.00 334 51,944,123.87 17.73 357 38.15 7.574 610 82.75 40.01-45.00 437 69,757,539.87 23.81 359 43.02 7.470 609 84.45 45.01-50.00 463 77,496,239.24 26.45 358 48.10 7.560 596 85.15 50.01-55.00 49 8,249,373.46 2.82 350 53.04 7.822 550 67.93 --------------------------------------------------------------------------------------------------------------------- TOTAL: 1,901 $293,017,913.56 100.00 357 39.30 7.527 606 83.59 ---------------------------------------------------------------------------------------------------------------------39.37 7.367 608 78.40 ------------------------------------------------------------------------------------------------------------------------------------

Original. LOAN-TO-VALUE RATIOS --------------------------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL REMAINING RANGE OF ORIGINAL NUMBER OF BALANCE BALANCE TERM TO DEBT-TO- TO MORTGAGE LOAN-TO-VALUE RATIOS MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) --------------------------------------------------------------------------------------------------------------------------- <=25.00 2 $ 180,000.00 0.06 360 30.00 6.697 591 24.93 25.01-30.00 3 288,500.00 0.10 360 37.92 7.602 584 26.61 30.01-35.00 4 399,491.92 0.14 315 36.78 7.150 606 32.80 35.01-40.00 8 758,926.86 0.26 344 34.70 7.047 565 38.17 40.01-45.00 7 659,250.00 0.22 348 40.20 7.608 567 42.64 45.01-50.00 23 2,991,850.33 1.02 348 40.90 7.710 585 48.43 50.01-55.00 17 2,350,345.84 0.80 351 38.71 7.406 607 52.57 55.01-60.00 39 5,550,106.29 1.89 355 39.48 7.568 568 58.20 60.01-65.00 56 8,963,520.05 3.06 355 41.02 7.426 565 63.55 65.01-70.00 86 14,424,494.63 4.92 356 39.90 7.586 578 68.52 70.01-75.00 121 18,703,390.21 6.38 356 38.02 7.676 572 74.25 75.01-80.00 394 62,311,745.75 21.27 357 39.52 7.204 619 79.61 80.01-85.00 244 33,977,746.59 11.60 356 40.22 7.437 582 84.41 85.01-90.00 478 72,496,691.35 24.74 358 38.49 7.664 607 89.76 90.01-95.00 419 68,961,853.74 23.54 358 39.52 7.680 631 94.80 --------------------------------------------------------------------------------------------------------------------------- TOTAL: 1,901 $ 293,017,913.56 100.00 357 39.30 7.527 606 83.59 --------------------------------------------------------------------------------------------------------------------------- FICO SCORE AT ORIGINATION --------------------------------------------------------------------------------------------------------------------- % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO- MORTGAGE RANGE OF MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV FICO SCORES LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) --------------------------------------------------------------------------------------------------------------------- 500-519 95 $ 15,197,932.14 5.19 359 43.66 8.460 509 74.24 520-539 172 20,000,000.00 0.00 358 41.57 8.161 530 77.55 540-559 174 20,000,000.00 0.00 357 39.68 7.926 550 79.27 560-579 181 20,000,000.00 0.00 357 40.03 7.655 569 81.22 580-599 245 30,000,000.00 00.00 357 39.89 7.671 589 85.92 600-619 290 40,000,000.00 00.00 355 39.36 7.403 609 86.78 620-639 250 30,000,000.00 00.00 358 38.91 7.227 629 85.74 640-659 201 30,000,000.00 00.00 357 37.25 7.240 650 86.17 660-679 124 10,000,000.00 0.00 359 38.39 7.106 669 84.72 680-699 84 13,483,291.72 4.60 355 37.46 7.084 688 87.61 700-719 42 6,283,095.34 2.14 354 35.26 7.045 710 84.29 720-739 25 4,327,385.91 1.48 357 38.05 6.718 729 81.26 740-759 13 2,330,244.00 0.80 351 37.01 7.003 745 87.14 760-779 4 742,300.00 0.25 360 27.92 6.825 765 79.98 780-799 1 394,250.00 0.13 360 22.00 6.650 781 95.00 --------------------------------------------------------------------------------------------------------------------- TOTAL: 1,901 $ 293,017,913.56 100.00 357 39.30 7.527 606 83.59 --------------------------------------------------------------------------------------------------------------------- DEBT-TO-INCOME RATIO --------------------------------------------------------------------------------------------------------------------- % OF PRINCIPAL PRINCIPAL REMAINING RANGE OF NUMBER OF BALANCE BALANCE TERM TO DEBT-TO- MORTGAGE DEBT-TO-INCOME MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV RATIOS (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) --------------------------------------------------------------------------------------------------------------------- (1) ------------------------------------------------------------------------------------------------------------------------------------ <=20.00 87 25.00 12 $ 11,020,126.64 3.76 810,721.90 0.04% 359 34.63% 7.436% 574 19.82% 25.01 - 30.00 13 1,296,503.84 0.06 346 28.16 6.586 589 27.89 30.01 - 35.00 22 2,585,053.53 0.11 359 38.50 6.997 588 33.08 35.01 - 40.00 44 5,166,812.01 0.23 351 36.22 6.986 601 37.47 40.01 - 45.00 81 11,615,068.62 0.51 352 38.49 6.983 597 42.66 45.01 - 50.00 109 18,138,160.08 0.80 353 41.08 7.171 591 48.10 50.01 - 55.00 128 20,026,343.10 0.89 347 37.83 7.017 595 53.02 55.01 - 60.00 222 37,550,032.84 1.66 357 14.53 7.710 625 84.46 20.01-25.00 97 12,782,292.91 4.36 352 23.30 7.514 625 82.70 25.01-30.00 198 27,722,612.22 9.46 39.21 7.209 588 57.95 60.01 - 65.00 453 77,710,318.97 3.44 355 40.26 7.288 579 63.52 65.01 - 70.00 674 113,869,186.62 5.04 356 40.52 7.452 578 68.70 70.01 - 75.00 1,164 189,083,323.72 8.36 356 40.48 7.435 579 74.07 75.01 - 80.00 3,249 535,585,995.93 23.69 357 28.28 7.489 618 83.93 30.01-35.00 236 34,045,605.34 11.62 38.58 7.069 620 79.65 80.01 - 85.00 1,637 262,417,049.05 11.61 357 33.06 7.399 609 83.16 35.01-40.00 334 51,944,123.87 17.73 38.60 7.365 593 84.49 85.01 - 90.00 3,939 594,797,435.04 26.31 357 38.15 7.574 610 82.75 40.01-45.00 437 69,757,539.87 23.81 359 43.02 7.470 609 84.45 45.01-50.00 463 77,496,239.24 26.45 358 48.10 7.560 596 85.15 50.01-55.00 49 8,249,373.46 2.82 350 53.04 7.822 550 67.93 --------------------------------------------------------------------------------------------------------------------- 38.40 7.729 602 89.75 90.01 - 95.00 2,000 331,111,438.12 14.64 357 39.36 7.718 639 94.82 95.01 - 100.00 900 59,165,640.65 2.62 357 37.27 9.735 660 99.98 ==================================================================================================================================== TOTAL: 1,901 14,647 $293,017,913.56 100.00 2,260,929,084.02 100.00% 357 39.30 7.527 606 83.59 ---------------------------------------------------------------------------------------------------------------------38.94% 7.501% 608 82.81% ------------------------------------------------------------------------------------------------------------------------------------

Original. LOAN-TO-VALUE RATIOS --------------------------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL REMAINING RANGE OF ORIGINAL NUMBER OF BALANCE BALANCE TERM TO DEBT-TO- MORTGAGE LOAN-TO-VALUE RATIOS MORTGAGE NUMBER OF AS OF THE AS OF THE MATURITY INCOME RATES OLTV RATIOS (%) MORTGAGE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) --------------------------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------------------------------ <== 25.00 2 $ 180,000.00 0.06 0.04 360 30.00 6.697 591 24.93 25.01-25.01 - 30.00 3 288,500.00 0.10 0.07 360 37.92 7.602 584 26.61 30.01-30.01 - 35.00 4 399,491.92 0.14 0.10 315 36.78 7.150 606 32.80 35.01-35.01 - 40.00 8 758,926.86 9 938,926.86 0.23 347 37.63 7.419 568 38.40 40.01 - 45.00 10 1,025,815.00 0.26 344 34.70 7.047 565 38.17 40.01-45.00 7 659,250.00 0.22 348 40.20 7.608 567 42.64 45.01-352 37.86 7.727 581 42.66 45.01 - 50.00 23 2,991,850.33 1.02 348 40.90 7.710 585 48.43 50.01-27 3,871,850.33 0.97 346 40.51 7.408 602 48.23 50.01 - 55.00 17 2,350,345.84 0.80 351 38.71 7.406 607 52.57 55.01-25 3,899,404.30 0.97 354 38.51 7.370 610 52.84 55.01 - 60.00 39 5,550,106.29 1.89 49 7,313,644.09 1.83 356 37.88 7.357 582 58.11 60.01 - 65.00 71 13,279,729.73 3.32 355 39.48 7.568 568 58.20 60.01-65.00 56 8,963,520.05 3.06 355 41.02 7.426 565 63.55 65.01-39.21 7.434 562 63.44 65.01 - 70.00 86 14,424,494.63 4.92 106 18,382,998.17 4.60 357 40.34 7.519 580 68.62 70.01 - 75.00 156 26,825,784.87 6.71 357 39.69 7.614 573 74.23 75.01 - 80.00 464 80,735,877.46 20.18 357 39.30 7.126 615 79.59 80.01 - 85.00 316 50,716,938.83 12.68 356 39.90 7.586 578 68.52 70.01-75.00 121 18,703,390.21 6.38 356 38.02 7.676 572 74.25 75.01-80.00 394 62,311,745.75 21.27 357 39.52 7.204 619 79.61 80.01-85.00 244 33,977,746.59 11.60 356 40.22 7.437 582 84.41 85.01-39.93 7.351 588 84.37 85.01 - 90.00 478 72,496,691.35 24.74 358 38.49 7.664 607 89.76 90.01-601 104,927,077.11 26.23 359 38.77 7.583 610 89.73 90.01 - 95.00 419 68,961,853.74 23.54 358 39.52 7.680 631 94.80 --------------------------------------------------------------------------------------------------------------------------- 482 87,215,153.65 21.80 359 40.02 7.653 634 94.79 ------------------------------------------------------------------------------------------------------------------------------ TOTAL: 1,901 $ 293,017,913.56 2,325 $400,001,192.31 100.00 357 39.30 7.527 606 83.59 --------------------------------------------------------------------------------------------------------------------------- 39.43 7.462 607 83.51 ------------------------------------------------------------------------------------------------------------------------------ FICO SCORE AT ORIGINATION --------------------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO- MORTGAGE RANGE OF MORTGAGE FICO NUMBER OF AS OF THE AS OF THE MATURITY INCOME RATES OLTV FICO SCORES MORTGAGE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) --------------------------------------------------------------------------------------------------------------------- 500------------------------------------------------------------------------------------------------------------------------------- 500 - 519 95 118 $ 15,197,932.14 5.19 19,793,881.60 4.95 359 43.66 8.460 509 74.24 520-42.89 8.392 510 74.81 520 - 539 172 20,000,000.00 0.00 207 33,373,405.03 8.34 358 41.57 8.161 40.32 8.069 530 77.55 540-76.93 540 - 559 174 20,000,000.00 0.00 215 36,299,390.95 9.07 357 39.68 7.926 40.38 7.855 550 79.27 560-79.94 560 - 579 181 20,000,000.00 0.00 219 38,655,426.78 9.66 358 39.20 7.614 569 81.53 580 - 599 297 48,627,602.33 12.16 357 40.03 7.655 569 81.22 580-599 245 30,000,000.00 00.00 7.547 589 84.88 600 - 619 349 58,050,851.02 14.51 356 39.32 7.311 609 86.35 620 - 639 309 54,012,483.15 13.50 358 39.76 7.211 629 85.97 640 - 659 241 43,916,873.80 10.98 358 38.00 7.186 651 86.17 660 - 679 151 25,286,555.60 6.32 358 38.40 7.097 668 84.42 680 - 699 107 20,375,305.25 5.09 357 39.89 7.671 589 85.92 600-619 290 40,000,000.00 00.00 355 39.36 7.403 609 86.78 620-639 250 30,000,000.00 00.00 358 38.91 7.227 629 85.74 640-659 201 30,000,000.00 00.00 37.92 7.092 688 87.76 700 - 719 56 10,995,352.87 2.75 356 37.25 7.072 710 84.94 720 - 739 31 5,534,019.66 1.38 357 37.25 7.240 650 86.17 660-679 124 10,000,000.00 0.00 359 38.39 7.106 669 84.72 680-699 84 13,483,291.72 4.60 355 37.46 7.084 688 87.61 700-719 42 6,283,095.34 2.14 354 35.26 7.045 710 84.29 720-739 25 4,327,385.91 1.48 357 38.05 6.718 729 81.26 740-38.26 6.741 730 81.15 740 - 759 13 2,330,244.00 0.80 351 37.01 7.003 745 87.14 760-17 3,377,994.25 0.84 353 39.85 6.895 746 88.17 760 - 779 4 742,300.00 0.25 5 858,300.00 0.21 360 27.92 6.825 765 30.23 6.869 766 79.98 780-780 - 799 1 394,250.00 0.13 3 843,750.00 0.21 360 22.00 6.650 781 95.00 --------------------------------------------------------------------------------------------------------------------- 31.05 6.209 782 75.02 ------------------------------------------------------------------------------------------------------------------------------ TOTAL: 1,901 $ 293,017,913.56 2,325 $400,001,192.31 100.00 357 39.30 7.527 606 83.59 --------------------------------------------------------------------------------------------------------------------- DEBT-TO-INCOME RATIO --------------------------------------------------------------------------------------------------------------------- % OF PRINCIPAL PRINCIPAL REMAINING RANGE OF NUMBER OF BALANCE BALANCE TERM TO DEBT-TO- MORTGAGE DEBT-TO-INCOME MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV RATIOS (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) --------------------------------------------------------------------------------------------------------------------- <=20.00 87 $ 11,020,126.64 3.76 357 14.53 7.710 625 84.46 20.01-25.00 97 12,782,292.91 4.36 352 23.30 7.514 625 82.70 25.01-30.00 198 27,722,612.22 9.46 357 28.28 7.489 618 83.93 30.01-35.00 236 34,045,605.34 11.62 357 33.06 7.399 609 83.16 35.01-40.00 334 51,944,123.87 17.73 357 38.15 7.574 610 82.75 40.01-45.00 437 69,757,539.87 23.81 359 43.02 7.470 609 84.45 45.01-50.00 463 77,496,239.24 26.45 358 48.10 7.560 596 85.15 50.01-55.00 49 8,249,373.46 2.82 350 53.04 7.822 550 67.93 --------------------------------------------------------------------------------------------------------------------- TOTAL: 1,901 $293,017,913.56 100.00 357 39.30 7.527 606 83.59 ---------------------------------------------------------------------------------------------------------------------39.43 7.462 607 83.51 ------------------------------------------------------------------------------------------------------------------------------

Original. LOAN-TO-VALUE RATIOS --------------------------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL REMAINING RANGE OF ORIGINAL NUMBER OF BALANCE BALANCE TERM TO DEBT-TO- TO MORTGAGE LOAN-TO-VALUE RATIOS MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) --------------------------------------------------------------------------------------------------------------------------- <=25.00 2 $ 180,000.00 0.06 360 30.00 6.697 591 24.93 25.01-30.00 3 288,500.00 0.10 360 37.92 7.602 584 26.61 30.01-35.00 4 399,491.92 0.14 315 36.78 7.150 606 32.80 35.01-40.00 8 758,926.86 0.26 344 34.70 7.047 565 38.17 40.01-45.00 7 659,250.00 0.22 348 40.20 7.608 567 42.64 45.01-50.00 23 2,991,850.33 1.02 348 40.90 7.710 585 48.43 50.01-55.00 17 2,350,345.84 0.80 351 38.71 7.406 607 52.57 55.01-60.00 39 5,550,106.29 1.89 355 39.48 7.568 568 58.20 60.01-65.00 56 8,963,520.05 3.06 355 41.02 7.426 565 63.55 65.01-70.00 86 14,424,494.63 4.92 356 39.90 7.586 578 68.52 70.01-75.00 121 18,703,390.21 6.38 356 38.02 7.676 572 74.25 75.01-80.00 394 62,311,745.75 21.27 357 39.52 7.204 619 79.61 80.01-85.00 244 33,977,746.59 11.60 356 40.22 7.437 582 84.41 85.01-90.00 478 72,496,691.35 24.74 358 38.49 7.664 607 89.76 90.01-95.00 419 68,961,853.74 23.54 358 39.52 7.680 631 94.80 --------------------------------------------------------------------------------------------------------------------------- TOTAL: 1,901 $ 293,017,913.56 100.00 357 39.30 7.527 606 83.59 --------------------------------------------------------------------------------------------------------------------------- FICO SCORE AT ORIGINATION --------------------------------------------------------------------------------------------------------------------- % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO- MORTGAGE RANGE OF MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV FICO SCORES LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) --------------------------------------------------------------------------------------------------------------------- 500-519 95 $ 15,197,932.14 5.19 359 43.66 8.460 509 74.24 520-539 172 20,000,000.00 0.00 358 41.57 8.161 530 77.55 540-559 174 20,000,000.00 0.00 357 39.68 7.926 550 79.27 560-579 181 20,000,000.00 0.00 357 40.03 7.655 569 81.22 580-599 245 30,000,000.00 00.00 357 39.89 7.671 589 85.92 600-619 290 40,000,000.00 00.00 355 39.36 7.403 609 86.78 620-639 250 30,000,000.00 00.00 358 38.91 7.227 629 85.74 640-659 201 30,000,000.00 00.00 357 37.25 7.240 650 86.17 660-679 124 10,000,000.00 0.00 359 38.39 7.106 669 84.72 680-699 84 13,483,291.72 4.60 355 37.46 7.084 688 87.61 700-719 42 6,283,095.34 2.14 354 35.26 7.045 710 84.29 720-739 25 4,327,385.91 1.48 357 38.05 6.718 729 81.26 740-759 13 2,330,244.00 0.80 351 37.01 7.003 745 87.14 760-779 4 742,300.00 0.25 360 27.92 6.825 765 79.98 780-799 1 394,250.00 0.13 360 22.00 6.650 781 95.00 --------------------------------------------------------------------------------------------------------------------- TOTAL: 1,901 $ 293,017,913.56 100.00 357 39.30 7.527 606 83.59 --------------------------------------------------------------------------------------------------------------------- DEBT-TO-INCOME RATIO --------------------------------------------------------------------------------------------------------------------- % OF PRINCIPAL PRINCIPAL REMAINING RANGE OF NUMBER OF BALANCE BALANCE TERM TO DEBT-TO- MORTGAGE DEBT-TO-INCOME MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV RATIOS (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) --------------------------------------------------------------------------------------------------------------------- <(1) ------------------------------------------------------------------------------------------------------------------------------------ 25.01 - 30.00 7 $ 614,154.66 0.13% 320 35.65% 6.786% 580 27.17% 30.01 - 35.00 4 453,693.53 0.10 357 38.67 6.196 751 33.39 35.01 - 40.00 17 1,649,533.21 0.35 359 39.71 6.989 565 37.56 40.01 - 45.00 18 2,257,976.89 0.48 340 41.18 6.719 601 42.58 45.01 -50.00 43 4,940,008.97 1.05 350 38.05 6.997 591 48.32 50.01 -55.00 37 4,514,400.93 0.96 358 35.89 6.972 595 52.70 55.01 - 60.00 79 9,541,741.65 2.02 356 38.56 7.194 589 58.32 60.01 - 65.00 117 15,463,542.21 3.28 352 40.54 7.450 576 63.67 65.01 - 70.00 214 28,213,598.27 5.99 351 40.06 7.509 571 68.87 70.01 - 75.00 298 38,999,100.80 8.27 355 39.26 7.552 577 74.18 75.01 - 80.00 715 100,631,786.34 21.35 357 37.82 7.107 614 79.69 80.01 - 85.00 433 55,824,940.67 11.85 356 37.97 7.375 589 84.63 85.01 - 90.00 994 122,695,102.09 26.03 357 38.02 7.778 602 89.75 90.01 - 95.00 467 72,854,689.83 15.46 358 39.10 7.610 642 94.81 95.01 - 100.00 206 12,636,630.15 2.68 358 37.09 9.498 692 100.00 =20.00 87 $ 11,020,126.64 3.76 357 14.53 7.710 625 84.46 20.01-25.00 97 12,782,292.91 4.36 352 23.30 7.514 625 82.70 25.01-30.00 198 27,722,612.22 9.46 357 28.28 7.489 618 83.93 30.01-35.00 236 34,045,605.34 11.62 357 33.06 7.399 609 83.16 35.01-40.00 334 51,944,123.87 17.73 357 38.15 7.574 610 82.75 40.01-45.00 437 69,757,539.87 23.81 359 43.02 7.470 609 84.45 45.01-50.00 463 77,496,239.24 26.45 358 48.10 7.560 596 85.15 50.01-55.00 49 8,249,373.46 2.82 350 53.04 7.822 550 67.93 --------------------------------------------------------------------------------------------------------------------- =================================================================================================================================== TOTAL: 1,901 $293,017,913.56 100.00 357 39.30 7.527 3,649 $ 471,290,900.20 100.00% 356 38.43% 7.523% 606 83.59 ---------------------------------------------------------------------------------------------------------------------82.69% ------------------------------------------------------------------------------------------------------------------------------------

Original. LOAN-TO-VALUE RATIOS --------------------------------------------------------------------------------------------------------------------------- --------------------------------------------------------------------------------------------------------------------- % OF PRINCIPAL PRINCIPAL REMAINING RANGE OF ORIGINAL NUMBER OF BALANCE BALANCE TERM TO DEBT-TO- MORTGAGE LOAN-TO-VALUE RATIOS MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV RATIOS (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) --------------------------------------------------------------------------------------------------------------------------- <=25.00 2 --------------------------------------------------------------------------------------------------------------------- 35.01 - 40.00 1 $ 180,000.00 0.06 0.17 360 30.00 6.697 591 24.93 25.01-30.00 50.00 8.990 581 39.39 40.01 - 45.00 3 288,500.00 0.10 366,565.00 0.34 360 37.92 7.602 584 26.61 30.01-35.00 33.65 7.942 608 42.71 45.01 - 50.00 4 399,491.92 0.14 315 36.78 7.150 606 32.80 35.01-40.00 880,000.00 0.82 340 39.17 6.381 659 47.54 50.01 - 55.00 8 758,926.86 0.26 344 34.70 7.047 565 38.17 40.01-45.00 7 659,250.00 0.22 348 40.20 7.608 567 42.64 45.01-50.00 23 2,991,850.33 1.02 348 40.90 7.710 585 48.43 50.01-55.00 17 2,350,345.84 0.80 351 38.71 7.406 607 52.57 55.01-1,549,058.46 1.45 360 38.19 7.317 615 53.26 55.01 - 60.00 39 5,550,106.29 1.89 355 39.48 7.568 568 58.20 60.01-10 1,763,537.80 1.65 360 32.85 6.694 625 57.82 60.01 - 65.00 56 8,963,520.05 3.06 355 41.02 7.426 565 63.55 65.01-15 4,316,209.68 4.03 354 35.44 7.450 556 63.20 65.01 - 70.00 86 14,424,494.63 4.92 356 39.90 7.586 578 68.52 70.01-20 3,958,503.54 3.70 360 41.97 7.276 587 68.99 70.01 - 75.00 121 18,703,390.21 6.38 356 38.02 7.676 572 74.25 75.01-35 8,122,394.65 7.59 359 43.53 7.472 576 74.19 75.01 - 80.00 394 62,311,745.75 21.27 70 18,424,131.71 17.22 359 38.55 6.862 601 79.52 80.01 - 85.00 72 16,739,192.23 15.65 357 39.52 7.204 619 79.61 80.01-85.00 244 33,977,746.59 11.60 356 40.22 7.437 582 84.41 85.01-39.35 7.176 602 84.30 85.01 - 90.00 478 72,496,691.35 24.74 358 38.49 7.664 607 89.76 90.01-123 32,430,385.76 30.31 359 39.41 7.402 618 89.67 90.01 - 95.00 419 68,961,853.74 23.54 358 39.52 7.680 631 94.80 --------------------------------------------------------------------------------------------------------------------------- 63 18,253,299.91 17.06 360 41.89 7.551 643 94.73 --------------------------------------------------------------------------------------------------------------------- TOTAL: 1,901 $ 293,017,913.56 424 $106,983,278.75 100.00 357 39.30 7.527 606 83.59 --------------------------------------------------------------------------------------------------------------------------- 359 39.79 7.285 610 83.29 --------------------------------------------------------------------------------------------------------------------- FICO SCORE AT ORIGINATION --------------------------------------------------------------------------------------------------------------------- % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO- MORTGAGE RANGE OF MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV FICO SCORES LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) --------------------------------------------------------------------------------------------------------------------- 500-500 - 519 95 23 $ 15,197,932.14 5.19 4,595,949.45 4.30 360 40.32 8.168 510 76.71 520 - 539 35 7,620,982.95 7.12 360 36.10 7.759 531 74.82 540 - 559 41 10,804,288.32 10.10 357 42.05 7.689 550 81.54 560 - 579 38 11,211,555.09 10.48 360 37.18 7.512 568 82.31 580 - 599 52 12,388,535.07 11.58 356 40.43 7.185 590 81.81 600 - 619 59 15,100,892.87 14.12 359 43.66 8.460 509 74.24 520-539 172 20,000,000.00 0.00 358 41.57 8.161 530 77.55 540-559 174 20,000,000.00 0.00 357 39.68 7.926 550 79.27 560-579 181 20,000,000.00 0.00 357 40.03 7.655 569 81.22 580-599 245 30,000,000.00 00.00 357 39.89 7.671 589 85.92 600-619 290 40,000,000.00 00.00 355 39.36 7.403 39.22 7.049 609 86.78 620-85.11 620 - 639 250 30,000,000.00 00.00 358 38.91 7.227 629 85.74 640-59 14,669,112.01 13.71 360 42.03 7.166 630 86.59 640 - 659 201 30,000,000.00 00.00 357 37.25 7.240 650 40 10,134,173.07 9.47 359 40.51 7.008 651 86.17 660-660 - 679 124 10,000,000.00 0.00 27 6,033,634.85 5.64 356 38.42 7.070 667 83.47 680 - 699 23 6,892,013.54 6.44 360 38.81 7.109 689 88.05 700 - 719 14 4,712,257.53 4.40 359 38.39 7.106 669 84.72 680-699 84 13,483,291.72 4.60 355 37.46 7.084 688 87.61 700-719 42 6,283,095.34 2.14 354 35.26 7.045 710 84.29 720-39.90 7.107 711 85.80 720 - 739 25 4,327,385.91 1.48 357 38.05 6.718 729 81.26 740-6 1,206,633.75 1.13 360 39.01 6.822 734 80.74 740 - 759 13 2,330,244.00 0.80 351 37.01 7.003 745 87.14 760-4 1,047,750.25 0.98 359 46.17 6.655 747 90.45 760 - 779 4 742,300.00 0.25 1 116,000.00 0.11 360 27.92 6.825 765 79.98 780-45.00 7.150 775 80.00 780 - 799 1 394,250.00 0.13 2 449,500.00 0.42 360 22.00 6.650 781 95.00 38.98 5.823 784 57.49 --------------------------------------------------------------------------------------------------------------------- TOTAL: 1,901 $ 293,017,913.56 424 $106,983,278.75 100.00 357 39.30 7.527 606 83.59 359 39.79 7.285 610 83.29 --------------------------------------------------------------------------------------------------------------------- DEBT-TO-INCOME RATIO --------------------------------------------------------------------------------------------------------------------- % OF PRINCIPAL PRINCIPAL REMAINING RANGE OF DEBT- NUMBER OF BALANCE BALANCE TERM TO DEBT-TO- MORTGAGE DEBT-TO-INCOME MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV RATIOS (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) --------------------------------------------------------------------------------------------------------------------- <== 20.00 87 27 $ 11,020,126.64 3.76 5,997,700.63 5.61 359 12.86 7.383 606 79.02 20.01 - 25.00 18 3,377,691.60 3.16 358 23.00 7.693 601 81.59 25.01 - 30.00 31 6,064,103.09 5.67 360 28.10 7.392 617 86.76 30.01 - 35.00 58 12,592,928.18 11.77 359 33.14 7.139 602 81.82 35.01 - 40.00 61 16,473,590.11 15.40 359 38.53 7.459 604 80.66 40.01 - 45.00 113 27,186,723.55 25.41 359 43.05 7.235 612 85.20 45.01 - 50.00 105 32,012,200.84 29.92 357 14.53 7.710 625 84.46 20.01-25.00 97 12,782,292.91 4.36 352 23.30 7.514 625 82.70 25.01-30.00 198 27,722,612.22 9.46 357 28.28 7.489 618 83.93 30.01-35.00 236 34,045,605.34 11.62 357 33.06 7.399 609 83.16 35.01-40.00 334 51,944,123.87 17.73 357 38.15 7.574 610 82.75 40.01-45.00 437 69,757,539.87 23.81 359 43.02 7.470 609 84.45 45.01-50.00 463 77,496,239.24 26.45 358 48.10 7.560 596 85.15 50.01-48.00 7.240 620 85.26 50.01 - 55.00 49 8,249,373.46 2.82 350 53.04 7.822 550 67.93 11 3,278,340.76 3.06 360 52.75 7.014 565 70.31 --------------------------------------------------------------------------------------------------------------------- TOTAL: 1,901 424 $293,017,913.56 106,983,278.75 100.00 357 39.30 7.527 606 83.59 359 39.79 7.285 610 83.29 ---------------------------------------------------------------------------------------------------------------------

Original. LOAN-TO-VALUE RATIOS --------------------------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------------------------------ % OF RANGE OF PRINCIPAL PRINCIPAL REMAINING RANGE OF ORIGINAL NUMBER OF BALANCE BALANCE TERM TO DEBT-TO- TO MORTGAGE LOAN-TO-VALUE RATIOS MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV RATIOS (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) --------------------------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------------------------------ <=25.00 2 = 25.000 43 $ 180,000.00 0.06 360 30.00 6.697 591 24.93 25.01-30.00 3 288,500.00 0.10 360 37.92 7.602 584 26.61 30.01-35.00 4 399,491.92 0.14 315 36.78 7.150 606 32.80 35.01-40.00 8 758,926.86 3,562,662.04 0.26 344 34.70 7.047 36.27 8.276 609 20.25 25.001 - 30.000 32 3,270,637.30 0.24 342 36.51 7.672 609 27.64 30.001 - 35.000 62 6,382,117.65 0.47 335 39.32 7.846 605 33.35 35.001 - 40.000 112 11,552,701.76 0.85 334 37.98 7.872 611 37.67 40.001 - 45.000 122 15,225,313.42 1.12 347 38.79 7.797 601 42.85 45.001 - 50.000 202 25,394,302.57 1.87 348 38.39 7.714 605 47.83 50.001 - 55.000 241 31,864,263.12 2.34 340 38.17 7.652 599 52.89 55.001 - 60.000 609 82,494,299.58 6.07 349 40.31 8.161 565 38.17 40.01-45.00 7 659,250.00 0.22 58.30 60.001 - 65.000 571 78,762,100.83 5.79 351 39.12 7.801 586 63.04 65.001 - 70.000 810 121,267,679.03 8.92 352 40.34 7.728 586 67.92 70.001 - 75.000 2,057 290,412,826.90 21.35 353 40.80 8.055 571 73.80 75.001 - 80.000 1,960 286,895,919.07 21.09 347 39.37 7.477 614 78.66 80.001 - 85.000 1,294 213,406,543.85 15.69 354 40.61 7.573 607 83.45 85.001 - 90.000 1,125 171,346,973.14 12.60 348 40.20 7.608 567 42.64 45.01-50.00 23 2,991,850.33 1.02 348 40.90 7.710 585 48.43 50.01-55.00 17 2,350,345.84 0.80 351 38.71 7.406 607 52.57 55.01-60.00 39 5,550,106.29 1.89 355 39.48 7.568 568 58.20 60.01-65.00 56 8,963,520.05 3.06 355 41.02 7.426 565 63.55 65.01-70.00 86 14,424,494.63 4.92 356 39.90 7.586 578 68.52 70.01-75.00 121 18,703,390.21 6.38 356 38.02 7.676 572 74.25 75.01-80.00 394 62,311,745.75 21.27 357 39.52 7.204 619 79.61 80.01-85.00 244 33,977,746.59 11.60 356 40.22 7.437 582 84.41 85.01-90.00 478 72,496,691.35 24.74 358 38.49 7.664 607 89.76 90.01-95.00 419 68,961,853.74 23.54 358 39.52 7.680 631 94.80 --------------------------------------------------------------------------------------------------------------------------- 40.00 7.567 649 88.98 90.001 - 95.000 124 18,311,166.51 1.35 346 39.18 7.166 688 93.59 ============================================================================================================================== TOTAL: 1,901 $ 293,017,913.56 9,364 $1,360,149,506.77 100.00 357 39.30 7.527 606 83.59 --------------------------------------------------------------------------------------------------------------------------- 350 40.00 7.725 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ FICO SCORE AT ORIGINATION --------------------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO- TO MORTGAGE RANGE OF MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV FICO SCORES LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) --------------------------------------------------------------------------------------------------------------------- 500------------------------------------------------------------------------------------------------------------------------------- 500 - 519 95 854 $ 15,197,932.14 5.19 359 43.66 8.460 509 74.24 520-111,333,939.63 8.19 357 42.80 8.762 510 66.98 520 - 539 172 20,000,000.00 0.00 358 41.57 8.161 530 77.55 540-1,213 169,451,184.93 12.46 354 42.02 8.506 529 70.86 540 - 559 174 20,000,000.00 0.00 357 39.68 7.926 1,124 161,876,242.00 11.90 356 41.24 8.227 550 79.27 560-71.83 560 - 579 181 20,000,000.00 0.00 357 40.03 7.655 957 145,121,309.69 10.67 355 40.07 7.874 569 81.22 580-73.82 580 - 599 245 30,000,000.00 00.00 357 39.89 7.671 794 114,515,216.06 8.42 355 40.26 7.763 589 85.92 600-74.33 600 - 619 290 40,000,000.00 00.00 355 39.36 7.403 940 143,891,624.58 10.58 351 39.33 7.538 609 86.78 620-75.98 620 - 639 250 30,000,000.00 00.00 358 38.91 7.227 912 133,104,108.46 9.79 349 39.44 7.366 629 85.74 640-78.05 640 - 659 201 30,000,000.00 00.00 357 37.25 7.240 650 86.17 660-755 116,880,059.90 8.59 344 39.20 7.198 649 78.38 660 - 679 124 10,000,000.00 0.00 359 38.39 7.106 598 88,320,003.76 6.49 340 38.55 7.074 669 84.72 680-77.29 680 - 699 84 13,483,291.72 4.60 355 37.46 7.084 688 87.61 700-480 70,050,540.95 5.15 335 38.28 6.909 689 78.02 700 - 719 42 6,283,095.34 2.14 354 35.26 7.045 710 84.29 720-284 41,961,985.26 3.09 338 37.38 6.856 708 78.02 720 - 739 25 4,327,385.91 1.48 357 38.05 6.718 157 21,248,079.08 1.56 336 36.11 6.722 729 81.26 740-79.47 740 - 759 13 2,330,244.00 0.80 351 37.01 7.003 745 87.14 760-120 16,762,484.37 1.23 328 35.02 6.673 750 76.16 760 - 779 4 742,300.00 0.25 360 27.92 6.825 765 79.98 780-98 14,412,315.38 1.06 333 36.45 6.618 770 72.48 780 - 799 1 394,250.00 0.13 360 22.00 6.650 781 95.00 --------------------------------------------------------------------------------------------------------------------- 67 9,816,118.59 0.72 331 33.70 6.630 788 68.19 800 - 819 11 1,404,294.13 0.10 345 39.95 6.296 809 67.29 ============================================================================================================================== TOTAL: 1,901 $ 293,017,913.56 9,364 $1,360,149,506.77 100.00 357 39.30 7.527 606 83.59 --------------------------------------------------------------------------------------------------------------------- 350 40.00 7.725 601 74.36 ------------------------------------------------------------------------------------------------------------------------------ DEBT-TO-INCOME RATIO --------------------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL REMAINING RANGE OF NUMBER OF BALANCE BALANCE TERM TO DEBT-TO- TO MORTGAGE DEBT-TO-INCOME MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV RATIOS (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) --------------------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------------------------------ <= 20.000 523 $ 67,005,169.63 4.93 346 15.23 7.569 616 72.68 20.001 - 25.000 556 69,019,416.72 5.07 343 23.21 7.624 618 71.79 25.001 - 30.000 811 105,763,915.97 7.78 345 28.09 7.584 613 73.75 30.001 - 35.000 1,101 148,023,997.38 10.88 349 33.13 7.659 609 74.66 35.001 - 40.000 1,421 205,966,283.47 15.14 348 38.11 7.638 603 74.68 40.001 - 45.000 1,748 264,353,682.80 19.44 350 43.09 7.636 605 74.53 45.001 - 50.000 2,419 382,401,122.34 28.11 352 48.11 7.721 603 75.80 50.001 - 55.000 785 117,615,918.46 8.65 355 53.29 8.448 544 71.34 =20.00 87 $ 11,020,126.64 3.76 357 14.53 7.710 625 84.46 20.01-25.00 97 12,782,292.91 4.36 352 23.30 7.514 625 82.70 25.01-30.00 198 27,722,612.22 9.46 357 28.28 7.489 618 83.93 30.01-35.00 236 34,045,605.34 11.62 357 33.06 7.399 609 83.16 35.01-40.00 334 51,944,123.87 17.73 357 38.15 7.574 610 82.75 40.01-45.00 437 69,757,539.87 23.81 359 43.02 7.470 609 84.45 45.01-50.00 463 77,496,239.24 26.45 358 48.10 7.560 596 85.15 50.01-55.00 49 8,249,373.46 2.82 350 53.04 7.822 550 67.93 --------------------------------------------------------------------------------------------------------------------- ============================================================================================================================= TOTAL: 1,901 9,364 $293,017,913.56 1,360,149,506.77 100.00 357 39.30 7.527 606 83.59 ---------------------------------------------------------------------------------------------------------------------350 40.00 7.725 601 74.36 ------------------------------------------------------------------------------------------------------------------------------

Original. LOAN-TO-VALUE RATIOS --------------------------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL % OF PRINCIPAL PRINCIPAL REMAINING RANGE OF ORIGINAL NUMBER OF BALANCE BALANCE PRINCIPAL TERM TO DEBT-TO- MORTGAGE LOAN-TO-VALUE RATIOS OF MORTGAGE AS OF THE BALANCE AS OF THE MATURITY INCOME RATES OLTV RATIOS (%) LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) --------------------------------------------------------------------------------------------------------------------------- ------------------------ ------------ --------------------- ----------------- ----------- ---------- ------------- ------- --------- <== 25.00 2 $ 180,000.00 14 1,002,890.55 0.06 360 339 33.43 6.957 630 19.52 25.01 - 30.00 6.697 591 24.93 25.01-30.00 3 288,500.00 0.10 360 37.92 7.602 584 26.61 30.01-19 2,051,917.45 0.13 340 35.37 6.666 608 28.1 30.01 - 35.00 4 399,491.92 0.14 315 36.78 7.150 606 32.80 35.01-33 3,498,783.08 0.22 343 31.22 7.259 592 33.21 35.01 - 40.00 8 758,926.86 0.26 344 34.70 7.047 565 38.17 40.01-52 6,213,827.20 0.39 343 39.51 7.005 607 37.86 40.01 - 45.00 7 659,250.00 0.22 348 40.20 7.608 567 42.64 45.01-57 7,651,038.19 0.48 346 37.6 7.075 618 42.78 45.01 - 50.00 23 2,991,850.33 1.02 348 40.90 7.710 107 14,658,166.57 0.92 351 38.81 7.403 601 47.95 50.01 - 55.00 124 17,585,410.91 1.1 351 38.83 7.304 585 48.43 50.01-55.00 17 2,350,345.84 0.80 52.75 55.01 - 60.00 212 32,076,521.81 2.01 351 38.71 7.406 607 52.57 55.01-60.00 39 5,550,106.29 1.89 40.61 7.601 577 58.33 60.01 - 65.00 356 56,618,011.49 3.54 355 39.48 7.568 568 58.20 60.01-65.00 56 8,963,520.05 3.06 39.99 7.393 580 63.53 65.01 - 70.00 497 80,421,540.57 5.03 357 39.83 7.639 578 68.6 70.01 - 75.00 822 124,840,216.84 7.81 355 41.02 7.426 565 63.55 65.01-70.00 86 14,424,494.63 4.92 40.45 7.609 582 73.93 75.01 - 80.00 1,959 302,561,591.64 18.93 355 38.54 7.225 610 79.51 80.01 - 85.00 1,225 180,826,380.64 11.31 356 39.90 7.586 578 68.52 70.01-75.00 121 18,703,390.21 6.38 356 38.02 7.676 572 74.25 75.01-80.00 394 62,311,745.75 21.27 38.82 7.455 601 84.35 85.01 - 90.00 2,778 386,577,712.69 24.18 357 39.52 7.204 619 79.61 80.01-85.00 244 33,977,746.59 11.60 356 40.22 7.437 582 84.41 85.01-90.00 478 72,496,691.35 24.74 358 38.49 7.664 607 89.76 90.01-37.85 7.757 609 89.74 90.01 - 95.00 419 68,961,853.74 23.54 358 39.52 7.680 631 94.80 --------------------------------------------------------------------------------------------------------------------------- 2,090 350,827,123.47 21.94 357 39.96 7.64 638 94.78 95.01 - 100.00 232 31,300,729.93 1.96 357 38.74 8.796 673 99.92 ------------------------ ------------ --------------------- ----------------- ----------- ---------- ------------- ------- --------- TOTAL: 1,901 $ 293,017,913.56 100.00 357 39.30 7.527 606 83.59 --------------------------------------------------------------------------------------------------------------------------- FICO SCORE AT ORIGINATION --------------------------------------------------------------------------------------------------------------------- % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO- MORTGAGE RANGE OF MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV FICO SCORES LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) --------------------------------------------------------------------------------------------------------------------- 500-519 95 $ 15,197,932.14 5.19 359 43.66 8.460 509 74.24 520-539 172 20,000,000.00 0.00 358 41.57 8.161 530 77.55 540-559 174 20,000,000.00 0.00 357 39.68 7.926 550 79.27 560-579 181 20,000,000.00 0.00 357 40.03 7.655 569 81.22 580-599 245 30,000,000.00 00.00 357 39.89 7.671 589 85.92 600-619 290 40,000,000.00 00.00 355 39.36 7.403 609 86.78 620-639 250 30,000,000.00 00.00 358 38.91 7.227 629 85.74 640-659 201 30,000,000.00 00.00 357 37.25 7.240 650 86.17 660-679 124 10,000,000.00 0.00 359 38.39 7.106 669 84.72 680-699 84 13,483,291.72 4.60 355 37.46 7.084 688 87.61 700-719 42 6,283,095.34 2.14 354 35.26 7.045 710 84.29 720-739 25 4,327,385.91 1.48 357 38.05 6.718 729 81.26 740-759 13 2,330,244.00 0.80 351 37.01 7.003 745 87.14 760-779 4 742,300.00 0.25 360 27.92 6.825 765 79.98 780-799 1 394,250.00 0.13 360 22.00 6.650 781 95.00 --------------------------------------------------------------------------------------------------------------------- TOTAL: 1,901 $ 293,017,913.56 100.00 357 39.30 7.527 606 83.59 --------------------------------------------------------------------------------------------------------------------- DEBT-TO-INCOME RATIO --------------------------------------------------------------------------------------------------------------------- % OF PRINCIPAL PRINCIPAL REMAINING RANGE OF NUMBER OF BALANCE BALANCE TERM TO DEBT-TO- MORTGAGE DEBT-TO-INCOME MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV RATIOS (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) --------------------------------------------------------------------------------------------------------------------- <=20.00 87 $ 11,020,126.64 3.76 357 14.53 7.710 625 84.46 20.01-25.00 97 12,782,292.91 4.36 352 23.30 7.514 625 82.70 25.01-30.00 198 27,722,612.22 9.46 357 28.28 7.489 618 83.93 30.01-35.00 236 34,045,605.34 11.62 357 33.06 7.399 609 83.16 35.01-40.00 334 51,944,123.87 17.73 357 38.15 7.574 10,577 1,598,711,863.03 100 356 39.01 7.566 610 82.75 40.01-45.00 437 69,757,539.87 23.81 359 43.02 7.470 609 84.45 45.01-50.00 463 77,496,239.24 26.45 358 48.10 7.560 596 85.15 50.01-55.00 49 8,249,373.46 2.82 350 53.04 7.822 550 67.93 --------------------------------------------------------------------------------------------------------------------- TOTAL: 1,901 $293,017,913.56 100.00 357 39.30 7.527 606 83.59 ---------------------------------------------------------------------------------------------------------------------83.18 ------------------------ ------------ --------------------- ----------------- ----------- ---------- ------------- ------- ---------

Original. LOAN-TO-VALUE RATIOS --------------------------------------------------------------------------------------------------------------------------- % ------------------------------------------------------------------------------------------------------------------------------------ RANGE OF PRINCIPAL PRINCIPAL REMAINING RANGE OF ORIGINAL NUMBER OF BALANCE BALANCE % OF PRINCIPAL TERM TO DEBT-TO- TO MORTGAGE LOAN-TO-VALUE RATIOS MORTGAGE AS OF THE BALANCE AS OF THE MATURITY INCOME -INCOME RATES OLTV RATIOS (%) LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) --------------------------------------------------------------------------------------------------------------------------- <=25.00 ------------------------------------------------------------------------------------------------------------------------------------ 25.01 - 30.00 2 $ 180,000.00 0.06 360 30.00 6.697 591 24.93 25.01-30.00 3 288,500.00 0.10 360 37.92 7.602 584 26.61 30.01-35.00 757,919.07 0.16 358 32.46 10.180 550 26.98 35.01 - 40.00 4 399,491.92 0.14 315 36.78 7.150 706,454.35 0.15 359 34.51 8.334 563 39.38 40.01 - 45.00 4 900,228.68 0.19 348 46.76 6.828 559 42.83 45.01 - 50.00 11 3,109,628.93 0.67 359 30.28 6.768 615 48.80 50.01 - 55.00 9 2,082,650.62 0.45 359 35.72 7.342 559 52.75 55.01 - 60.00 20 6,506,875.54 1.40 353 35.28 7.078 588 58.43 60.01 - 65.00 54 19,567,938.27 4.22 358 38.77 6.780 617 63.33 65.01 - 70.00 68 23,780,349.51 5.13 359 40.37 7.053 590 68.44 70.01 - 75.00 98 33,813,207.86 7.29 358 39.61 7.313 574 74.17 75.01 - 80.00 230 71,177,660.23 15.35 358 39.77 6.889 606 32.80 35.01-40.00 8 758,926.86 0.26 344 34.70 7.047 565 38.17 40.01-45.00 7 659,250.00 0.22 348 40.20 7.608 567 42.64 45.01-50.00 23 2,991,850.33 1.02 348 40.90 7.710 585 48.43 50.01-55.00 17 2,350,345.84 0.80 351 38.71 7.406 79.52 80.01 - 85.00 243 75,683,277.90 16.32 357 39.86 6.941 600 84.34 85.01 - 90.00 479 130,155,864.58 28.07 358 39.15 7.498 607 52.57 55.01-60.00 39 5,550,106.29 1.89 355 39.48 7.568 568 58.20 60.01-65.00 56 8,963,520.05 3.06 355 41.02 7.426 565 63.55 65.01-70.00 86 14,424,494.63 4.92 356 39.90 7.586 578 68.52 70.01-75.00 121 18,703,390.21 6.38 356 38.02 7.676 572 74.25 75.01-80.00 394 62,311,745.75 21.27 357 39.52 7.204 619 79.61 80.01-85.00 244 33,977,746.59 11.60 356 40.22 7.437 582 84.41 85.01-90.00 478 72,496,691.35 24.74 89.67 90.01 - 95.00 269 78,524,642.04 16.94 358 38.49 7.664 607 89.76 90.01-95.00 419 68,961,853.74 23.54 358 39.52 7.680 631 94.80 --------------------------------------------------------------------------------------------------------------------------- 40.38 7.665 635 94.79 95.01 - 100.00 189 16,893,085.89 3.64 354 38.37 10.079 669 99.96 ==================================================================================================================================== TOTAL: 1,901 1,680 $ 293,017,913.56 463,659,783.47 100.00 357 39.30 7.527 606 83.59 --------------------------------------------------------------------------------------------------------------------------- FICO SCORE AT ORIGINATION --------------------------------------------------------------------------------------------------------------------- % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO- MORTGAGE RANGE OF MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV FICO SCORES LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) --------------------------------------------------------------------------------------------------------------------- 500-519 95 $ 15,197,932.14 5.19 359 43.66 8.460 509 74.24 520-539 172 20,000,000.00 0.00 358 41.57 8.161 530 77.55 540-559 174 20,000,000.00 0.00 357 39.68 7.926 550 79.27 560-579 181 20,000,000.00 0.00 357 40.03 7.655 569 81.22 580-599 245 30,000,000.00 00.00 357 39.89 7.671 589 85.92 600-619 290 40,000,000.00 00.00 355 39.36 7.403 39.49 7.362 609 86.78 620-639 250 30,000,000.00 00.00 358 38.91 7.227 629 85.74 640-659 201 30,000,000.00 00.00 357 37.25 7.240 650 86.17 660-679 124 10,000,000.00 0.00 359 38.39 7.106 669 84.72 680-699 84 13,483,291.72 4.60 355 37.46 7.084 688 87.61 700-719 42 6,283,095.34 2.14 354 35.26 7.045 710 84.29 720-739 25 4,327,385.91 1.48 357 38.05 6.718 729 81.26 740-759 13 2,330,244.00 0.80 351 37.01 7.003 745 87.14 760-779 4 742,300.00 0.25 360 27.92 6.825 765 79.98 780-799 1 394,250.00 0.13 360 22.00 6.650 781 95.00 --------------------------------------------------------------------------------------------------------------------- TOTAL: 1,901 $ 293,017,913.56 100.00 357 39.30 7.527 606 83.59 --------------------------------------------------------------------------------------------------------------------- DEBT-TO-INCOME RATIO --------------------------------------------------------------------------------------------------------------------- % OF PRINCIPAL PRINCIPAL REMAINING RANGE OF NUMBER OF BALANCE BALANCE TERM TO DEBT-TO- MORTGAGE DEBT-TO-INCOME MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV RATIOS (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) --------------------------------------------------------------------------------------------------------------------- <=20.00 87 $ 11,020,126.64 3.76 357 14.53 7.710 625 84.46 20.01-25.00 97 12,782,292.91 4.36 352 23.30 7.514 625 82.70 25.01-30.00 198 27,722,612.22 9.46 357 28.28 7.489 618 83.93 30.01-35.00 236 34,045,605.34 11.62 357 33.06 7.399 609 83.16 35.01-40.00 334 51,944,123.87 17.73 357 38.15 7.574 610 82.75 40.01-45.00 437 69,757,539.87 23.81 359 43.02 7.470 609 84.45 45.01-50.00 463 77,496,239.24 26.45 358 48.10 7.560 596 85.15 50.01-55.00 49 8,249,373.46 2.82 350 53.04 7.822 550 67.93 --------------------------------------------------------------------------------------------------------------------- TOTAL: 1,901 $293,017,913.56 100.00 357 39.30 7.527 606 83.59 ---------------------------------------------------------------------------------------------------------------------84.01 ------------------------------------------------------------------------------------------------------------------------------------

Original. LOAN-TO-VALUE RATIOS --------------------------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------------------------------ % OF RANGE OF PRINCIPAL PRINCIPAL REMAINING RANGE OF ORIGINAL NUMBER OF BALANCE BALANCE TERM TO DEBT-TO- TO MORTGAGE LOAN-TO-VALUE RATIOS MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV RATIOS (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) --------------------------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------------------------------ <= 25.000 3 $ 211,905.01 0.06 359 38.39 9.958 577 20.59 25.001 - 30.000 2 679,267.07 0.20 345 12.59 6.249 700 29.47 30.001 - 35.000 1 59,972.88 0.02 359 29.00 9.900 541 33.33 35.001 - 40.000 1 370,600.00 0.11 360 55.00 5.990 772 37.70 40.001 - 45.000 10 3,127,796.03 0.92 352 33.10 7.262 620 43.19 45.001 - 50.000 11 2,478,968.90 0.73 346 32.12 7.240 657 46.90 50.001 - 55.000 14 3,760,407.91 1.11 354 41.19 7.187 648 52.54 55.001 - 60.000 44 13,771,258.59 4.05 350 39.65 7.471 584 57.87 60.001 - 65.000 48 16,705,946.41 4.92 357 38.49 7.553 591 63.06 65.001 - 70.000 90 32,756,962.43 9.64 357 39.48 7.333 595 67.64 70.001 - 75.000 189 66,181,419.67 19.47 357 41.27 7.699 583 73.73 75.001 - 80.000 275 94,321,996.27 27.75 354 40.82 7.201 616 78.48 80.001 - 85.000 168 63,627,282.06 18.72 358 39.41 7.269 611 83.54 85.001 - 90.000 120 37,295,908.09 10.97 351 40.43 7.634 638 88.95 90.001 - 95.000 13 4,491,571.85 1.32 357 45.01 7.186 669 94.56 =25.00 2 $ 180,000.00 0.06 360 30.00 6.697 591 24.93 25.01-30.00 3 288,500.00 0.10 360 37.92 7.602 584 26.61 30.01-35.00 4 399,491.92 0.14 315 36.78 7.150 606 32.80 35.01-40.00 8 758,926.86 0.26 344 34.70 7.047 565 38.17 40.01-45.00 7 659,250.00 0.22 348 40.20 7.608 567 42.64 45.01-50.00 23 2,991,850.33 1.02 348 40.90 7.710 585 48.43 50.01-55.00 17 2,350,345.84 0.80 351 38.71 7.406 607 52.57 55.01-60.00 39 5,550,106.29 1.89 355 39.48 7.568 568 58.20 60.01-65.00 56 8,963,520.05 3.06 355 41.02 7.426 565 63.55 65.01-70.00 86 14,424,494.63 4.92 356 39.90 7.586 578 68.52 70.01-75.00 121 18,703,390.21 6.38 356 38.02 7.676 572 74.25 75.01-80.00 394 62,311,745.75 21.27 357 39.52 7.204 619 79.61 80.01-85.00 244 33,977,746.59 11.60 356 40.22 7.437 582 84.41 85.01-90.00 478 72,496,691.35 24.74 358 38.49 7.664 607 89.76 90.01-95.00 419 68,961,853.74 23.54 358 39.52 7.680 631 94.80 --------------------------------------------------------------------------------------------------------------------------- ============================================================================================================================= TOTAL: 1,901 $ 293,017,913.56 989 $339,841,263.17 100.00 357 39.30 7.527 606 83.59 --------------------------------------------------------------------------------------------------------------------------- 355 40.19 7.399 608 76.20 ------------------------------------------------------------------------------------------------------------------------------ FICO SCORE AT ORIGINATION --------------------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO- TO MORTGAGE RANGE OF MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV FICO SCORES LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) --------------------------------------------------------------------------------------------------------------------- 500------------------------------------------------------------------------------------------------------------------------------- 500 - 519 95 48 $ 15,197,932.14 5.19 13,280,868.07 3.91 356 43.32 8.843 508 70.72 520 - 539 89 26,374,876.00 7.76 356 42.52 8.453 530 72.45 540 - 559 120 32,821,191.00 9.66 354 40.90 7.948 551 74.41 560 - 579 153 52,671,540.03 15.50 356 40.86 7.645 569 76.61 580 - 599 107 35,578,666.03 10.47 355 41.90 7.549 590 76.23 600 - 619 125 40,565,609.72 11.94 357 40.91 7.277 609 74.64 620 - 639 81 28,589,372.62 8.41 352 38.54 7.186 629 77.96 640 - 659 125 51,139,257.65 15.05 357 38.26 6.934 650 79.99 660 - 679 55 23,004,320.74 6.77 348 36.49 6.739 668 79.06 680 - 699 33 13,473,657.01 3.96 357 38.70 6.566 690 76.03 700 - 719 20 8,382,063.30 2.47 358 36.46 6.360 709 71.72 720 - 739 12 4,996,476.65 1.47 356 45.85 6.569 728 79.71 740 - 759 12 5,057,140.30 1.49 359 43.66 8.460 509 74.24 520-539 172 20,000,000.00 0.00 358 41.57 8.161 530 77.55 540-559 174 20,000,000.00 0.00 357 39.68 7.926 550 79.27 560-579 181 20,000,000.00 0.00 357 40.03 7.655 569 81.22 580-599 245 30,000,000.00 00.00 357 39.89 7.671 589 85.92 600-619 290 40,000,000.00 00.00 355 39.36 7.403 609 86.78 620-639 250 30,000,000.00 00.00 358 38.91 7.227 629 85.74 640-659 201 30,000,000.00 00.00 357 37.25 7.240 650 86.17 660-679 124 10,000,000.00 0.00 38.11 6.463 751 82.05 760 - 779 5 2,086,382.86 0.61 359 38.39 7.106 669 84.72 680-699 84 13,483,291.72 4.60 355 37.46 7.084 688 87.61 700-719 42 6,283,095.34 2.14 354 35.26 7.045 710 84.29 720-739 25 4,327,385.91 1.48 357 38.05 6.718 729 81.26 740-759 13 2,330,244.00 0.80 351 37.01 7.003 745 87.14 760-779 45.75 6.191 769 66.48 780 - 799 4 742,300.00 0.25 360 27.92 6.825 765 79.98 780-799 1 394,250.00 0.13 360 22.00 6.650 781 95.00 --------------------------------------------------------------------------------------------------------------------- 1,819,841.19 0.54 359 40.83 6.241 785 61.33 ============================================================================================================================== TOTAL: 1,901 $ 293,017,913.56 989 $339,841,263.17 100.00 357 39.30 7.527 606 83.59 --------------------------------------------------------------------------------------------------------------------- 355 40.19 7.399 608 76.20 ------------------------------------------------------------------------------------------------------------------------------ DEBT-TO-INCOME RATIO --------------------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL REMAINING RANGE OF NUMBER OF BALANCE BALANCE TERM TO DEBT-TO- TO MORTGAGE DEBT-TO-INCOME MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV RATIOS (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) --------------------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------------------------------ <= 20.000 69 $ 27,669,309.86 8.14 354 14.59 6.946 616 73.44 20.001 - 25.000 42 10,961,216.67 3.23 350 23.52 7.435 616 74.60 25.001 - 30.000 62 20,379,237.39 6.00 348 28.30 7.452 622 76.47 30.001 - 35.000 93 29,534,593.56 8.69 356 33.29 7.407 613 76.63 35.001 - 40.000 136 44,609,048.98 13.13 353 38.31 7.336 615 75.91 40.001 - 45.000 205 75,398,121.80 22.19 357 43.22 7.311 611 76.76 45.001 - 50.000 288 103,106,023.25 30.34 358 48.26 7.385 605 76.98 50.001 - 55.000 94 28,183,711.66 8.29 352 52.99 8.160 577 74.98 =20.00 87 $ 11,020,126.64 3.76 357 14.53 7.710 625 84.46 20.01-25.00 97 12,782,292.91 4.36 352 23.30 7.514 625 82.70 25.01-30.00 198 27,722,612.22 9.46 357 28.28 7.489 618 83.93 30.01-35.00 236 34,045,605.34 11.62 357 33.06 7.399 609 83.16 35.01-40.00 334 51,944,123.87 17.73 357 38.15 7.574 610 82.75 40.01-45.00 437 69,757,539.87 23.81 359 43.02 7.470 609 84.45 45.01-50.00 463 77,496,239.24 26.45 358 48.10 7.560 596 85.15 50.01-55.00 49 8,249,373.46 2.82 350 53.04 7.822 550 67.93 --------------------------------------------------------------------------------------------------------------------- ============================================================================================================================= TOTAL: 1,901 989 $293,017,913.56 339,841,263.17 100.00 357 39.30 7.527 606 83.59 ---------------------------------------------------------------------------------------------------------------------355 40.19 7.399 608 76.20 ------------------------------------------------------------------------------------------------------------------------------

Original. LOAN-TO-VALUE RATIOS --------------------------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL REMAINING RANGE OF ORIGINAL NUMBER OF BALANCE BALANCE TERM TO DEBT-TO- TO MORTGAGE LOAN-TO-VALUE RATIOS MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV RATIOS (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) --------------------------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------------------------------ <= 25.00 35 $ 3,566,444.99 0.31 333 36.96 7.654 626 20.47 25.01 - 30.00 30 3,264,023.32 0.29 311 37.51 7.167 658 27.35 30.01 - 35.00 31 4,454,054.00 0.39 341 41.11 6.972 630 32.72 35.01 - 40.00 73 8,680,136.20 0.77 328 35.98 7.108 641 37.97 40.01 - 45.00 94 13,829,164.98 1.22 342 39.74 6.863 666 42.71 45.01 - 50.00 151 21,417,066.99 1.89 338 37.25 7.282 628 47.73 50.01 - 55.00 175 26,061,033.71 2.30 346 38.54 7.120 634 52.67 55.01 - 60.00 355 50,493,458.74 4.46 346 39.16 7.727 595 58.32 60.01 - 65.00 343 51,903,858.35 4.58 344 39.66 7.260 622 63.02 65.01 - 70.00 501 81,776,908.08 7.22 349 40.20 7.385 609 67.86 70.01 - 75.00 1,180 176,731,412.01 15.61 353 40.64 7.908 583 73.77 75.01 - 80.00 1,157 180,711,879.69 15.96 347 39.15 7.068 636 78.70 80.01 - 85.00 1,094 172,542,380.49 15.24 354 40.42 7.653 609 83.65 85.01 - 90.00 1,971 319,989,553.08 28.26 353 40.48 7.323 636 89.17 90.01 - 95.00 109 16,802,589.68 1.48 348 39.51 7.117 690 93.31 =25.00 2 $ 180,000.00 0.06 360 30.00 6.697 591 24.93 25.01-30.00 3 288,500.00 0.10 360 37.92 7.602 584 26.61 30.01-35.00 4 399,491.92 0.14 315 36.78 7.150 606 32.80 35.01-40.00 8 758,926.86 0.26 344 34.70 7.047 565 38.17 40.01-45.00 7 659,250.00 0.22 348 40.20 7.608 567 42.64 45.01-50.00 23 2,991,850.33 1.02 348 40.90 7.710 585 48.43 50.01-55.00 17 2,350,345.84 0.80 351 38.71 7.406 607 52.57 55.01-60.00 39 5,550,106.29 1.89 355 39.48 7.568 568 58.20 60.01-65.00 56 8,963,520.05 3.06 355 41.02 7.426 565 63.55 65.01-70.00 86 14,424,494.63 4.92 356 39.90 7.586 578 68.52 70.01-75.00 121 18,703,390.21 6.38 356 38.02 7.676 572 74.25 75.01-80.00 394 62,311,745.75 21.27 357 39.52 7.204 619 79.61 80.01-85.00 244 33,977,746.59 11.60 356 40.22 7.437 582 84.41 85.01-90.00 478 72,496,691.35 24.74 358 38.49 7.664 607 89.76 90.01-95.00 419 68,961,853.74 23.54 358 39.52 7.680 631 94.80 --------------------------------------------------------------------------------------------------------------------------- ============================================================================================================================= TOTAL: 1,901 $ 293,017,913.56 7,299 $1,132,223,964.31 100.00 357 39.30 7.527 606 83.59 --------------------------------------------------------------------------------------------------------------------------- 350 39.99 7.427 620 77.00 ------------------------------------------------------------------------------------------------------------------------------ FICO SCORE AT ORIGINATION --------------------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO- TO MORTGAGE RANGE OF MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV FICO SCORES LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) --------------------------------------------------------------------------------------------------------------------- 500------------------------------------------------------------------------------------------------------------------------------- 500 - 519 95 559 $ 15,197,932.14 5.19 359 43.66 8.460 72,981,528.99 6.45 355 43.41 8.905 509 74.24 520-67.58 520 - 539 172 20,000,000.00 0.00 358 41.57 8.161 530 77.55 540-821 112,239,806.44 9.91 356 41.90 8.765 529 72.08 540 - 559 174 20,000,000.00 0.00 357 39.68 7.926 550 79.27 560-739 109,224,475.97 9.65 356 40.72 8.260 551 75.99 560 - 579 181 20,000,000.00 0.00 357 40.03 7.655 777 111,845,753.96 9.88 354 39.65 7.993 569 81.22 580-78.84 580 - 599 245 30,000,000.00 00.00 357 39.89 7.671 581 85,222,095.35 7.53 353 40.25 7.802 589 85.92 600-78.25 600 - 619 290 40,000,000.00 00.00 700 113,616,255.23 10.03 355 39.36 7.403 40.72 7.381 609 86.78 620-79.97 620 - 639 250 30,000,000.00 00.00 358 38.91 7.227 648 103,918,008.29 9.18 355 39.82 7.199 629 85.74 640-81.74 640 - 659 201 30,000,000.00 00.00 357 37.25 7.240 650 86.17 660-555 90,174,957.10 7.96 353 39.83 6.906 649 83.02 660 - 679 124 10,000,000.00 0.00 359 38.39 7.106 418 70,100,271.68 6.19 351 40.50 6.682 669 84.72 680-81.16 680 - 699 84 13,483,291.72 4.60 355 37.46 7.084 688 87.61 700-404 71,682,541.65 6.33 341 37.92 6.459 690 77.92 700 - 719 42 6,283,095.34 2.14 354 35.26 7.045 710 84.29 720-311 54,339,798.70 4.80 335 40.06 6.362 708 77.80 720 - 739 25 4,327,385.91 1.48 357 38.05 6.718 729 81.26 740-194 35,108,431.61 3.10 339 37.97 6.154 730 74.33 740 - 759 13 2,330,244.00 0.80 351 37.01 7.003 745 87.14 760-228 43,932,551.45 3.88 340 36.32 5.993 749 72.12 760 - 779 4 742,300.00 0.25 360 27.92 6.825 765 79.98 780-211 33,566,586.51 2.96 327 36.25 6.040 769 71.90 780 - 799 1 394,250.00 0.13 360 22.00 6.650 781 95.00 --------------------------------------------------------------------------------------------------------------------- 131 20,972,651.55 1.85 330 35.76 6.008 787 67.94 800 - 819 22 3,298,249.83 0.29 309 32.27 5.935 806 58.05 ============================================================================================================================== TOTAL: 1,901 $ 293,017,913.56 7,299 $1,132,223,964.31 100.00 357 39.30 7.527 606 83.59 --------------------------------------------------------------------------------------------------------------------- 350 39.99 7.427 620 77.00 ------------------------------------------------------------------------------------------------------------------------------ DEBT-TO-INCOME RATIO --------------------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL REMAINING RANGE OF NUMBER OF BALANCE BALANCE TERM TO DEBT-TO- TO MORTGAGE DEBT-TO-INCOME MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV RATIOS (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) --------------------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------------------------------ <= 20.00 371 $ 49,178,190.03 4.34 344 14.83 7.329 624 74.40 20.01 - 25.00 440 60,724,578.86 5.36 345 23.2 7.287 630 75.12 25.01 - 30.00 629 92,126,287.57 8.14 347 28.15 7.136 638 76.03 30.01 - 35.00 853 130,891,264.00 11.56 348 33.12 7.220 633 76.21 35.01 - 40.00 1,048 160,558,665.87 14.18 348 38.03 7.326 628 76.91 40.01 - 45.00 1,371 221,376,152.39 19.55 351 43.10 7.380 622 77.65 45.01 - 50.00 2,013 332,781,398.41 29.39 353 48.25 7.383 622 79.23 50.01 - 55.00 574 84,587,427.18 7.47 354 53.27 8.710 542 71.86 =20.00 87 $ 11,020,126.64 3.76 357 14.53 7.710 625 84.46 20.01-25.00 97 12,782,292.91 4.36 352 23.30 7.514 625 82.70 25.01-30.00 198 27,722,612.22 9.46 357 28.28 7.489 618 83.93 30.01-35.00 236 34,045,605.34 11.62 357 33.06 7.399 609 83.16 35.01-40.00 334 51,944,123.87 17.73 357 38.15 7.574 610 82.75 40.01-45.00 437 69,757,539.87 23.81 359 43.02 7.470 609 84.45 45.01-50.00 463 77,496,239.24 26.45 358 48.10 7.560 596 85.15 50.01-55.00 49 8,249,373.46 2.82 350 53.04 7.822 550 67.93 --------------------------------------------------------------------------------------------------------------------- ============================================================================================================================= TOTAL: 1,901 7,299 $293,017,913.56 1,132,223,964.31 100.00 357 39.30 7.527 606 83.59 ---------------------------------------------------------------------------------------------------------------------350 39.99 7.427 620 77.00 ------------------------------------------------------------------------------------------------------------------------------

Original. LOAN-TO-VALUE RATIOS --------------------------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL REMAINING RANGE OF ORIGINAL NUMBER OF BALANCE BALANCE TERM TO DEBT-TO- TO MORTGAGE LOAN-TO-VALUE RATIOS MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) --------------------------------------------------------------------------------------------------------------------------- <=25.00 2 $ 180,000.00 0.06 360 30.00 6.697 591 24.93 25.01-30.00 3 288,500.00 0.10 360 37.92 7.602 584 26.61 30.01-35.00 4 399,491.92 0.14 315 36.78 7.150 606 32.80 35.01-40.00 8 758,926.86 0.26 344 34.70 7.047 565 38.17 40.01-45.00 7 659,250.00 0.22 348 40.20 7.608 567 42.64 45.01-50.00 23 2,991,850.33 1.02 348 40.90 7.710 585 48.43 50.01-55.00 17 2,350,345.84 0.80 351 38.71 7.406 607 52.57 55.01-60.00 39 5,550,106.29 1.89 355 39.48 7.568 568 58.20 60.01-65.00 56 8,963,520.05 3.06 355 41.02 7.426 565 63.55 65.01-70.00 86 14,424,494.63 4.92 356 39.90 7.586 578 68.52 70.01-75.00 121 18,703,390.21 6.38 356 38.02 7.676 572 74.25 75.01-80.00 394 62,311,745.75 21.27 357 39.52 7.204 619 79.61 80.01-85.00 244 33,977,746.59 11.60 356 40.22 7.437 582 84.41 85.01-90.00 478 72,496,691.35 24.74 358 38.49 7.664 607 89.76 90.01-95.00 419 68,961,853.74 23.54 358 39.52 7.680 631 94.80 --------------------------------------------------------------------------------------------------------------------------- TOTAL: 1,901 $ 293,017,913.56 100.00 357 39.30 7.527 606 83.59 --------------------------------------------------------------------------------------------------------------------------- FICO SCORE AT ORIGINATION --------------------------------------------------------------------------------------------------------------------- % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO- MORTGAGE RANGE OF MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV FICO SCORES LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) --------------------------------------------------------------------------------------------------------------------- 500-519 95 $ 15,197,932.14 5.19 359 43.66 8.460 509 74.24 520-539 172 20,000,000.00 0.00 358 41.57 8.161 530 77.55 540-559 174 20,000,000.00 0.00 357 39.68 7.926 550 79.27 560-579 181 20,000,000.00 0.00 357 40.03 7.655 569 81.22 580-599 245 30,000,000.00 00.00 357 39.89 7.671 589 85.92 600-619 290 40,000,000.00 00.00 355 39.36 7.403 609 86.78 620-639 250 30,000,000.00 00.00 358 38.91 7.227 629 85.74 640-659 201 30,000,000.00 00.00 357 37.25 7.240 650 86.17 660-679 124 10,000,000.00 0.00 359 38.39 7.106 669 84.72 680-699 84 13,483,291.72 4.60 355 37.46 7.084 688 87.61 700-719 42 6,283,095.34 2.14 354 35.26 7.045 710 84.29 720-739 25 4,327,385.91 1.48 357 38.05 6.718 729 81.26 740-759 13 2,330,244.00 0.80 351 37.01 7.003 745 87.14 760-779 4 742,300.00 0.25 360 27.92 6.825 765 79.98 780-799 1 394,250.00 0.13 360 22.00 6.650 781 95.00 --------------------------------------------------------------------------------------------------------------------- TOTAL: 1,901 $ 293,017,913.56 100.00 357 39.30 7.527 606 83.59 --------------------------------------------------------------------------------------------------------------------- DEBT-TO-INCOME RATIO --------------------------------------------------------------------------------------------------------------------- % OF PRINCIPAL PRINCIPAL REMAINING RANGE OF NUMBER OF BALANCE BALANCE TERM TO DEBT-TO- MORTGAGE DEBT-TO-INCOME MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV RATIOS (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) --------------------------------------------------------------------------------------------------------------------- (1) ------------------------------------------------------------------------------------------------------------------------------------ <=20.00 87 25.00 2 $ 11,020,126.64 3.76 1,056,167.50 0.15% 359 50.36% 7.202% 552 17.90% 25.01 - 30.00 1 588,482.86 0.08 359 46.00 6.650 591 27.94 40.01 - 45.00 2 999,118.82 0.14 359 43.00 6.950 678 42.11 45.01 - 50.00 11 5,052,343.89 0.70 359 37.01 6.154 624 47.22 50.01 - 55.00 11 4,785,195.26 0.67 359 34.76 7.071 626 53.00 55.01 - 60.00 23 10,784,208.86 1.50 353 40.90 7.202 584 58.09 60.01 - 65.00 50 23,285,007.70 3.24 359 40.51 6.800 601 63.56 65.01 - 70.00 77 32,879,637.33 4.58 359 40.37 6.829 600 68.53 70.01 - 75.00 151 65,624,120.46 9.14 357 14.53 7.710 625 84.46 20.01-25.00 97 12,782,292.91 4.36 352 23.30 7.514 625 82.70 25.01-30.00 198 27,722,612.22 9.46 357 28.28 7.489 618 83.93 30.01-35.00 236 34,045,605.34 11.62 357 33.06 7.399 609 83.16 35.01-40.00 334 51,944,123.87 17.73 357 38.15 7.574 610 82.75 40.01-45.00 437 69,757,539.87 23.81 41.96 7.059 593 73.99 75.01 - 80.00 345 144,726,399.25 20.16 358 40.21 6.692 620 79.30 80.01 - 85.00 228 99,539,596.62 13.87 358 39.22 6.761 606 84.20 85.01 - 90.00 472 189,708,497.33 26.43 359 43.02 7.470 609 84.45 45.01-50.00 463 77,496,239.24 26.45 358 48.10 7.560 596 85.15 50.01-55.00 49 8,249,373.46 2.82 350 53.04 7.822 550 67.93 --------------------------------------------------------------------------------------------------------------------- 39.79 7.271 615 89.69 90.01 - 95.00 302 117,585,192.14 16.38 359 41.71 7.408 653 94.79 95.01 - 100.00 172 21,167,072.67 2.95 356 39.23 9.959 667 99.99 ==================================================================================================================================== TOTAL: 1,901 $293,017,913.56 100.00 357 39.30 7.527 606 83.59 ---------------------------------------------------------------------------------------------------------------------1,847 $ 717,781,040.69 100.00% 358 40.33% 7.119% 619 83.48% ------------------------------------------------------------------------------------------------------------------------------------

Original. LOAN-TO-VALUE RATIOS --------------------------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL REMAINING RANGE OF ORIGINAL NUMBER OF BALANCE BALANCE TERM TO DEBT-TO- TO MORTGAGE LOAN-TO-VALUE RATIOS MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV RATIOS (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) --------------------------------------------------------------------------------------------------------------------------- <------------------------------------------------------------------------------------------------------------------------------ 30.01 - 35.00 3 $ 1,141,285.81 0.31 359 43.77 6.649 670 33.35 35.01 - 40.00 7 1,444,523.32 0.39 308 39.81 6.453 695 37.63 40.01 - 45.00 4 1,111,136.95 0.30 349 31.09 6.842 647 44.17 45.01 - 50.00 14 5,000,424.27 1.36 356 45.51 7.166 607 47.43 50.01 - 55.00 24 5,584,091.11 1.52 344 28.18 7.218 643 52.71 55.01 - 60.00 33 9,243,040.66 2.51 350 32.94 7.068 622 57.85 60.01 - 65.00 89 16,693,818.25 4.54 351 42.42 7.510 598 63.44 65.01 - 70.00 95 28,923,911.31 7.86 354 38.70 6.856 640 67.99 70.01 - 75.00 163 44,344,963.31 12.06 353 40.49 7.256 605 73.40 75.01 - 80.00 192 64,086,059.34 17.43 353 40.21 6.675 647 78.39 80.01 - 85.00 171 76,272,897.19 20.74 358 41.07 7.152 627 83.77 85.01 - 90.00 268 111,296,772.27 30.26 356 41.57 7.092 640 89.02 90.01 - 95.00 7 2,633,307.29 0.72 354 42.20 6.832 631 92.67 =25.00 2 $ 180,000.00 0.06 360 30.00 6.697 591 24.93 25.01-30.00 3 288,500.00 0.10 360 37.92 7.602 584 26.61 30.01-35.00 4 399,491.92 0.14 315 36.78 7.150 606 32.80 35.01-40.00 8 758,926.86 0.26 344 34.70 7.047 565 38.17 40.01-45.00 7 659,250.00 0.22 348 40.20 7.608 567 42.64 45.01-50.00 23 2,991,850.33 1.02 348 40.90 7.710 585 48.43 50.01-55.00 17 2,350,345.84 0.80 351 38.71 7.406 607 52.57 55.01-60.00 39 5,550,106.29 1.89 355 39.48 7.568 568 58.20 60.01-65.00 56 8,963,520.05 3.06 355 41.02 7.426 565 63.55 65.01-70.00 86 14,424,494.63 4.92 356 39.90 7.586 578 68.52 70.01-75.00 121 18,703,390.21 6.38 356 38.02 7.676 572 74.25 75.01-80.00 394 62,311,745.75 21.27 357 39.52 7.204 619 79.61 80.01-85.00 244 33,977,746.59 11.60 356 40.22 7.437 582 84.41 85.01-90.00 478 72,496,691.35 24.74 358 38.49 7.664 607 89.76 90.01-95.00 419 68,961,853.74 23.54 358 39.52 7.680 631 94.80 --------------------------------------------------------------------------------------------------------------------------- ============================================================================================================================ TOTAL: 1,901 1,070 $ 293,017,913.56 367,776,231.08 100.00 357 39.30 7.527 606 83.59 --------------------------------------------------------------------------------------------------------------------------- 355 40.52 7.048 632 79.00 ----------------------------------------------------------------------------------------------------------------------------- FICO SCORE AT ORIGINATION --------------------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO- TO MORTGAGE RANGE OF MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV FICO SCORES LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) --------------------------------------------------------------------------------------------------------------------- 500------------------------------------------------------------------------------------------------------------------------------- 500 - 519 95 22 $ 15,197,932.14 5.19 359 43.66 8.460 509 74.24 520-5,418,808.11 1.47 347 40.65 8.230 507 70.33 520 - 539 172 20,000,000.00 0.00 66 18,890,171.54 5.14 358 41.57 8.161 530 77.55 540-43.78 8.414 529 71.97 540 - 559 174 20,000,000.00 0.00 81 23,615,885.70 6.42 358 42.27 7.749 552 76.61 560 - 579 115 38,090,194.15 10.36 357 39.68 7.926 550 79.27 560-579 181 20,000,000.00 0.00 41.61 7.671 569 79.26 580 - 599 96 33,153,057.07 9.01 357 40.03 7.655 569 81.22 580-599 245 30,000,000.00 00.00 40.66 7.506 590 78.98 600 - 619 143 47,485,348.12 12.91 358 41.67 7.143 610 78.74 620 - 639 118 41,222,229.46 11.21 357 39.89 7.671 589 85.92 600-619 290 40,000,000.00 00.00 355 39.36 7.403 609 86.78 620-639 250 30,000,000.00 00.00 358 38.91 7.227 629 85.74 640-39.92 7.022 630 81.44 640 - 659 201 30,000,000.00 00.00 117 44,216,079.13 12.02 357 37.25 7.240 650 86.17 660-39.74 6.809 647 82.63 660 - 679 124 10,000,000.00 0.00 359 38.39 7.106 88 30,833,265.06 8.38 348 38.80 6.503 669 84.72 680-80.52 680 - 699 84 13,483,291.72 4.60 355 37.46 7.084 688 87.61 700-80 30,636,434.87 8.33 354 42.23 6.482 689 80.42 700 - 719 42 6,283,095.34 2.14 354 35.26 7.045 710 84.29 720-47 17,080,441.07 4.64 352 38.74 6.486 709 77.42 720 - 739 25 4,327,385.91 1.48 357 38.05 6.718 729 81.26 740-29 11,347,233.59 3.09 344 41.73 6.337 728 79.69 740 - 759 13 2,330,244.00 0.80 351 37.01 7.003 745 87.14 760-35 13,456,117.45 3.66 352 38.04 5.965 751 76.81 760 - 779 4 742,300.00 0.25 17 6,168,290.65 1.68 341 35.18 6.016 769 73.14 780 - 799 15 5,621,597.11 1.53 345 28.81 5.802 793 74.83 800 - 819 1 541,078.00 0.15 360 27.92 6.825 765 79.98 780-799 1 394,250.00 0.13 360 22.00 6.650 781 95.00 --------------------------------------------------------------------------------------------------------------------- 46.00 5.500 801 69.37 ============================================================================================================================= TOTAL: 1,901 1,070 $ 293,017,913.56 367,776,231.08 100.00 357 39.30 7.527 606 83.59 --------------------------------------------------------------------------------------------------------------------- 355 40.52 7.048 632 79.00 ----------------------------------------------------------------------------------------------------------------------------- DEBT-TO-INCOME RATIO --------------------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL REMAINING RANGE OF NUMBER OF BALANCE BALANCE TERM TO DEBT-TO- TO MORTGAGE DEBT-TO-INCOME MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV RATIOS (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) --------------------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------------------------------ <= 20.00 73 $ 25,291,833.40 6.88 354 14.18 7.003 646 74.44 20.01 - 25.00 58 18,063,677.54 4.91 349 23.43 6.797 642 77.97 25.01 - 30.00 71 19,663,991.81 5.35 354 28.05 6.986 638 78.74 30.01 - 35.00 93 28,261,250.32 7.68 352 33.09 6.836 644 78.61 35.01 - 40.00 153 53,879,089.68 14.65 356 38.09 7.016 631 79.88 40.01 - 45.00 181 66,275,113.22 18.02 357 43.29 7.019 641 78.69 45.01 - 50.00 349 122,073,652.07 33.19 355 48.34 7.092 630 80.68 50.01 - 55.00 92 34,267,623.04 9.32 355 52.83 7.371 594 76.58 =20.00 87 $ 11,020,126.64 3.76 357 14.53 7.710 625 84.46 20.01-25.00 97 12,782,292.91 4.36 352 23.30 7.514 625 82.70 25.01-30.00 198 27,722,612.22 9.46 357 28.28 7.489 618 83.93 30.01-35.00 236 34,045,605.34 11.62 357 33.06 7.399 609 83.16 35.01-40.00 334 51,944,123.87 17.73 357 38.15 7.574 610 82.75 40.01-45.00 437 69,757,539.87 23.81 359 43.02 7.470 609 84.45 45.01-50.00 463 77,496,239.24 26.45 358 48.10 7.560 596 85.15 50.01-55.00 49 8,249,373.46 2.82 350 53.04 7.822 550 67.93 --------------------------------------------------------------------------------------------------------------------- ============================================================================================================================ TOTAL: 1,901 1,070 $ 367,776,231.08 100.00 355 40.52 7.048 632 79.00 ----------------------------------------------------------------------------------------------------------------------------- GEOGRAPHIC DISTRIBUTION ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV STATE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ California 370 $ 155,825,295.78 42.37 356 41.23 6.810 632 78.28 New York 74 34,012,198.70 9.25 358 41.25 7.104 628 79.09 Florida 98 23,933,568.79 6.51 355 37.53 7.175 628 78.61 Massachusetts 40 19,998,908.48 5.44 359 40.24 7.147 623 80.76 Maryland 41 17,146,863.18 4.66 358 41.11 7.120 633 79.57 Minnesota 31 10,583,745.56 2.88 359 39.22 7.345 631 85.33 New Jersey 20 9,437,636.31 2.57 357 41.52 7.559 634 79.19 Illinois 20 8,611,903.20 2.34 359 37.60 7.867 635 82.96 Pennsylvania 14 7,001,962.38 1.90 355 38.85 6.640 649 80.99 Colorado 20 6,805,970.82 1.85 356 44.09 6.861 657 77.56 Connecticut 16 6,707,531.03 1.82 335 41.49 7.064 630 81.49 Nevada 19 6,408,006.82 1.74 349 41.93 7.224 613 78.75 Michigan 26 5,910,371.74 1.61 357 40.23 7.461 621 82.84 Washington 27 5,686,676.96 1.55 351 36.77 6.834 649 78.49 Georgia 32 5,571,822.22 1.52 350 34.85 7.905 615 79.77 Arizona 27 5,401,840.73 1.47 356 35.14 7.073 629 76.87 Ohio 28 4,303,079.60 1.17 336 45.56 7.334 608 81.35 Texas 14 3,993,406.51 1.09 346 41.79 8.011 618 72.82 North Carolina 20 3,378,067.52 0.92 350 45.31 8.021 644 84.52 Maine 10 2,718,457.88 0.74 359 31.83 7.897 625 69.60 Other 123 24,338,916.87 6.62 348 40.35 7.047 645 77.29 ============================================================================================================================= TOTAL: 1,070 $ 367,776,231.08 100.00 355 40.52 7.048 632 79.00 ----------------------------------------------------------------------------------------------------------------------------- OCCUPANCY STATUS ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE OCCUPATION MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV STATUS* LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ Owner Occupied 1,038 $ 357,225,681.69 97.13 355 40.65 7.045 631 78.84 Non-owner Occupied 20 6,273,899.14 1.71 357 35.09 7.168 661 83.40 Second Home 12 4,276,650.25 1.16 359 37.12 7.130 653 85.99 ============================================================================================================================= TOTAL: 1,070 $ 367,776,231.08 100.00 355 40.52 7.048 632 79.00 ----------------------------------------------------------------------------------------------------------------------------- *Based on mortgagor representation at origination. DOCUMENTATION TYPE ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE INCOME MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV DOCUMENTATION LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ Full Docs 811 $ 280,355,910.40 76.23 354 40.37 6.919 635 78.99 Stated Docs 92 33,301,107.28 9.05 357 42.79 7.758 635 77.17 Limited Docs 167 54,119,213.40 14.72 356 39.89 7.281 615 80.13 ============================================================================================================================= TOTAL: 1,070 $ 367,776,231.08 100.00 355 40.52 7.048 632 79.00 ----------------------------------------------------------------------------------------------------------------------------- LOAN PURPOSE ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV PURPOSE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ Refi-Cash Out ** 1,020 $ 351,634,825.19 95.61 355 40.52 7.056 630 79.00 Refi-No Cashout *** 41 12,680,625.62 3.45 338 41.25 6.709 670 77.24 Purchase 9 3,460,780.27 0.94 359 37.36 7.508 630 85.53 ============================================================================================================================= TOTAL: 1,070 $ 367,776,231.08 100.00 355 40.52 7.048 632 79.00 ----------------------------------------------------------------------------------------------------------------------------- ** Cash proceeds to the borrower inclusive of debt consolidation payments exceed 2% or $293,017,913.56 2000 of the original principal balance of the related loan. Also includes all home equity loans originated in Texas with any cash proceeds. *** Cash proceeds to the borrower inclusive of debt consolidation payments do not exceed 2% or $2000 of the original principal balance of the related loan. Excludes home equity loans originated in Texas with any cash proceeds. CREDIT GRADE ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE RISK MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV CATEGORY LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 8A 118 $ 44,956,497.74 12.22 346 37.53 6.100 747 76.57 7A 101 38,474,801.33 10.46 355 41.52 6.482 693 80.22 6A 85 30,603,168.03 8.32 348 38.87 6.491 669 80.62 5A 106 42,090,715.30 11.44 358 39.95 6.771 647 83.63 4A 109 37,944,654.24 10.32 357 40.27 6.963 630 81.59 3A 110 36,415,139.49 9.90 358 42.35 7.100 612 79.58 2A 225 77,529,110.06 21.08 357 40.18 7.340 582 79.35 A 61 21,671,714.10 5.89 358 40.55 7.968 578 76.13 B 108 26,668,226.46 7.25 357 45.49 8.423 546 73.06 C 43 10,208,320.61 2.78 353 42.88 8.333 526 70.88 D 4 1,213,883.72 0.33 352 25.02 8.699 533 57.78 ============================================================================================================================= TOTAL: 1,070 $ 367,776,231.08 100.00 357 39.30 7.527 606 83.59 ---------------------------------------------------------------------------------------------------------------------355 40.52 7.048 632 79.00 ----------------------------------------------------------------------------------------------------------------------------- PROPERTY TYPE ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE PROPERTY MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV TYPE LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ Single Family Detached 701 $ 301,585,619.07 82.00 356 40.79 6.976 633 79.4 Manufactured/ Mobile 284 29,058,535.91 7.90 346 37.60 7.790 624 70.79 Housing PUD 39 16,119,091.96 4.38 354 39.97 6.934 628 80.89 Condominium 22 9,743,241.77 2.65 359 41.37 7.031 616 83.81 2-4 Units 20 9,588,100.65 2.61 355 41.5 7.226 650 81.40 PUD-Attached 3 1,449,759.50 0.39 359 34.43 6.931 633 89.45 SFR-Attached 1 231,882.22 0.06 359 49.00 9.350 571 87.34 ============================================================================================================================= TOTAL: 1,070 $ 367,776,231.08 100.00 355 40.52 7.048 632 79.00 ----------------------------------------------------------------------------------------------------------------------------- PREPAYMENT CHARGE TERM ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL REMAINING PREPAYMENT NUMBER OF BALANCE BALANCE TERM TO DEBT-TO MORTGAGE CHARGE TERM AT MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV ORIGINATION (MOS.) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) ------------------------------------------------------------------------------------------------------------------------------ 0 301 $ 110,942,025.93 30.17 356 40.21 7.476 630 79.75 12 17 7,869,116.39 2.14 355 42.87 6.494 682 73.37 24 7 2,873,892.39 0.78 359 35.00 6.705 627 84.77 30 3 1,262,536.20 0.34 358 48.72 6.706 658 89.61 36 742 244,828,660.17 66.57 354 40.60 6.877 631 78.71 ============================================================================================================================= TOTAL: 1,070 $ 367,776,231.08 100.00 355 40.52 7.048 632 79.00 -----------------------------------------------------------------------------------------------------------------------------

Original. LOAN-TO-VALUE RATIOS --------------------------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------------------------------------ % OF RANGE OF PRINCIPAL PRINCIPAL REMAINING RANGE OF ORIGINAL LOAN- NUMBER OF BALANCE BALANCE AS OF TERM TO DEBT-TO- MORTGAGE LOAN-TO-VALUE RATIOS MORTGAGE AS OF THE AS OF THE CUT-OFF MATURITY INCOME RATES OLTV RATIOS (%) LOANS THE CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) --------------------------------------------------------------------------------------------------------------------------- --------------------- ------------ --------------------- ---------------- ---------- ---------- --------------- -------- ----------- <== 25.00 2 40 $ 180,000.00 0.06 360 3,287,636.43 0.25% 343 36.65 8.450 608 20.05 25.01 - 30.00 6.697 591 24.93 25.01-30.00 3 288,500.00 0.10 360 37.92 7.602 584 26.61 30.01-29 3,504,554.37 0.27 344 31.90 7.395 631 27.90 30.01 - 35.00 4 399,491.92 0.14 315 36.78 7.150 606 32.80 35.01-45 4,629,039.03 0.36 325 38.13 7.813 607 33.19 35.01 - 40.00 8 758,926.86 0.26 344 34.70 7.047 565 38.17 40.01-86 8,889,111.76 0.68 332 38.54 7.900 613 37.80 40. 01 - 45.00 7 659,250.00 0.22 110 15,507,028.18 1.19 349 37.94 7.740 604 42.95 45.01 - 50.00 159 20,826,533.66 1.60 348 40.20 7.608 567 42.64 45.01-50.00 23 2,991,850.33 1.02 38.00 7.701 608 47.75 50.01 - 55.00 192 27,353,429.66 2.10 342 37.86 7.600 604 52.81 55.01 - 60.00 492 68,438,682.78 5.26 348 40.90 7.710 585 48.43 50.01-55.00 17 2,350,345.84 0.80 39.89 8.160 564 58.33 60.01 - 65.00 459 71,361,938.46 5.49 351 38.71 7.406 607 52.57 55.01-60.00 39 5,550,106.29 1.89 355 39.48 7.568 568 58.20 60.01-65.00 56 8,963,520.05 3.06 355 41.02 7.426 565 63.55 65.01-39.15 7.767 587 63.07 65.01 - 70.00 86 14,424,494.63 4.92 356 39.90 7.586 578 68.52 70.01-688 120,782,872.05 9.29 352 40.22 7.619 587 67.83 70.01 - 75.00 121 18,703,390.21 6.38 356 38.02 7.676 572 74.25 75.01-1,723 274,566,696.92 21.12 353 40.92 7.979 574 73.78 75.01 - 80.00 394 62,311,745.75 21.27 357 39.52 7.204 619 79.61 80.01-1,752 294,049,678.76 22.62 348 39.72 7.418 614 78.64 80.01 - 85.00 244 33,977,746.59 11.60 356 40.22 7.437 582 84.41 85.01-1,107 211,297,044.32 16.25 354 40.57 7.461 609 83.40 85.01 - 90.00 478 72,496,691.35 24.74 358 38.49 7.664 607 89.76 90.01-927 158,038,758.43 12.16 348 40.12 7.605 649 88.92 90.01 - 95.00 419 68,961,853.74 23.54 358 39.52 7.680 631 94.80 --------------------------------------------------------------------------------------------------------------------------- 106 17,466,698.42 1.34 347 40.34 7.210 681 93.85 ---------------------- ----------- ----------------- -------------- ----------- ---------- --------------- -------- ----------- TOTAL: 1,901 $ 293,017,913.56 100.00 357 39.30 7.527 606 83.59 --------------------------------------------------------------------------------------------------------------------------- 7,915 $1,299,999,703.23 100.00% 350 40.06 7.660 603 74.72 ---------------------- ----------- ----------------- -------------- ----------- ---------- --------------- -------- ----------- FICO SCORE AT ORIGINATION --------------------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE AS OF TERM TO DEBT-TO- MORTGAGE RANGE OF FICO MORTGAGE AS OF THE AS OF THE CUT-OFF MATURITY INCOME RATES OLTV FICO SCORES LOANS THE CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) --------------------------------------------------------------------------------------------------------------------- 500---------------------- ------------ --------------------- ---------------- ---------- ---------- --------------- -------- ----------- 500 - 519 95 675 $ 15,197,932.14 5.19 359 43.66 8.460 92,561,459.51 7.12% 357 42.82 8.776 509 74.24 520-67.60 520 - 539 172 20,000,000.00 0.00 358 41.57 8.161 530 77.55 540-985 149,911,911.26 11.53 354 42.15 8.459 529 70.62 540 - 559 174 20,000,000.00 0.00 357 39.68 7.926 943 149,370,151.71 11.49 355 41.24 8.176 550 79.27 560-72.31 560 - 579 181 20,000,000.00 0.00 357 40.03 7.655 846 152,377,533.99 11.72 356 40.31 7.816 569 81.22 580-74.31 580 - 599 245 30,000,000.00 00.00 357 39.89 7.671 589 85.92 600-703 117,406,820.60 9.03 356 40.72 7.687 590 74.93 600 - 619 290 40,000,000.00 00.00 355 39.36 7.403 819 142,470,378.11 10.96 353 39.72 7.476 609 86.78 620-75.90 620 - 639 250 30,000,000.00 00.00 358 38.91 7.227 766 122,527,771.43 9.43 348 39.13 7.348 629 85.74 640-77.77 640 - 659 201 30,000,000.00 00.00 357 37.25 7.240 650 86.17 660-661 123,584,024.72 9.51 346 38.72 7.135 649 79.25 660 - 679 124 10,000,000.00 0.00 359 38.39 7.106 510 86,045,492.20 6.62 340 38.11 7.012 669 84.72 680-77.76 680 - 699 84 13,483,291.72 4.60 355 37.46 7.084 688 87.61 700-394 65,065,666.24 5.01 338 38.71 6.865 689 77.00 700 - 719 42 6,283,095.34 2.14 354 35.26 7.045 710 84.29 720-235 38,898,881.62 2.99 341 37.26 6.824 708 77.44 720 - 739 25 4,327,385.91 1.48 357 38.05 6.718 132 20,695,742.38 1.59 344 38.44 6.703 729 81.26 740-79.48 740 - 759 13 2,330,244.00 0.80 351 37.01 7.003 745 87.14 760-106 17,575,142.31 1.35 334 36.48 6.693 750 77.75 760 - 779 4 742,300.00 0.25 360 27.92 6.825 765 79.98 780-83 12,855,369.24 0.99 332 36.92 6.606 769 71.11 780 - 799 1 394,250.00 0.13 360 22.00 6.650 781 95.00 --------------------------------------------------------------------------------------------------------------------- 50 7,852,260.78 0.60 342 35.76 6.775 787 68.74 800 - 819 7 801,097.13 0.06 340 44.74 6.353 806 74.67 ---------------------- ----------- ----------------- -------------- ----------- ---------- --------------- -------- ----------- TOTAL: 1,901 $ 293,017,913.56 100.00 357 39.30 7.527 606 83.59 --------------------------------------------------------------------------------------------------------------------- DEBT-TO-INCOME RATIO --------------------------------------------------------------------------------------------------------------------- 7,915 $1,299,999,703.23 100.00% OF PRINCIPAL PRINCIPAL REMAINING RANGE OF NUMBER OF BALANCE BALANCE TERM TO DEBT-TO- MORTGAGE DEBT-TO-INCOME MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV RATIOS (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) --------------------------------------------------------------------------------------------------------------------- <=20.00 87 $ 11,020,126.64 3.76 357 14.53 7.710 625 84.46 20.01-25.00 97 12,782,292.91 4.36 352 23.30 7.514 625 82.70 25.01-30.00 198 27,722,612.22 9.46 357 28.28 7.489 618 83.93 30.01-35.00 236 34,045,605.34 11.62 357 33.06 7.399 609 83.16 35.01-40.00 334 51,944,123.87 17.73 357 38.15 7.574 610 82.75 40.01-45.00 437 69,757,539.87 23.81 359 43.02 7.470 609 84.45 45.01-50.00 463 77,496,239.24 26.45 358 48.10 7.560 596 85.15 50.01-55.00 49 8,249,373.46 2.82 350 53.04 7.822 550 67.93 --------------------------------------------------------------------------------------------------------------------- TOTAL: 1,901 $293,017,913.56 100.00 357 39.30 7.527 606 83.59 ---------------------------------------------------------------------------------------------------------------------40.06 7.660 603 74.72 ---------------------- ----------- ----------------- -------------- ----------- ---------- --------------- -------- -----------

Original. LOAN-TO-VALUE RATIOS --------------------------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL % OF PRINCIPAL PRINCIPAL REMAINING RANGE OF ORIGINAL NUMBER OF BALANCE BALANCE PRINCIPAL TERM TO DEBT-TO- MORTGAGE LOAN-TO-VALUE RATIOS OF MORTGAGE AS OF THE BALANCE AS OF THE MATURITY INCOME RATES OLTV (%) LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO OLTV (%) --------------------------------------------------------------------------------------------------------------------------- ------------------------ ------------ --------------------- ----------------- ----------- ---------- ------------- ------- --------- <== 25.00 2 $ 180,000.00 0.06 360 5 269,532.34 0.04 312 35.41 8.059 581 18.04 25.01 - 30.00 6.697 591 24.93 25.01-30.00 3 288,500.00 0.10 360 37.92 7.602 584 26.61 30.01-9 1,085,682.43 0.18 344 41.35 7.036 608 28.38 30.01 - 35.00 4 399,491.92 0.14 315 36.78 7.150 606 32.80 35.01-14 1,804,426.72 0.3 342 42.38 6.514 666 33.6 35.01 - 40.00 8 758,926.86 0.26 344 34.70 7.047 565 10 955,236.70 0.16 321 43.88 8.12 555 37.21 40.01 - 45.00 17 1,762,750.68 0.29 338 40.56 7.35 652 42.65 45.01 - 50.00 31 3,120,641.28 0.52 347 36.26 7.476 563 48.3 50.01 - 55.00 41 5,705,400.56 0.95 352 35.54 7.016 609 53.07 55.01 - 60.00 66 10,873,494.23 1.81 354 39.46 7.333 583 58.11 60.01 - 65.00 103 15,379,498.35 2.56 351 36.03 7.282 587 63.2 65.01 - 70.00 190 28,832,254.40 4.8 345 38.33 7.394 598 68.66 70.01 - 75.00 277 51,360,506.79 8.54 353 41.83 7.586 576 74.29 75.01 - 80.00 460 90,013,602.68 14.97 355 38.17 40.01-45.00 7 659,250.00 0.22 348 40.20 7.608 567 42.64 45.01-50.00 23 2,991,850.33 1.02 348 40.90 7.710 585 48.43 50.01-55.00 17 2,350,345.84 0.80 351 38.71 7.406 607 52.57 55.01-60.00 39 5,550,106.29 1.89 355 39.48 7.568 568 58.20 60.01-65.00 56 8,963,520.05 3.06 355 41.02 7.426 565 63.55 65.01-70.00 86 14,424,494.63 4.92 356 39.90 7.586 578 68.52 70.01-75.00 121 18,703,390.21 6.38 356 38.02 7.676 572 74.25 75.01-80.00 394 62,311,745.75 21.27 7.208 600 79.33 80.01 - 85.00 419 81,696,497.01 13.59 353 39.24 7.263 600 84.22 85.01 - 90.00 840 170,332,403.61 28.33 357 39.52 7.204 619 79.61 80.01-85.00 244 33,977,746.59 11.60 356 40.22 7.437 582 84.41 85.01-90.00 478 72,496,691.35 24.74 358 38.49 7.664 607 89.76 90.01-38.87 7.452 616 89.61 90.01 - 95.00 419 68,961,853.74 23.54 358 39.52 7.680 631 94.80 --------------------------------------------------------------------------------------------------------------------------- 408 103,405,811.45 17.2 357 41.21 7.588 640 94.63 95.001 - 100.000 592 34,690,611.40 5.77 354 36.19 10.367 665 99.97 ------------------------ ------------ --------------------- ----------------- ----------- ---------- ------------- ------- --------- TOTAL: 1,901 $ 293,017,913.56 100.00 357 39.30 7.527 606 83.59 --------------------------------------------------------------------------------------------------------------------------- FICO SCORE AT ORIGINATION --------------------------------------------------------------------------------------------------------------------- % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO- MORTGAGE RANGE OF MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV FICO SCORES LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) --------------------------------------------------------------------------------------------------------------------- 500-519 95 $ 15,197,932.14 5.19 359 43.66 8.460 509 74.24 520-539 172 20,000,000.00 0.00 358 41.57 8.161 530 77.55 540-559 174 20,000,000.00 0.00 357 39.68 7.926 550 79.27 560-579 181 20,000,000.00 0.00 357 40.03 7.655 569 81.22 580-599 245 30,000,000.00 00.00 357 39.89 7.671 589 85.92 600-619 290 40,000,000.00 00.00 3,482 601,288,350.63 100 355 39.36 7.403 609 86.78 620-639 250 30,000,000.00 00.00 358 38.91 7.227 629 85.74 640-659 201 30,000,000.00 00.00 357 37.25 7.240 650 86.17 660-679 124 10,000,000.00 0.00 359 38.39 7.106 669 84.72 680-699 84 13,483,291.72 4.60 355 37.46 7.084 688 87.61 700-719 42 6,283,095.34 2.14 354 35.26 7.045 710 84.29 720-739 25 4,327,385.91 1.48 357 38.05 6.718 729 81.26 740-759 13 2,330,244.00 0.80 351 37.01 7.003 745 87.14 760-779 4 742,300.00 0.25 360 27.92 6.825 765 79.98 780-799 1 394,250.00 0.13 360 22.00 6.650 781 95.00 --------------------------------------------------------------------------------------------------------------------- TOTAL: 1,901 $ 293,017,913.56 100.00 357 39.30 7.527 606 83.59 --------------------------------------------------------------------------------------------------------------------- DEBT-TO-INCOME RATIO --------------------------------------------------------------------------------------------------------------------- % OF PRINCIPAL PRINCIPAL REMAINING RANGE OF NUMBER OF BALANCE BALANCE TERM TO DEBT-TO- MORTGAGE DEBT-TO-INCOME MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV RATIOS (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) --------------------------------------------------------------------------------------------------------------------- <=20.00 87 $ 11,020,126.64 3.76 357 14.53 7.710 625 84.46 20.01-25.00 97 12,782,292.91 4.36 352 23.30 7.514 625 82.70 25.01-30.00 198 27,722,612.22 9.46 357 28.28 7.489 618 83.93 30.01-35.00 236 34,045,605.34 11.62 357 33.06 7.399 609 83.16 35.01-40.00 334 51,944,123.87 17.73 357 38.15 7.574 610 82.75 40.01-45.00 437 69,757,539.87 23.81 359 43.02 7.470 609 84.45 45.01-50.00 463 77,496,239.24 26.45 358 48.10 7.560 596 85.15 50.01-55.00 49 8,249,373.46 2.82 350 53.04 7.822 550 67.93 --------------------------------------------------------------------------------------------------------------------- TOTAL: 1,901 $293,017,913.56 100.00 357 39.30 7.527 606 83.59 ---------------------------------------------------------------------------------------------------------------------39.21 7.577 612 84.15 ------------------------ ------------ --------------------- ----------------- ----------- ---------- ------------- ------- ---------

Original. LOAN-TO-VALUE RATIOS --------------------------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL REMAINING DEBT RANGE OF BALANCE % OF PRINCIPAL PRINCIPAL REMAINING RANGE OF TERM TO -TO- MORTGAGE ORIGINAL LOAN-TO- NUMBER OF BALANCE BALANCE TERM TO DEBT-TO- MORTGAGE LOAN-TO-VALUE RATIOS MORTGAGE AS OF THE BALANCE AS OF THE MATURITY INCOME RATES OLTV VALUE RATIOS (%) MORTGAGE LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) --------------------------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------------------------------------ <= 25.000 1 $ 385,593.15 0.10 359 48.00 5.700 630 20.86 25.001 - 30.000 1 499,476.97 0.13 359 48.00 5.750 696 26.65 30.001 - 35.000 2 619,328.48 0.16 359 14.68 5.581 690 32.56 35.001 - 40.000 2 494,152.48 0.13 359 27.10 5.923 687 39.68 40.001 - 45.000 3 1,229,842.70 0.32 359 38.12 6.310 635 43.43 45.001 - 50.000 11 4,151,020.18 1.08 359 45.36 6.834 598 47.52 50.001 - 55.000 13 5,006,178.62 1.30 358 41.37 6.930 641 53.13 55.001 - 60.000 13 4,870,610.03 1.27 336 41.85 6.988 606 58.24 60.001 - 65.000 41 15,523,686.25 4.04 353 37.66 6.790 628 62.72 65.001 - 70.000 63 25,646,784.28 6.68 357 36.75 6.537 623 68.36 70.001 - 75.000 125 47,307,139.46 12.32 356 40.49 6.892 611 73.14 75.001 - 80.000 159 62,903,803.52 16.38 357 41.25 6.647 628 78.60 80.001 - 85.000 197 79,532,917.62 20.72 356 39.35 6.886 622 83.61 85.001 - 90.000 317 131,963,535.56 34.37 355 39.90 6.685 646 88.96 90.001 - 95.000 10 3,798,771.36 0.99 358 44.66 6.489 667 94.18 =25.00 2 $ 180,000.00 0.06 360 30.00 6.697 591 24.93 25.01-30.00 3 288,500.00 0.10 360 37.92 7.602 584 26.61 30.01-35.00 4 399,491.92 0.14 315 36.78 7.150 606 32.80 35.01-40.00 8 758,926.86 0.26 344 34.70 7.047 565 38.17 40.01-45.00 7 659,250.00 0.22 348 40.20 7.608 567 42.64 45.01-50.00 23 2,991,850.33 1.02 348 40.90 7.710 585 48.43 50.01-55.00 17 2,350,345.84 0.80 351 38.71 7.406 607 52.57 55.01-60.00 39 5,550,106.29 1.89 355 39.48 7.568 568 58.20 60.01-65.00 56 8,963,520.05 3.06 355 41.02 7.426 565 63.55 65.01-70.00 86 14,424,494.63 4.92 356 39.90 7.586 578 68.52 70.01-75.00 121 18,703,390.21 6.38 356 38.02 7.676 572 74.25 75.01-80.00 394 62,311,745.75 21.27 357 39.52 7.204 619 79.61 80.01-85.00 244 33,977,746.59 11.60 356 40.22 7.437 582 84.41 85.01-90.00 478 72,496,691.35 24.74 358 38.49 7.664 607 89.76 90.01-95.00 419 68,961,853.74 23.54 358 39.52 7.680 631 94.80 --------------------------------------------------------------------------------------------------------------------------- =================================================================================================================================== TOTAL: 1,901 958 $ 293,017,913.56 383,932,840.66 100.00 357 39.30 7.527 606 83.59 --------------------------------------------------------------------------------------------------------------------------- 356 39.89 6.741 631 80.07 ------------------------------------------------------------------------------------------------------------------------------------ FICO SCORE AT ORIGINATION --------------------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL REMAINING DEBT BALANCE % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO- -TO- MORTGAGE RANGE OF MORTGAGE NUMBER OF AS OF THE BALANCE AS OF THE MATURITY INCOME RATES OLTV FICO SCORES MORTGAGE LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) --------------------------------------------------------------------------------------------------------------------- 500------------------------------------------------------------------------------------------------------------------------------------- 500 - 519 95 26 $ 15,197,932.14 5.19 7,043,714.34 1.83% 351 46.36 8.511 507 67.99 520 - 539 58 18,560,727.38 4.83 356 43.33 8.435 529 76.26 540 - 559 63 23,456,777.38 6.11 358 38.74 7.652 552 78.51 560 - 579 78 31,415,237.79 8.18 358 40.97 7.361 570 79.77 580 - 599 91 37,574,438.74 9.79 358 41.72 7.047 589 79.34 600 - 619 98 40,731,423.04 10.61 357 37.21 6.899 610 80.55 620 - 639 117 48,153,113.55 12.54 356 39.34 6.538 629 81.52 640 - 659 136 54,373,937.12 14.16 358 40.40 6.469 650 81.97 660 - 679 111 46,900,916.78 12.22 352 39.56 6.196 669 80.99 680 - 699 72 31,389,666.36 8.18 354 39.79 6.061 689 79.93 700 - 719 45 18,616,196.08 4.85 353 39.38 6.030 709 80.04 720 - 739 29 12,704,342.02 3.31 359 43.66 8.460 509 74.24 520-539 172 20,000,000.00 0.00 358 41.57 8.161 530 77.55 540-559 174 20,000,000.00 0.00 357 39.68 7.926 550 79.27 560-579 181 20,000,000.00 0.00 357 40.03 7.655 569 81.22 580-599 245 30,000,000.00 00.00 357 39.89 7.671 589 85.92 600-619 290 40,000,000.00 00.00 355 39.36 7.403 609 86.78 620-639 250 30,000,000.00 00.00 358 38.91 7.227 629 85.74 640-659 201 30,000,000.00 00.00 357 37.25 7.240 650 86.17 660-679 124 10,000,000.00 0.00 37.60 5.902 727 81.00 740 - 759 22 8,705,501.46 2.27 351 39.78 6.232 749 80.05 760 - 779 7 2,597,318.55 0.68 330 30.10 5.940 767 80.41 780 - 799 4 1,244,907.48 0.32 359 38.39 7.106 669 84.72 680-699 84 13,483,291.72 4.60 355 37.46 7.084 688 87.61 700-719 42 6,283,095.34 2.14 354 35.26 7.045 710 84.29 720-739 25 4,327,385.91 1.48 357 38.05 6.718 729 81.26 740-759 13 2,330,244.00 0.80 351 37.01 7.003 745 87.14 760-779 4 742,300.00 0.25 360 27.92 6.825 765 79.98 780-799 45.18 5.984 784 68.61 800 - 819 1 394,250.00 0.13 360 22.00 6.650 781 95.00 --------------------------------------------------------------------------------------------------------------------- 464,622.59 0.12 359 36.00 7.050 805 78.15 ==================================================================================================================================== TOTAL: 1,901 958 $ 293,017,913.56 100.00 357 39.30 7.527 606 83.59 --------------------------------------------------------------------------------------------------------------------- 383,932,840.66 100.00% 356 39.89 6.741 631 80.07 ------------------------------------------------------------------------------------------------------------------------------------ DEBT-TO-INCOME RATIO --------------------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------------------------------------ PRINCIPAL REMAINING DEBT RANGE OF BALANCE % OF PRINCIPAL PRINCIPAL REMAINING RANGE OF NUMBER OF BALANCE BALANCE TERM TO DEBT-TO- -TO- MORTGAGE DEBT-TO-INCOME MORTGAGE NUMBER OF AS OF THE BALANCE AS OF THE MATURITY INCOME RATES OLTV RATIOS (%) MORTGAGE LOANS THE CUT-OFF DATE THE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) --------------------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------------------------------------ <= 20.000 61 $ 25,840,966.03 6.73% 355 14.82 6.675 637 79.63 20.001 - 25.000 37 14,947,105.88 3.89 343 23.01 6.626 637 80.02 25.001 - 30.000 65 25,328,970.35 6.60 358 28.39 6.648 641 79.37 30.001 - 35.000 103 41,225,058.85 10.74 358 32.73 6.591 631 78.72 35.001 - 40.000 141 56,827,077.51 14.80 357 38.04 6.784 628 81.43 40.001 - 45.000 180 70,634,936.42 18.40 354 43.08 6.655 636 80.33 45.001 - 50.000 303 122,129,442.16 31.81 357 48.14 6.718 633 80.32 50.001 - 55.000 68 26,999,283.46 7.03 355 53.15 7.422 591 78.49 =20.00 87 $ 11,020,126.64 3.76 357 14.53 7.710 625 84.46 20.01-25.00 97 12,782,292.91 4.36 352 23.30 7.514 625 82.70 25.01-30.00 198 27,722,612.22 9.46 357 28.28 7.489 618 83.93 30.01-35.00 236 34,045,605.34 11.62 357 33.06 7.399 609 83.16 35.01-40.00 334 51,944,123.87 17.73 357 38.15 7.574 610 82.75 40.01-45.00 437 69,757,539.87 23.81 359 43.02 7.470 609 84.45 45.01-50.00 463 77,496,239.24 26.45 358 48.10 7.560 596 85.15 50.01-55.00 49 8,249,373.46 2.82 350 53.04 7.822 550 67.93 --------------------------------------------------------------------------------------------------------------------- =================================================================================================================================== TOTAL: 1,901 $293,017,913.56 100.00 357 39.30 7.527 606 83.59 ---------------------------------------------------------------------------------------------------------------------958 $ 383,932,840.66 100.00% 356 39.89 6.741 631 80.07 ------------------------------------------------------------------------------------------------------------------------------------

Original. LOAN-TO-VALUE RATIOS --------------------------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------------------------------ % OF RANGE OF PRINCIPAL PRINCIPAL REMAINING RANGE OF ORIGINAL NUMBER OF BALANCE BALANCE TERM TO DEBT-TO- TO MORTGAGE LOAN-TO-VALUE RATIOS MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV RATIOS (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) --------------------------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------------------------------ <= 25.00 35 $ 3,566,444.99 0.24 333 36.96 7.654 626 20.47 25.01 - 30.00 30 3,264,023.32 0.22 311 37.51 7.167 658 27.35 30.01 - 35.00 34 5,595,339.81 0.37 345 41.65 6.906 638 32.85 35.01 - 40.00 80 10,124,659.52 0.67 325 36.53 7.014 649 37.92 40.01 - 45.00 98 14,940,301.93 1.00 343 39.09 6.861 665 42.82 45.01 - 50.00 165 26,417,491.26 1.76 341 38.82 7.260 624 47.67 50.01 - 55.00 199 31,645,124.82 2.11 346 36.71 7.137 635 52.68 55.01 - 60.00 388 59,736,499.40 3.98 347 38.20 7.625 599 58.25 60.01 - 65.00 432 68,597,676.60 4.57 346 40.33 7.321 616 63.12 65.01 - 70.00 596 110,700,819.39 7.38 351 39.81 7.247 617 67.89 70.01 - 75.00 1,343 221,076,375.32 14.74 353 40.61 7.777 587 73.70 75.01 - 80.00 1,349 244,797,939.03 16.32 348 39.43 6.965 639 78.62 80.01 - 85.00 1,265 248,815,277.68 16.59 355 40.62 7.500 615 83.69 85.01 - 90.00 2,239 431,286,325.35 28.75 354 40.76 7.263 637 89.13 90.01 - 95.00 116 19,435,896.97 1.30 349 39.87 7.078 682 93.22 =25.00 2 $ 180,000.00 0.06 360 30.00 6.697 591 24.93 25.01-30.00 3 288,500.00 0.10 360 37.92 7.602 584 26.61 30.01-35.00 4 399,491.92 0.14 315 36.78 7.150 606 32.80 35.01-40.00 8 758,926.86 0.26 344 34.70 7.047 565 38.17 40.01-45.00 7 659,250.00 0.22 348 40.20 7.608 567 42.64 45.01-50.00 23 2,991,850.33 1.02 348 40.90 7.710 585 48.43 50.01-55.00 17 2,350,345.84 0.80 351 38.71 7.406 607 52.57 55.01-60.00 39 5,550,106.29 1.89 355 39.48 7.568 568 58.20 60.01-65.00 56 8,963,520.05 3.06 355 41.02 7.426 565 63.55 65.01-70.00 86 14,424,494.63 4.92 356 39.90 7.586 578 68.52 70.01-75.00 121 18,703,390.21 6.38 356 38.02 7.676 572 74.25 75.01-80.00 394 62,311,745.75 21.27 357 39.52 7.204 619 79.61 80.01-85.00 244 33,977,746.59 11.60 356 40.22 7.437 582 84.41 85.01-90.00 478 72,496,691.35 24.74 358 38.49 7.664 607 89.76 90.01-95.00 419 68,961,853.74 23.54 358 39.52 7.680 631 94.80 --------------------------------------------------------------------------------------------------------------------------- ============================================================================================================================= TOTAL: 1,901 $ 293,017,913.56 8,369 $1,500,000,195.39 100.00 357 39.30 7.527 606 83.59 --------------------------------------------------------------------------------------------------------------------------- 351 40.12 7.334 623 77.49 ------------------------------------------------------------------------------------------------------------------------------ FICO SCORE AT ORIGINATION --------------------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------------------------------------ % OF PRINCIPAL PRINCIPAL REMAINING NUMBER OF BALANCE BALANCE TERM TO DEBT-TO- TO MORTGAGE RANGE OF MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV FICO SCORES LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) --------------------------------------------------------------------------------------------------------------------- 500------------------------------------------------------------------------------------------------------------------------------- 500 - 519 95 581 $ 15,197,932.14 5.19 359 43.66 8.460 78,400,337.10 5.23 354 43.22 8.859 509 74.24 520-67.77 520 - 539 172 20,000,000.00 0.00 887 131,129,977.98 8.74 356 42.17 8.714 529 72.06 540 - 559 820 132,840,361.67 8.86 356 40.99 8.169 551 76.10 560 - 579 892 149,935,948.11 10.00 355 40.15 7.911 569 78.95 580 - 599 677 118,375,152.42 7.89 354 40.37 7.719 589 78.45 600 - 619 843 161,101,603.35 10.74 356 41.00 7.311 610 79.61 620 - 639 766 145,140,237.75 9.68 356 39.85 7.149 629 81.66 640 - 659 672 134,391,036.23 8.96 355 39.80 6.874 648 82.89 660 - 679 506 100,933,536.74 6.73 350 39.98 6.627 669 80.96 680 - 699 484 102,318,976.52 6.82 345 39.21 6.466 690 78.67 700 - 719 358 41.57 8.161 530 77.55 540-559 174 20,000,000.00 0.00 357 39.68 7.926 550 79.27 560-579 181 20,000,000.00 0.00 357 40.03 7.655 569 81.22 580-599 245 30,000,000.00 00.00 357 39.89 7.671 589 85.92 600-619 290 40,000,000.00 00.00 355 39.36 7.403 609 86.78 620-639 250 30,000,000.00 00.00 358 38.91 7.227 629 85.74 640-659 201 30,000,000.00 00.00 357 37.25 7.240 650 86.17 660-679 124 10,000,000.00 0.00 359 38.39 7.106 669 84.72 680-699 84 13,483,291.72 4.60 355 37.46 7.084 688 87.61 700-719 42 6,283,095.34 2.14 354 35.26 7.045 710 84.29 720-71,420,239.77 4.76 339 39.75 6.391 708 77.71 720 - 739 25 4,327,385.91 1.48 357 38.05 6.718 729 81.26 740-223 46,455,665.20 3.10 340 38.89 6.199 730 75.64 740 - 759 13 2,330,244.00 0.80 351 37.01 7.003 745 87.14 760-263 57,388,668.90 3.83 343 36.72 5.986 749 73.22 760 - 779 4 742,300.00 0.25 360 27.92 6.825 765 79.98 780-228 39,734,877.16 2.65 329 36.08 6.036 769 72.09 780 - 799 1 394,250.00 0.13 360 22.00 6.650 781 95.00 --------------------------------------------------------------------------------------------------------------------- 146 26,594,248.66 1.77 333 34.29 5.965 789 69.40 800 - 819 23 3,839,327.83 0.26 317 34.20 5.874 805 59.65 ============================================================================================================================== TOTAL: 1,901 $ 293,017,913.56 8,369 $1,500,000,195.39 100.00 357 39.30 7.527 606 83.59 --------------------------------------------------------------------------------------------------------------------- DEBT-TO-INCOME RATIO --------------------------------------------------------------------------------------------------------------------- % OF PRINCIPAL PRINCIPAL REMAINING RANGE OF NUMBER OF BALANCE BALANCE TERM TO DEBT-TO- MORTGAGE DEBT-TO-INCOME MORTGAGE AS OF THE AS OF THE MATURITY INCOME RATES OLTV RATIOS (%) LOANS CUT-OFF DATE CUT-OFF DATE (MONTHS) (%) (%) FICO (%) --------------------------------------------------------------------------------------------------------------------- <=20.00 87 $ 11,020,126.64 3.76 357 14.53 7.710 625 84.46 20.01-25.00 97 12,782,292.91 4.36 352 23.30 7.514 625 82.70 25.01-30.00 198 27,722,612.22 9.46 357 28.28 7.489 618 83.93 30.01-35.00 236 34,045,605.34 11.62 357 33.06 7.399 609 83.16 35.01-40.00 334 51,944,123.87 17.73 357 38.15 7.574 610 82.75 40.01-45.00 437 69,757,539.87 23.81 359 43.02 7.470 609 84.45 45.01-50.00 463 77,496,239.24 26.45 358 48.10 7.560 596 85.15 50.01-55.00 49 8,249,373.46 2.82 350 53.04 7.822 550 67.93 --------------------------------------------------------------------------------------------------------------------- TOTAL: 1,901 $293,017,913.56 100.00 357 39.30 7.527 606 83.59 ---------------------------------------------------------------------------------------------------------------------351 40.12 7.334 623 77.49 ------------------------------------------------------------------------------------------------------------------------------