Exhibit 99.12
----------------------------------------------------------------------------------------------------------------
FICO Balance % of Total Deal Avg LTV Max LTV % Full Doc % Owner Occ % IO
----------------------------------------------------------------------------------------------------------------
< 520 $4,605,511 1.39% 66.00% 90.00% 84.29% 79.97% 0.00%
----------------------------------------------------------------------------------------------------------------
520-539 $17,022,896 5.13% 71.20% 95.00% 88.88% 87.91% 0.00%
----------------------------------------------------------------------------------------------------------------
540-559 $28,014,204 8.44% 73.20% 100.00% 80.30% 80.42% 2.49%
----------------------------------------------------------------------------------------------------------------
560-579 $34,327,861 10.35% 74.80% 100.00% 77.23% 82.16% 10.63%
----------------------------------------------------------------------------------------------------------------
580-599 $46,651,468 14.06% 75.60% 100.00% 75.82% 77.95% 12.09%
----------------------------------------------------------------------------------------------------------------
600-619 $54,915,366 16.55% 76.90% 100.00% 76.97% 77.88% 11.42%
----------------------------------------------------------------------------------------------------------------
620-639 $46,583,754 14.04% 76.50% 100.00% 68.16% 78.85% 12.96%
----------------------------------------------------------------------------------------------------------------
640-659 $41,226,992 12.43% 78.80% 100.00% 58.59% 83.30% 10.22%
----------------------------------------------------------------------------------------------------------------
660-679 $28,204,715 8.50% 79.10% 100.00% 60.70% 81.52% 10.94%
----------------------------------------------------------------------------------------------------------------
680-699 $13,184,666 3.97% 78.50% 100.00% 61.15% 76.00% 6.54%
----------------------------------------------------------------------------------------------------------------
700-719 $5,642,692 1.70% 79.80% 100.00% 68.21% 67.62% 5.88%
----------------------------------------------------------------------------------------------------------------
720-739 $5,632,588 1.70% 81.00% 100.00% 82.47% 68.33% 5.30%
----------------------------------------------------------------------------------------------------------------
740-759 $2,469,918 0.74% 77.10% 100.00% 30.90% 63.14% 13.43%
----------------------------------------------------------------------------------------------------------------
760-779 $1,265,991 0.38% 83.40% 90.00% 41.93% 57.66% 55.04%
----------------------------------------------------------------------------------------------------------------
780-799 $1,904,892 0.57% 81.70% 95.00% 71.41% 60.96% 0.00%
----------------------------------------------------------------------------------------------------------------
800-819 $143,739 0.04% 80.00% 80.00% 92.33% 0.00% 0.00%
----------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------
FICO WAC % Second Lien (Simultaneous or Silent) Def Rate
-----------------------------------------------------------------------------------------
< 520 7.58% 5.43%
-----------------------------------------------------------------------------------------
520-539 7.51% 0.00%
-----------------------------------------------------------------------------------------
540-559 7.45% 0.00%
-----------------------------------------------------------------------------------------
560-579 7.28% 3.89%
-----------------------------------------------------------------------------------------
580-599 7.18% 5.79%
-----------------------------------------------------------------------------------------
600-619 7.01% 15.32%
-----------------------------------------------------------------------------------------
620-639 6.87% 16.20%
-----------------------------------------------------------------------------------------
640-659 6.88% 14.93%
-----------------------------------------------------------------------------------------
660-679 6.73% 11.41%
-----------------------------------------------------------------------------------------
680-699 6.83% 9.60%
-----------------------------------------------------------------------------------------
700-719 6.70% 26.90%
-----------------------------------------------------------------------------------------
720-739 6.47% 20.28%
-----------------------------------------------------------------------------------------
740-759 6.56% 44.80%
-----------------------------------------------------------------------------------------
760-779 6.55% 55.76%
-----------------------------------------------------------------------------------------
780-799 6.31% 0.00%
-----------------------------------------------------------------------------------------
800-819 6.50% 100.00%
-----------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
FICO % of Total Deal Avg LTV Max LTV % Full Doc % Owner Occ WAC Margin % Second Lien (Simultaneous
or Silent)
-----------------------------------------------------------------------------------------------------------------------------------
540-559 2.20% 68.00% 80.00% 100.0% 100.0% 7.11% 0.00%
-----------------------------------------------------------------------------------------------------------------------------------
560-579 11.33% 76.80% 90.00% 100.0% 100.0% 6.67% 0.00%
-----------------------------------------------------------------------------------------------------------------------------------
580-599 17.54% 76.60% 86.96% 90.9% 100.0% 6.66% 11.51%
-----------------------------------------------------------------------------------------------------------------------------------
600-619 19.52% 75.70% 90.00% 94.0% 100.0% 6.59% 13.46%
-----------------------------------------------------------------------------------------------------------------------------------
620-639 18.80% 74.50% 100.00% 81.5% 95.4% 6.79% 30.33%
-----------------------------------------------------------------------------------------------------------------------------------
640-659 13.14% 79.50% 94.41% 69.4% 100.0% 6.76% 11.74%
-----------------------------------------------------------------------------------------------------------------------------------
660-679 9.62% 79.70% 86.52% 93.2% 100.0% 6.45% 11.90%
-----------------------------------------------------------------------------------------------------------------------------------
680-699 2.64% 82.00% 89.74% 79.5% 99.9% 6.50% 29.88%
-----------------------------------------------------------------------------------------------------------------------------------
700-719 1.04% 62.00% 80.00% 99.6% 99.6% 6.40% 95.13%
-----------------------------------------------------------------------------------------------------------------------------------
720-739 0.98% 93.00% 95.00% 100.1% 100.1% 6.49% 0.00%
-----------------------------------------------------------------------------------------------------------------------------------
740-759 0.99% 80.00% 80.00% 0.0% 99.7% 6.93% 0.00%
-----------------------------------------------------------------------------------------------------------------------------------
760-779 2.20% 80.00% 80.00% 60.9% 100.0% 6.35% 100.00%
-----------------------------------------------------------------------------------------------------------------------------------
