HSBC
HASCO 2006-HE2
Aggregate Loans (All Collateral)
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Selection Criteria: Aggregate Loans (All Collateral)
Table of Contents
1. Summary Statistics (as of the Sample Pool Calculation Date)
2. Product Type
3. Range of Gross Mortgage Rates (%)
4. Range of Cut-off Date Principal Balances ($)
5. Range of Original Principal Balances ($)
6. Range of Stated Remaining Terms (months)
7. Stated Original Term (months)
8. Range of Original LTV Ratios (%)
9. Range of Original Combined LTV Ratios (%)
10. Range of Debt Ratio
11. Range of Gross Margins (%)
12. Range of Minimum Mortgage Rates (%)
13. Range of Maximum Mortgage Rates (%)
14. Initial Periodic Cap (%)
15. Subsequent Periodic Cap (%)
16. Next Rate Adjustment Dates
17. Geograghic Distribution of Mortgaged Properties
18. Occupancy
19. Property Type
20. Loan Purpose
21. Documentation Type
22. Range of Credit Scores
23. Prepayment Penalty Term (months)
24. Lien Position
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1. Summary Statistics (as of the Sample Pool Calculation Date)
Aggregate Principal Balance: $1,524,634,578.78
Number of Mortgage Loans: 7,301
Average Principal Balance: $208,825.45
Aggregate Principal Balance (Fixed Rate): $329,996,963.95
Aggregate Principal Balance (Adjustable Rate): $1,194,637,614.83
% Fixed Rate Mortgages: 21.64%
% Adjustable Rate Mortgages: 78.36%
Weighted Average Current Mortgage Rate: 8.224%
Non-zero Weighted Average Credit Score: 633
Weighted Average Original LTV: 80.61%
Weighted Average Original Combined LTV: 89.24%
Non-zero Weighted Average Debt Ratio: 42.19
Weighted Average Stated Remaining Term: 361
Weighted Average Stated Original Term: 363
Weighted Average Months to Roll: 30
Weighted Average Margin: 6.609%
Weighted Average Initial Rate Cap: 2.805%
Weighted Average Periodic Rate Cap: 1.117%
Weighted Average Maximum Rate: 14.646%
Weighted Average Minimum Rate: 8.102%
% Second Lien: 5.66%
% Silent & Simultaneous Seconds: 44.34%
% California Loans: 34.26%
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2. Product Type
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% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Product Type Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
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10 Year Fixed 1 56,254 0 56,254 8.75 16.63 16.63 656 31.24
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15 Year Fixed 40 4,806,324 0.32 120,158 8.267 72.83 74.38 630 39.77
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20 Year Fixed 8 1,220,347 0.08 152,543 7.637 60.02 60.02 678 37.66
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25 Year Fixed 1 284,694 0.02 284,694 7.875 89.62 89.62 666 46.08
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30 Year Fixed 1,488 200,655,482 13.16 134,849 8.639 80.69 83.13 645 40.87
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40 Year Fixed 89 23,083,575 1.51 259,366 7.495 73.31 74.43 653 42.88
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30 Year Fixed 5 Year Interest Only 49 15,034,885 0.99 306,834 6.917 73.82 75.69 669 40.11
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30 Year Fixed 10 Year Interest Only 18 5,141,900 0.34 285,661 7.224 81.19 87.74 651 42.05
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15/30 Year Fixed (Balloon) 503 34,174,792 2.24 67,942 11.118 99.07 99.07 654 42.63
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30/40 Year Fixed (Balloon) 104 25,638,081 1.68 246,520 7.79 78.27 85.32 633 43.73
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30/50 Year Fixed (Balloon) 68 19,900,631 1.31 292,656 7.712 78.57 86.51 638 42.47
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ARM 30 Year 13 2,742,100 0.18 210,931 8.044 82.26 83.65 595 39.04
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2/28 ARM 1,912 350,596,642 23 183,366 8.645 80.86 87.61 608 41.41
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2/38 ARM - 40 Year 269 71,344,761 4.68 265,222 8.517 78.79 82.87 590 42.59
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2/28 ARM 5 Year Interest Only 650 176,558,661 11.58 271,629 7.822 81.2 91.6 646 41.66
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2/28 ARM 10 Year Interest Only 17 4,722,992 0.31 277,823 7.442 78.51 95.51 676 38.71
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3/27 ARM 56 11,412,314 0.75 203,791 8.482 81.23 86.83 634 41.93
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3/37 ARM - 40 Year 1 160,677 0.01 160,677 7 59.12 59.12 543 37.36
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3/27 ARM 5 Year Interest Only 35 10,173,523 0.67 290,672 7.903 79.52 86.32 647 42.88
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3/27 ARM 10 Year Interest Only 4 1,383,500 0.09 345,875 6.906 83.52 94.97 720 32.7
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5/25 ARM 28 6,591,045 0.43 235,394 7.819 76.44 83.02 671 39.11
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5/35 ARM - 40 Year 10 3,825,081 0.25 382,508 7.878 81.87 81.87 620 39.63
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5/25 ARM 5 Year Interest Only 25 8,493,400 0.56 339,736 7.289 82.17 92.66 666 39.8
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5/25 ARM 10 Year Interest Only 10 3,648,600 0.24 364,860 7.106 81.19 92.66 682 34.14
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10/20 ARM 32 9,040,733 0.59 282,523 7.188 79.38 88.93 711 41.04
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10/20 ARM 5 Year Interest Only 3 1,130,585 0.07 376,862 6.783 80 100 681 42.72
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10/20 ARM 10 Year Interest Only 114 44,701,456 2.93 392,118 6.618 76.34 83.87 723 38.15
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10/1 ARM 10 Year Interest Only 2 598,400 0.04 299,200 7.067 80 100 755 35.5
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30/40 Year ARM 2/28 (Balloon) 1,047 272,740,311 17.89 260,497 8.157 80.53 94.44 627 43.66
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30/40 Year ARM 3/27 (Balloon) 37 11,227,213 0.74 303,438 7.927 78.54 90.43 637 42.38
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30/40 Year ARM 5/25 (Balloon) 19 4,942,713 0.32 260,143 7.293 79.15 93.9 694 42.23
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30/40 Year ARM 10/20 (Balloon) 42 13,979,814 0.92 332,853 7.274 79.76 92.15 719 45.87
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30/50 Year ARM 2/28 (Balloon) 543 163,401,449 10.72 300,923 7.905 80.82 95.6 628 44.82
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30/50 Year ARM 3/27 (Balloon) 15 5,310,457 0.35 354,030 7.973 82.11 91.62 627 42.13
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30/50 Year ARM 5/25 (Balloon) 18 7,006,226 0.46 389,235 7.311 80.27 93.81 680 40.72
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30/50 Year ARM 10/20 (Balloon) 30 8,904,964 0.58 296,832 7.071 77.24 92.37 715 43.5
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Total: 7,301 1,524,634,579 100 208,825 8.224 80.61 89.24 633 42.19
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3. Range of Gross Mortgage Rates (%)
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% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Gross Mortgage Rates (%) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
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5.000 - 5.499 1 377,520 0.02 377,520 5.125 58.15 58.15 617 49.95
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5.500 - 5.999 35 13,265,753 0.87 379,022 5.786 72.56 76.09 723 37.22
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6.000 - 6.499 181 65,737,169 4.31 363,189 6.275 73.98 79.44 690 40.43
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6.500 - 6.999 540 168,461,483 11.05 311,966 6.779 76.88 86.55 670 41.69
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7.000 - 7.499 683 184,358,974 12.09 269,925 7.266 78.85 89.78 647 42.75
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7.500 - 7.999 1,312 334,103,664 21.91 254,652 7.762 79.31 90.06 637 42.58
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8.000 - 8.499 907 201,635,093 13.23 222,310 8.26 79.3 89.57 625 42.42
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8.500 - 8.999 1,084 229,722,107 15.07 211,921 8.739 80.89 90.27 616 41.98
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9.000 - 9.499 567 103,378,989 6.78 182,326 9.241 82.15 88.78 596 42.89
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9.500 - 9.999 587 98,427,197 6.46 167,678 9.739 84.15 88.98 594 41.82
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10.000 - 10.499 207 27,518,546 1.8 132,940 10.235 87.25 89.67 597 42.26
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10.500 - 10.999 465 43,314,898 2.84 93,150 10.762 93.38 94.21 625 41.36
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11.000 - 11.499 313 27,091,430 1.78 86,554 11.225 96.05 96.91 633 43.34
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11.500 - 11.999 129 9,591,736 0.63 74,355 11.767 97 97 631 41.53
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12.000 - 12.499 136 8,055,527 0.53 59,232 12.226 97.96 98.11 626 42.55
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12.500 - 12.999 149 9,053,722 0.59 60,763 12.704 99.48 99.48 634 43.19
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13.000 - 13.499 2 130,354 0.01 65,177 13.295 95.59 95.59 577 28.71
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13.500 - 13.999 1 28,788 0 28,788 13.5 100 100 602 36.89
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14.500 greater than or equal to 2 381,630 0.03 190,815 14.649 98.05 98.05 656 32.79
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Total: 7,301 1,524,634,579 100 208,825 8.224 80.61 89.24 633 42.19
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Weighted Average Gross Mortgage Rate (%): 8.224
Minimum Gross Mortgage Rate (%): 5.125
Maximum Gross Mortgage Rate (%): 14.750
Standard Deviation Gross Mortgage Rate (%): 1.527
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4. Range of Cut-off Date Principal Balances ($)
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% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Cut-off Date Principal Balances ($) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
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0.01 - 50,000.00 449 16,967,478 1.11 37,789 11.174 97.99 97.99 643 41.01
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50,000.01 - 100,000.00 1,357 102,211,662 6.7 75,322 10.004 88 92.72 630 40.19
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100,000.01 - 150,000.00 1,270 158,903,695 10.42 125,121 8.829 81.88 90.06 622 40.8
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150,000.01 - 200,000.00 1,131 198,612,978 13.03 175,608 8.293 79.05 87.91 623 41.69
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200,000.01 - 250,000.00 851 190,801,301 12.51 224,208 8.178 79.39 87.91 620 42.31
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250,000.01 - 300,000.00 655 180,312,451 11.83 275,286 8.008 79.33 88.19 634 42.9
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300,000.01 - 350,000.00 495 160,408,851 10.52 324,058 7.791 79.74 89.66 635 43
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350,000.01 - 400,000.00 364 136,366,684 8.94 374,634 7.822 79.86 90.73 641 43.31
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400,000.01 - 450,000.00 214 91,369,955 5.99 426,962 7.821 79.76 89.5 640 43.46
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450,000.01 - 500,000.00 192 91,224,767 5.98 475,129 7.752 79.84 89.57 645 42.58
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500,000.01 - 550,000.00 116 61,090,987 4.01 526,646 7.93 81.14 90.69 647 43.96
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550,000.01 - 600,000.00 83 47,635,480 3.12 573,921 7.613 80.89 89.14 655 42.28
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600,000.01 - 650,000.00 39 24,301,169 1.59 623,107 7.985 80.49 89.21 646 42.36
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650,000.01 - 700,000.00 35 23,866,463 1.57 681,899 7.851 79.28 87.21 651 40.96
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700,000.01 - 750,000.00 18 13,072,203 0.86 726,233 7.418 79.38 83.01 665 38.28
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750,000.01 - 800,000.00 14 10,878,240 0.71 777,017 8.081 80.83 87.91 640 42.18
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800,000.01 - 850,000.00 9 7,504,811 0.49 833,868 7.605 73.72 75.26 638 40.08
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850,000.01 - 900,000.00 1 859,000 0.06 859,000 6.5 71.58 71.58 677 31.51
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900,000.01 - 950,000.00 5 4,644,436 0.3 928,887 7.012 78.93 82.17 672 34.93
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1,000,000.01 greater than or equal to 3 3,601,969 0.24 1,200,656 7.132 75.74 78.78 698 37.82
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Total: 7,301 1,524,634,579 100 208,825 8.224 80.61 89.24 633 42.19
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Average Cut-off Date Principal Balance ($): 208,825.45
Minimum Cut-off Date Principal Balance ($): 24,978.34
Maximum Cut-off Date Principal Balance ($): 1,498,645.98
Standard Deviation Cut-off Date Principal Balance ($): 142,714.98
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5. Range of Original Principal Balances ($)
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% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Original Principal Balances ($) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
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0.01 - 50,000.00 449 16,967,478 1.11 37,789 11.174 97.99 97.99 643 41.01
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50,000.01 - 100,000.00 1,356 102,112,180 6.7 75,304 10.003 87.99 92.71 630 40.21
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100,000.01 - 150,000.00 1,269 158,703,518 10.41 125,062 8.831 81.88 90.05 622 40.78
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150,000.01 - 200,000.00 1,131 198,512,842 13.02 175,520 8.294 79.08 87.96 623 41.69
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200,000.01 - 250,000.00 852 190,951,153 12.52 224,121 8.179 79.38 87.89 620 42.31
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250,000.01 - 300,000.00 656 180,562,394 11.84 275,248 8.007 79.33 88.17 634 42.9
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300,000.01 - 350,000.00 495 160,408,851 10.52 324,058 7.791 79.74 89.66 635 43
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350,000.01 - 400,000.00 364 136,366,684 8.94 374,634 7.822 79.86 90.73 641 43.31
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400,000.01 - 450,000.00 213 90,920,073 5.96 426,855 7.829 79.76 89.45 640 43.45
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450,000.01 - 500,000.00 193 91,674,648 6.01 474,998 7.744 79.84 89.62 645 42.59
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500,000.01 - 550,000.00 115 60,541,845 3.97 526,451 7.944 81.15 90.79 646 44.04
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550,000.01 - 600,000.00 84 48,184,621 3.16 573,626 7.599 80.88 89.04 656 42.2
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600,000.01 - 650,000.00 39 24,301,169 1.59 623,107 7.985 80.49 89.21 646 42.36
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650,000.01 - 700,000.00 35 23,866,463 1.57 681,899 7.851 79.28 87.21 651 40.96
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700,000.01 - 750,000.00 18 13,072,203 0.86 726,233 7.418 79.38 83.01 665 38.28
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750,000.01 - 800,000.00 14 10,878,240 0.71 777,017 8.081 80.83 87.91 640 42.18
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800,000.01 - 850,000.00 9 7,504,811 0.49 833,868 7.605 73.72 75.26 638 40.08
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850,000.01 - 900,000.00 1 859,000 0.06 859,000 6.5 71.58 71.58 677 31.51
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900,000.01 - 950,000.00 5 4,644,436 0.3 928,887 7.012 78.93 82.17 672 34.93
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1,000,000.01 greater than or equal to 3 3,601,969 0.24 1,200,656 7.132 75.74 78.78 698 37.82
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Total: 7,301 1,524,634,579 100 208,825 8.224 80.61 89.24 633 42.19
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Average Orig Balance ($): 208,991.02
Minimum Orig Balance ($): 25,000.00
Maximum Orig Balance ($): 1,500,000.00
Standard Deviation Orig Balance ($): 142,811.55
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6. Range of Stated Remaining Terms (months)
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% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Stated Remaining Terms (months) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
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111 - 120 1 56,254 0 56,254 8.75 16.63 16.63 656 31.24
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161 - 170 1 40,618 0 40,618 9.75 100 100 642 47.11
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171 - 180 542 38,940,497 2.55 71,846 10.767 95.83 96.02 651 42.27
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231 - 240 8 1,220,347 0.08 152,543 7.637 60.02 60.02 678 37.66
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291 - 300 1 284,694 0.02 284,694 7.875 89.62 89.62 666 46.08
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341 - 350 6 1,089,807 0.07 181,634 7.15 82.24 93.43 606 46.25
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351 - 360 6,373 1,384,588,269 90.81 217,258 8.152 80.41 89.67 635 42.16
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361 greater than or equal to 369 98,414,093 6.45 266,705 8.25 77.59 80.81 606 42.53
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Total: 7,301 1,524,634,579 100 208,825 8.224 80.61 89.24 633 42.19
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Weighted Average Remaining Term: 361
Minimum Remaining Term: 119
Maximum Remaining Term: 479
Standard Deviation Remaining Term: 56
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7. Stated Original Term (months)
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% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Stated Original Term (months) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
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120 1 56,254 0 56,254 8.75 16.63 16.63 656 31.24
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180 543 38,981,115 2.56 71,788 10.766 95.83 96.02 651 42.28
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240 8 1,220,347 0.08 152,543 7.637 60.02 60.02 678 37.66
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300 1 284,694 0.02 284,694 7.875 89.62 89.62 666 46.08
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360 6,379 1,385,678,075 90.89 217,225 8.152 80.42 89.67 635 42.17
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480 369 98,414,093 6.45 266,705 8.25 77.59 80.81 606 42.53
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Total: 7,301 1,524,634,579 100 208,825 8.224 80.61 89.24 633 42.19
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Weighted Average Original Term: 363
Minimum Original Term: 120
Maximum Original Term: 480
Standard Deviation Original Term: 56
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8. Range of Original LTV Ratios (%)
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% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Original LTV Ratios (%) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
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less than or equal to 30.00 24 2,738,663 0.18 114,111 8.252 24.1 26.07 600 34.94
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30.01 - 35.00 15 2,183,117 0.14 145,541 7.556 33.1 34.65 633 36.01
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35.01 - 40.00 22 4,106,114 0.27 186,642 7.079 37.27 37.27 659 41.36
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40.01 - 45.00 33 6,354,161 0.42 192,550 7.754 42.93 42.93 612 36.41
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45.01 - 50.00 49 10,126,126 0.66 206,656 7.693 48.04 48.04 629 40.35
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50.01 - 55.00 56 12,159,927 0.8 217,142 7.316 53.04 53.5 633 39.85
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55.01 - 60.00 104 23,294,176 1.53 223,982 7.492 58 58.49 619 40.34
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60.01 - 65.00 138 30,871,834 2.02 223,709 7.562 63 63 612 40.73
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65.01 - 70.00 266 65,613,501 4.3 246,667 7.858 68.56 68.81 612 40.9
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70.01 - 75.00 362 87,699,365 5.75 242,263 7.955 73.77 74.85 605 41.1
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75.01 - 80.00 3,500 846,094,097 55.49 241,741 7.945 79.83 95.17 642 42.79
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80.01 - 85.00 561 136,037,679 8.92 242,491 8.202 84.2 84.3 613 41.11
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85.01 - 90.00 613 137,947,779 9.05 225,037 8.594 89.61 89.74 625 42.17
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90.01 - 95.00 318 68,370,459 4.48 215,001 8.989 94.8 94.91 617 42.19
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95.01 - 100.00 1,240 91,037,580 5.97 73,417 10.939 99.98 99.98 660 42.56
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Total: 7,301 1,524,634,579 100 208,825 8.224 80.61 89.24 633 42.19
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Weighted Average Original LTV (%): 80.61
Minimum Original LTV (%): 5.53
Maximum Original LTV (%): 100.00
Standard Deviation Original LTV (%): 11.75
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9. Range of Original Combined LTV Ratios (%)
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% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Original Combined LTV Ratios (%) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
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less than or equal to 30.00 23 2,655,071 0.17 115,438 8.238 23.92 23.92 599 34.67
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30.01 - 35.00 13 1,847,360 0.12 142,105 7.637 33.21 33.21 637 35.02
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35.01 - 40.00 23 4,354,476 0.29 189,325 7.052 37.04 37.36 657 41.46
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40.01 - 45.00 33 6,354,161 0.42 192,550 7.754 42.93 42.93 612 36.41
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45.01 - 50.00 49 10,126,126 0.66 206,656 7.693 48.04 48.04 629 40.35
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50.01 - 55.00 55 11,762,496 0.77 213,864 7.331 52.86 53.03 633 39.7
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55.01 - 60.00 104 22,580,323 1.48 217,118 7.455 57.98 58.01 619 40.3
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60.01 - 65.00 138 30,871,834 2.02 223,709 7.562 63 63 612 40.73
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65.01 - 70.00 265 65,265,732 4.28 246,286 7.862 68.47 68.54 611 40.97
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70.01 - 75.00 342 84,564,949 5.55 247,266 7.964 73.56 73.69 604 40.92
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75.01 - 80.00 736 181,598,736 11.91 246,737 7.997 79.27 79.27 614 41.24
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80.01 - 85.00 556 135,428,798 8.88 243,577 8.195 84.16 84.19 613 41.08
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85.01 - 90.00 639 149,912,692 9.83 234,605 8.509 88.64 89.59 628 42.13
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90.01 - 95.00 440 98,170,762 6.44 223,115 8.678 90.18 94.82 627 42.22
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95.01 - 100.00 3,885 719,141,063 47.17 185,107 8.317 82.54 99.97 651 43.2
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Total: 7,301 1,524,634,579 100 208,825 8.224 80.61 89.24 633 42.19
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Weighted Average Original Combined LTV (%): 89.24
Minimum Original Combined LTV (%): 5.53
Maximum Original Combined LTV (%): 100.00
Standard Deviation Original Combined LTV (%): 13.68
Top
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10. Range of Debt Ratio
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% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Debt Ratio Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
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0.01 - 30.00 728 133,194,452 8.74 182,959 8.082 78.88 84.09 636 23.78
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30.01 - 35.00 689 127,192,868 8.34 184,605 8.214 78.99 85.34 633 32.78
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35.01 - 40.00 1,139 228,381,485 14.98 200,511 8.25 80.88 88.92 634 37.72
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40.01 - 45.00 1,794 382,421,012 25.08 213,167 8.187 80.67 90.56 640 42.72
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45.01 - 50.00 2,277 497,382,549 32.62 218,438 8.341 81.38 91.3 631 47.84
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50.01 - 55.00 625 143,897,170 9.44 230,235 8.068 80.37 87.36 620 52.54
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55.01 greater than or equal to 49 12,165,042 0.8 248,266 7.657 81.07 88.81 628 55.98
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Total: 7,301 1,524,634,579 100 208,825 8.224 80.61 89.24 633 42.19
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Non-zero Weighted Average DTI: 42.19
Minimum DTI: 2.18
Maximum DTI: 58.00
Standard Deviation DTI: 8.36
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---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11. Range of Gross Margins (%)
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Gross Margins (%) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.500 - 1.749 1 178,352 0.01 178,352 6.7 76.61 76.61 620 36.52
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2.750 - 2.999 5 1,369,851 0.11 273,970 7.671 80 100 709 42.87
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3.000 - 3.249 1 239,653 0.02 239,653 7.65 80 100 629 35.91
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3.250 - 3.499 11 2,800,036 0.23 254,549 8.201 82.25 97.7 631 48.19
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3.500 - 3.749 1 142,415 0.01 142,415 7.65 80 80 553 30.57
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3.750 - 3.999 1 110,463 0.01 110,463 7.85 80 100 623 48.77
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.000 - 4.249 1 199,725 0.02 199,725 7.9 83.33 83.33 611 38.84
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.250 - 4.499 9 1,965,641 0.16 218,405 7.387 85.57 88.49 654 39.44
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.500 - 4.749 7 1,666,950 0.14 238,136 7.366 76.06 84.76 632 35.03
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.750 - 4.999 22 4,578,042 0.38 208,093 7.368 81.27 88.27 642 41.09
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.000 - 5.249 109 29,913,626 2.5 274,437 7.182 73.71 79.65 653 40.23
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.250 - 5.499 241 65,721,487 5.5 272,703 7.421 79.11 89.97 646 42.36
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.500 - 5.749 293 72,712,101 6.09 248,164 7.519 79.97 92.51 633 42.54
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.750 - 5.999 319 84,826,178 7.1 265,913 7.576 79.51 90.37 643 42.87
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.000 - 6.249 533 142,324,176 11.91 267,025 7.642 79.47 92.75 641 43.17
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.250 - 6.499 628 152,337,390 12.75 242,575 7.886 80.13 92.03 633 42.53
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.500 - 6.749 590 143,870,277 12.04 243,848 8.039 80.05 91.19 631 42.77
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.750 - 6.999 443 117,429,787 9.83 265,079 8.217 80.1 88.7 625 42.17
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.000 - 7.249 398 95,430,581 7.99 239,775 8.492 81.56 91.16 627 42.21
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.250 - 7.499 287 69,381,650 5.81 241,748 8.59 81.38 90.08 615 41.78
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.500 - 7.749 285 59,805,048 5.01 209,842 8.734 81.96 91.05 627 41.81
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.750 - 7.999 257 56,232,785 4.71 218,805 9.005 82.08 89.8 613 42.1
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.000 - 8.249 322 60,553,136 5.07 188,053 9.295 82.74 88.71 597 42.22
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.250 - 8.499 47 9,225,949 0.77 196,297 9.414 83.75 90.84 602 42.84
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.500 - 8.749 30 7,403,403 0.62 246,780 9.55 85.31 93.77 640 42.62
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.750 - 8.999 28 5,416,383 0.45 193,442 9.893 85.48 93.07 620 40.84
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.000 - 9.249 13 1,468,300 0.12 112,946 9.943 88.92 91.24 598 36.7
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.250 - 9.499 12 3,120,702 0.26 260,059 10.685 88.09 93.09 617 42.35
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.500 - 9.749 14 1,588,688 0.13 113,478 10.584 88.87 91.61 577 42.28
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.750 - 9.999 9 1,001,040 0.08 111,227 10.818 87.33 90.09 574 41.24
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.000 - 10.249 4 334,209 0.03 83,552 11.058 91.68 95.52 643 43.83
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.250 - 10.499 2 106,418 0.01 53,209 11.314 75 86.8 552 34.57
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.750 greater than or equal to 9 1,183,174 0.1 131,464 11.736 93.19 94.2 573 41.2
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 4,932 1,194,637,615 100 242,222 8.125 80.43 90.67 630 42.39
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Margin (%): 6.609
Minimum Margin (%): 1.700
Maximum Margin (%): 12.430
Standard Deviation Margin (%): 0.938
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---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12. Range of Minimum Mortgage Rates (%)
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Minimum Mortgage Rates (%) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
less than or equal to 4.499 2 598,400 0.05 299,200 7.067 80 100 755 35.5
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.500 - 4.999 1 135,685 0.01 135,685 6.75 80 100 703 47.35
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.000 - 5.499 3 748,353 0.06 249,451 7.104 73.82 73.82 605 48.21
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.500 - 5.999 41 14,673,653 1.23 357,894 6.16 73.94 77.42 710 38.24
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.000 - 6.499 142 49,694,919 4.16 349,964 6.399 76.3 83.36 686 40.77
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.500 - 6.999 381 120,308,781 10.07 315,771 6.841 78.74 90.91 668 41.75
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.000 - 7.499 546 147,174,002 12.32 269,549 7.294 79.7 92.65 649 42.91
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.500 - 7.999 1,058 275,651,743 23.07 260,540 7.771 80.03 92.2 637 42.86
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.000 - 8.499 736 169,098,853 14.15 229,754 8.264 80.21 91.67 625 42.74
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.500 - 8.999 890 203,169,903 17.01 228,281 8.741 81.29 91.09 615 42.34
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.000 - 9.499 448 89,286,408 7.47 199,300 9.24 82.11 89.14 591 43.11
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.500 - 9.999 390 79,795,285 6.68 204,603 9.734 83.17 88.32 586 41.95
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.000 - 10.499 116 19,247,097 1.61 165,923 10.239 84.8 88.11 576 42.35
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.500 - 10.999 109 16,058,028 1.34 147,321 10.685 85.38 87.62 564 39.96
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.000 - 11.499 32 4,645,606 0.39 145,175 11.252 83.71 88.1 568 42.22
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.500 - 11.999 17 2,321,003 0.19 136,530 11.698 89.4 89.4 574 35.19
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.000 - 12.499 14 1,409,063 0.12 100,647 12.123 89.76 90.61 599 40.36
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.500 greater than or equal to 6 620,831 0.05 103,472 14.036 96.26 96.26 624 32.53
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 4,932 1,194,637,615 100 242,222 8.125 80.43 90.67 630 42.39
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Minimum Rate (%): 8.102
Minimum Minimum Rate (%): 2.750
Maximum Minimum Rate (%): 14.750
Standard Deviation Minimum Rate (%): 1.111
Top
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13. Range of Maximum Mortgage Rates (%)
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Maximum Mortgage Rates (%) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.500 - 10.999 1 116,653 0.01 116,653 7.99 80 100 754 39.48
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.500 - 11.999 5 1,494,800 0.13 298,960 6.138 83.25 96.75 726 41.05
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.000 - 12.499 41 14,712,375 1.23 358,838 5.928 73.46 77.18 716 38.07
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.500 - 12.999 156 48,801,400 4.09 312,829 6.426 77.03 85.22 690 40.28
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.000 - 13.499 391 118,548,964 9.92 303,194 6.864 79.17 92.18 671 41.85
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.500 - 13.999 624 163,364,356 13.67 261,802 7.379 80.04 91.81 648 43.21
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14.000 - 14.499 918 241,505,573 20.22 263,078 7.779 79.8 92.81 635 43.22
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14.500 - 14.999 802 189,315,592 15.85 236,054 8.258 80.27 90.29 624 42.26
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.000 - 15.499 722 165,143,862 13.82 228,731 8.687 80.78 91.32 613 42.46
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.500 - 15.999 556 119,035,904 9.96 214,093 9.091 82.01 88.95 601 42.34
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
16.000 - 16.499 325 65,867,472 5.51 202,669 9.541 82.51 88.96 585 42.82
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
16.500 - 16.999 178 34,802,870 2.91 195,522 9.877 83.54 88.15 590 40.81
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
17.000 - 17.499 83 13,887,902 1.16 167,324 10.397 84.89 88.16 570 41.9
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
17.500 - 17.999 74 10,481,954 0.88 141,648 10.691 85.93 88.76 568 39.77
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
18.000 - 18.499 22 3,731,340 0.31 169,606 11.304 83.75 89.22 580 43.84
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
18.500 - 18.999 15 1,980,551 0.17 132,037 11.722 88.65 88.65 565 33.68
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
19.000 - 19.499 13 1,225,216 0.1 94,247 12.104 91.22 92.2 613 39.1
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
19.500 greater than or equal to 6 620,831 0.05 103,472 14.036 96.26 96.26 624 32.53
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 4,932 1,194,637,615 100 242,222 8.125 80.43 90.67 630 42.39
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Maximum Rate (%): 14.646
Minimum Maximum Rate (%): 10.990
Maximum Maximum Rate (%): 21.750
Standard Deviation Maximum Rate (%): 1.178
Top
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14. Initial Periodic Cap (%)
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Initial Periodic Cap (%) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1 21 4,077,555 0.34 194,169 8.153 81.57 84.46 600 38.44
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.5 1,179 265,816,984 22.25 225,460 8.521 80.05 86.1 608 41.37
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2 10 2,270,809 0.19 227,081 8.442 81.73 87.81 596 42
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2.46 1 273,182 0.02 273,182 7.82 80 95 637 50.08
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3 3,470 833,741,426 69.79 240,271 8.129 80.81 92.46 628 42.96
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4 1 235,806 0.02 235,806 8.375 75 75 582 36.79
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5 250 88,221,851 7.38 352,887 6.885 77.94 87.9 715 40.24
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 4,932 1,194,637,615 100 242,222 8.125 80.43 90.67 630 42.39
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Initial Cap (%): 2.805
Minimum Initial Cap (%): 1.000
Maximum Initial Cap (%): 5.000
Standard Deviation Initial Cap (%): 0.830
Top
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15. Subsequent Periodic Cap (%)
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Subsequent Periodic Cap (%) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1 3,704 915,556,909 76.64 247,181 8.013 80.55 92.12 636 42.73
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.5 1,225 278,246,500 23.29 227,140 8.496 80.05 85.9 609 41.3
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2 2 598,400 0.05 299,200 7.067 80 100 755 35.5
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2.5 1 235,806 0.02 235,806 8.375 75 75 582 36.79
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 4,932 1,194,637,615 100 242,222 8.125 80.43 90.67 630 42.39
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Subsequent Periodic Cap (%): 1.117
Minimum Subsequent Periodic Cap (%): 1.000
Maximum Subsequent Periodic Cap (%): 2.500
Standard Deviation Subsequent Periodic Cap (%): 0.218
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---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
16. Next Rate Adjustment Dates
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Next Rate Adjustment Dates Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Feb-07 1 330,221 0.03 330,221 7.25 89.95 89.95 596 42.1
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Mar-07 12 2,411,879 0.2 200,990 8.152 81.2 82.79 595 38.62
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Sep-07 1 161,640 0.01 161,640 6.975 80 100 642 47.11
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Nov-07 2 455,352 0.04 227,676 7.058 90.28 96.57 585 44.46
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Jan-08 1 71,411 0.01 71,411 8.388 80 100 607 29.97
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Feb-08 1 71,728 0.01 71,728 10.4 75 75 504 43.44
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Apr-08 2 201,185 0.02 100,592 10.288 92.55 92.55 542 44.97
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Jun-08 11 3,039,361 0.25 276,306 8.495 83.55 97.71 613 45.66
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Jul-08 53 12,999,110 1.09 245,266 8.381 80.82 93.56 615 44.45
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Aug-08 664 170,273,550 14.25 256,436 8.212 80.57 93.11 625 43.13
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Sep-08 3,088 736,933,278 61.69 238,644 8.249 80.55 90.97 621 42.67
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Oct-08 597 111,044,536 9.3 186,004 8.262 81.43 88.04 620 41.49
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Nov-08 19 4,347,100 0.36 228,795 8.181 81.99 86.91 622 42.71
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
May-09 1 272,550 0.02 272,550 8.2 47.48 47.48 518 49.65
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Jun-09 1 73,741 0.01 73,741 10.22 100 100 622 33.51
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Jul-09 3 624,932 0.05 208,311 8.493 96.71 96.71 662 50.16
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Aug-09 27 7,890,416 0.66 292,238 8.148 80.08 88.98 640 42.05
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Sep-09 90 25,088,251 2.1 278,758 7.975 78.95 88.15 638 41.36
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Oct-09 23 5,271,560 0.44 229,198 8.134 84.96 90.12 657 43.19
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Nov-09 2 212,800 0.02 106,400 9.041 89.6 89.6 624 43.96
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Feb-11 1 448,000 0.04 448,000 7.825 80 100 636 46.79
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Apr-11 1 264,000 0.02 264,000 8.875 80 80 600 41.88
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Jun-11 1 342,000 0.03 342,000 8.75 95 95 594 5.64
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Aug-11 4 1,625,606 0.14 406,402 7.742 80.19 82.85 631 41.88
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Sep-11 102 31,748,010 2.66 311,255 7.392 79.97 90.33 674 39.74
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Oct-11 1 79,448 0.01 79,448 8.125 74.3 74.3 655 29.12
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Jun-16 1 87,080 0.01 87,080 8.175 80 95 699 46.5
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Jul-16 3 950,758 0.08 316,919 6.401 81.19 84.22 721 48.33
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Aug-16 47 16,033,137 1.34 341,131 6.819 76.03 87.63 720 39.44
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Sep-16 172 61,284,977 5.13 356,308 6.874 77.8 87.19 719 40.67
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 4,932 1,194,637,615 100 242,222 8.125 80.43 90.67 630 42.39
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Next Rate Adjustment Date: April 2009
Minimum Next Rate Adjustment Date: February 2007
Maximum Next Rate Adjustment Date: September 2016
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---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
17. Geograghic Distribution of Mortgaged Properties
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Geograghic Distribution of Mortgaged Properties Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
California 1,810 522,409,440 34.26 288,624 7.809 79.63 89.11 648 42.41
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Florida 848 153,679,353 10.08 181,226 8.332 80.43 88.15 626 41.91
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
New York 345 94,269,877 6.18 273,246 8.234 80.37 89.16 642 43.04
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Maryland 337 73,015,034 4.79 216,662 8.496 81.4 90.53 628 42.33
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Illinois 396 68,622,401 4.5 173,289 8.644 81.73 91.31 625 42.52
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Washington 310 63,529,877 4.17 204,935 8.112 81.78 90.64 632 42.28
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
New Jersey 260 61,895,142 4.06 238,058 8.425 80.38 87.31 628 43.93
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Arizona 301 55,574,370 3.65 184,632 8.245 79.79 87.37 628 42.06
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Massachusetts 213 49,295,670 3.23 231,435 8.244 80.9 88.97 631 43.51
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Texas 370 45,559,802 2.99 123,135 8.643 82.49 94.56 624 40.78
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Virginia 172 34,773,003 2.28 202,169 8.674 81.31 89.69 611 41.88
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Nevada 132 28,242,473 1.85 213,958 8.373 81.64 91.48 634 43.97
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Pennsylvania 130 20,336,414 1.33 156,434 8.657 81.13 86.35 599 39.78
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Georgia 135 20,152,887 1.32 149,281 8.687 81.49 89.39 621 39.59
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Oregon 103 19,715,840 1.29 191,416 7.949 80.97 87.63 635 43.05
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Other 1,439 213,562,996 14.01 148,411 8.654 81.67 88.85 617 41.05
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 7,301 1,524,634,579 100 208,825 8.224 80.61 89.24 633 42.19
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Top
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
18. Occupancy
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Occupancy Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Primary 7,030 1,476,617,378 96.85 210,045 8.216 80.59 89.37 632 42.24
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Investment 181 28,102,497 1.84 155,262 8.821 80.51 80.51 654 38.5
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Second Home 90 19,914,704 1.31 221,274 7.985 82.25 91.99 684 43.6
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 7,301 1,524,634,579 100 208,825 8.224 80.61 89.24 633 42.19
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Top
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
19. Property Type
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Property Type Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Single Family 5,515 1,132,041,954 74.25 205,266 8.229 80.44 88.51 631 42.04
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Planned Unit Development 873 199,070,325 13.06 228,030 8.241 81.26 91.23 637 42.97
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Condominium 588 104,911,674 6.88 178,421 8.124 81.77 93.22 646 42.2
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Two-to-Four Family 316 86,881,521 5.7 274,942 8.237 79.95 89.51 649 42.35
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Townhouse 9 1,729,105 0.11 192,123 8.463 80.51 84.69 616 44.08
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 7,301 1,524,634,579 100 208,825 8.224 80.61 89.24 633 42.19
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Top
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
20. Loan Purpose
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Loan Purpose Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Purchase 4,201 782,937,010 51.35 186,369 8.452 83.39 97.43 646 42.64
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Refinance - Cashout 2,681 660,865,714 43.35 246,500 7.979 77.25 79.9 619 41.58
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Refinance - Rate Term 419 80,831,854 5.3 192,916 8.022 81.17 86.26 628 42.79
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 7,301 1,524,634,579 100 208,825 8.224 80.61 89.24 633 42.19
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Top
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
21. Documentation Type
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Documentation Type Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Full Documentation 4,126 832,489,443 54.6 201,767 8.015 80.35 87.06 621 41.74
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Stated Documentation 3,029 657,147,492 43.1 216,952 8.504 80.85 91.82 649 42.83
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Limited Documentation 146 34,997,644 2.3 239,710 7.948 82.44 92.49 627 40.85
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 7,301 1,524,634,579 100 208,825 8.224 80.61 89.24 633 42.19
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Top
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
22. Range of Credit Scores
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Credit Scores Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
500 - 519 114 22,335,854 1.46 195,929 9.538 71.98 71.98 509 41.08
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
520 - 539 239 47,573,358 3.12 199,052 9.146 76.52 76.94 529 43.13
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
540 - 559 309 65,277,723 4.28 211,255 9.052 80.79 80.99 550 42.61
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
560 - 579 470 98,585,587 6.47 209,757 8.701 79.85 81.05 570 41.94
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
580 - 599 890 169,710,046 11.13 190,685 8.387 79.91 87.21 589 41.8
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
600 - 619 1,233 251,887,729 16.52 204,289 8.321 80.95 90.51 610 42.94
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
620 - 639 1,111 226,225,123 14.84 203,623 8.24 80.54 91.98 629 42.53
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
640 - 659 999 202,001,666 13.25 202,204 8.187 81.1 91.54 649 42.66
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
660 - 679 731 154,186,600 10.11 210,926 8 82.52 93.12 669 42.13
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
680 - 699 391 83,406,667 5.47 213,316 7.86 81.4 92.84 689 41.02
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
700 - 719 316 74,713,515 4.9 236,435 7.607 81.31 91.93 708 41.71
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
720 - 739 231 56,166,133 3.68 243,143 7.489 81.88 92.96 728 42.24
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
740 - 759 109 27,365,053 1.79 251,056 7.526 80.52 90.87 748 42.18
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
760 - 779 98 28,061,543 1.84 286,342 7.054 79.14 86.23 769 38.2
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
780 - 799 53 15,406,246 1.01 290,684 7.209 78.56 88.1 789 38.34
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
800 - 819 7 1,731,736 0.11 247,391 6.858 75.73 90.19 804 39.13
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 7,301 1,524,634,579 100 208,825 8.224 80.61 89.24 633 42.19
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-zero Weighted Average FICO: 633
Minimum FICO: 500
Maximum FICO: 811
Standard Deviation FICO: 55
Top
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
23. Prepayment Penalty Term (months)
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Prepayment Penalty Term (months) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
None 2,234 439,257,602 28.81 196,624 8.684 82.12 90.78 632 42.74
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12 245 64,857,966 4.25 264,726 8.583 78.89 86.4 634 42.6
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
18 10 2,958,007 0.19 295,801 6.906 75.39 86.1 737 39.61
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
24 3,684 745,444,214 48.89 202,346 8.21 81.67 91.65 624 42.39
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30 2 452,452 0.03 226,226 7.852 78.93 78.93 675 22.91
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
36 852 202,517,675 13.28 237,697 7.523 77.23 83.58 660 40.91
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
60 274 69,146,663 4.54 252,360 7.235 71.36 72.9 656 40.19
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 7,301 1,524,634,579 100 208,825 8.224 80.61 89.24 633 42.19
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Top
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
24. Lien Position
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Lien Position Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1st Lien 6,059 1,438,410,645 94.34 237,401 8.053 79.47 88.61 632 42.15
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2nd Lien 1,242 86,223,933 5.66 69,423 11.078 99.69 99.69 661 42.86
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 7,301 1,524,634,579 100 208,825 8.224 80.61 89.24 633 42.19
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
HSBC
HASCO 2006-HE2
Group I Mortgage Loans
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Selection Criteria: Group I Mortgage Loans
Table of Contents
1. Summary Statistics (as of the Sample Pool Calculation Date)
2. Product Type
3. Range of Gross Mortgage Rates (%)
4. Range of Cut-off Date Principal Balances ($)
5. Range of Original Principal Balances ($)
6. Range of Stated Remaining Terms (months)
7. Stated Original Term (months)
8. Range of Original LTV Ratios (%)
9. Range of Original Combined LTV Ratios (%)
10. Range of Debt Ratio
11. Range of Gross Margins (%)
12. Range of Minimum Mortgage Rates (%)
13. Range of Maximum Mortgage Rates (%)
14. Initial Periodic Cap (%)
15. Subsequent Periodic Cap (%)
16. Next Rate Adjustment Dates
17. Geograghic Distribution of Mortgaged Properties
18. Occupancy
19. Property Type
20. Loan Purpose
21. Documentation Type
22. Range of Credit Scores
23. Prepayment Penalty Term (months)
24. Lien Position
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1. Summary Statistics (as of the Sample Pool Calculation Date)
Aggregate Principal Balance: $470,998,522.40
Number of Mortgage Loans: 2,697
Average Principal Balance: $174,637.94
Aggregate Principal Balance (Fixed Rate): $105,459,499.83
Aggregate Principal Balance (Adjustable Rate): $365,539,022.57
% Fixed Rate Mortgages: 22.39%
% Adjustable Rate Mortgages: 77.61%
Weighted Average Current Mortgage Rate: 8.217%
Non-zero Weighted Average Credit Score: 618
Weighted Average Original LTV: 78.49%
Weighted Average Original Combined LTV: 84.31%
Non-zero Weighted Average Debt Ratio: 42.84
Weighted Average Stated Remaining Term: 365
Weighted Average Stated Original Term: 368
Weighted Average Months to Roll: 28
Weighted Average Margin: 6.455%
Weighted Average Initial Rate Cap: 2.755%
Weighted Average Periodic Rate Cap: 1.120%
Weighted Average Maximum Rate: 14.698%
Weighted Average Minimum Rate: 8.144%
% Second Lien: 2.89%
% Silent & Simultaneous Seconds: 30.06%
% California Loans: 19.08%
Top
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2. Product Type
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Product Type Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10 Year Fixed 1 56,254 0.01 56,254 8.75 16.63 16.63 656 31.24
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15 Year Fixed 22 2,137,640 0.45 97,165 8.268 72.79 74.56 628 41.02
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
20 Year Fixed 6 1,002,442 0.21 167,074 7.66 55.36 55.36 676 37.16
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30 Year Fixed 539 67,547,120 14.34 125,319 8.398 76.41 79.28 629 41.61
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40 Year Fixed 31 6,118,123 1.3 197,359 7.865 72.89 72.89 628 41.09
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15/30 Year Fixed (Balloon) 113 4,807,917 1.02 42,548 11.227 98.04 98.04 645 43.94
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30/40 Year Fixed (Balloon) 70 14,413,701 3.06 205,910 8.032 78.48 82.28 618 44.03
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30/50 Year Fixed (Balloon) 38 9,376,303 1.99 246,745 7.722 77.16 82.51 629 44.75
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
ARM 30 Year 5 1,082,816 0.23 216,563 7.336 78.42 78.42 578 38.94
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2/28 ARM 824 135,557,057 28.78 164,511 8.518 78.9 83.6 598 42.71
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2/38 ARM - 40 Year 156 34,442,546 7.31 220,786 8.331 76.21 77.66 578 41.91
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2/28 ARM 5 Year Interest Only 119 25,616,919 5.44 215,268 7.566 81.25 90.34 669 41.8
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2/28 ARM 10 Year Interest Only 3 654,600 0.14 218,200 7.236 76.35 84.95 653 40.72
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3/27 ARM 27 5,482,172 1.16 203,043 8.325 78.24 81.15 626 42.67
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3/37 ARM - 40 Year 1 160,677 0.03 160,677 7 59.12 59.12 543 37.36
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3/27 ARM 5 Year Interest Only 5 1,195,100 0.25 239,020 7.465 71.27 73.67 657 41.69
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5/25 ARM 13 2,422,420 0.51 186,340 8.239 77.39 80.92 664 34.2
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5/35 ARM - 40 Year 2 557,450 0.12 278,725 8.254 78.28 78.28 563 43.71
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5/25 ARM 5 Year Interest Only 3 975,000 0.21 325,000 6.56 82.34 86.34 707 36.9
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5/25 ARM 10 Year Interest Only 1 208,000 0.04 208,000 6.5 84.9 84.9 636 38.82
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10/20 ARM 14 3,346,245 0.71 239,018 7.306 79.59 85.42 711 45.26
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10/20 ARM 10 Year Interest Only 34 9,336,943 1.98 274,616 6.528 73.69 78.58 727 38.36
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30/40 Year ARM 2/28 (Balloon) 405 83,426,822 17.71 205,992 8.231 79.66 90.26 614 43.9
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30/40 Year ARM 3/27 (Balloon) 13 3,242,333 0.69 249,410 7.964 72.34 80.68 610 47.22
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30/40 Year ARM 5/25 (Balloon) 12 2,457,468 0.52 204,789 7.332 76.58 90.42 680 45.92
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30/40 Year ARM 10/20 (Balloon) 15 2,883,889 0.61 192,259 7.251 80.75 89.41 715 46.07
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30/50 Year ARM 2/28 (Balloon) 199 45,620,748 9.69 229,250 7.985 80.3 88.66 607 44.64
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30/50 Year ARM 3/27 (Balloon) 7 2,035,788 0.43 290,827 7.543 76.3 82.98 624 43.97
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30/50 Year ARM 5/25 (Balloon) 5 1,440,781 0.31 288,156 7.365 81.25 92.96 697 42.05
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30/50 Year ARM 10/20 (Balloon) 14 3,393,249 0.72 242,375 6.918 72.03 81.27 717 45.39
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 2,697 470,998,522 100 174,638 8.217 78.49 84.31 618 42.84
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Top
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3. Range of Gross Mortgage Rates (%)
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Gross Mortgage Rates (%) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.000 - 5.499 1 377,520 0.08 377,520 5.125 58.15 58.15 617 49.95
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.500 - 5.999 17 4,609,438 0.98 271,143 5.797 66.78 69.39 701 43.06
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.000 - 6.499 44 11,399,310 2.42 259,075 6.28 71.34 75.68 692 41.14
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.500 - 6.999 184 43,231,959 9.18 234,956 6.801 74.13 79.73 651 42.35
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.000 - 7.499 287 59,426,064 12.62 207,059 7.273 78.04 86.47 639 43.35
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.500 - 7.999 529 113,139,108 24.02 213,874 7.782 78.28 84.87 628 42.98
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.000 - 8.499 397 71,160,090 15.11 179,245 8.257 77.11 83.95 613 42.56
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.500 - 8.999 445 76,854,712 16.32 172,707 8.726 78.9 85.22 602 42.99
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.000 - 9.499 193 33,098,572 7.03 171,495 9.238 81.15 85.38 582 43.32
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.500 - 9.999 210 28,954,060 6.15 137,876 9.75 81.07 83 565 42.42
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.000 - 10.499 70 7,849,100 1.67 112,130 10.228 81.79 83.21 560 43.2
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.500 - 10.999 124 9,867,500 2.1 79,577 10.762 87.53 88.18 582 42.75
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.000 - 11.499 58 4,130,053 0.88 71,208 11.228 89.78 90.39 601 42.21
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.500 - 11.999 42 2,352,698 0.5 56,017 11.737 95.75 95.75 626 41.51
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.000 - 12.499 50 2,490,185 0.53 49,804 12.205 96.33 96.33 613 43.08
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.500 - 12.999 45 2,000,668 0.42 44,459 12.661 98.82 98.82 635 43.46
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.000 - 13.499 1 57,484 0.01 57,484 13.125 90 90 547 25.9
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 2,697 470,998,522 100 174,638 8.217 78.49 84.31 618 42.84
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Gross Mortgage Rate (%): 8.217
Minimum Gross Mortgage Rate (%): 5.125
Maximum Gross Mortgage Rate (%): 13.125
Standard Deviation Gross Mortgage Rate (%): 1.407
Top
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4. Range of Cut-off Date Principal Balances ($)
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Cut-off Date Principal Balances ($) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0.01 - 50,000.00 222 8,116,747 1.72 36,562 11.173 98.42 98.42 645 43.27
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50,000.01 - 100,000.00 449 34,150,991 7.25 76,060 9.349 81.27 88.57 616 40.19
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
100,000.01 - 150,000.00 529 66,287,729 14.07 125,308 8.384 78.24 87.33 615 41.99
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
150,000.01 - 200,000.00 560 98,090,021 20.83 175,161 8.174 77.1 84.59 614 42.56
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
200,000.01 - 250,000.00 363 81,190,492 17.24 223,665 8.176 77.87 82.64 612 42.71
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
250,000.01 - 300,000.00 259 71,569,213 15.2 276,329 7.929 77.88 82.38 626 44.07
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
300,000.01 - 350,000.00 177 57,488,694 12.21 324,795 7.761 78.17 82.26 622 43.15
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
350,000.01 - 400,000.00 104 39,142,920 8.31 376,374 7.824 78.18 81.55 622 43.98
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
400,000.01 - 450,000.00 22 9,159,618 1.94 416,346 7.962 80.73 85.91 618 44.82
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
450,000.01 - 500,000.00 10 4,745,563 1.01 474,556 7.945 79.39 83.48 607 45.02
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
500,000.01 - 550,000.00 2 1,056,536 0.22 528,268 7.812 77.26 84.98 587 47.7
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 2,697 470,998,522 100 174,638 8.217 78.49 84.31 618 42.84
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Average Cut-off Date Principal Balance ($): 174,637.94
Minimum Cut-off Date Principal Balance ($): 24,978.34
Maximum Cut-off Date Principal Balance ($): 543,684.59
Standard Deviation Cut-off Date Principal Balance ($): 95,579.31
Top
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5. Range of Original Principal Balances ($)
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Original Principal Balances ($) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0.01 - 50,000.00 222 8,116,747 1.72 36,562 11.173 98.42 98.42 645 43.27
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50,000.01 - 100,000.00 449 34,150,991 7.25 76,060 9.349 81.27 88.57 616 40.19
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
100,000.01 - 150,000.00 528 66,137,794 14.04 125,261 8.383 78.2 87.31 615 41.99
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
150,000.01 - 200,000.00 560 98,040,109 20.82 175,072 8.176 77.14 84.63 614 42.56
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
200,000.01 - 250,000.00 364 81,390,339 17.28 223,600 8.175 77.85 82.62 612 42.71
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
250,000.01 - 300,000.00 259 71,569,213 15.2 276,329 7.929 77.88 82.38 626 44.07
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
300,000.01 - 350,000.00 177 57,488,694 12.21 324,795 7.761 78.17 82.26 622 43.15
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
350,000.01 - 400,000.00 104 39,142,920 8.31 376,374 7.824 78.18 81.55 622 43.98
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
400,000.01 - 450,000.00 22 9,159,618 1.94 416,346 7.962 80.73 85.91 618 44.82
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
450,000.01 - 500,000.00 10 4,745,563 1.01 474,556 7.945 79.39 83.48 607 45.02
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
500,000.01 - 550,000.00 2 1,056,536 0.22 528,268 7.812 77.26 84.98 587 47.7
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 2,697 470,998,522 100 174,638 8.217 78.49 84.31 618 42.84
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Average Orig Balance ($): 174,799.41
Minimum Orig Balance ($): 25,000.00
Maximum Orig Balance ($): 544,000.00
Standard Deviation Orig Balance ($): 95,649.73
Top
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6. Range of Stated Remaining Terms (months)
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Stated Remaining Terms (months) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
111 - 120 1 56,254 0.01 56,254 8.75 16.63 16.63 656 31.24
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
171 - 180 135 6,945,557 1.47 51,449 10.317 90.27 90.81 639 43.04
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
231 - 240 6 1,002,442 0.21 167,074 7.66 55.36 55.36 676 37.16
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
341 - 350 3 623,322 0.13 207,774 6.932 83.92 88.52 605 46.61
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
351 - 360 2,362 421,092,151 89.4 178,278 8.182 78.63 85 621 42.95
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
361 greater than or equal to 190 41,278,797 8.76 217,257 8.256 75.68 76.89 585 41.79
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 2,697 470,998,522 100 174,638 8.217 78.49 84.31 618 42.84
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Remaining Term: 365
Minimum Remaining Term: 119
Maximum Remaining Term: 479
Standard Deviation Remaining Term: 52
Top
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7. Stated Original Term (months)
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Stated Original Term (months) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
120 1 56,254 0.01 56,254 8.75 16.63 16.63 656 31.24
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
180 135 6,945,557 1.47 51,449 10.317 90.27 90.81 639 43.04
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
240 6 1,002,442 0.21 167,074 7.66 55.36 55.36 676 37.16
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
360 2,365 421,715,473 89.54 178,315 8.18 78.64 85.01 621 42.96
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
480 190 41,278,797 8.76 217,257 8.256 75.68 76.89 585 41.79
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 2,697 470,998,522 100 174,638 8.217 78.49 84.31 618 42.84
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Original Term: 368
Minimum Original Term: 120
Maximum Original Term: 480
Standard Deviation Original Term: 52
Top
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8. Range of Original LTV Ratios (%)
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Original LTV Ratios (%) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
less than or equal to 30.00 15 1,911,572 0.41 127,438 8.077 24.16 24.16 608 34.53
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30.01 - 35.00 8 1,072,028 0.23 134,004 7.793 33.42 35.27 634 40.69
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
35.01 - 40.00 11 1,656,060 0.35 150,551 7.591 37.83 37.83 617 41.31
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40.01 - 45.00 24 4,284,861 0.91 178,536 8.036 42.46 42.46 594 37.4
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
45.01 - 50.00 27 5,333,412 1.13 197,534 7.668 47.88 47.88 626 41.29
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50.01 - 55.00 32 5,342,109 1.13 166,941 7.67 53 53 609 38.3
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
55.01 - 60.00 63 12,536,358 2.66 198,990 7.475 58.03 58.03 619 42.68
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
60.01 - 65.00 75 15,969,449 3.39 212,926 7.735 62.98 62.98 597 41.1
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
65.01 - 70.00 144 30,111,029 6.39 209,104 8.192 68.66 68.66 590 41.98
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
70.01 - 75.00 201 41,049,516 8.72 204,226 8.193 73.93 74.51 589 41.18
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
75.01 - 80.00 1,215 223,997,218 47.56 184,360 8.032 79.69 91.78 629 43.78
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
80.01 - 85.00 266 54,511,891 11.57 204,932 8.402 84.31 84.34 607 42.12
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
85.01 - 90.00 185 36,550,528 7.76 197,570 8.273 89.48 89.49 624 43.38
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
90.01 - 95.00 122 21,695,481 4.61 177,832 8.913 94.83 94.88 612 43
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
95.01 - 100.00 309 14,977,011 3.18 48,469 10.968 99.94 99.94 650 43.39
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 2,697 470,998,522 100 174,638 8.217 78.49 84.31 618 42.84
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Original LTV (%): 78.49
Minimum Original LTV (%): 5.53
Maximum Original LTV (%): 100.00
Standard Deviation Original LTV (%): 12.52
Top
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9. Range of Original Combined LTV Ratios (%)
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Original Combined LTV Ratios (%) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
less than or equal to 30.00 15 1,911,572 0.41 127,438 8.077 24.16 24.16 608 34.53
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30.01 - 35.00 7 984,634 0.21 140,662 7.726 33.7 33.7 640 41.02
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
35.01 - 40.00 11 1,656,060 0.35 150,551 7.591 37.83 37.83 617 41.31
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40.01 - 45.00 24 4,284,861 0.91 178,536 8.036 42.46 42.46 594 37.4
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
45.01 - 50.00 27 5,333,412 1.13 197,534 7.668 47.88 47.88 626 41.29
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50.01 - 55.00 33 5,429,504 1.15 164,530 7.684 52.64 53 608 38.28
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
55.01 - 60.00 63 12,536,358 2.66 198,990 7.475 58.03 58.03 619 42.68
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
60.01 - 65.00 75 15,969,449 3.39 212,926 7.735 62.98 62.98 597 41.1
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
65.01 - 70.00 144 30,111,029 6.39 209,104 8.192 68.66 68.66 590 41.98
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
70.01 - 75.00 193 39,947,698 8.48 206,983 8.193 73.9 73.9 589 41.14
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
75.01 - 80.00 388 84,088,078 17.85 216,722 8.158 79.2 79.2 601 42.1
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
80.01 - 85.00 264 54,333,581 11.54 205,809 8.397 84.31 84.31 607 42.13
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
85.01 - 90.00 198 39,701,169 8.43 200,511 8.278 88.65 89.46 625 43.49
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
90.01 - 95.00 172 32,518,278 6.9 189,060 8.581 89.8 94.85 627 43.44
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
95.01 - 100.00 1,083 142,192,841 30.19 131,295 8.273 82.09 99.96 645 44.65
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 2,697 470,998,522 100 174,638 8.217 78.49 84.31 618 42.84
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Original Combined LTV (%): 84.31
Minimum Original Combined LTV (%): 5.53
Maximum Original Combined LTV (%): 100.00
Standard Deviation Original Combined LTV (%): 15.32
Top
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10. Range of Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Debt Ratio Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0.01 - 30.00 220 33,254,068 7.06 151,155 8.236 75.82 77.75 616 26.24
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30.01 - 35.00 278 47,025,020 9.98 169,155 8.089 75.82 78.92 618 32.62
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
35.01 - 40.00 409 68,150,077 14.47 166,626 8.191 78.14 82.95 616 37.84
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40.01 - 45.00 620 106,492,846 22.61 171,763 8.219 79.08 85.77 624 42.75
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
45.01 - 50.00 847 155,439,048 33 183,517 8.337 79.11 86.56 617 47.81
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50.01 - 55.00 293 53,939,121 11.45 184,093 8.077 79.74 85.12 609 52.56
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
55.01 greater than or equal to 30 6,698,342 1.42 223,278 7.58 80.64 86.69 630 56
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 2,697 470,998,522 100 174,638 8.217 78.49 84.31 618 42.84
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-zero Weighted Average DTI: 42.84
Minimum DTI: 20.10
Maximum DTI: 58.00
Standard Deviation DTI: 7.71
Top
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11. Range of Gross Margins (%)
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Gross Margins (%) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.500 - 1.749 1 178,352 0.05 178,352 6.7 76.61 76.61 620 36.52
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3.250 - 3.499 7 1,348,433 0.37 192,633 8.322 84.67 97.76 639 47.27
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.000 - 4.249 1 199,725 0.05 199,725 7.9 83.33 83.33 611 38.84
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.250 - 4.499 6 1,165,196 0.32 194,199 7.487 84.47 89.38 662 39.76
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.500 - 4.749 3 828,360 0.23 276,120 7.202 71.48 75.95 594 37.46
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.750 - 4.999 13 2,256,608 0.62 173,585 7.41 79.18 85.25 632 41.05
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.000 - 5.249 64 13,759,863 3.76 214,998 7.494 71.75 75.18 621 44.08
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.250 - 5.499 102 21,615,636 5.91 211,918 7.794 77.28 83.98 620 43.28
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.500 - 5.749 128 24,109,658 6.6 188,357 7.75 78.55 88.97 619 44.12
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.750 - 5.999 130 27,806,550 7.61 213,897 7.713 78.79 86.16 625 42.7
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.000 - 6.249 191 37,479,754 10.25 196,229 7.774 78.6 87.61 628 43.05
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.250 - 6.499 282 53,238,632 14.56 188,789 8.062 79.68 87.52 619 42.91
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.500 - 6.749 223 42,804,952 11.71 191,950 8.248 78.53 85.66 616 43.3
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.750 - 6.999 212 42,259,928 11.56 199,339 8.269 79.15 84.33 614 42.75
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.000 - 7.249 184 35,219,149 9.63 191,408 8.659 80.53 85.66 603 41.75
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.250 - 7.499 131 25,542,034 6.99 194,977 8.681 79.39 83.55 594 43.26
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.500 - 7.749 108 18,426,951 5.04 170,620 8.796 79.75 84.91 606 42.87
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.750 - 7.999 91 17,299,241 4.73 190,102 9.051 79.45 84.36 595 43.96
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 1,877 365,539,023 100 194,746 8.171 78.86 85.52 615 43.02
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Margin (%): 6.455
Minimum Margin (%): 1.700
Maximum Margin (%): 7.990
Standard Deviation Margin (%): 0.773
Top
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12. Range of Minimum Mortgage Rates (%)
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Minimum Mortgage Rates (%) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.500 - 4.999 1 135,685 0.04 135,685 6.75 80 100 703 47.35
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.000 - 5.499 2 563,363 0.15 281,682 6.156 66.86 66.86 618 49.47
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.500 - 5.999 20 5,259,980 1.44 262,999 6.239 69.99 72.28 683 42.92
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.000 - 6.499 44 10,550,491 2.89 239,784 6.543 72.9 75.8 696 39.9
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.500 - 6.999 123 29,457,134 8.06 239,489 6.851 75.88 82.89 651 42.79
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.000 - 7.499 228 47,490,579 12.99 208,292 7.298 79.2 88.87 640 43.43
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.500 - 7.999 402 86,393,818 23.63 214,910 7.789 78.78 86.66 625 43.16
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.000 - 8.499 313 57,244,271 15.66 182,889 8.27 78.63 86.21 613 42.95
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.500 - 8.999 350 64,449,819 17.63 184,142 8.73 79.66 86.3 600 43.35
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.000 - 9.499 148 27,352,650 7.48 184,815 9.241 81.86 86.48 579 43.43
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.500 - 9.999 136 22,593,370 6.18 166,128 9.755 80.73 82.28 555 42.51
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.000 - 10.499 45 5,888,449 1.61 130,854 10.231 79.81 81.7 546 42.93
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.500 - 10.999 41 5,659,816 1.55 138,044 10.715 82.09 83.22 544 42.13
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.000 - 11.499 9 1,387,378 0.38 154,153 11.285 79.76 81.58 536 44.76
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.500 - 11.999 7 522,028 0.14 74,575 11.725 87.02 87.02 559 32.52
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.000 - 12.499 6 482,330 0.13 80,388 12.153 81.51 81.51 540 35.5
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.500 greater than or equal to 2 107,860 0.03 53,930 13.008 85.33 85.33 533 30.25
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 1,877 365,539,023 100 194,746 8.171 78.86 85.52 615 43.02
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Minimum Rate (%): 8.144
Minimum Minimum Rate (%): 4.750
Maximum Minimum Rate (%): 13.125
Standard Deviation Minimum Rate (%): 1.081
Top
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13. Range of Maximum Mortgage Rates (%)
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Maximum Mortgage Rates (%) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.500 - 10.999 1 116,653 0.03 116,653 7.99 80 100 754 39.48
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.500 - 11.999 3 601,600 0.16 200,533 5.895 80 100 730 45.69
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.000 - 12.499 16 4,238,349 1.16 264,897 5.803 65.9 68.28 695 44.36
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.500 - 12.999 49 11,896,784 3.25 242,792 6.483 74.58 79.33 693 40.32
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.000 - 13.499 134 29,722,134 8.13 221,807 6.96 77.1 84.91 658 43.41
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.500 - 13.999 242 51,202,529 14.01 211,581 7.385 79.17 88.08 639 43.48
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14.000 - 14.499 366 78,261,380 21.41 213,829 7.821 78.63 87.22 624 43.37
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14.500 - 14.999 305 57,175,835 15.64 187,462 8.215 78.64 85.51 611 42.79
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.000 - 15.499 273 50,602,867 13.84 185,358 8.635 79 86.25 601 42.84
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.500 - 15.999 216 40,925,814 11.2 189,471 9.049 81.16 84.99 584 43.13
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
16.000 - 16.499 114 18,434,210 5.04 161,704 9.563 81.22 83.27 560 43.29
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
16.500 - 16.999 79 12,309,021 3.37 155,810 9.89 78.99 81.14 555 42.28
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
17.000 - 17.499 34 5,083,550 1.39 149,516 10.469 81.78 82.96 540 42.24
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
17.500 - 17.999 22 2,680,657 0.73 121,848 10.679 79.97 81.79 542 41.55
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
18.000 - 18.499 9 1,359,269 0.37 151,030 11.392 79.76 81.61 535 45.74
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
18.500 - 18.999 7 522,028 0.14 74,575 11.725 87.02 87.02 559 32.52
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
19.000 - 19.499 5 298,483 0.08 59,697 12.093 82.44 82.44 563 27.31
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
19.500 greater than or equal to 2 107,860 0.03 53,930 13.008 85.33 85.33 533 30.25
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 1,877 365,539,023 100 194,746 8.171 78.86 85.52 615 43.02
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Maximum Rate (%): 14.698
Minimum Maximum Rate (%): 10.990
Maximum Maximum Rate (%): 20.125
Standard Deviation Maximum Rate (%): 1.165
Top
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14. Initial Periodic Cap (%)
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Initial Periodic Cap (%) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1 8 1,533,240 0.42 191,655 7.479 77.46 77.46 584 39.72
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.5 462 83,782,689 22.92 181,348 8.47 77.26 79.6 588 41.32
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2 4 862,037 0.24 215,509 9.041 79.38 79.38 551 38.88
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3 1,323 259,425,731 70.97 196,089 8.178 79.61 87.76 616 43.7
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5 80 19,935,326 5.45 249,192 6.831 75.84 82.13 720 41.76
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 1,877 365,539,023 100 194,746 8.171 78.86 85.52 615 43.02
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Initial Cap (%): 2.755
Minimum Initial Cap (%): 1.000
Maximum Initial Cap (%): 5.000
Standard Deviation Initial Cap (%): 0.811
Top
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15. Subsequent Periodic Cap (%)
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Subsequent Periodic Cap (%) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1 1,395 277,557,305 75.93 198,966 8.073 79.33 87.38 623 43.57
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.5 482 87,981,718 24.07 182,535 8.478 77.37 79.64 588 41.28
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 1,877 365,539,023 100 194,746 8.171 78.86 85.52 615 43.02
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Subsequent Periodic Cap (%): 1.120
Minimum Subsequent Periodic Cap (%): 1.000
Maximum Subsequent Periodic Cap (%): 1.500
Standard Deviation Subsequent Periodic Cap (%): 0.218
Top
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
16. Next Rate Adjustment Dates
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Next Rate Adjustment Dates Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Mar-07 5 1,082,816 0.3 216,563 7.336 78.42 78.42 578 38.94
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Nov-07 2 455,352 0.12 227,676 7.058 90.28 96.57 585 44.46
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Feb-08 1 71,728 0.02 71,728 10.4 75 75 504 43.44
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Apr-08 2 201,185 0.06 100,592 10.288 92.55 92.55 542 44.97
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Jun-08 1 119,750 0.03 119,750 8.895 80 100 617 40.83
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Jul-08 19 3,492,647 0.96 183,824 8.491 81.39 92.26 614 42.98
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Aug-08 261 52,437,996 14.35 200,912 8.368 79.41 86.86 609 43.69
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Sep-08 1,241 237,329,592 64.93 191,241 8.277 78.88 85.43 604 43.06
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Oct-08 176 30,725,943 8.41 174,579 8.052 80.64 87.23 627 42.61
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Nov-08 3 484,500 0.13 161,500 7.722 82.08 82.08 622 46.87
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
May-09 1 272,550 0.07 272,550 8.2 47.48 47.48 518 49.65
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Jun-09 1 73,741 0.02 73,741 10.22 100 100 622 33.51
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Jul-09 2 555,532 0.15 277,766 8.175 96.3 96.3 671 51.28
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Aug-09 11 2,830,903 0.77 257,355 8.086 72.83 77.29 626 46.8
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Sep-09 34 7,699,879 2.11 226,467 7.873 74.98 80.48 622 42.13
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Oct-09 4 683,465 0.19 170,866 8.517 82.17 88.72 623 45.36
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Aug-11 2 654,304 0.18 327,152 7.985 74.05 74.05 625 36.56
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Sep-11 33 7,327,367 2 222,041 7.515 79.15 87.79 677 40.73
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Oct-11 1 79,448 0.02 79,448 8.125 74.3 74.3 655 29.12
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Jun-16 1 87,080 0.02 87,080 8.175 80 95 699 46.5
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Jul-16 1 192,000 0.05 192,000 6.95 80 95 724 41.33
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Aug-16 18 4,446,629 1.22 247,035 6.738 75.18 84.56 727 40.11
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Sep-16 57 14,234,617 3.89 249,730 6.869 75.53 80.83 719 42.58
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 1,877 365,539,023 100 194,746 8.171 78.86 85.52 615 43.02
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Next Rate Adjustment Date: March 2009
Minimum Next Rate Adjustment Date: March 2007
Maximum Next Rate Adjustment Date: September 2016
Top
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
17. Geograghic Distribution of Mortgaged Properties
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Geograghic Distribution of Mortgaged Properties Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
California 344 89,855,675 19.08 261,208 7.673 73.96 77.21 626 42.52
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Florida 313 51,869,559 11.01 165,717 8.207 77.76 82.5 610 42.53
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Maryland 185 35,096,171 7.45 189,709 8.353 79.22 86.54 619 42.28
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Illinois 224 34,136,531 7.25 152,395 8.586 81.44 90.35 619 43.45
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
New Jersey 128 27,506,970 5.84 214,898 8.365 77.65 82.1 613 45.22
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
New York 111 27,138,502 5.76 244,491 8.006 74.92 78.95 617 45.16
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Massachusetts 122 24,041,113 5.1 197,058 8.038 79.98 87.25 628 44.2
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Washington 119 20,711,684 4.4 174,048 8.074 82.45 89.28 625 42.04
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Arizona 128 20,704,381 4.4 161,753 8.179 79.31 85.71 623 41.13
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Virginia 93 16,117,049 3.42 173,302 8.757 80.3 86.38 598 42.48
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Texas 146 13,866,233 2.94 94,974 8.64 82.06 93.81 623 42.04
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Nevada 53 9,920,532 2.11 187,180 8.204 81.06 88.59 635 43.24
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Oregon 52 9,690,433 2.06 186,354 8.023 80.44 86.62 625 45.14
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Connecticut 52 9,640,013 2.05 185,385 8.391 78.76 82.94 613 43.36
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Pennsylvania 60 9,156,757 1.94 152,613 8.609 81.67 86.15 591 42.03
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Other 567 71,546,919 15.19 126,185 8.55 80.6 87.34 611 41.86
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 2,697 470,998,522 100 174,638 8.217 78.49 84.31 618 42.84
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Top
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
18. Occupancy
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Occupancy Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Primary 2,582 451,857,570 95.94 175,003 8.218 78.5 84.26 616 42.85
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Investment 62 9,181,960 1.95 148,096 8.472 74.98 74.98 649 41
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Second Home 53 9,958,992 2.11 187,906 7.914 81.41 94.92 682 44.39
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 2,697 470,998,522 100 174,638 8.217 78.49 84.31 618 42.84
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Top
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
19. Property Type
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Property Type Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Single Family 2,063 357,123,746 75.82 173,109 8.229 78.21 83.21 614 42.49
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Planned Unit Development 277 51,026,364 10.83 184,211 8.244 80.06 87.88 620 44.26
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Condominium 245 36,031,488 7.65 147,067 8.16 80.08 90.93 640 43.53
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Two-to-Four Family 108 26,280,179 5.58 243,335 8.077 77.08 83.26 631 44.11
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Townhouse 4 536,746 0.11 134,187 8.373 80.25 84.66 627 38.15
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 2,697 470,998,522 100 174,638 8.217 78.49 84.31 618 42.84
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Top
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
20. Loan Purpose
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Loan Purpose Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Refinance - Cashout 1,592 332,132,849 70.52 208,626 8.134 76.73 79.55 609 42.26
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Purchase 994 120,260,984 25.53 120,987 8.441 83.08 97.56 641 44.43
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Refinance - Rate Term 111 18,604,689 3.95 167,610 8.243 80.3 83.67 620 42.99
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 2,697 470,998,522 100 174,638 8.217 78.49 84.31 618 42.84
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Top
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
21. Documentation Type
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Documentation Type Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Full Documentation 1,734 293,719,031 62.36 169,388 8.121 79.17 84 607 42.9
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Stated Documentation 914 168,481,651 35.77 184,334 8.385 77.27 84.81 637 42.77
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Limited Documentation 49 8,797,840 1.87 179,548 8.177 79.42 85.03 617 42.24
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 2,697 470,998,522 100 174,638 8.217 78.49 84.31 618 42.84
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Top
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
22. Range of Credit Scores
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Credit Scores Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
500 - 519 92 17,176,965 3.65 186,706 9.577 71.9 71.9 509 42.39
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
520 - 539 141 26,860,557 5.7 190,500 9.057 76.64 76.81 529 44.22
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
540 - 559 163 29,450,963 6.25 180,681 8.836 78.98 79.02 550 42.58
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
560 - 579 209 41,738,534 8.86 199,706 8.499 77.24 77.86 569 41.43
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
580 - 599 362 61,781,515 13.12 170,667 8.296 77.3 82.77 589 42.63
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
600 - 619 447 77,013,402 16.35 172,289 8.141 78.81 85.59 609 43.7
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
620 - 639 354 58,771,558 12.48 166,021 8.086 79.03 87.98 630 42.95
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
640 - 659 364 59,480,082 12.63 163,407 8.052 79.62 87.26 649 42.55
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
660 - 679 232 37,814,323 8.03 162,993 7.891 81.42 90.28 669 43.4
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
680 - 699 106 17,649,451 3.75 166,504 7.748 77.46 87.74 689 42.25
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
700 - 719 98 17,951,574 3.81 183,179 7.407 81.5 89.28 709 43.5
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
720 - 739 53 9,685,437 2.06 182,744 7.468 77.5 86.45 727 41.94
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
740 - 759 37 7,036,099 1.49 190,165 7.288 80.46 89.99 749 41.78
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
760 - 779 24 5,244,400 1.11 218,517 7.254 79.77 86.23 770 43.17
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
780 - 799 13 2,972,297 0.63 228,638 7.154 77.2 83.01 789 38.83
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
800 - 819 2 371,364 0.08 185,682 7.134 75.16 90.57 805 44.26
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 2,697 470,998,522 100 174,638 8.217 78.49 84.31 618 42.84
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-zero Weighted Average FICO: 618
Minimum FICO: 500
Maximum FICO: 811
Standard Deviation FICO: 56
Top
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
23. Prepayment Penalty Term (months)
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Prepayment Penalty Term (months) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
None 969 164,608,379 34.95 169,874 8.469 79.76 86.21 619 43.92
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12 72 14,893,160 3.16 206,849 8.247 72.78 76.94 622 42.93
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
18 4 1,141,598 0.24 285,400 6.92 68.05 70.43 745 34.27
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
24 1,237 214,513,986 45.54 173,415 8.196 79.48 85.71 609 42.54
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30 1 269,452 0.06 269,452 7.99 75 75 726 25.27
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
36 414 75,571,948 16.05 182,541 7.742 74.22 77.88 639 41.53
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 2,697 470,998,522 100 174,638 8.217 78.49 84.31 618 42.84
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Top
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
24. Lien Position
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Lien Position Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1st Lien 2,393 457,408,421 97.11 191,144 8.127 77.87 83.86 617 42.8
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2nd Lien 304 13,590,102 2.89 44,704 11.244 99.56 99.56 654 44.2
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 2,697 470,998,522 100 174,638 8.217 78.49 84.31 618 42.84
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
HSBC
HASCO 2006-HE2
Group II Mortgage Loans
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Selection Criteria: Group II Mortgage Loans
Table of Contents
1. Summary Statistics (as of the Sample Pool Calculation Date)
2. Product Type
3. Range of Gross Mortgage Rates (%)
4. Range of Cut-off Date Principal Balances ($)
5. Range of Original Principal Balances ($)
6. Range of Stated Remaining Terms (months)
7. Stated Original Term (months)
8. Range of Original LTV Ratios (%)
9. Range of Original Combined LTV Ratios (%)
10. Range of Debt Ratio
11. Range of Gross Margins (%)
12. Range of Minimum Mortgage Rates (%)
13. Range of Maximum Mortgage Rates (%)
14. Initial Periodic Cap (%)
15. Subsequent Periodic Cap (%)
16. Next Rate Adjustment Dates
17. Geograghic Distribution of Mortgaged Properties
18. Occupancy
19. Property Type
20. Loan Purpose
21. Documentation Type
22. Range of Credit Scores
23. Prepayment Penalty Term (months)
24. Lien Position
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1. Summary Statistics (as of the Sample Pool Calculation Date)
Aggregate Principal Balance: $1,053,636,056.38
Number of Mortgage Loans: 4,604
Average Principal Balance: $228,852.31
Aggregate Principal Balance (Fixed Rate): $224,537,464.12
Aggregate Principal Balance (Adjustable Rate): $829,098,592.26
% Fixed Rate Mortgages: 21.31%
% Adjustable Rate Mortgages: 78.69%
Weighted Average Current Mortgage Rate: 8.228%
Non-zero Weighted Average Credit Score: 640
Weighted Average Original LTV: 81.56%
Weighted Average Original Combined LTV: 91.44%
Non-zero Weighted Average Debt Ratio: 41.90
Weighted Average Stated Remaining Term: 359
Weighted Average Stated Original Term: 361
Weighted Average Months to Roll: 30
Weighted Average Margin: 6.677%
Weighted Average Initial Rate Cap: 2.828%
Weighted Average Periodic Rate Cap: 1.116%
Weighted Average Maximum Rate: 14.623%
Weighted Average Minimum Rate: 8.084%
% Second Lien: 6.89%
% Silent & Simultaneous Seconds: 50.73%
% California Loans: 41.05%
Top
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2. Product Type
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Product Type Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15 Year Fixed 18 2,668,683 0.25 148,260 8.266 72.86 74.25 631 38.77
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
20 Year Fixed 2 217,905 0.02 108,952 7.528 81.43 81.43 685 39.95
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
25 Year Fixed 1 284,694 0.03 284,694 7.875 89.62 89.62 666 46.08
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30 Year Fixed 949 133,108,361 12.63 140,262 8.761 82.86 85.08 653 40.49
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40 Year Fixed 58 16,965,452 1.61 292,508 7.362 73.46 74.99 663 43.52
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30 Year Fixed 5 Year Interest Only 49 15,034,885 1.43 306,834 6.917 73.82 75.69 669 40.11
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30 Year Fixed 10 Year Interest Only 18 5,141,900 0.49 285,661 7.224 81.19 87.74 651 42.05
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15/30 Year Fixed (Balloon) 390 29,366,875 2.79 75,300 11.1 99.23 99.23 655 42.42
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30/40 Year Fixed (Balloon) 34 11,224,381 1.07 330,129 7.479 77.99 89.22 651 43.35
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30/50 Year Fixed (Balloon) 30 10,524,328 1 350,811 7.704 79.82 90.06 646 40.43
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
ARM 30 Year 8 1,659,284 0.16 207,410 8.506 84.76 87.07 606 39.09
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2/28 ARM 1,088 215,039,585 20.41 197,647 8.725 82.09 90.14 614 40.59
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2/38 ARM - 40 Year 113 36,902,215 3.5 326,568 8.691 81.2 87.73 601 43.22
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2/28 ARM 5 Year Interest Only 531 150,941,742 14.33 284,259 7.865 81.2 91.81 642 41.64
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2/28 ARM 10 Year Interest Only 14 4,068,392 0.39 290,599 7.475 78.86 97.2 680 38.39
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3/27 ARM 29 5,930,142 0.56 204,488 8.626 83.99 92.07 640 41.25
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3/27 ARM 5 Year Interest Only 30 8,978,423 0.85 299,281 7.961 80.62 88.01 645 43.03
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3/27 ARM 10 Year Interest Only 4 1,383,500 0.13 345,875 6.906 83.52 94.97 720 32.7
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5/25 ARM 15 4,168,625 0.4 277,908 7.575 75.89 84.24 675 41.96
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5/35 ARM - 40 Year 8 3,267,630 0.31 408,454 7.813 82.48 82.48 629 38.93
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5/25 ARM 5 Year Interest Only 22 7,518,400 0.71 341,745 7.383 82.14 93.48 660 40.18
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5/25 ARM 10 Year Interest Only 9 3,440,600 0.33 382,289 7.143 80.96 93.13 685 33.85
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10/20 ARM 18 5,694,487 0.54 316,360 7.118 79.26 90.99 710 38.57
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10/20 ARM 5 Year Interest Only 3 1,130,585 0.11 376,862 6.783 80 100 681 42.72
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10/20 ARM 10 Year Interest Only 80 35,364,514 3.36 442,056 6.642 77.04 85.27 722 38.1
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10/1 ARM 10 Year Interest Only 2 598,400 0.06 299,200 7.067 80 100 755 35.5
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30/40 Year ARM 2/28 (Balloon) 642 189,313,489 17.97 294,881 8.124 80.91 96.28 632 43.55
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30/40 Year ARM 3/27 (Balloon) 24 7,984,881 0.76 332,703 7.912 81.06 94.4 649 40.41
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30/40 Year ARM 5/25 (Balloon) 7 2,485,244 0.24 355,035 7.254 81.69 97.35 707 38.58
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30/40 Year ARM 10/20 (Balloon) 27 11,095,925 1.05 410,960 7.28 79.5 92.86 720 45.82
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30/50 Year ARM 2/28 (Balloon) 344 117,780,700 11.18 342,386 7.873 81.02 98.29 636 44.9
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30/50 Year ARM 3/27 (Balloon) 8 3,274,669 0.31 409,334 8.24 85.73 96.98 629 40.98
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30/50 Year ARM 5/25 (Balloon) 13 5,565,445 0.53 428,111 7.297 80.02 94.02 676 40.38
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30/50 Year ARM 10/20 (Balloon) 16 5,511,715 0.52 344,482 7.166 80.44 99.21 714 42.33
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 4,604 1,053,636,056 100 228,852 8.228 81.56 91.44 640 41.9
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Top
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3. Range of Gross Mortgage Rates (%)
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Gross Mortgage Rates (%) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.500 - 5.999 18 8,656,315 0.82 480,906 5.78 75.63 79.66 735 34.11
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.000 - 6.499 137 54,337,858 5.16 396,627 6.273 74.54 80.23 690 40.28
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.500 - 6.999 356 125,229,524 11.89 351,768 6.771 77.83 88.9 676 41.46
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.000 - 7.499 396 124,932,909 11.86 315,487 7.263 79.23 91.35 650 42.47
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.500 - 7.999 783 220,964,555 20.97 282,202 7.753 79.84 92.72 642 42.38
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.000 - 8.499 510 130,475,003 12.38 255,833 8.262 80.5 92.63 632 42.34
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.500 - 8.999 639 152,867,395 14.51 239,229 8.745 81.89 92.81 624 41.47
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.000 - 9.499 374 70,280,417 6.67 187,916 9.242 82.63 90.38 603 42.69
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.500 - 9.999 377 69,473,138 6.59 184,279 9.734 85.44 91.47 606 41.56
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.000 - 10.499 137 19,669,446 1.87 143,573 10.238 89.43 92.24 611 41.89
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.500 - 10.999 341 33,447,399 3.17 98,086 10.762 95.11 95.99 638 40.95
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.000 - 11.499 255 22,961,377 2.18 90,045 11.225 97.18 98.08 638 43.55
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.500 - 11.999 87 7,239,038 0.69 83,207 11.777 97.4 97.4 633 41.53
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.000 - 12.499 86 5,565,342 0.53 64,713 12.235 98.69 98.9 632 42.31
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.500 - 12.999 104 7,053,054 0.67 67,818 12.716 99.67 99.67 633 43.11
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.000 - 13.499 1 72,870 0.01 72,870 13.43 100 100 601 30.92
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.500 - 13.999 1 28,788 0 28,788 13.5 100 100 602 36.89
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14.500 greater than or equal to 2 381,630 0.04 190,815 14.649 98.05 98.05 656 32.79
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 4,604 1,053,636,056 100 228,852 8.228 81.56 91.44 640 41.9
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Gross Mortgage Rate (%): 8.228
Minimum Gross Mortgage Rate (%): 5.500
Maximum Gross Mortgage Rate (%): 14.750
Standard Deviation Gross Mortgage Rate (%): 1.587
Top
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4. Range of Cut-off Date Principal Balances ($)
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Cut-off Date Principal Balances ($) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0.01 - 50,000.00 227 8,850,731 0.84 38,990 11.175 97.6 97.6 641 38.93
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50,000.01 - 100,000.00 908 68,060,671 6.46 74,957 10.332 91.38 94.8 637 40.18
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
100,000.01 - 150,000.00 741 92,615,967 8.79 124,988 9.148 84.48 92.01 627 39.94
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
150,000.01 - 200,000.00 571 100,522,957 9.54 176,047 8.409 80.95 91.15 631 40.85
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
200,000.01 - 250,000.00 488 109,610,809 10.4 224,612 8.18 80.52 91.81 626 42.01
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
250,000.01 - 300,000.00 396 108,743,239 10.32 274,604 8.06 80.29 92.01 640 42.14
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
300,000.01 - 350,000.00 318 102,920,157 9.77 323,648 7.807 80.62 93.79 643 42.92
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
350,000.01 - 400,000.00 260 97,223,764 9.23 373,938 7.822 80.53 94.43 648 43.05
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
400,000.01 - 450,000.00 192 82,210,337 7.8 428,179 7.805 79.65 89.9 642 43.3
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
450,000.01 - 500,000.00 182 86,479,203 8.21 475,160 7.741 79.87 89.9 647 42.44
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
500,000.01 - 550,000.00 114 60,034,451 5.7 526,618 7.932 81.2 90.79 648 43.89
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
550,000.01 - 600,000.00 83 47,635,480 4.52 573,921 7.613 80.89 89.14 655 42.28
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
600,000.01 - 650,000.00 39 24,301,169 2.31 623,107 7.985 80.49 89.21 646 42.36
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
650,000.01 - 700,000.00 35 23,866,463 2.27 681,899 7.851 79.28 87.21 651 40.96
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
700,000.01 - 750,000.00 18 13,072,203 1.24 726,233 7.418 79.38 83.01 665 38.28
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
750,000.01 - 800,000.00 14 10,878,240 1.03 777,017 8.081 80.83 87.91 640 42.18
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
800,000.01 - 850,000.00 9 7,504,811 0.71 833,868 7.605 73.72 75.26 638 40.08
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
850,000.01 - 900,000.00 1 859,000 0.08 859,000 6.5 71.58 71.58 677 31.51
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
900,000.01 - 950,000.00 5 4,644,436 0.44 928,887 7.012 78.93 82.17 672 34.93
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1,000,000.01 greater than or equal to 3 3,601,969 0.34 1,200,656 7.132 75.74 78.78 698 37.82
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 4,604 1,053,636,056 100 228,852 8.228 81.56 91.44 640 41.9
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Average Cut-off Date Principal Balance ($): 228,852.31
Minimum Cut-off Date Principal Balance ($): 24,982.06
Maximum Cut-off Date Principal Balance ($): 1,498,645.98
Standard Deviation Cut-off Date Principal Balance ($): 160,825.20
Top
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5. Range of Original Principal Balances ($)
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Original Principal Balances ($) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0.01 - 50,000.00 227 8,850,731 0.84 38,990 11.175 97.6 97.6 641 38.93
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50,000.01 - 100,000.00 907 67,961,189 6.45 74,930 10.331 91.37 94.79 637 40.22
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
100,000.01 - 150,000.00 741 92,565,724 8.79 124,920 9.151 84.5 92.01 628 39.91
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
150,000.01 - 200,000.00 571 100,472,733 9.54 175,959 8.41 80.97 91.21 631 40.85
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
200,000.01 - 250,000.00 488 109,560,814 10.4 224,510 8.182 80.51 91.8 626 42.01
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
250,000.01 - 300,000.00 397 108,993,182 10.34 274,542 8.059 80.28 91.97 639 42.14
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
300,000.01 - 350,000.00 318 102,920,157 9.77 323,648 7.807 80.62 93.79 643 42.92
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
350,000.01 - 400,000.00 260 97,223,764 9.23 373,938 7.822 80.53 94.43 648 43.05
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
400,000.01 - 450,000.00 191 81,760,455 7.76 428,065 7.815 79.65 89.84 643 43.29
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
450,000.01 - 500,000.00 183 86,929,085 8.25 475,022 7.733 79.87 89.95 647 42.46
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
500,000.01 - 550,000.00 113 59,485,309 5.65 526,419 7.946 81.21 90.89 647 43.97
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
550,000.01 - 600,000.00 84 48,184,621 4.57 573,626 7.599 80.88 89.04 656 42.2
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
600,000.01 - 650,000.00 39 24,301,169 2.31 623,107 7.985 80.49 89.21 646 42.36
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
650,000.01 - 700,000.00 35 23,866,463 2.27 681,899 7.851 79.28 87.21 651 40.96
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
700,000.01 - 750,000.00 18 13,072,203 1.24 726,233 7.418 79.38 83.01 665 38.28
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
750,000.01 - 800,000.00 14 10,878,240 1.03 777,017 8.081 80.83 87.91 640 42.18
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
800,000.01 - 850,000.00 9 7,504,811 0.71 833,868 7.605 73.72 75.26 638 40.08
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
850,000.01 - 900,000.00 1 859,000 0.08 859,000 6.5 71.58 71.58 677 31.51
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
900,000.01 - 950,000.00 5 4,644,436 0.44 928,887 7.012 78.93 82.17 672 34.93
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1,000,000.01 greater than or equal to 3 3,601,969 0.34 1,200,656 7.132 75.74 78.78 698 37.82
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 4,604 1,053,636,056 100 228,852 8.228 81.56 91.44 640 41.9
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Average Orig Balance ($): 229,020.29
Minimum Orig Balance ($): 25,000.00
Maximum Orig Balance ($): 1,500,000.00
Standard Deviation Orig Balance ($): 160,935.78
Top
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6. Range of Stated Remaining Terms (months)
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Stated Remaining Terms (months) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
161 - 170 1 40,618 0 40,618 9.75 100 100 642 47.11
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
171 - 180 407 31,994,940 3.04 78,612 10.865 97.03 97.15 653 42.11
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
231 - 240 2 217,905 0.02 108,952 7.528 81.43 81.43 685 39.95
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
291 - 300 1 284,694 0.03 284,694 7.875 89.62 89.62 666 46.08
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
341 - 350 3 466,485 0.04 155,495 7.442 80 100 609 45.76
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
351 - 360 4,011 963,496,118 91.44 240,213 8.14 81.19 91.71 641 41.82
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
361 greater than or equal to 179 57,135,297 5.42 319,192 8.246 78.98 83.65 621 43.07
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 4,604 1,053,636,056 100 228,852 8.228 81.56 91.44 640 41.9
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Remaining Term: 359
Minimum Remaining Term: 166
Maximum Remaining Term: 479
Standard Deviation Remaining Term: 58
Top
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7. Stated Original Term (months)
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Stated Original Term (months) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
180 408 32,035,558 3.04 78,519 10.864 97.04 97.15 653 42.11
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
240 2 217,905 0.02 108,952 7.528 81.43 81.43 685 39.95
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
300 1 284,694 0.03 284,694 7.875 89.62 89.62 666 46.08
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
360 4,014 963,962,603 91.49 240,150 8.139 81.19 91.72 641 41.82
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
480 179 57,135,297 5.42 319,192 8.246 78.98 83.65 621 43.07
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 4,604 1,053,636,056 100 228,852 8.228 81.56 91.44 640 41.9
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Original Term: 361
Minimum Original Term: 180
Maximum Original Term: 480
Standard Deviation Original Term: 58
Top
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8. Range of Original LTV Ratios (%)
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Original LTV Ratios (%) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
less than or equal to 30.00 9 827,091 0.08 91,899 8.657 23.95 30.48 582 35.87
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30.01 - 35.00 7 1,111,089 0.11 158,727 7.327 32.79 34.04 632 31.5
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
35.01 - 40.00 11 2,450,054 0.23 222,732 6.733 36.89 36.89 687 41.4
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40.01 - 45.00 9 2,069,300 0.2 229,922 7.169 43.89 43.89 647 34.38
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
45.01 - 50.00 22 4,792,714 0.45 217,851 7.72 48.21 48.21 633 39.3
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50.01 - 55.00 24 6,817,818 0.65 284,076 7.038 53.07 53.89 653 41.06
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
55.01 - 60.00 41 10,757,818 1.02 262,386 7.512 57.97 59.04 618 37.6
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
60.01 - 65.00 63 14,902,385 1.41 236,546 7.377 63.02 63.02 629 40.34
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
65.01 - 70.00 122 35,502,473 3.37 291,004 7.574 68.48 68.94 630 39.99
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
70.01 - 75.00 161 46,649,848 4.43 289,751 7.745 73.64 75.14 619 41.03
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
75.01 - 80.00 2,285 622,096,879 59.04 272,252 7.913 79.88 96.39 647 42.43
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
80.01 - 85.00 295 81,525,788 7.74 276,359 8.068 84.12 84.28 617 40.43
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
85.01 - 90.00 428 101,397,250 9.62 236,909 8.71 89.66 89.82 626 41.73
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
90.01 - 95.00 196 46,674,979 4.43 238,138 9.024 94.78 94.92 619 41.82
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
95.01 - 100.00 931 76,060,570 7.22 81,698 10.933 99.98 99.98 662 42.4
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 4,604 1,053,636,056 100 228,852 8.228 81.56 91.44 640 41.9
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Original LTV (%): 81.56
Minimum Original LTV (%): 8.50
Maximum Original LTV (%): 100.00
Standard Deviation Original LTV (%): 11.02
Top
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9. Range of Original Combined LTV Ratios (%)
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Original Combined LTV Ratios (%) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
less than or equal to 30.00 8 743,500 0.07 92,937 8.65 23.3 23.3 578 35.04
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30.01 - 35.00 6 862,726 0.08 143,788 7.536 32.64 32.64 634 28.17
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
35.01 - 40.00 12 2,698,417 0.26 224,868 6.72 36.56 37.08 681 41.55
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40.01 - 45.00 9 2,069,300 0.2 229,922 7.169 43.89 43.89 647 34.38
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
45.01 - 50.00 22 4,792,714 0.45 217,851 7.72 48.21 48.21 633 39.3
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50.01 - 55.00 22 6,332,992 0.6 287,863 7.029 53.05 53.05 654 40.92
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
55.01 - 60.00 41 10,043,965 0.95 244,975 7.43 57.92 57.99 619 37.33
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
60.01 - 65.00 63 14,902,385 1.41 236,546 7.377 63.02 63.02 629 40.34
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
65.01 - 70.00 121 35,154,703 3.34 290,535 7.579 68.31 68.45 629 40.1
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
70.01 - 75.00 149 44,617,251 4.23 299,445 7.759 73.24 73.5 618 40.72
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
75.01 - 80.00 348 97,510,658 9.25 280,203 7.858 79.33 79.33 626 40.49
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
80.01 - 85.00 292 81,095,217 7.7 277,723 8.059 84.06 84.11 617 40.38
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
85.01 - 90.00 441 110,211,522 10.46 249,913 8.592 88.63 89.63 630 41.63
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
90.01 - 95.00 268 65,652,484 6.23 244,972 8.725 90.38 94.8 627 41.61
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
95.01 - 100.00 2,802 576,948,222 54.76 205,906 8.328 82.65 99.97 653 42.84
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 4,604 1,053,636,056 100 228,852 8.228 81.56 91.44 640 41.9
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Original Combined LTV (%): 91.44
Minimum Original Combined LTV (%): 8.50
Maximum Original Combined LTV (%): 100.00
Standard Deviation Original Combined LTV (%): 12.03
Top
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10. Range of Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Debt Ratio Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0.01 - 30.00 508 99,940,383 9.49 196,733 8.031 79.9 86.2 642 22.96
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30.01 - 35.00 411 80,167,848 7.61 195,056 8.288 80.84 89.1 642 32.88
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
35.01 - 40.00 730 160,231,408 15.21 219,495 8.275 82.04 91.46 642 37.67
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40.01 - 45.00 1,174 275,928,166 26.19 235,033 8.174 81.28 92.4 646 42.71
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
45.01 - 50.00 1,430 341,943,502 32.45 239,121 8.343 82.41 93.46 637 47.85
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50.01 - 55.00 332 89,958,049 8.54 270,958 8.062 80.76 88.71 626 52.54
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
55.01 greater than or equal to 19 5,466,700 0.52 287,721 7.751 81.6 91.41 626 55.95
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 4,604 1,053,636,056 100 228,852 8.228 81.56 91.44 640 41.9
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-zero Weighted Average DTI: 41.90
Minimum DTI: 2.18
Maximum DTI: 57.73
Standard Deviation DTI: 8.70
Top
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11. Range of Gross Margins (%)
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Gross Margins (%) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2.750 - 2.999 5 1,369,851 0.17 273,970 7.671 80 100 709 42.87
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3.000 - 3.249 1 239,653 0.03 239,653 7.65 80 100 629 35.91
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3.250 - 3.499 4 1,451,602 0.18 362,901 8.088 80 97.63 623 49.05
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3.500 - 3.749 1 142,415 0.02 142,415 7.65 80 80 553 30.57
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3.750 - 3.999 1 110,463 0.01 110,463 7.85 80 100 623 48.77
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.250 - 4.499 3 800,445 0.1 266,815 7.24 87.19 87.19 643 38.97
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.500 - 4.749 4 838,590 0.1 209,647 7.529 80.58 93.46 669 32.64
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.750 - 4.999 9 2,321,434 0.28 257,937 7.327 83.29 91.21 651 41.14
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.000 - 5.249 45 16,153,763 1.95 358,973 6.917 75.38 83.45 680 36.96
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.250 - 5.499 139 44,105,851 5.32 317,308 7.238 80 92.9 658 41.9
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.500 - 5.749 165 48,602,443 5.86 294,560 7.404 80.68 94.27 640 41.76
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.750 - 5.999 189 57,019,628 6.88 301,691 7.509 79.85 92.43 652 42.95
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.000 - 6.249 342 104,844,423 12.65 306,563 7.595 79.79 94.59 646 43.21
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.250 - 6.499 346 99,098,758 11.95 286,413 7.791 80.37 94.46 641 42.32
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.500 - 6.749 367 101,065,325 12.19 275,382 7.951 80.69 93.53 637 42.55
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.750 - 6.999 231 75,169,859 9.07 325,411 8.187 80.64 91.15 631 41.85
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.000 - 7.249 214 60,211,433 7.26 281,362 8.395 82.17 94.38 640 42.48
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.250 - 7.499 156 43,839,615 5.29 281,023 8.538 82.54 93.88 628 40.92
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.500 - 7.749 177 41,378,096 4.99 233,775 8.706 82.94 93.79 636 41.34
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.750 - 7.999 166 38,933,543 4.7 234,539 8.984 83.25 92.22 621 41.27
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.000 - 8.249 322 60,553,136 7.3 188,053 9.295 82.74 88.71 597 42.22
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.250 - 8.499 47 9,225,949 1.11 196,297 9.414 83.75 90.84 602 42.84
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.500 - 8.749 30 7,403,403 0.89 246,780 9.55 85.31 93.77 640 42.62
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.750 - 8.999 28 5,416,383 0.65 193,442 9.893 85.48 93.07 620 40.84
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.000 - 9.249 13 1,468,300 0.18 112,946 9.943 88.92 91.24 598 36.7
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.250 - 9.499 12 3,120,702 0.38 260,059 10.685 88.09 93.09 617 42.35
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.500 - 9.749 14 1,588,688 0.19 113,478 10.584 88.87 91.61 577 42.28
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.750 - 9.999 9 1,001,040 0.12 111,227 10.818 87.33 90.09 574 41.24
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.000 - 10.249 4 334,209 0.04 83,552 11.058 91.68 95.52 643 43.83
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.250 - 10.499 2 106,418 0.01 53,209 11.314 75 86.8 552 34.57
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.750 greater than or equal to 9 1,183,174 0.14 131,464 11.736 93.19 94.2 573 41.2
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 3,055 829,098,592 100 271,391 8.105 81.13 92.94 636 42.11
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Margin (%): 6.677
Minimum Margin (%): 2.750
Maximum Margin (%): 12.430
Standard Deviation Margin (%): 1.005
Top
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12. Range of Minimum Mortgage Rates (%)
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Minimum Mortgage Rates (%) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
less than or equal to 4.499 2 598,400 0.07 299,200 7.067 80 100 755 35.5
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.000 - 5.499 1 184,990 0.02 184,990 9.99 95 95 567 44.37
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.500 - 5.999 21 9,413,673 1.14 448,270 6.115 76.14 80.29 726 35.63
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.000 - 6.499 98 39,144,427 4.72 399,433 6.36 77.22 85.4 683 41.01
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.500 - 6.999 258 90,851,647 10.96 352,138 6.838 79.67 93.51 673 41.42
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.000 - 7.499 318 99,683,424 12.02 313,470 7.292 79.94 94.45 653 42.67
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.500 - 7.999 656 189,257,926 22.83 288,503 7.764 80.6 94.73 642 42.72
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.000 - 8.499 423 111,854,582 13.49 264,432 8.261 81.02 94.46 631 42.63
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.500 - 8.999 540 138,720,085 16.73 256,889 8.746 82.04 93.31 623 41.87
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.000 - 9.499 300 61,933,759 7.47 206,446 9.24 82.22 90.31 597 42.96
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.500 - 9.999 254 57,201,914 6.9 225,204 9.725 84.14 90.71 598 41.73
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.000 - 10.499 71 13,358,648 1.61 188,150 10.242 86.99 90.93 590 42.09
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.500 - 10.999 68 10,398,212 1.25 152,915 10.668 87.17 90.02 575 38.79
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.000 - 11.499 23 3,258,228 0.39 141,662 11.238 85.38 90.88 582 41.15
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.500 - 11.999 10 1,798,975 0.22 179,898 11.691 90.1 90.1 578 35.97
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.000 - 12.499 8 926,733 0.11 115,842 12.108 94.05 95.34 629 42.89
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.500 greater than or equal to 4 512,970 0.06 128,243 14.252 98.55 98.55 643 33.01
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 3,055 829,098,592 100 271,391 8.105 81.13 92.94 636 42.11
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Minimum Rate (%): 8.084
Minimum Minimum Rate (%): 2.750
Maximum Minimum Rate (%): 14.750
Standard Deviation Minimum Rate (%): 1.129
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---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13. Range of Maximum Mortgage Rates (%)
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Maximum Mortgage Rates (%) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.500 - 11.999 2 893,200 0.11 446,600 6.301 85.44 94.56 723 37.93
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.000 - 12.499 25 10,474,026 1.26 418,961 5.978 76.52 80.78 724 35.53
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.500 - 12.999 107 36,904,616 4.45 344,903 6.408 77.82 87.12 689 40.27
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.000 - 13.499 257 88,826,830 10.71 345,630 6.832 79.87 94.62 675 41.33
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.500 - 13.999 382 112,161,827 13.53 293,617 7.377 80.44 93.51 652 43.09
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14.000 - 14.499 552 163,244,193 19.69 295,732 7.759 80.36 95.5 641 43.15
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14.500 - 14.999 497 132,139,757 15.94 265,875 8.277 80.97 92.36 629 42.03
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.000 - 15.499 449 114,540,995 13.82 255,102 8.709 81.57 93.55 618 42.29
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.500 - 15.999 340 78,110,090 9.42 229,736 9.113 82.46 91.02 610 41.92
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
16.000 - 16.499 211 47,433,262 5.72 224,802 9.533 83.01 91.17 595 42.63
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
16.500 - 16.999 99 22,493,850 2.71 227,211 9.87 86.02 91.99 609 40.01
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
17.000 - 17.499 49 8,804,352 1.06 179,681 10.355 86.69 91.16 588 41.71
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
17.500 - 17.999 52 7,801,297 0.94 150,025 10.695 87.98 91.16 576 39.16
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
18.000 - 18.499 13 2,372,071 0.29 182,467 11.253 86.04 93.59 607 42.75
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
18.500 - 18.999 8 1,458,523 0.18 182,315 11.721 89.24 89.24 566 34.1
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
19.000 - 19.499 8 926,733 0.11 115,842 12.108 94.05 95.34 629 42.89
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
19.500 greater than or equal to 4 512,970 0.06 128,243 14.252 98.55 98.55 643 33.01
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 3,055 829,098,592 100 271,391 8.105 81.13 92.94 636 42.11
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Maximum Rate (%): 14.623
Minimum Maximum Rate (%): 11.820
Maximum Maximum Rate (%): 21.750
Standard Deviation Maximum Rate (%): 1.187
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14. Initial Periodic Cap (%)
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Initial Periodic Cap (%) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1 13 2,544,316 0.31 195,717 8.56 84.04 88.68 610 37.68
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.5 717 182,034,296 21.96 253,883 8.545 81.34 89.09 618 41.39
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2 6 1,408,772 0.17 234,795 8.075 83.17 92.96 623 43.91
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2.46 1 273,182 0.03 273,182 7.82 80 95 637 50.08
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3 2,147 574,315,695 69.27 267,497 8.107 81.35 94.58 633 42.63
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4 1 235,806 0.03 235,806 8.375 75 75 582 36.79
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5 170 68,286,526 8.24 401,685 6.9 78.55 89.58 714 39.8
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 3,055 829,098,592 100 271,391 8.105 81.13 92.94 636 42.11
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Initial Cap (%): 2.828
Minimum Initial Cap (%): 1.000
Maximum Initial Cap (%): 5.000
Standard Deviation Initial Cap (%): 0.841
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15. Subsequent Periodic Cap (%)
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Subsequent Periodic Cap (%) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1 2,309 637,999,604 76.95 276,310 7.987 81.08 94.17 642 42.36
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.5 743 190,264,782 22.95 256,076 8.504 81.29 88.79 618 41.31
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2 2 598,400 0.07 299,200 7.067 80 100 755 35.5
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2.5 1 235,806 0.03 235,806 8.375 75 75 582 36.79
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 3,055 829,098,592 100 271,391 8.105 81.13 92.94 636 42.11
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Subsequent Periodic Cap (%): 1.116
Minimum Subsequent Periodic Cap (%): 1.000
Maximum Subsequent Periodic Cap (%): 2.500
Standard Deviation Subsequent Periodic Cap (%): 0.217
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---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
16. Next Rate Adjustment Dates
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Next Rate Adjustment Dates Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Feb-07 1 330,221 0.04 330,221 7.25 89.95 89.95 596 42.1
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Mar-07 7 1,329,063 0.16 189,866 8.818 83.47 86.35 609 38.35
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Sep-07 1 161,640 0.02 161,640 6.975 80 100 642 47.11
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Jan-08 1 71,411 0.01 71,411 8.388 80 100 607 29.97
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Jun-08 10 2,919,610 0.35 291,961 8.478 83.7 97.62 613 45.86
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Jul-08 34 9,506,464 1.15 279,602 8.34 80.61 94.04 615 44.99
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Aug-08 403 117,835,554 14.21 292,396 8.143 81.09 95.89 633 42.88
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Sep-08 1,847 499,603,686 60.26 270,495 8.236 81.34 93.61 629 42.48
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Oct-08 421 80,318,593 9.69 190,781 8.342 81.74 88.35 618 41.06
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Nov-08 16 3,862,600 0.47 241,413 8.239 81.97 87.51 622 42.19
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Jul-09 1 69,400 0.01 69,400 11.04 100 100 587 41.12
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Aug-09 16 5,059,514 0.61 316,220 8.183 84.14 95.51 647 39.4
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Sep-09 56 17,388,372 2.1 310,507 8.02 80.71 91.55 644 41.02
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Oct-09 19 4,588,095 0.55 241,479 8.077 85.37 90.32 662 42.86
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Nov-09 2 212,800 0.03 106,400 9.041 89.6 89.6 624 43.96
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Feb-11 1 448,000 0.05 448,000 7.825 80 100 636 46.79
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Apr-11 1 264,000 0.03 264,000 8.875 80 80 600 41.88
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Jun-11 1 342,000 0.04 342,000 8.75 95 95 594 5.64
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Aug-11 2 971,302 0.12 485,651 7.578 84.33 88.78 636 45.46
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Sep-11 69 24,420,643 2.95 353,922 7.356 80.22 91.09 673 39.44
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Jul-16 2 758,758 0.09 379,379 6.262 81.49 81.49 720 50.1
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Aug-16 29 11,586,508 1.4 399,535 6.85 76.36 88.81 717 39.18
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Sep-16 115 47,050,359 5.67 409,134 6.875 78.49 89.12 719 40.09
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 3,055 829,098,592 100 271,391 8.105 81.13 92.94 636 42.11
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Next Rate Adjustment Date: May 2009
Minimum Next Rate Adjustment Date: February 2007
Maximum Next Rate Adjustment Date: September 2016
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17. Geograghic Distribution of Mortgaged Properties
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Geograghic Distribution of Mortgaged Properties Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
California 1,466 432,553,765 41.05 295,057 7.837 80.81 91.59 653 42.38
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Florida 535 101,809,794 9.66 190,299 8.395 81.78 91.02 635 41.6
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
New York 234 67,131,374 6.37 286,886 8.326 82.58 93.29 652 42.19
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Washington 191 42,818,193 4.06 224,179 8.131 81.45 91.3 636 42.4
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Maryland 152 37,918,864 3.6 249,466 8.629 83.42 94.22 636 42.38
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Arizona 173 34,869,989 3.31 201,561 8.284 80.07 88.36 631 42.61
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Illinois 172 34,485,869 3.27 200,499 8.701 82.01 92.25 630 41.6
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
New Jersey 132 34,388,173 3.26 260,516 8.472 82.57 91.48 640 42.9
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Texas 224 31,693,569 3.01 141,489 8.645 82.69 94.89 624 40.22
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Massachusetts 91 25,254,557 2.4 277,523 8.44 81.78 90.62 634 42.85
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Virginia 79 18,655,954 1.77 236,151 8.603 82.18 92.55 621 41.36
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Nevada 79 18,321,941 1.74 231,923 8.464 81.95 93.05 633 44.37
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Georgia 76 12,502,423 1.19 164,506 8.713 82.17 90.05 625 38.34
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Pennsylvania 70 11,179,657 1.06 159,709 8.695 80.69 86.51 605 37.93
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Oregon 51 10,025,407 0.95 196,577 7.879 81.47 88.62 645 41.04
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Other 879 140,026,528 13.29 159,302 8.725 82.34 89.99 620 40.5
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 4,604 1,053,636,056 100 228,852 8.228 81.56 91.44 640 41.9
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
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---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
18. Occupancy
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Occupancy Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Primary 4,448 1,024,759,807 97.26 230,387 8.215 81.51 91.62 640 41.98
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Investment 119 18,920,537 1.8 158,996 8.991 83.2 83.2 657 37.29
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Second Home 37 9,955,713 0.94 269,073 8.056 83.1 89.07 687 42.81
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 4,604 1,053,636,056 100 228,852 8.228 81.56 91.44 640 41.9
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Top
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
19. Property Type
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Property Type Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Single Family 3,452 774,918,209 73.55 224,484 8.23 81.47 90.95 638 41.83
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Planned Unit Development 596 148,043,961 14.05 248,396 8.24 81.67 92.38 642 42.52
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Condominium 343 68,880,186 6.54 200,817 8.106 82.66 94.41 649 41.5
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Two-to-Four Family 208 60,601,342 5.75 291,353 8.307 81.2 92.22 656 41.59
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Townhouse 5 1,192,359 0.11 238,472 8.503 80.63 84.7 612 46.75
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 4,604 1,053,636,056 100 228,852 8.228 81.56 91.44 640 41.9
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Top
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
20. Loan Purpose
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Loan Purpose Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Purchase 3,207 662,676,027 62.89 206,634 8.454 83.45 97.41 647 42.32
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Refinance - Cashout 1,089 328,732,865 31.2 301,867 7.822 77.77 80.25 629 40.89
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Refinance - Rate Term 308 62,227,165 5.91 202,036 7.956 81.43 87.04 630 42.73
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 4,604 1,053,636,056 100 228,852 8.228 81.56 91.44 640 41.9
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
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---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
21. Documentation Type
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Documentation Type Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Full Documentation 2,392 538,770,412 51.13 225,238 7.958 80.99 88.73 629 41.11
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Stated Documentation 2,115 488,665,841 46.38 231,048 8.545 82.08 94.24 653 42.85
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Limited Documentation 97 26,199,803 2.49 270,101 7.871 83.45 95 630 40.38
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 4,604 1,053,636,056 100 228,852 8.228 81.56 91.44 640 41.9
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
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---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
22. Range of Credit Scores
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Range of Credit Scores Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
500 - 519 22 5,158,889 0.49 234,495 9.406 72.24 72.24 508 36.74
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
520 - 539 98 20,712,801 1.97 211,355 9.261 76.36 77.1 528 41.72
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
540 - 559 146 35,826,760 3.4 245,389 9.229 82.28 82.61 549 42.63
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
560 - 579 261 56,847,053 5.4 217,805 8.849 81.77 83.4 570 42.32
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
580 - 599 528 107,928,531 10.24 204,410 8.44 81.4 89.75 589 41.33
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
600 - 619 786 174,874,327 16.6 222,486 8.4 81.9 92.68 610 42.6
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
620 - 639 757 167,453,565 15.89 221,207 8.294 81.07 93.39 629 42.38
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
640 - 659 635 142,521,584 13.53 224,443 8.243 81.72 93.33 649 42.71
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
660 - 679 499 116,372,277 11.04 233,211 8.035 82.88 94.04 669 41.72
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
680 - 699 285 65,757,216 6.24 230,727 7.89 82.46 94.21 689 40.69
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
700 - 719 218 56,761,941 5.39 260,376 7.67 81.24 92.76 708 41.15
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
720 - 739 178 46,480,696 4.41 261,128 7.493 82.8 94.32 729 42.3
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
740 - 759 72 20,328,954 1.93 282,347 7.608 80.54 91.17 748 42.32
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
760 - 779 74 22,817,142 2.17 308,340 7.008 78.99 86.23 769 37.05
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
780 - 799 40 12,433,948 1.18 310,849 7.222 78.89 89.32 789 38.22
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
800 - 819 5 1,360,372 0.13 272,074 6.783 75.88 90.09 803 37.73
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 4,604 1,053,636,056 100 228,852 8.228 81.56 91.44 640 41.9
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-zero Weighted Average FICO: 640
Minimum FICO: 500
Maximum FICO: 809
Standard Deviation FICO: 53
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23. Prepayment Penalty Term (months)
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Prepayment Penalty Term (months) Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
None 1,265 274,649,223 26.07 217,114 8.813 83.53 93.52 640 42.04
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12 173 49,964,806 4.74 288,814 8.683 80.71 89.22 637 42.5
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
18 6 1,816,408 0.17 302,735 6.897 80 95.95 732 42.97
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
24 2,447 530,930,228 50.39 216,972 8.216 82.56 94.05 631 42.32
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30 1 183,000 0.02 183,000 7.65 84.72 84.72 601 19.43
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
36 438 126,945,727 12.05 289,830 7.392 79.02 86.97 673 40.53
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
60 274 69,146,663 6.56 252,360 7.235 71.36 72.9 656 40.19
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 4,604 1,053,636,056 100 228,852 8.228 81.56 91.44 640 41.9
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Top
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24. Lien Position
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
% of Mortgage Pool by
Aggregate Aggregate
Sample Pool Sample Pool Avg. Sample Pool Weighted
Number of Calculation Date Calculation Date Calculation Date Average Gross Weighted Average Weighted Average Weighted Average Weighted Average
Lien Position Mortgage Loans Principal Balance ($) Principal Balance Principal Balance ($) Interest Rate (%) Original LTV (%) Original Combined LTV (%) FICO Score Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1st Lien 3,666 981,002,225 93.11 267,595 8.019 80.21 90.83 639 41.85
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2nd Lien 938 72,633,832 6.89 77,435 11.047 99.71 99.71 663 42.61
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total: 4,604 1,053,636,056 100 228,852 8.228 81.56 91.44 640 41.9
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
