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% of % Second Lien
Total (Simultaneous
FICO UPB Deal Avg LTV Max LTV % Full Doc % Owner Occ % IO WAC or Silent) Def Rate
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<520 $18,910,381.13 2.70% 72.09% 90.00% 89.53% 100.00% 0.00% 8.22% 0.97%
520-539 $30,979,137.63 4.42% 75.30% 90.00% 90.29% 100.00% 0.00% 8.17% 2.32%
540-559 $51,723,896.34 7.38% 78.99% 100.00% 91.80% 100.00% 5.65% 7.84% 4.94%
560-579 $92,285,228.21 13.16% 81.07% 100.00% 90.12% 100.00% 31.46% 7.72% 6.55%
580-599 $122,806,581.43 17.51% 83.76% 100.00% 89.56% 100.00% 48.78% 7.34% 17.27%
600-619 $137,264,545.13 19.57% 83.88% 100.00% 90.45% 100.00% 56.21% 7.03% 17.16%
620-639 $117,087,297.24 16.70% 83.75% 100.00% 81.35% 100.00% 57.17% 6.78% 17.45%
640-659 $48,146,602.72 6.87% 81.99% 100.00% 83.43% 100.00% 15.70% 6.93% 17.77%
660-679 $33,411,634.52 4.76% 80.58% 100.00% 73.77% 100.00% 11.48% 6.68% 13.77%
680-699 $21,363,234.58 3.05% 82.98% 100.00% 68.96% 100.00% 14.34% 6.63% 18.24%
700-719 $9,610,427.42 1.37% 82.65% 100.00% 86.60% 100.00% 5.86% 6.45% 21.42%
720-739 $7,813,416.41 1.11% 83.87% 100.00% 86.46% 100.00% 8.94% 6.43% 11.31%
740-759 $5,481,112.18 0.78% 84.91% 100.00% 76.55% 100.00% 22.64% 6.50% 14.71%
760-779 $2,773,593.35 0.40% 86.22% 100.00% 69.83% 100.00% 18.14% 6.65% 3.57%
780-799 $755,235.70 0.11% 78.53% 100.00% 100.00% 100.00% 0.00% 6.29% 0.00%
800-819 $854,142.09 0.12% 94.01% 100.00% 100.00% 100.00% 0.00% 5.96% 0.00%
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% of % Second Lien
Total (Simultaneous
FICO Deal Avg LTV Max LTV % Full Doc % Owner Occ WAC Margin or Silent)
--------------------------------------------------------------------------------------------------------
<520
520 - 539
540-559 1.15% 82.05% 100.00% 87.51% 100.00% 6.97% 6.98% 3.56%
560-579 11.46% 83.58% 100.00% 92.44% 100.00% 7.54% 7.24% 4.09%
580-599 23.64% 84.72% 100.00% 89.48% 100.00% 7.21% 6.99% 21.17%
600-619 30.45% 86.03% 100.00% 91.04% 100.00% 6.98% 6.80% 17.53%
620-639 26.42% 85.11% 100.00% 84.98% 100.00% 6.62% 6.53% 21.56%
640-659 2.98% 81.11% 100.00% 83.02% 100.00% 6.43% 6.33% 22.77%
660-679 1.51% 76.78% 100.00% 84.00% 100.00% 6.02% 5.87% 11.33%
680-699 1.21% 74.17% 95.00% 49.04% 100.00% 6.17% 6.01% 11.36%
700-719 0.22% 93.14% 100.00% 100.00% 100.00% 5.96% 5.50% 0.00%
720-739 0.28% 95.44% 100.00% 100.00% 100.00% 6.22% 6.38% 0.00%
740-759 0.49% 83.08% 85.00% 100.00% 100.00% 5.71% 0.00%
760-779 0.20% 76.21% 76.21% 100.00% 100.00% 5.50% 0.00%
780-799
