Contract

EXHIBIT 99.2

The depositor has purchased mortgage loans from IndyMac Bank, F.S.B. (“IndyMac Bank”) pursuant to a pooling and servicing agreement, dated as of December 1, 2006, among IndyMac Bank, as seller and servicer, the depositor and the trustee, and assigned to the trustee for the benefit of holders of the certificates the mortgage loans (the “Closing Date Mortgage Loans”). Pursuant to each subsequent transfer instrument, the trust acquired subsequent mortgage loans (the “Subsequent Mortgage Loans” and together with the Closing Date Mortgage Loans, the “Mortgage Loans”) to be included in the mortgage pool. The Mortgage Loans have an aggregate principal balance as of the subsequent cut-off date of approximately $1,299,922,247. The Mortgage Loans included in loan group I have an aggregate principal balance equal to approximately $495,319,760 and the Mortgage Loans included in loan group II have an aggregate principal balance equal to approximately $804,602,487.

At origination, approximately 99.35% of the Mortgage Loans in loan group I and approximately 97.44% of the Mortgage Loans in loan group II had stated terms to maturity of 30 years and the remaining loans in each loan group had stated terms to maturity at origination of less than 30 years. Substantially all of the Mortgage Loans provide for payments due on the first day of each month. Scheduled monthly payments made by the mortgagors on the mortgage loans either earlier or later than the scheduled due dates thereof is not expected to affect the amortization schedule or the relative application of those payments to principal and interest.

A portion of the Mortgage Loans included in the trust will be mortgage loans that only require the related mortgagor to pay interest on the principal balance of the mortgage loan for either the first two, five or ten years after its origination, but require that the entire principal balance of the mortgage loan be fully amortized over the related remaining term of the mortgage loan following such interest only period (such mortgage loans are referred to as “Interest-Only Mortgage Loans”). The mortgage rate at which interest is calculated during the period in which only payments of interest are due may be fixed or adjustable or initially fixed and then adjustable. Approximately 323 of the Mortgage Loans in loan group I and approximately 803 of the Mortgage Loans in loan group II, representing approximately 15.01% and 29.84%, respectively, of the Mortgage Loans in that loan group are Interest-Only Mortgage Loans. See the tables entitled “Product Type” in Annex II for additional characteristics of the Interest-Only Mortgage Loans.

A portion of the Mortgage Loans included in the trust will be secured by a second lien on the related mortgages property (each a “Second Lien Loan”). Approximately 0.39% of the Mortgage Loans in loan group I and approximately 2.32% of the Loans in loan group II are Second Lien Loans.

A portion of the Mortgage Loans included in the trust will be balloon loans that provide for equal monthly payments, consisting of principal and interest, based on a stated amortization schedule, and a single payment of the remaining principal balance of the loan at maturity. Approximately 31.73% of the Mortgage Loans in loan group I and approximately 23.45% of the Mortgage Loans in loan group II are balloon loans. See the tables entitled “Product Type” in Annex II for the balloon loans included in the mortgage pool.

A portion of the Mortgage Loans included in the trust contain prepayment charges. Prepayment charges provide that if the borrower were to prepay the mortgage loan (in part or in full) at any time from the origination of the mortgage loan to a date set forth in the related mortgage note (the “Prepayment Charge Period”), the borrower would also have to pay a fee in addition to the amount necessary to repay the mortgage loan. The Prepayment Charge Period for the Mortgage Loans varies from one year to three years, depending on the terms set forth in the related mortgage note. The amount of the prepayment charge varies. Approximately 63.60% of the Mortgage Loans in loan group I and approximately 64.34% of the Mortgage Loans in loan group II contain prepayment charges.

The mortgage rate of each of the fixed-rate mortgage loans will be fixed for the life of the loan. The mortgage rates for a substantial majority of the adjustable-rate mortgage loans will be fixed for a period after the origination of each such mortgage loan, after which it will adjust semi-annually or annually based on the applicable Loan Index. The rates on these mortgage loans adjust periodically on a date (the “Adjustment Date”) after an initial period during which their rate is fixed that ends on their initial Adjustment Date. The change in the interest rate of any adjustable rate mortgage loan on any single Adjustment Date may not exceed a maximum known as its “Periodic Rate Cap” nor the maximum known as the “Maximum Mortgage Rate”. The interest rate for each of these mortgage loans is computed as a margin specified in the related mortgage note over the applicable Loan Index which may be 6-month LIBOR, 1-year LIBOR or 1-year CMT. “6-month LIBOR” is the average of interbank offered rates for six month U.S. dollar deposits, respectively, in the London market based on quotations of major banks, as published either (x) by Xxxxxx Xxx either 30 or 45 days before the Adjustment Date or (y) in the “Money Rates” section of The Wall Street Journal as of the first business day of the month before the Adjustment Date. “1-year LIBOR” is the average of interbank offered rates for one year U.S. dollar deposits, respectively, in the London market based on quotations of major banks, as published either (x) by Xxxxxx Mae either 30 or 45 days before the Adjustment Date or (y) in the “Money Rates” section of The Wall Street Journal as of the first business day of the month before the Adjustment Date. “1-year CMT” is the weekly average yield on U.S. Treasury Securities adjusted to a constant maturity of one year as made available by the Federal Reserve. The following tables summarize these characteristics of the different loan programs for the different types of adjustable-rate mortgage loans that will be included in the trust. See the tables entitled “Product Type” in Annex II for the adjustable-rate mortgage loans.

Type	Initial Fixed Rate Period	Base Index	Periodic Rate Adjustment Period
2/6 LIBOR Adjustable Mortgage Loans	2 years	6-month LIBOR	6 mos.
3/6 LIBOR Adjustable Mortgage Loans	3 years	6-month LIBOR	6 mos.
3/1 LIBOR Adjustable Mortgage Loans	3 years	1-year LIBOR	1 year
3/1 CMT Adjustable Mortgage Loans	3 years	1-year CMT	1 year
5/6 LIBOR Adjustable Mortgage Loans	5 years	6-month LIBOR	6 mos.
5/1 LIBOR Adjustable Mortgage Loans	5 years	1-year LIBOR	1 year
7/6 LIBOR Adjustable Mortgage Loans	7 years	6-month LIBOR	6 mos.
7/1 LIBOR Adjustable Mortgage Loans	7 years	1-year LIBOR	1 year
10/1 LIBOR Adjustable Mortgage Loans	10 years	1-year LIBOR	1 year

The 2/28 Adjustable Mortgage Loans and the 30-year Fixed Rate Mortgage Loans will include performance loans (“Performance Loans”) that provide borrowers the potential of a mortgage rate or margin reduction for good payment history. If the related borrower has made scheduled payments in full since the origination of that loan, the loan is eligible for one or more reductions (ranging from 0.25% to 1.00%) in the mortgage rate or the margin used to calculate the mortgage rate. Approximately 5.50% of the Statistical Calculation Mortgage Loans are Performance Loans.

ANNEX II

CLOSING DATE MORTGAGE LOANS AND SUBSEQUENT MORTGAGE LOANS

CURRENT STATED PRINCIPAL BALANCE

Range of Current Stated Principal Balance ($)		Number of Mortgage Loans			Aggregate Principal Balance Outstanding			Percentage of Aggregate Principal Balance of Mortgage Loans			Average Principal Balance			Weighted Average Mortgage Rate			Weighted Average Original LTV			Weighted Average FICO Score			% of Full Doc Loans			Weighted Average DTI (%)
0.01-50,000.00			321		$	12,076,461			0.93	%	$	37,621			10.391	%		79.32	%		603			49.66	%		34.79	%
50,000.01-100,000.00			1,082			82,412,645			6.34			76,167			9.615			82.05			606			55.55			37.48
100,000.01-150,000.00			1,165			146,021,878			11.23			125,341			9.076			80.66			601			57.11			39.04
150,000.01-200,000.00			959			167,822,279			12.91			174,997			8.624			80.15			605			52.29			40.64
200,000.01-250,000.00			806			181,324,624			13.95			224,969			8.425			79.51			610			46.03			41.62
250,000.01-300,000.00			650			178,743,183			13.75			274,990			8.235			81.64			616			46.31			42.41
300,000.01-350,000.00			428			138,819,162			10.68			324,344			7.981			80.97			627			35.94			42.35
350,000.01-400,000.00			323			120,920,900			9.30			374,368			8.076			82.60			627			29.74			42.22
400,000.01-450,000.00			230			98,306,054			7.56			427,418			7.738			81.55			637			31.75			43.06
450,000.01-500,000.00			143			68,368,475			5.26			478,101			7.819			80.56			635			29.40			41.81
500,000.01-550,000.00			50			26,186,427			2.01			523,729			7.484			80.51			650			33.91			41.08
550,000.01-600,000.00			45			25,924,182			1.99			576,093			7.998			82.61			618			42.84			41.88
600,000.01-650,000.00			27			16,967,663			1.31			628,432			7.950			82.94			624			51.65			44.48
650,000.01-700,000.00			15			10,081,331			0.78			672,089			7.764			79.99			647			33.24			44.11
700,000.01-750,000.00			11			7,936,987			0.61			721,544			8.110			82.11			646			18.00			43.59
750,000.01-800,000.00			7			5,493,050			0.42			784,721			7.922			81.03			693			14.50			41.32
800,000.01-850,000.00			5			4,155,144			0.32			831,029			8.048			84.10			645			39.70			39.05
850,000.01-900,000.00			1			880,000			0.07			880,000			5.875			80.00			702			100.00			43.62
900,000.01-950,000.00			1			910,000			0.07			910,000			8.875			70.00			615			0.00			42.70
950,000.01-1,000,000.00			1			1,000,000			0.08			1,000,000			9.250			83.33			642			0.00			47.07
1,000,000.01-1,050,000.00			2			2,057,188			0.16			1,028,594			7.324			70.10			617			51.03			42.38
1,050,000.01-1,100,000.00			1			1,075,000			0.08			1,075,000			7.250			69.81			601			100.00			23.92
1,100,000.01-1,150,000.00			1			1,140,000			0.09			1,140,000			6.500			80.00			710			100.00			27.30
1,250,000.01-1,300,000.00			1			1,299,613			0.10			1,299,613			6.250			63.41			664			0.00			46.40
Total			6,275		$	1,299,922,247			100.00	%	$	207,159			8.376	%		80.95	%		618			43.57	%		41.28	%

FICO SCORE

FICO Score		Number of Mortgage Loans			Aggregate Principal Balance Outstanding			Percentage of Aggregate Principal Balance of Mortgage Loans			Average Principal Balance			Weighted Average Mortgage Rate			Weighted Average Original LTV			Weighted Average FICO Score			% of Full Doc Loans			Weighted Average DTI (%)
0-500			18		$	2,546,749			0.20	%	$	141,486			9.908	%		67.49	%		500			72.01	%		45.04	%
501-520			256			37,471,937			2.88			146,375			10.347			66.64			510			62.46			41.06
521-540			425			70,897,893			5.45			166,819			9.411			72.22			530			63.09			41.66
541-560			525			98,885,287			7.61			188,353			8.934			75.66			551			55.37			40.32
561-580			595			117,955,606			9.07			198,245			8.726			77.58			571			51.19			41.27
581-600			882			186,954,671			14.38			211,967			8.671			83.06			590			54.13			42.19
601-620			1,161			240,812,061			18.53			207,418			8.629			85.58			613			56.40			41.63
621-640			659			137,582,486			10.58			208,775			8.120			83.34			629			40.83			41.55
641-660			586			122,838,020			9.45			209,621			8.027			82.94			650			26.81			40.75
661-680			457			106,047,008			8.16			232,050			7.531			81.63			669			22.65			41.41
681-700			257			56,963,046			4.38			221,646			7.610			82.99			690			15.83			40.56
701-720			166			42,491,215			3.27			255,971			7.202			81.17			710			16.42			39.10
721-740			122			31,950,020			2.46			261,885			7.265			80.05			729			12.32			42.00
000-000			00			00,459,930			1.96			276,738			6.985			78.40			750			19.60			40.33
000-000			00			00,844,751			0.91			282,018			6.863			79.17			769			23.93			40.36
781-800			27			7,265,539			0.56			269,094			6.987			75.29			791			27.48			38.16
801-820			5			1,956,030			0.15			391,206			6.750			74.70			806			72.48			36.99
Total			6,275		$	1,299,922,247			100.00	%	$	207,159			8.376	%		80.95	%		618			43.57	%		41.28	%

ORIGINAL TERM TO MATURITY

Original Term to Maturity (months)		Number of Mortgage Loans			Aggregate Principal Balance Outstanding			Percentage of Aggregate Principal Balance of Mortgage Loans			Average Principal Balance			Weighted Average Mortgage Rate			Weighted Average Original LTV			Weighted Average FICO Score			% of Full Doc Loans			Weighted Average DTI (%)
0-000			000		$	23,261,403			1.79	%	$	70,276			10.676	%		94.25	%		663			21.49	%		40.63	%
181-240			10			571,260			0.04			57,126			9.458			77.17			602			91.82			38.65
241-360			5,934			1,276,089,584			98.17			215,047			8.334			80.71			617			43.96			41.29
Total			6,275		$	1,299,922,247			100.00	%	$	207,159			8.376	%		80.95	%		618			43.57	%		41.28	%

REMAINING TERM TO MATURITY

Remaining Term to Maturity (months)		Number of Mortgage Loans			Aggregate Principal Balance Outstanding			Percentage of Aggregate Principal Balance of Mortgage Loans			Average Principal Balance			Weighted Average Mortgage Rate			Weighted Average Original LTV			Weighted Average FICO Score			% of Full Doc Loans			Weighted Average DTI (%)
0-000			000		$	23,261,403			1.79	%	$	70,276			10.676	%		94.25	%		663			21.49	%		40.63	%
181-240			10			571,260			0.04			57,126			9.458			77.17			602			91.82			38.65
241-360			5,934			1,276,089,584			98.17			215,047			8.334			80.71			617			43.96			41.29
Total			6,275		$	1,299,922,247			100.00	%	$	207,159			8.376	%		80.95	%		618			43.57	%		41.28	%

As of December 1, 2006, the weighted average remaining term to maturity of the Mortgage Loans was approximately 354 months.

PROPERTY TYPE

Property Type		Number of Mortgage Loans			Aggregate Principal Balance Outstanding			Percentage of Aggregate Principal Balance of Mortgage Loans			Average Principal Balance			Weighted Average Mortgage Rate			Weighted Average Original LTV			Weighted Average FICO Score			% of Full Doc Loans			Weighted Average DTI (%)
Single Family			4,438		$	904,243,415			69.56	%	$	203,750			8.408	%		80.59	%		614			44.68	%		41.24	%
PUD			811			188,464,985			14.50			232,386			8.272			82.98			623			47.93			42.15
2 Family			297			75,063,784			5.77			252,740			8.254			79.85			634			22.08			41.12
Condo			391			74,137,364			5.70			189,610			8.223			82.66			637			41.00			40.66
Townhouse			256			38,385,115			2.95			149,942			8.639			80.00			609			45.26			40.75
3 Family			34			8,460,168			0.65			248,828			8.676			76.48			622			33.63			40.18
Condo High Rise			32			7,687,895			0.59			240,247			8.188			79.37			626			52.25			38.84
4 Family			16			3,479,522			0.27			217,470			8.445			76.93			658			24.54			35.40
Total			6,275		$	1,299,922,247			100.00	%	$	207,159			8.376	%		80.95	%		618			43.57	%		41.28	%

OCCUPANCY TYPE

Occupancy Type		Number of Mortgage Loans			Aggregate Principal Balance Outstanding			Percentage of Aggregate Principal Balance of Mortgage Loans			Average Principal Balance			Weighted Average Mortgage Rate			Weighted Average Original LTV			Weighted Average FICO Score			% of Full Doc Loans			Weighted Average DTI (%)
Primary Home			5,809		$	1,230,164,650			94.63	%	$	211,769			8.345	%		81.02	%		616			44.72	%		41.51	%
Investment			408			55,838,533			4.30			136,859			8.922			81.08			655			22.19			36.68
Second Home			58			13,919,065			1.07			239,984			8.910			74.44			616			28.53			39.03
Total			6,275		$	1,299,922,247			100.00	%	$	207,159			8.376	%		80.95	%		618			43.57	%		41.28	%

Based on representations of the related mortgagors at the time of origination.

LOAN PURPOSE

Loan Purpose		Number of Mortgage Loans			Aggregate Principal Balance Outstanding			Percentage of Aggregate Principal Balance of Mortgage Loans			Average Principal Balance			Weighted Average Mortgage Rate			Weighted Average Original LTV			Weighted Average FICO Score			% of Full Doc Loans			Weighted Average DTI (%)
Cash Out Refinance			3,411		$	734,964,773			56.54	%	$	215,469			8.446	%		77.60	%		599			44.05	%		41.36	%
Purchase			2,516			500,943,319			38.54			199,103			8.221			86.63			648			40.92			41.30
Rate/Term Refinance			348			64,014,155			4.92			183,949			8.786			74.96			602			58.90			40.19
Total			6,275		$	1,299,922,247			100.00	%	$	207,159			8.376	%		80.95	%		618			43.57	%		41.28	%

ORIGINAL LOAN-TO-VALUE RATIOS

Original Loan-to-Value Ratios (%)		Number of Mortgage Loans			Aggregate Principal Balance Outstanding			Percentage of Aggregate Principal Balance of Mortgage Loans			Average Principal Balance			Weighted Average Mortgage Rate			Weighted Average Original LTV			Weighted Average FICO Score			% of Full Doc Loans			Weighted Average DTI (%)
50.00 or less			279		$	43,432,916			3.34	%	$	155,674			8.574	%		41.09	%		589			39.12	%		39.92	%
50.01-55.00			126			21,993,131			1.69			174,549			8.698			52.93			589			48.06			38.18
55.01-60.00			169			34,689,771			2.67			205,265			8.344			57.90			585			39.50			39.53
60.01-65.00			230			46,380,902			3.57			201,656			8.427			63.09			592			36.70			40.23
65.01-70.00			439			82,930,922			6.38			188,909			9.138			68.79			582			56.36			40.83
70.01-75.00			421			93,399,705			7.19			221,852			8.255			73.96			595			44.45			42.20
75.01-80.00			1,796			425,296,266			32.72			236,802			7.564			79.72			646			33.12			41.24
80.01-85.00			463			100,313,726			7.72			216,660			8.411			84.33			591			45.86			41.42
85.01-90.00			1,019			217,281,971			16.71			213,231			8.630			89.60			615			32.82			41.15
90.01-95.00			440			97,671,114			7.51			221,980			8.803			94.75			616			55.55			41.81
95.01-100.00			893			136,531,822			10.50			152,891			9.669			99.96			625			78.71			42.48
Total			6,275		$	1,299,922,247			100.00	%	$	207,159			8.376	%		80.95	%		618			43.57	%		41.28	%

Includes the Combined Loan-to-Value Ratio for Second Lien Loans.

GEOGRAPHIC DISTRIBUTION

Geographic Distribution		Number of Mortgage Loans			Aggregate Principal Balance Outstanding			Percentage of Aggregate Principal Balance of Mortgage Loans			Average Principal Balance			Weighted Average Mortgage Rate			Weighted Average Original LTV			Weighted Average FICO Score			% of Full Doc Loans			Weighted Average DTI (%)
Xxxxxxxx Xxxxxxxxxx			000		$	176,735,538			13.60	%	$	303,148			7.587	%		78.09	%		647			27.19	%		41.82	%
Florida			769			161,397,855			12.42			209,880			8.535			83.34			618			49.33			42.26
New York			455			140,281,822			10.79			308,312			7.966			78.81			624			31.36			42.45
New Jersey			406			105,760,839			8.14			260,495			8.415			77.39			605			41.91			41.99
Maryland			382			91,580,462			7.05			239,739			8.262			78.52			606			50.48			41.11
Northern California			213			63,702,522			4.90			299,073			7.708			77.16			645			26.18			42.08
Illinois			308			63,184,145			4.86			205,143			8.610			84.49			620			45.85			41.79
Texas			369			45,351,730			3.49			122,904			9.325			88.71			605			67.34			39.43
Virginia			188			41,042,582			3.16			218,312			8.313			79.74			612			41.60			42.23
Georgia			245			40,055,418			3.08			163,492			8.844			89.12			619			59.94			39.01
Other			2,357			370,829,335			28.53			157,331			8.771			82.05			606			50.41			40.13
Total			6,275		$	1,299,922,247			100.00	%	$	207,159			8.376	%		80.95	%		618			43.57	%		41.28	%

ZIP CODE

Zip Code		Number of Mortgage Loans			Aggregate Principal Balance Outstanding			Percentage of Aggregate Principal Balance of Mortgage Loans			Average Principal Balance			Weighted Average Mortgage Rate			Weighted Average Original LTV			Weighted Average FICO Score			% of Full Doc Loans			Weighted Average DTI (%)
11434			11		$	4,128,566			0.32	%	$	375,324			7.908	%		80.53	%		619			34.86	%		44.00	%
11590			9			3,281,342			0.25			364,594			8.230			78.61			626			13.41			44.21
11706			10			3,039,004			0.23			303,900			7.684			74.02			613			28.73			45.89
20905			5			2,964,443			0.23			592,889			8.374			76.73			598			54.47			44.44
11550			11			2,943,118			0.23			267,556			8.259			86.31			636			0.00			46.05
92571			11			2,930,788			0.23			266,435			7.305			81.34			664			0.00			42.59
33186			10			2,898,433			0.22			289,843			8.724			86.65			607			51.12			42.87
92503			8			2,844,049			0.22			355,506			7.928			82.87			612			31.78			37.50
11580			7			2,758,330			0.21			394,047			7.156			83.98			629			27.53			42.88
11746			9			2,704,277			0.21			300,475			7.496			79.04			659			21.12			38.85
Other			6,184			1,269,429,898			97.65			205,277			8.387			80.95			618			43.98			41.24
Total			6,275		$	1,299,922,247			100.00	%	$	207,159			8.376	%		80.95	%		618			43.57	%		41.28	%

TYPE OF DOCUMENTATION PROGRAM

Type of Documentation Program		Number of Mortgage Loans			Aggregate Principal Balance Outstanding			Percentage of Aggregate Principal Balance of Mortgage Loans			Average Principal Balance			Weighted Average Mortgage Rate			Weighted Average Original LTV			Weighted Average FICO Score			% of Full Doc Loans			Weighted Average DTI (%)
Stated Doc			3,054		$	687,497,248			52.89	%	$	225,114			8.351	%		79.58	%		633			0.00	%		41.39	%
Full Doc			3,023			566,436,461			43.57			187,376			8.405			82.57			600			100.00			41.66
Bank Statement Doc			181			41,754,546			3.21			230,688			8.491			81.80			612			0.00			34.22
No Ratio			9			2,365,492			0.18			262,832			6.910			80.26			714			0.00			0.00
No Income No Assets			5			1,295,735			0.10			259,147			7.766			79.43			669			0.00			0.00
No Doc			3			572,764			0.04			190,921			9.177			63.53			651			0.00			0.00
Total			6,275		$	1,299,922,247			100.00	%	$	207,159			8.376	%		80.95	%		618			43.57	%		41.28	%

LIEN STATUS

Lien		Number of Mortgage Loans			Aggregate Principal Balance Outstanding			Percentage of Aggregate Principal Balance of Mortgage Loans			Average Principal Balance			Weighted Average Mortgage Rate			Weighted Average Combined Original LTV			Weighted Average FICO Score			% of Full Doc Loans			Weighted Average DTI (%)
First Lien			5,968		$	1,279,268,332			98.41	%	$	214,355			8.334	%		80.67	%		617			44.04	%		41.28	%
Second Lien			307			20,653,915			1.59			67,277			11.005			98.44			670			14.76			41.25
Total			6,275		$	1,299,922,247			100.00	%	$	207,159			8.376	%		80.95	%		618			43.57	%		41.28	%

MORTGAGE RATE

Current Rate (%)		Number of Mortgage Loans			Aggregate Principal Balance Outstanding			Percentage of Aggregate Principal Balance of Mortgage Loans			Average Principal Balance			Weighted Average Mortgage Rate			Weighted Average Original LTV			Weighted Average FICO Score			% of Full Doc Loans			Weighted Average DTI (%)
4.501-5.000			12		$	4,027,600			0.31	%	$	335,633			4.935	%		79.71	%		667			25.38	%		38.58	%
5.001-5.500			31			9,332,533			0.72			301,049			5.373			74.76			692			60.22			42.14
5.501-6.000			84			25,931,011			1.99			308,703			5.858			78.09			686			62.98			40.88
6.001-6.500			203			60,250,887			4.63			296,802			6.353			75.83			683			39.37			41.28
6.501-7.000			493			133,418,694			10.26			270,626			6.845			76.49			657			44.64			41.80
7.001-7.500			579			151,964,969			11.69			262,461			7.328			77.61			640			39.97			41.21
7.501-8.000			769			192,871,202			14.84			250,808			7.821			79.26			620			43.65			41.99
8.001-8.500			720			162,195,511			12.48			225,272			8.349			82.16			609			43.02			41.59
8.501-9.000			871			182,300,402			14.02			209,300			8.816			83.59			600			41.82			40.87
9.001-9.500			719			136,000,998			10.46			189,153			9.316			86.34			601			40.88			41.29
9.501-10.000			717			115,218,754			8.86			160,696			9.796			86.83			595			41.76			41.04
10.001-10.500			352			48,434,973			3.73			137,599			10.312			86.08			585			45.84			40.41
10.501-11.000			275			30,508,398			2.35			110,940			10.812			77.07			574			48.81			38.29
11.001-11.500			152			18,438,320			1.42			121,305			11.316			73.75			564			60.39			42.82
11.501-12.000			129			13,436,434			1.03			104,158			11.834			71.69			558			71.24			39.85
12.001-12.500			107			10,472,097			0.81			97,870			12.270			73.11			560			54.93			40.63
12.501-13.000			46			4,242,183			0.33			92,221			12.767			79.09			577			38.04			41.57
13.001-13.500			13			735,092			0.06			56,546			13.206			84.19			587			45.86			35.88
13.501-14.000			3			142,188			0.01			47,396			13.872			98.99			637			0.00			40.09
Total			6,275		$	1,299,922,247			100.00	%	$	207,159			8.376	%		80.95	%		618			43.57	%		41.28	%

MAXIMUM MORTGAGE RATE

Maximum Mortgage Rate (%)		Number of Mortgage Loans			Aggregate Principal Balance Outstanding			Percentage of Aggregate Principal Balance of Mortgage Loans			Average Principal Balance			Weighted Average Mortgage Rate			Weighted Average Original LTV			Weighted Average FICO Score			% of Full Doc Loans			Weighted Average DTI (%)
9.501-10.000			1		$	417,000			0.04	%	$	417,000			4.875	%		77.19	%		573			0.00	%		41.48	%
10.001-10.500			5			1,474,012			0.14			294,802			5.375			63.03			667			85.55			41.03
10.501-11.000			21			7,733,714			0.74			368,272			5.412			76.64			681			37.26			40.82
11.001-11.500			57			16,388,324			1.57			287,514			5.959			77.49			694			30.04			41.50
11.501-12.000			182			47,499,508			4.55			260,986			6.473			76.32			670			48.53			40.57
12.001-12.500			228			60,554,807			5.80			265,591			6.799			78.70			672			32.93			41.15
12.501-13.000			342			94,715,167			9.08			276,945			7.032			78.77			653			40.95			42.51
13.001-13.500			400			106,707,375			10.22			266,768			7.428			79.11			637			42.42			42.08
13.501-14.000			582			148,263,753			14.21			254,749			7.872			80.18			619			42.65			42.12
14.001-14.500			562			129,955,125			12.45			231,237			8.382			83.31			609			41.23			41.63
14.501-15.000			676			149,472,541			14.32			221,113			8.846			84.57			600			39.12			40.80
15.001-15.500			551			114,254,569			10.95			207,359			9.312			86.18			598			39.84			41.48
15.501-16.000			488			84,906,526			8.14			173,989			9.777			87.10			591			39.99			41.33
16.001-16.500			224			32,783,647			3.14			146,356			10.237			84.43			577			45.34			41.28
16.501-17.000			143			19,394,194			1.86			135,624			10.778			71.16			558			55.10			38.31
17.001-17.500			90			13,524,845			1.30			150,276			11.119			68.18			547			68.14			43.02
17.501-18.000			64			8,191,185			0.78			127,987			11.716			66.91			537			79.42			38.55
18.001-18.500			42			5,521,064			0.53			131,454			12.246			62.41			525			57.03			40.10
18.501-19.000			11			1,486,211			0.14			135,110			12.847			59.36			511			50.11			41.68
19.001-19.500			5			380,786			0.04			76,157			11.839			64.19			517			90.29			34.28
19.501-20.000			1			57,874			0.01			57,874			8.625			95.00			607			100.00			36.97
Total			4,675		$	1,043,682,226			100.00	%	$	223,248			8.319	%		81.40	%		618			41.82	%		41.49	%

The weighted average maximum mortgage rate of the Mortgage Loans is approximately 14.216%.

MINIMUM MORTGAGE RATE

Minimum Mortgage Rate (%)		Number of Mortgage Loans			Aggregate Principal Balance Outstanding			Percentage of Aggregate Principal Balance of Mortgage Loans			Average Principal Balance			Weighted Average Mortgage Rate			Weighted Average Original LTV			Weighted Average FICO Score			% of Full Doc Loans			Weighted Average DTI (%)
4.000 and less			406		$	108,423,849			10.39	%	$	267,054			6.932	%		77.13	%		679			18.47	%		40.53	%
4.001-4.500			208			49,793,882			4.77			239,394			8.037			82.98			628			35.41			42.29
4.501-5.000			61			9,515,586			0.91			155,993			7.896			84.93			619			74.29			40.18
5.001-5.500			590			140,813,589			13.49			238,667			7.067			80.12			669			39.27			42.21
5.501-6.000			1,996			434,572,816			41.64			217,722			8.598			86.27			607			43.19			41.56
6.001-6.500			791			187,329,342			17.95			236,826			8.601			77.52			590			46.06			41.50
6.501-7.000			294			60,765,440			5.82			206,685			9.132			78.27			585			46.74			41.55
7.001-7.500			258			39,667,099			3.80			153,748			10.957			65.93			557			77.38			40.01
7.501-8.000			26			4,566,911			0.44			175,650			9.238			77.52			602			17.27			39.04
8.001-8.500			17			3,275,894			0.31			192,700			9.403			80.90			598			39.85			42.79
8.501-9.000			13			2,223,540			0.21			171,042			9.905			74.72			616			14.97			40.01
9.001-9.500			6			1,198,561			0.11			199,760			10.165			80.58			596			56.06			44.17
9.501-10.000			6			855,889			0.08			142,648			10.225			72.26			606			24.89			40.51
10.001-10.500			1			241,071			0.02			241,071			10.130			80.00			600			0.00			44.05
10.501-11.000			1			189,175			0.02			189,175			10.875			54.21			623			0.00			0.00
11.501-12.000			1			249,580			0.02			249,580			11.750			75.00			530			0.00			52.21
Total			4,675		$	1,043,682,226			100.00	%	$	223,248			8.319	%		81.40	%		618			41.82	%		41.49	%

The weighted average minimum mortgage rate of the Mortgage Loans is approximately 5.684%.

PRODUCT TYPE

Product Type		Number of Mortgage Loans			Aggregate Principal Balance Outstanding			Percentage of Aggregate Principal Balance of Mortgage Loans			Average Principal Balance			Weighted Average Mortgage Rate			Weighted Average Original LTV			Weighted Average FICO Score			% of Full Doc Loans			Weighted Average DTI (%)
2/6 Month LIBOR			2,154		$	385,220,928			29.63	%	$	178,840			9.046	%		80.37	%		595			47.25	%		40.74	%
0/0 Xxxxx XXXXX-00 Year Amterm			849			225,360,521			17.34			265,442			8.363			85.88			610			43.19			42.69
2/6 Month LIBOR-120 Month IO			697			195,766,859			15.06			280,871			7.258			80.97			668			31.43			42.31
30 Year Fixed			1,022			171,318,071			13.18			167,630			8.543			76.88			610			57.19			39.95
3/1 ARM 1 Year LIBOR			299			58,894,883			4.53			196,973			8.840			77.04			578			49.08			40.48
5/1 ARM 1 Year LIBOR-120 Month IO			196			46,921,344			3.61			239,395			7.184			76.37			657			34.89			39.42
3/1 ARM 1 Year LIBOR-40 Year Amterm			166			46,600,361			3.58			280,725			8.226			84.66			599			42.30			42.55
Fixed-40/30 Balloon			162			37,982,558			2.92			234,460			8.263			81.50			608			49.86			41.82
30 Year Fixed-120 Month IO			75			23,106,729			1.78			308,090			7.556			76.53			658			32.81			41.50
Fixed-30/15 Balloon			293			20,217,025			1.56			69,000			10.970			96.96			671			14.46			41.21
5/1 ARM 1 Year LIBOR			78			16,837,794			1.30			215,869			8.551			77.30			608			29.85			39.99
5/1 ARM 1 Year LIBOR-40 Year Amterm			54			14,490,724			1.11			268,347			8.193			82.05			620			45.34			42.05
3/1 ARM 1 Year LIBOR-120 Month IO			48			13,129,850			1.01			273,539			7.923			83.45			623			62.96			42.09
7/1 ARM 1 Year LIBOR-120 Month IO			30			9,884,939			0.76			329,498			6.864			76.85			698			9.24			38.07
2/6 Month LIBOR-24 Month IO			24			8,381,543			0.64			349,231			6.541			78.27			675			42.88			42.95
5/6 Month LIBOR-120 Month IO			24			7,165,740			0.55			298,573			7.531			79.42			639			23.18			41.50
10/1 ARM 1 Year LIBOR-120 Month IO			20			5,970,457			0.46			298,523			6.630			73.01			676			44.11			42.13
15 Year Fixed			38			3,044,378			0.23			80,115			8.727			76.25			611			68.23			36.79
2/6 Month LIBOR-60 Month IO			7			2,661,056			0.20			380,151			7.538			80.00			686			0.00			41.71
5/6 Month LIBOR			6			1,517,798			0.12			252,966			7.853			81.68			635			8.85			39.35
7/1 ARM 1 Year LIBOR-40 Year Amterm			4			1,156,600			0.09			289,150			7.190			80.00			658			0.00			39.81
7/1 ARM 1 Year LIBOR			5			937,782			0.07			187,556			7.191			78.56			701			0.00			40.58
5/1 ARM 1 Year LIBOR-60 Month IO			2			774,524			0.06			387,262			5.683			78.49			590			46.16			42.70
3/6 Month LIBOR			6			723,347			0.06			120,558			8.452			85.60			559			89.85			35.53
3/1 ARM 1 Year CMT			3			662,725			0.05			220,908			9.186			76.52			618			19.46			35.27
20year Fixed			10			571,260			0.04			57,126			9.458			77.17			602			91.82			38.65
7/6 Month LIBOR-120 Month IO			1			441,750			0.03			441,750			6.875			75.00			594			100.00			48.00
3/6 Month LIBOR-60 Month IO			2			180,700			0.01			90,350			9.176			79.99			596			100.00			41.58
Total			6,275		$	1,299,922,247			100.00	%	$	207,159			8.376	%		80.95	%		618			43.57	%		41.28	%

PREPAYMENT PENALTY TERM

Prepayment Penalty Term (months)		Number of Mortgage Loans			Aggregate Principal Balance Outstanding			Percentage of Aggregate Principal Balance of Mortgage Loans			Average Principal Balance			Weighted Average Mortgage Rate			Weighted Average Original LTV			Weighted Average FICO Score			% of Full Doc Loans			Weighted Average DTI (%)
0.000			2,166		$	467,213,558			35.94	%	$	215,703			8.555	%		79.87	%		616			42.03	%		40.99	%
12.000			385			105,266,632			8.10			273,420			8.238			80.26			622			36.61			41.95
24.000			2,282			455,179,865			35.02			199,465			8.294			82.42			617			45.07			41.59
36.000			1,437			271,787,843			20.91			189,136			8.261			80.61			620			46.40			40.99
60.000			5			474,350			0.04			94,870			8.211			82.84			616			51.74			40.59
Total			6,275		$	1,299,922,247			100.00	%	$	207,159			8.376	%		80.95	%		618			43.57	%		41.28	%

CREDIT GRADE

Credit Grade		Number of Mortgage Loans			Aggregate Principal Balance Outstanding			Percentage of Aggregate Principal Balance of Mortgage Loans			Average Principal Balance			Weighted Average Mortgage Rate			Weighted Average Original LTV			Weighted Average FICO Score			% of Full Doc Loans			Weighted Average DTI (%)
1			370		$	80,061,894			6.16	%	$	216,383			8.473	%		73.66	%		588			50.27	%		40.96	%
1+			697			145,298,792			11.18			208,463			8.297			79.82			607			47.23			40.97
1++			4,121			885,143,801			68.09			214,789			8.227			84.11			629			39.20			41.54
2			270			50,274,960			3.87			186,204			8.784			72.96			571			57.79			41.31
3			246			41,834,498			3.22			170,059			9.007			68.36			574			51.98			40.66
4			312			44,051,498			3.39			141,191			11.261			62.23			548			86.77			39.62
0			259			53,256,804			4.10			205,625			7.670			75.42			644			40.47			40.00
Total			6,275		$	1,299,922,247			100.00	%	$	207,159			8.376	%		80.95	%		618			43.57	%		41.28	%

NEXT RATE ADJUSTMENT DATE

Next Rate Adjustment Date		Number of Mortgage Loans			Aggregate Principal Balance Outstanding			Percentage of Aggregate Principal Balance of Mortgage Loans			Average Principal Balance			Weighted Average Mortgage Rate			Weighted Average Original LTV			Weighted Average FICO Score			% of Full Doc Loans			Weighted Average DTI (%)
January 1, 2007			20		$	2,976,040			0.29	%	$	148,802			7.709	%		80.09	%		574			82.15	%		36.95	%
February 1, 2007			23			3,447,849			0.33			149,906			8.082			84.28			607			67.29			41.78
March 1, 2007			36			5,628,029			0.54			156,334			8.080			82.61			591			73.79			39.29
April 1, 2007			44			6,726,182			0.64			152,868			7.767			76.00			593			51.29			37.48
May 1, 2007			27			3,847,804			0.37			142,511			9.411			81.50			604			80.26			43.16
June 1, 2007			39			5,471,075			0.52			140,284			7.595			81.85			614			59.16			35.17
July 1, 2007			2			137,156			0.01			68,578			7.000			65.67			584			0.00			42.76
August 1, 2007			3			403,113			0.04			134,371			7.076			79.12			543			100.00			28.22
September 1, 2007			2			178,672			0.02			89,336			7.000			78.43			597			100.00			29.23
October 1, 2007			3			256,060			0.02			85,353			7.285			83.97			571			100.00			42.84
November 1, 2007			1			96,722			0.01			96,722			7.125			80.00			602			100.00			38.80
December 1, 2007			4			1,159,585			0.11			289,896			8.041			75.65			622			53.97			35.74
January 1, 2008			4			1,117,342			0.11			279,336			7.181			78.35			726			0.00			41.39
February 1, 2008			8			1,641,489			0.16			205,186			7.621			80.84			676			35.25			40.63
April 1, 2008			4			649,662			0.06			162,415			9.742			68.40			617			22.99			47.24
May 1, 2008			1			192,000			0.02			192,000			8.605			80.00			677			0.00			31.82
June 1, 2008			8			2,674,185			0.26			334,273			7.569			74.92			654			0.00			42.82
July 1, 2008			125			31,973,803			3.06			255,790			7.243			81.10			670			7.45			42.05
August 1, 2008			156			39,426,110			3.78			252,731			7.675			82.02			665			14.03			42.39
September 1, 2008			248			59,294,603			5.68			239,091			8.092			85.64			645			34.39			42.29
October 1, 2008			783			171,396,217			16.42			218,897			8.458			82.82			612			50.25			41.90
November 1, 2008			1,088			234,140,352			22.43			215,203			8.596			81.40			608			44.73			41.67
December 1, 2008			824			176,290,204			16.89			213,944			8.608			81.35			610			43.48			41.30
January 1, 2009			306			71,994,218			6.90			235,275			8.439			81.97			613			41.78			42.07
April 1, 2009			5			662,069			0.06			132,414			8.199			79.76			580			82.89			34.48
May 1, 2009			3			367,143			0.04			122,381			8.960			81.98			635			16.56			29.43
June 1, 2009			3			526,684			0.05			175,561			7.000			82.12			596			100.00			38.62
July 1, 2009			5			993,847			0.10			198,769			8.399			82.14			605			100.00			43.41
August 1, 2009			3			604,751			0.06			201,584			9.463			76.53			589			13.51			35.06
September 1, 2009			30			5,650,996			0.54			188,367			8.096			82.49			620			48.43			42.64
October 1, 2009			113			22,483,892			2.15			198,972			8.045			78.80			607			52.25			40.71
November 1, 2009			194			43,290,443			4.15			223,147			8.497			79.91			589			46.25			40.28
December 1, 2009			174			42,062,363			4.03			241,738			8.482			80.11			592			43.66			42.46
January 1, 2010			64			15,039,218			1.44			234,988			8.392			81.13			591			51.17			41.79
March 1, 2011			1			496,000			0.05			496,000			8.000			80.00			696			0.00			27.67
April 1, 2011			2			435,687			0.04			217,844			7.430			80.00			713			0.00			0.00
June 1, 2011			17			4,927,605			0.47			289,859			7.421			79.16			635			19.40			41.40
July 1, 2011			10			2,746,605			0.26			274,660			7.664			78.26			628			38.61			42.48
August 1, 2011			12			4,092,806			0.39			341,067			7.289			79.81			696			0.00			39.99
September 1, 2011			35			9,397,169			0.90			268,491			7.090			78.70			691			5.91			41.20
October 1, 2011			70			17,711,367			1.70			253,020			7.970			77.94			629			39.84			39.01
November 1, 2011			48			12,512,851			1.20			260,684			8.034			78.52			619			41.92			38.47
December 1, 2011			40			12,252,480			1.17			306,312			7.730			79.20			642			39.09			42.72
January 1, 2012			27			7,918,250			0.76			293,269			7.883			78.83			623			39.48			42.78
December 1, 2012			1			441,750			0.04			441,750			6.875			75.00			594			100.00			48.00
March 1, 2013			4			1,849,075			0.18			462,269			6.958			71.83			645			0.00			39.82
April 1, 2013			1			123,143			0.01			123,143			6.375			80.00			617			0.00			29.50
May 1, 2013			3			1,261,200			0.12			420,400			7.105			79.75			715			0.00			33.82
June 1, 2013			6			1,811,527			0.17			301,921			6.938			78.24			687			8.47			37.45
July 1, 2013			7			1,738,970			0.17			248,424			7.142			80.00			701			0.00			40.42
August 1, 2013			9			2,812,619			0.27			312,513			7.001			76.96			715			0.00			37.08
September 1, 2013			3			604,976			0.06			201,659			6.966			77.77			693			0.00			42.81
October 1, 2013			1			110,999			0.01			110,999			6.625			68.94			749			100.00			34.16
November 1, 2013			1			328,000			0.03			328,000			6.250			80.00			680			100.00			49.86
January 1, 2014			4			1,338,812			0.13			334,703			6.436			77.92			709			23.98			38.87
March 1, 2016			2			714,483			0.07			357,242			6.581			80.00			685			0.00			43.71
April 1, 2016			6			1,847,449			0.18			307,908			6.720			80.00			693			0.00			41.62
May 1, 2016			1			438,400			0.04			438,400			7.250			80.00			678			0.00			47.91
June 1, 2016			1			274,459			0.03			274,459			7.625			69.62			603			100.00			47.84
July 1, 2016			1			412,350			0.04			412,350			6.875			75.00			675			100.00			42.98
August 1, 2016			1			308,320			0.03			308,320			6.000			80.00			631			0.00			46.88
September 1, 2016			3			704,396			0.07			234,799			6.837			57.51			709			95.99			37.56
October 1, 2016			1			328,000			0.03			328,000			6.000			74.89			686			100.00			44.90
November 1, 2016			4			942,600			0.09			235,650			6.077			59.54			646			100.00			38.12
Total			4,675		$	1,043,682,226			100.00	%	$	223,248			8.319	%		81.40	%		618			41.82	%		41.49	%

The weighted average number of months to the next adjustment date for the Mortgage Loans is approximately 27 months.

GROSS MARGIN

Gross Margin (%)		Number of Mortgage Loans			Aggregate Principal Balance Outstanding			Percentage of Aggregate Principal Balance of Mortgage Loans			Average Principal Balance			Weighted Average Mortgage Rate			Weighted Average Original LTV			Weighted Average FICO Score			% of Full Doc Loans			Weighted Average DTI (%)
4.000 or less			455		$	121,774,459			11.67	%	$	267,636			7.008	%		77.43	%		680			16.56	%		40.67	%
4.001-4.500			204			46,161,166			4.42			226,280			8.181			83.54			617			41.54			42.31
4.501-5.000			71			9,908,400			0.95			139,555			7.985			86.68			616			75.76			39.65
5.001-5.500			593			142,602,215			13.66			240,476			7.071			79.97			669			38.97			42.13
5.501-6.000			2,098			457,271,760			43.81			217,956			8.649			86.43			607			43.07			41.63
6.001-6.500			743			176,339,233			16.90			237,334			8.579			76.93			589			46.83			41.37
6.501-7.000			241			48,882,854			4.68			202,833			9.123			75.28			578			47.08			41.77
7.001-7.500			253			37,976,797			3.64			150,106			11.149			63.83			551			80.95			39.89
7.501-8.000			15			2,482,604			0.24			165,507			10.066			79.05			571			19.34			39.00
8.001-8.500			2			282,738			0.03			141,369			7.742			81.49			530			78.12			27.92
Total			4,675		$	1,043,682,226			100.00	%	$	223,248			8.319	%		81.40	%		618			41.82	%		41.49	%

The weighted average gross margin of the Mortgage Loans is approximately 5.604%.

INITIAL PERIODIC RATE CAP

Initial Periodic Rate Cap (%)		Number of Mortgage Loans			Aggregate Principal Balance Outstanding			Percentage of Aggregate Principal Balance of Mortgage Loans			Average Principal Balance			Weighted Average Mortgage Rate			Weighted Average Original LTV			Weighted Average FICO Score			% of Full Doc Loans			Weighted Average DTI (%)
1.000			3		$	360,091			0.03	%	$	120,030			7.587	%		77.55	%		585			43.25	%		43.96	%
1.500			4			504,638			0.05			126,160			9.238			83.18			576			100.00			40.16
2.000			526			121,518,830			11.64			231,024			8.498			80.77			592			47.74			41.42
3.000			3,716			813,882,223			77.98			219,021			8.402			82.02			618			42.19			41.68
5.000			413			104,100,766			9.97			252,060			7.497			77.51			648			32.34			40.13
6.000			13			3,315,678			0.32			255,052			7.327			75.62			642			22.09			39.98
Total			4,675		$	1,043,682,226			100.00	%	$	223,248			8.319	%		81.40	%		618			41.82	%		41.49	%

SUBSEQUENT PERIODIC RATE CAP

Subsequent Periodic Rate Cap (%)		Number of Mortgage Loans			Aggregate Principal Balance Outstanding			Percentage of Aggregate Principal Balance of Mortgage Loans			Average Principal Balance			Weighted Average Mortgage Rate			Weighted Average Original LTV			Weighted Average FICO Score			% of Full Doc Loans			Weighted Average DTI (%)
1.000			3,749		$	822,546,010			78.81	%	$	219,404			8.391	%		81.99	%		618			42.00	%		41.68	%
1.500			8			1,316,327			0.13			164,541			9.106			85.26			605			38.34			43.75
2.000			918			219,819,889			21.06			239,455			8.047			79.19			617			41.15			40.77
Total			4,675		$	1,043,682,226			100.00	%	$	223,248			8.319	%		81.40	%		618			41.82	%		41.49	%

INTEREST ONLY TERM

Interest Only Term (months)		Number of Mortgage Loans			Aggregate Principal Balance Outstanding			Percentage of Aggregate Principal Balance of Mortgage Loans			Average Principal Balance			Weighted Average Mortgage Rate			Weighted Average Original LTV			Weighted Average FICO Score			% of Full Doc Loans			Weighted Average DTI (%)
0			5,149		$	985,536,756			75.82	%	$	191,404			8.733	%		81.37	%		603			46.97	%		41.15	%
24			24			8,381,543			0.64			349,231			6.541			78.27			675			42.88			42.95
60			11			3,616,280			0.28			328,753			7.222			79.68			661			14.88			41.91
120			1,091			302,387,668			23.26			277,166			7.279			79.68			664			32.87			41.64
Total			6,275		$	1,299,922,247			100.00	%	$	207,159			8.376	%		80.95	%		618			43.57	%		41.28	%

CLOSING DATE MORTGAGE LOANS AND SUBSEQUENT MORTGAGE LOANS

IN LOAN GROUP I

The Mortgage Loans to be included in loan group I consist of 2,654 adjustable-rate and fixed-rate Mortgage Loans having an aggregate principal balance of $495,319,760, subject to a permitted variance of plus or minus 5%. The Mortgage Loans included in loan group I have the characteristics set forth below (the sum in any column may not equal the total indicated due to rounding).

CURRENT STATED PRINCIPAL BALANCE

Range of Current Stated Principal Balance ($)		Number of Mortgage Loans			Aggregate Principal Balance Outstanding			Percentage of Aggregate Principal Balance of Mortgage Loans			Average Principal Balance			Weighted Average Mortgage Rate			Weighted Average Original LTV			Weighted Average FICO Score			% of Full Doc Loans			Weighted Average DTI (%)
0.01-50,000.00			91		$	3,508,438			0.71	%	$	38,554			9.989	%		81.65	%		609			58.41	%		37.31	%
50,000.01-100,000.00			471			36,248,529			7.32			76,961			9.364			86.66			610			62.26			38.89
100,000.01-150,000.00			554			69,532,253			14.04			125,509			8.907			85.30			606			62.26			40.45
150,000.01-200,000.00			486			84,335,982			17.03			173,531			8.446			83.17			607			57.12			41.53
200,000.01-250,000.00			365			81,911,364			16.54			224,415			8.319			82.18			608			49.86			41.84
250,000.01-300,000.00			303			83,093,823			16.78			274,237			8.224			82.44			608			48.28			42.53
300,000.01-350,000.00			185			59,839,077			12.08			323,454			7.984			82.01			614			36.17			42.64
350,000.01-400,000.00			152			56,620,335			11.43			372,502			8.279			84.22			612			28.43			42.43
400,000.01-450,000.00			35			14,481,625			2.92			413,761			7.862			81.17			613			22.64			44.07
450,000.01-500,000.00			10			4,728,769			0.95			472,877			7.743			80.62			612			29.90			44.31
500,000.01-550,000.00			2			1,019,565			0.21			509,783			8.125			69.98			597			0.00			42.89
Total			2,654		$	495,319,760			100.00	%	$	186,631			8.431	%		83.30	%		609			48.35	%		41.71	%

FICO SCORE

FICO Score		Number of Mortgage Loans			Aggregate Principal Balance Outstanding			Percentage of Aggregate Principal Balance of Mortgage Loans			Average Principal Balance			Weighted Average Mortgage Rate			Weighted Average Original LTV			Weighted Average FICO Score			% of Full Doc Loans			Weighted Average DTI (%)
0-500			2		$	539,553			0.11	%	$	269,776			9.220	%		80.00	%		500			100.00	%		42.92	%
501-520			58			9,445,069			1.91			162,846			10.099			70.27			510			68.04			42.23
521-540			173			28,652,077			5.78			165,619			9.197			76.63			530			69.50			42.27
541-560			229			44,115,721			8.91			192,645			8.714			80.87			551			55.65			41.95
561-580			323			63,552,097			12.83			196,756			8.557			80.88			570			53.91			41.95
581-600			410			81,583,474			16.47			198,984			8.547			83.61			590			48.45			42.84
601-620			563			99,775,903			20.14			177,222			8.577			87.27			613			60.08			42.01
621-640			278			51,145,161			10.33			183,975			8.207			85.58			630			41.62			41.19
641-660			236			42,770,759			8.63			181,232			8.187			84.65			650			32.94			40.30
661-680			161			30,544,729			6.17			189,719			7.760			83.55			670			25.88			41.27
000-000			00			00,139,578			3.66			195,049			7.670			84.52			690			22.10			40.46
701-720			47			8,102,354			1.64			172,391			7.450			81.88			708			26.58			39.85
721-740			32			6,806,952			1.37			212,717			7.374			81.93			730			34.75			41.98
741-760			26			5,631,695			1.14			216,604			7.153			79.58			750			24.27			38.56
761-780			10			2,132,128			0.43			213,213			7.185			79.86			771			29.63			41.29
781-800			13			2,382,511			0.48			183,270			7.845			82.92			794			21.17			36.42
Total			2,654		$	495,319,760			100.00	%	$	186,631			8.431	%		83.30	%		609			48.35	%		41.71	%

ORIGINAL TERM TO MATURITY

Original Term to Maturity (months)		Number of Mortgage Loans			Aggregate Principal Balance Outstanding			Percentage of Aggregate Principal Balance of Mortgage Loans			Average Principal Balance			Weighted Average Mortgage Rate			Weighted Average Original LTV			Weighted Average FICO Score			% of Full Doc Loans			Weighted Average DTI (%)
1-180			48		$	3,187,136			0.64	%	$	66,399			9.835	%		89.48	%		635			63.21	%		40.97	%
181-240			2			32,356			0.01			16,178			11.372			82.55			669			0.00			38.41
241-360			2,604			492,100,268			99.35			188,979			8.422			83.26			609			48.25			41.72
Total			2,654		$	495,319,760			100.00	%	$	186,631			8.431	%		83.30	%		609			48.35	%		41.71	%

REMAINING TERM TO MATURITY

Remaining Term to Maturity (months)		Number of Mortgage Loans			Aggregate Principal Balance Outstanding			Percentage of Aggregate Principal Balance of Mortgage Loans			Average Principal Balance			Weighted Average Mortgage Rate			Weighted Average Original LTV			Weighted Average FICO Score			% of Full Doc Loans			Weighted Average DTI (%)
1-180			48		$	3,187,136			0.64	%	$	66,399			9.835	%		89.48	%		635			63.21	%		40.97	%
181-240			2			32,356			0.01			16,178			11.372			82.55			669			0.00			38.41
241-360			2,604			492,100,268			99.35			188,979			8.422			83.26			609			48.25			41.72
Total			2,654		$	495,319,760			100.00	%	$	186,631			8.431	%		83.30	%		609			48.35	%		41.71	%

As of December 1, 2006, the weighted average remaining term to maturity of the Group I Mortgage Loans was approximately 358 months.

PROPERTY TYPE

Property Type		Number of Mortgage Loans			Aggregate Principal Balance Outstanding			Percentage of Aggregate Principal Balance of Mortgage Loans			Average Principal Balance			Weighted Average Mortgage Rate			Weighted Average Original LTV			Weighted Average FICO Score			% of Full Doc Loans			Weighted Average DTI (%)
Single Family			1,912		$	352,410,093			71.15	%	$	184,315			8.447	%		83.24	%		606			49.35	%		41.73	%
PUD			322			63,892,234			12.90			198,423			8.341			84.91			611			56.11			42.18
Condo			164			28,844,078			5.82			175,879			8.468			85.57			624			49.07			41.15
2 Family			111			26,913,131			5.43			242,461			8.393			79.60			619			24.75			42.23
Townhouse			119			17,081,912			3.45			143,545			8.390			81.52			606			39.05			40.44
3 Family			16			4,425,426			0.89			276,589			8.599			81.01			624			31.62			40.14
Condo High Rise			6			1,161,991			0.23			193,665			8.291			77.85			599			44.55			39.01
4 Family			4			590,896			0.12			147,724			9.053			83.02			642			53.55			41.77
Total			2,654		$	495,319,760			100.00	%	$	186,631			8.431	%		83.30	%		609			48.35	%		41.71	%

OCCUPANCY TYPE

Occupancy Type		Number of Mortgage Loans			Aggregate Principal Balance Outstanding			Percentage of Aggregate Principal Balance of Mortgage Loans			Average Principal Balance			Weighted Average Mortgage Rate			Weighted Average Original LTV			Weighted Average FICO Score			% of Full Doc Loans			Weighted Average DTI (%)
Primary Home			2,392		$	456,831,715			92.23	%	$	190,983			8.388	%		83.26	%		605			50.76	%		42.01	%
Investment			236			33,422,711			6.75			141,622			8.963			84.42			664			21.16			37.34
Second Home			26			5,065,334			1.02			194,821			8.817			79.79			623			9.71			44.04
Total			2,654		$	495,319,760			100.00	%	$	186,631			8.431	%		83.30	%		609			48.35	%		41.71	%

Based on representations of the related mortgagors at the time of origination.

LOAN PURPOSE

Loan Purpose		Number of Mortgage Loans			Aggregate Principal Balance Outstanding			Percentage of Aggregate Principal Balance of Mortgage Loans			Average Principal Balance			Weighted Average Mortgage Rate			Weighted Average Original LTV			Weighted Average FICO Score			% of Full Doc Loans			Weighted Average DTI (%)
Cash Out Refinance			1,812		$	376,193,202			75.95	%	$	207,612			8.345	%		81.77	%		602			45.92	%		41.97	%
Purchase			675			89,024,643			17.97			131,888			8.752			90.39			641			54.49			41.16
Rate/Term Refinance			167			30,101,915			6.08			180,251			8.559			81.47			601			60.53			40.20
Total			2,654		$	495,319,760			100.00	%	$	186,631			8.431	%		83.30	%		609			48.35	%		41.71	%

ORIGINAL LOAN-TO-VALUE RATIOS

Original Loan-to-Value Ratios (%)		Number of Mortgage Loans			Aggregate Principal Balance Outstanding			Percentage of Aggregate Principal Balance of Mortgage Loans			Average Principal Balance			Weighted Average Mortgage Rate			Weighted Average Original LTV			Weighted Average FICO Score			% of Full Doc Loans			Weighted Average DTI (%)
50.00 or less			69		$	11,438,964			2.31	%	$	165,782			8.183	%		41.95	%		582			43.24	%		40.74	%
50.01-55.00			36			6,578,318			1.33			182,731			8.295			52.56			598			43.93			37.25
55.01-60.00			42			8,410,667			1.70			200,254			7.563			57.25			601			49.93			39.81
60.01-65.00			48			10,135,027			2.05			211,146			8.008			62.90			597			42.96			41.00
65.01-70.00			86			15,853,506			3.20			184,343			8.621			68.77			582			64.90			41.30
70.01-75.00			144			31,324,205			6.32			217,529			8.018			74.43			597			45.09			42.61
75.01-80.00			683			131,805,793			26.61			192,981			7.943			79.56			616			42.75			41.56
80.01-85.00			309			61,175,927			12.35			197,980			8.464			84.36			586			50.98			41.97
85.01-90.00			671			129,814,135			26.21			193,464			8.658			89.56			616			33.06			41.55
90.01-95.00			247			48,724,946			9.84			197,267			8.718			94.75			615			65.97			42.51
95.01-100.00			319			40,058,272			8.09			125,575			9.534			99.93			624			90.04			42.46
Total			2,654		$	495,319,760			100.00	%	$	186,631			8.431	%		83.30	%		609			48.35	%		41.71	%

Includes the Combined Loan-to-Value Ratio for Second Lien Loans.

GEOGRAPHIC DISTRIBUTION

Geographic Distribution		Number of Mortgage Loans			Aggregate Principal Balance Outstanding			Percentage of Aggregate Principal Balance of Mortgage Loans			Average Principal Balance			Weighted Average Mortgage Rate			Weighted Average Original LTV			Weighted Average FICO Score			% of Full Doc Loans			Weighted Average DTI (%)
Florida			276		$	54,671,618			11.04	%	$	198,086			8.477	%		83.02	%		608			43.72	%		42.88	%
New York			154			45,199,122			9.13			293,501			7.923			77.04			610			31.24			42.54
New Jersey			153			40,543,812			8.19			264,992			8.311			80.81			605			38.94			42.60
Maryland			181			39,324,566			7.94			217,263			8.032			81.83			604			52.58			41.49
Southern California			121			33,725,191			6.81			278,721			7.862			76.79			618			30.65			41.55
Illinois			168			33,332,352			6.73			198,407			8.620			86.85			618			48.16			43.14
Georgia			136			21,216,906			4.28			156,007			8.847			91.35			619			61.09			39.32
Texas			179			19,636,262			3.96			109,700			9.363			92.65			612			76.39			41.10
Massachusetts			79			19,429,147			3.92			245,939			8.436			83.28			604			51.56			43.12
Northern California			67			18,490,081			3.73			275,971			8.125			79.02			608			27.25			40.82
Other			1,140			169,750,702			34.27			148,904			8.622			84.97			606			56.30			41.02
Total			2,654		$	495,319,760			100.00	%	$	186,631			8.431	%		83.30	%		609			48.35	%		41.71	%

ZIP CODE

Zip Code		Number of Mortgage Loans			Aggregate Principal Balance Outstanding			Percentage of Aggregate Principal Balance of Mortgage Loans			Average Principal Balance			Weighted Average Mortgage Rate			Weighted Average Original LTV			Weighted Average FICO Score			% of Full Doc Loans			Weighted Average DTI (%)
11434			6		$	2,180,085			0.44	%	$	363,347			7.655	%		80.47	%		610			50.67	%		44.40	%
20603			7			1,976,699			0.40			282,386			7.875			83.01			573			70.66			41.36
07753			5			1,601,068			0.32			320,214			8.230			85.25			633			76.56			43.65
20743			8			1,537,377			0.31			192,172			8.927			84.58			602			27.34			41.02
20745			6			1,451,297			0.29			241,883			7.745			78.22			635			49.16			45.31
11234			4			1,444,593			0.29			361,148			7.509			79.61			607			72.64			46.03
20706			5			1,439,512			0.29			287,902			7.858			81.23			627			10.91			44.63
20772			5			1,382,100			0.28			276,420			7.027			80.80			609			38.24			38.26
11433			4			1,306,597			0.26			326,649			7.994			70.86			634			16.44			42.87
33023			5			1,259,812			0.25			251,962			8.501			86.29			585			59.37			44.05
Other			2,599			479,740,620			96.85			184,587			8.448			83.37			609			48.34			41.67
Total			2,654		$	495,319,760			100.00	%	$	186,631			8.431	%		83.30	%		609			48.35	%		41.71	%

TYPE OF DOCUMENTATION PROGRAM

Type of Documentation Program		Number of Mortgage Loans			Aggregate Principal Balance Outstanding			Percentage of Aggregate Principal Balance of Mortgage Loans			Average Principal Balance			Weighted Average Mortgage Rate			Weighted Average Original LTV			Weighted Average FICO Score			% of Full Doc Loans			Weighted Average DTI (%)
Stated			1,160		$	240,554,469			48.57	%	$	207,375			8.563	%		82.13	%		620			0.00	%		41.75	%
Full			1,415			239,467,215			48.35			169,235			8.307			84.47			597			100.00			41.90
Bank Statement Documentation			79			15,298,076			3.09			193,647			8.297			83.36			612			0.00			38.12
Total			2,654		$	495,319,760			100.00	%	$	186,631			8.431	%		83.30	%		609			48.35	%		41.71	%

LIEN STATUS

Lien		Number of Mortgage Loans			Aggregate Principal Balance Outstanding			Percentage of Aggregate Principal Balance of Mortgage Loans			Average Principal Balance			Weighted Average Mortgage Rate			Weighted Average Original LTV			Weighted Average FICO Score			% of Full Doc Loans			Weighted Average DTI (%)
First Lien			2,614		$	493,368,287			99.61	%	$	188,741			8.420	%		83.24	%		609			48.37	%		41.72	%
Second Lien			40			1,951,474			0.39			48,787			11.189			97.19			655			42.70			40.88
Total			2,654		$	495,319,760			100.00	%	$	186,631			8.431	%		83.30	%		609			48.35	%		41.71	%

MORTGAGE RATE

Current Rate (%)		Number of Mortgage Loans			Aggregate Principal Balance Outstanding			Percentage of Aggregate Principal Balance of Mortgage Loans			Average Principal Balance			Weighted Average Mortgage Rate			Weighted Average Original LTV			Weighted Average FICO Score			% of Full Doc Loans			Weighted Average DTI (%)
4.501-5.000			2		$	519,960			0.10	%	$	259,980			5.000	%		80.00	%		671			41.23	%		46.83	%
5.001-5.500			8			2,289,939			0.46			286,242			5.375			69.07			678			76.55			41.65
5.501-6.000			28			6,519,594			1.32			232,843			5.848			77.42			678			76.09			40.16
6.001-6.500			63			14,632,831			2.95			232,267			6.364			73.59			661			57.38			42.64
6.501-7.000			154			35,922,618			7.25			233,264			6.823			76.92			641			63.66			42.03
7.001-7.500			219			50,114,594			10.12			228,834			7.345			76.83			620			50.96			41.43
7.501-8.000			348			78,842,062			15.92			226,558			7.814			80.98			611			52.27			41.83
8.001-8.500			359			75,768,477			15.30			211,054			8.346			86.05			611			46.70			42.27
8.501-9.000			472			86,791,390			17.52			183,880			8.805			86.16			598			43.27			41.75
9.001-9.500			388			65,467,088			13.22			168,730			9.313			87.51			599			39.51			41.45
9.501-10.000			384			53,441,307			10.79			139,170			9.792			88.38			591			43.46			41.33
10.001-10.500			99			10,923,111			2.21			110,334			10.310			89.25			589			44.83			40.38
10.501-11.000			60			6,712,301			1.36			111,872			10.792			76.90			562			50.33			39.90
11.001-11.500			32			3,623,425			0.73			113,232			11.279			71.32			556			44.14			44.96
11.501-12.000			18			2,112,339			0.43			117,352			11.843			78.55			571			67.65			40.08
12.001-12.500			14			1,201,569			0.24			85,826			12.263			73.62			548			83.94			40.75
12.501-13.000			6			437,155			0.09			72,859			12.714			61.22			565			41.01			42.22
Total			2,654		$	495,319,760			100.00	%	$	186,631			8.431	%		83.30	%		609			48.35	%		41.71	%

MAXIMUM MORTGAGE RATE

Maximum Mortgage Rate (%)		Number of Mortgage Loans			Aggregate Principal Balance Outstanding			Percentage of Aggregate Principal Balance of Mortgage Loans			Average Principal Balance			Weighted Average Mortgage Rate			Weighted Average Original LTV			Weighted Average FICO Score			% of Full Doc Loans			Weighted Average DTI (%)
10.001-10.500			5		$	1,474,012			0.37	%	$	294,802			5.375	%		63.03	%		667			85.55	%		41.03	%
10.501-11.000			6			1,917,610			0.48			319,602			5.622			73.10			662			62.75			39.12
11.001-11.500			16			4,147,303			1.04			259,206			6.136			75.16			698			28.76			41.36
11.501-12.000			36			8,232,166			2.07			228,671			6.289			75.22			668			70.65			40.16
12.001-12.500			55			12,505,343			3.15			227,370			6.734			76.91			662			46.55			42.28
12.501-13.000			121			28,455,604			7.16			235,170			6.981			79.50			639			55.67			42.88
13.001-13.500			154			35,693,502			8.98			231,776			7.447			78.66			614			51.62			42.23
13.501-14.000			267			60,491,091			15.22			226,558			7.871			81.58			606			51.84			42.10
14.001-14.500			293			62,655,446			15.76			213,841			8.385			86.65			612			43.65			42.05
14.501-15.000			381			73,114,012			18.39			191,900			8.833			86.68			597			40.66			41.70
15.001-15.500			294			52,884,887			13.31			179,881			9.306			87.65			599			37.01			41.52
15.501-16.000			267			39,374,703			9.91			147,471			9.785			88.57			591			39.36			41.35
16.001-16.500			57			7,028,225			1.77			123,302			10.275			89.64			590			32.84			40.88
16.501-17.000			36			4,912,657			1.24			136,463			10.757			74.54			554			58.42			39.89
17.001-17.500			20			2,728,167			0.69			136,408			11.277			65.46			540			47.80			45.25
17.501-18.000			7			871,261			0.22			124,466			11.904			70.04			533			82.77			36.45
18.001-18.500			6			718,419			0.18			119,736			12.238			66.34			519			81.91			39.76
18.501-19.000			2			266,416			0.07			133,208			12.750			37.41			524			24.89			40.41
Total			2,023		$	397,470,824			100.00	%	$	196,476			8.423	%		83.81	%		609			45.52	%		41.83	%

The weighted average maximum mortgage rate of the Group I Mortgage Loans is approximately 14.349%.

MINIMUM MORTGAGE RATE

Minimum Mortgage Rate (%)		Number of Mortgage Loans			Aggregate Principal Balance Outstanding			Percentage of Aggregate Principal Balance of Mortgage Loans			Average Principal Balance			Weighted Average Mortgage Rate			Weighted Average Original LTV			Weighted Average FICO Score			% of Full Doc Loans			Weighted Average DTI (%)
4.000 or less			76		$	18,623,837			4.69	%	$	245,050			6.783	%		74.19	%		669			32.07	%		40.89	%
4.001-4.500			87			18,968,565			4.77			218,029			8.360			85.48			621			39.45			43.38
4.501-5.000			3			752,994			0.19			250,998			7.935			89.00			643			52.99			46.49
5.001-5.500			166			29,669,189			7.46			178,730			7.024			80.36			662			50.38			42.34
5.501-6.000			1,104			208,881,876			52.55			189,205			8.562			86.91			609			42.17			41.71
6.001-6.500			396			84,677,716			21.30			213,833			8.567			80.86			587			51.22			41.91
6.501-7.000			123			25,073,972			6.31			203,853			8.989			83.39			583			55.80			42.18
7.001-7.500			49			7,413,441			1.87			151,295			10.475			67.09			558			74.60			39.17
7.501-8.000			8			1,492,284			0.38			186,535			8.765			78.40			621			21.48			40.70
8.001-8.500			3			641,466			0.16			213,822			8.676			87.35			609			29.15			43.89
8.501-9.000			2			274,867			0.07			137,434			9.311			55.18			536			0.00			36.92
9.001-9.500			2			490,956			0.12			245,478			10.402			90.16			589			100.00			44.49
9.501-10.000			4			509,660			0.13			127,415			10.198			73.52			613			28.65			37.88
Total			2,023		$	397,470,824			100.00	%	$	196,476			8.423	%		83.81	%		609			45.52	%		41.83	%

The weighted average minimum mortgage rate of the Group I Mortgage Loans is approximately 5.877%.

PRODUCT TYPE

Product Type		Number of Mortgage Loans			Aggregate Principal Balance Outstanding			Percentage of Aggregate Principal Balance of Mortgage Loans			Average Principal Balance			Weighted Average Mortgage Rate			Weighted Average Original LTV			Weighted Average FICO Score			% of Full Doc Loans			Weighted Average DTI (%)
2/6 Month LIBOR			930		$	151,474,267			30.58	%	$	162,876			8.927	%		84.21	%		601			48.16	%		41.10	%
0/0 Xxxxx XXXXX-00 Year Amterm			451			104,393,455			21.08			231,471			8.378			86.70			604			41.83			42.92
30 Year Fixed			487			74,862,928			15.11			153,723			8.466			80.58			609			62.42			40.96
2/6 Month LIBOR-120 Month IO			219			48,020,719			9.69			219,273			7.501			81.60			649			43.06			42.34
3/1 ARM 1 Year LIBOR			150			27,862,174			5.63			185,748			8.572			80.86			580			49.58			41.57
3/1 ARM 1 Year LIBOR-40 Year Amterm			104			25,622,939			5.17			246,374			8.246			84.85			594			43.91			43.12
Fixed-40/30 Balloon			94			19,766,516			3.99			210,282			8.239			82.20			603			49.56			42.40
5/1 ARM 1 Year LIBOR-120 Month IO			39			10,159,965			2.05			260,512			7.294			75.96			649			49.40			39.11
5/1 ARM 1 Year LIBOR			38			7,386,811			1.49			194,390			8.644			79.90			608			43.13			37.99
3/1 ARM 1 Year LIBOR-120 Month IO			30			6,851,776			1.38			228,393			8.105			83.01			615			62.16			41.21
5/1 ARM 1 Year LIBOR-40 Year Amterm			23			5,541,859			1.12			240,950			8.190			82.01			623			37.71			42.06
10/1 ARM 1 Year LIBOR-120 Month IO			11			3,144,141			0.63			285,831			6.720			71.77			658			62.26			42.31
5/6 Month LIBOR-120 Month IO			8			2,570,445			0.52			321,306			7.365			78.73			634			11.38			41.90
Fixed-30/15 Balloon			35			1,821,693			0.37			52,048			11.155			97.72			656			41.82			41.06
7/1 ARM 1 Year LIBOR-120 Month IO			9			1,740,122			0.35			193,347			6.376			74.65			710			33.65			37.64
2/6 Month LIBOR-24 Month IO			5			1,635,512			0.33			327,102			6.989			79.99			647			52.09			47.71
15 Year Fixed			13			1,365,443			0.28			105,034			8.073			78.50			607			91.74			40.85
7/1 ARM 1 Year LIBOR			2			396,976			0.08			198,488			7.210			76.61			726			0.00			47.62
5/6 Month LIBOR			1			261,871			0.05			261,871			9.500			89.76			565			0.00			38.49
3/6 Month LIBOR			1			206,246			0.04			206,246			10.000			88.09			570			100.00			42.71
3/6 Month LIBOR-60 Month IO			1			119,900			0.02			119,900			9.075			79.99			596			100.00			37.53
2/6 Month LIBOR-60 Month IO			1			81,647			0.02			81,647			7.875			80.00			629			0.00			28.20
20 Year Fixed			2			32,356			0.01			16,178			11.372			82.55			669			0.00			38.41
Total			2,654		$	495,319,760			100.00	%	$	186,631			8.431	%		83.30	%		609			48.35	%		41.71	%

PREPAYMENT PENALTY TERM

Prepayment Penalty Term (months)		Number of Mortgage Loans			Aggregate Principal Balance Outstanding			Percentage of Aggregate Principal Balance of Mortgage Loans			Average Principal Balance			Weighted Average Mortgage Rate			Weighted Average Original LTV			Weighted Average FICO Score			% of Full Doc Loans			Weighted Average DTI (%)
0.000			890		$	180,289,145			36.40	%	$	202,572			8.529	%		82.72	%		610			45.22	%		41.80	%
12.000			152			33,890,870			6.84			222,966			8.477			82.25			606			48.05			42.54
24.000			928			164,828,469			33.28			177,617			8.412			84.51			608			49.60			41.49
36.000			684			116,311,275			23.48			170,046			8.294			82.79			609			51.51			41.66
Total			2,654		$	495,319,760			100.00	%	$	186,631			8.431	%		83.30	%		609			48.35	%		41.71	%

CREDIT GRADE

Credit Grade		Number of Mortgage Loans			Aggregate Principal Balance Outstanding			Percentage of Aggregate Principal Balance of Mortgage Loans			Average Principal Balance			Weighted Average Mortgage Rate			Weighted Average Original LTV			Weighted Average FICO Score			% of Full Doc Loans			Weighted Average DTI (%)
1			169		$	35,141,483			7.09	%	$	207,938			8.552	%		79.22	%		584			61.86	%		41.14	%
1+			243			51,273,875			10.35			211,004			8.525			82.44			596			48.25			42.37
1++			1,910			349,834,365			70.63			183,159			8.356			85.55			618			43.61			41.73
2			137			25,567,314			5.16			186,623			8.718			76.18			570			63.70			41.51
3			76			13,508,286			2.73			177,741			8.825			73.73			577			68.33			42.20
4			44			6,186,950			1.25			140,612			11.332			61.67			543			89.84			38.93
0			75			13,807,486			2.79			184,100			7.453			72.16			621			67.65			41.40
Total			2,654		$	495,319,760			100.00	%	$	186,631			8.431	%		83.30	%		609			48.35	%		41.71	%

NEXT RATE ADJUSTMENT DATE

Next Rate Adjustment Date		Number of Mortgage Loans			Aggregate Principal Balance Outstanding			Percentage of Aggregate Principal Balance of Mortgage Loans			Average Principal Balance			Weighted Average Mortgage Rate			Weighted Average Original LTV			Weighted Average FICO Score			% of Full Doc Loans			Weighted Average DTI (%)
February 1, 2008			4		$	847,355			0.21	%	$	211,839			7.649	%		80.00	%		702			0.00	%		42.98	%
April 1, 2008			1			79,701			0.02			79,701			9.875			47.06			626			100.00			41.20
May 1, 2008			1			192,000			0.05			192,000			8.605			80.00			677			0.00			31.82
June 1, 2008			2			702,000			0.18			351,000			6.137			80.00			662			0.00			43.13
July 1, 2008			28			5,337,393			1.34			190,621			7.677			81.49			660			13.75			42.83
August 1, 2008			34			6,294,179			1.58			185,123			8.006			83.10			634			23.77			43.88
September 1, 2008			80			14,065,710			3.54			175,821			8.672			86.50			613			42.11			42.66
October 1, 2008			377			73,343,975			18.45			194,546			8.458			86.07			609			50.36			42.23
November 1, 2008			552			105,847,568			26.63			191,753			8.534			85.24			607			45.51			41.76
December 1, 2008			401			76,918,556			19.35			191,817			8.576			83.78			609			44.70			41.89
January 1, 2009			126			21,977,163			5.53			174,422			8.607			80.30			600			47.40			40.94
April 1, 2009			2			326,146			0.08			163,073			9.660			85.11			580			100.00			40.81
July 1, 2009			2			476,346			0.12			238,173			7.818			69.23			628			100.00			44.98
September 1, 2009			7			1,459,951			0.37			208,564			8.632			91.41			599			67.84			43.37
October 1, 2009			49			8,525,456			2.14			173,989			8.372			82.11			590			52.45			38.82
November 1, 2009			103			23,052,278			5.80			223,809			8.402			82.58			588			46.30			41.63
December 1, 2009			89			19,536,355			4.92			219,510			8.405			84.27			589			45.59			43.93
January 1, 2010			34			7,286,504			1.83			214,309			8.243			79.50			594			52.26			42.83
June 1, 2011			4			1,267,295			0.32			316,824			6.977			77.45			639			23.08			39.02
July 1, 2011			4			1,251,895			0.31			312,974			8.012			82.47			629			42.01			41.36
August 1, 2011			1			287,550			0.07			287,550			8.000			80.00			615			0.00			45.93
September 1, 2011			7			1,652,465			0.42			236,066			7.256			74.71			674			0.00			45.14
October 1, 2011			34			8,010,978			2.02			235,617			8.349			80.04			612			54.35			38.93
November 1, 2011			26			6,031,819			1.52			231,993			7.878			80.47			629			41.99			35.91
December 1, 2011			22			5,082,950			1.28			231,043			7.699			80.68			651			40.16			42.31
January 1, 2012			11			2,336,000			0.59			212,364			7.736			67.53			604			36.02			41.24
June 1, 2013			2			301,849			0.08			150,925			6.623			69.46			726			50.85			38.28
July 1, 2013			2			371,920			0.09			185,960			7.018			80.00			695			0.00			38.17
August 1, 2013			1			290,942			0.07			290,942			6.375			72.75			748			0.00			38.49
September 1, 2013			2			396,976			0.10			198,488			7.210			76.61			726			0.00			47.62
October 1, 2013			1			110,999			0.03			110,999			6.625			68.94			749			100.00			34.16
January 1, 2014			3			664,412			0.17			221,471			5.864			75.81			689			48.31			37.26
March 1, 2016			1			339,283			0.09			339,283			7.500			80.00			645			0.00			48.33
April 1, 2016			3			847,449			0.21			282,483			7.032			80.00			677			0.00			41.43
June 1, 2016			1			274,459			0.07			274,459			7.625			69.62			603			100.00			47.84
July 1, 2016			1			412,350			0.10			412,350			6.875			75.00			675			100.00			42.98
October 1, 2016			1			328,000			0.08			328,000			6.000			74.89			686			100.00			44.90
November 1, 2016			4			942,600			0.24			235,650			6.077			59.54			646			100.00			38.12
Total			2,023		$	397,470,824			100.00	%	$	196,476			8.423	%		83.81	%		609			45.52	%		41.83	%

The weighted average number of months to the next adjustment date for the Group I Mortgage Loans is approximately 28 months.

GROSS MARGIN

Gross Margin (%)		Number of Mortgage Loans			Aggregate Principal Balance Outstanding			Percentage of Aggregate Principal Balance of Mortgage Loans			Average Principal Balance			Weighted Average Mortgage Rate			Weighted Average Original LTV			Weighted Average FICO Score			% of Full Doc Loans			Weighted Average DTI (%)
4.000 or less			86		$	20,790,279			5.23	%	$	241,747			6.873	%		74.79	%		669			28.73	%		41.17	%
4.001-4.500			90			18,792,957			4.73			208,811			8.439			85.82			618			41.50			43.37
4.501-5.000			2			606,393			0.15			303,196			7.615			89.87			660			100.00			41.19
5.001-5.500			166			29,392,150			7.39			177,061			7.021			80.28			663			50.78			42.22
5.501-6.000			1,153			217,675,419			54.77			188,790			8.593			86.99			609			41.51			41.67
6.001-6.500			382			83,528,984			21.02			218,662			8.550			80.75			586			52.04			41.91
6.501-7.000			95			19,476,025			4.90			205,011			8.899			81.25			575			62.63			42.83
7.001-7.500			45			6,520,154			1.64			144,892			10.833			63.74			550			82.13			38.74
7.501-8.000			4			688,463			0.17			172,116			9.637			76.53			568			34.61			44.15
Total			2,023		$	397,470,824			100.00	%	$	196,476			8.423	%		83.81	%		609			45.52	%		41.83	%

The weighted average gross margin of the Group I Mortgage Loans is approximately 5.830%.

INITIAL PERIODIC RATE CAP

Initial Periodic Rate Cap (%)		Number of Mortgage Loans			Aggregate Principal Balance Outstanding			Percentage of Aggregate Principal Balance of Mortgage Loans			Average Principal Balance			Weighted Average Mortgage Rate			Weighted Average Original LTV			Weighted Average FICO Score			% of Full Doc Loans			Weighted Average DTI (%)
1.500			2		$	326,146			0.08	%	$	163,073			9.660	%		85.11	%		580			100.00	%		40.81	%
2.000			285			60,544,282			15.23			212,436			8.375			82.79			590			48.78			42.12
3.000			1,605			305,460,222			76.85			190,318			8.508			84.64			610			45.16			41.96
5.000			129			30,652,768			7.71			237,618			7.669			77.70			639			42.84			39.90
6.000			2			487,406			0.12			243,703			7.590			80.00			647			0.00			45.40
Total			2,023		$	397,470,824			100.00	%	$	196,476			8.423	%		83.81	%		609			45.52	%		41.83	%

SUBSEQUENT PERIODIC RATE CAP

Subsequent Periodic Rate Cap (%)		Number of Mortgage Loans			Aggregate Principal Balance Outstanding			Percentage of Aggregate Principal Balance of Mortgage Loans			Average Principal Balance			Weighted Average Mortgage Rate			Weighted Average Original LTV			Weighted Average FICO Score			% of Full Doc Loans			Weighted Average DTI (%)
1.000			1,612		$	307,743,117			77.43	%	$	190,908			8.499	%		84.59	%		610			44.92	%		41.96	%
1.500			2			326,146			0.08			163,073			9.660			85.11			580			100.00			40.81
2.000			409			89,401,561			22.49			218,586			8.157			81.14			606			47.39			41.40
Total			2,023		$	397,470,824			100.00	%	$	196,476			8.423	%		83.81	%		609			45.52	%		41.83	%

INTEREST ONLY TERM

Interest Only Term (months)		Number of Mortgage Loans			Aggregate Principal Balance Outstanding			Percentage of Aggregate Principal Balance of Mortgage Loans			Average Principal Balance			Weighted Average Mortgage Rate			Weighted Average Original LTV			Weighted Average FICO Score			% of Full Doc Loans			Weighted Average DTI (%)
0			2,331		$	420,995,535			84.99	%	$	180,607			8.603	%		83.84	%		602			48.86	%		41.71	%
24			5			1,635,512			0.33			327,102			6.989			79.99			647			52.09			47.71
60			2			201,547			0.04			100,774			8.589			79.99			609			59.49			33.75
120			316			72,487,166			14.63			229,390			7.463			80.24			647			45.24			41.65
Total			2,654		$	495,319,760			100.00	%	$	186,631			8.431	%		83.30	%		609			48.35	%		41.71	%

CLOSING DATE MORTGAGE LOANS AND SUBSEQUENT MORTGAGE LOANS

IN LOAN GROUP II

The Mortgage Loans to be included in loan group II consist of 3,621 adjustable-rate and fixed-rate Mortgage Loans having an aggregate principal balance of $804,602,487, subject to a permitted variance of plus or minus 5%. The Mortgage Loans included in loan group II have the characteristics set forth below (the sum in any column may not equal the total indicated due to rounding).

CURRENT STATED PRINCIPAL BALANCE

Range of Current Stated Principal Balance ($)		Number of Mortgage Loans			Aggregate Principal Balance Outstanding			Percentage of Aggregate Principal Balance of Mortgage Loans			Average Principal Balance			Weighted Average Mortgage Rate			Weighted Average Original LTV			Weighted Average FICO Score			% of Full Doc Loans			Weighted Average DTI (%)
0.01-50,000.00			230		$	8,568,024			1.06	%	$	37,252			10.556	%		78.36	%		601			46.08	%		33.75	%
50,000.01-100,000.00			611			46,164,116			5.74			75,555			9.812			78.43			603			50.29			36.38
100,000.01-150,000.00			611			76,489,625			9.51			125,188			9.230			76.45			597			52.42			37.75
150,000.01-200,000.00			473			83,486,297			10.38			176,504			8.805			77.09			603			47.40			39.75
200,000.01-250,000.00			441			99,413,260			12.36			225,427			8.512			77.30			611			42.88			41.44
250,000.01-300,000.00			347			95,649,360			11.89			275,647			8.244			80.94			624			44.59			42.31
300,000.01-350,000.00			243			78,980,085			9.82			325,021			7.978			80.18			637			35.76			42.13
350,000.01-400,000.00			171			64,300,565			7.99			376,027			7.897			81.17			641			30.88			42.04
400,000.01-450,000.00			195			83,824,429			10.42			429,869			7.717			81.62			641			33.33			42.89
450,000.01-500,000.00			133			63,639,706			7.91			478,494			7.825			80.55			636			29.37			41.63
500,000.01-550,000.00			48			25,166,862			3.13			524,310			7.459			80.93			652			35.28			41.00
550,000.01-600,000.00			45			25,924,182			3.22			576,093			7.998			82.61			618			42.84			41.88
600,000.01-650,000.00			27			16,967,663			2.11			628,432			7.950			82.94			624			51.65			44.48
650,000.01-700,000.00			15			10,081,331			1.25			672,089			7.764			79.99			647			33.24			44.11
700,000.01-750,000.00			11			7,936,987			0.99			721,544			8.110			82.11			646			18.00			43.59
750,000.01-800,000.00			7			5,493,050			0.68			784,721			7.922			81.03			693			14.50			41.32
800,000.01-850,000.00			5			4,155,144			0.52			831,029			8.048			84.10			645			39.70			39.05
850,000.01-900,000.00			1			880,000			0.11			880,000			5.875			80.00			702			100.00			43.62
900,000.01-950,000.00			1			910,000			0.11			910,000			8.875			70.00			615			0.00			42.70
950,000.01-1,000,000.00			1			1,000,000			0.12			1,000,000			9.250			83.33			642			0.00			47.07
1,000,000.01-1,050,000.00			2			2,057,188			0.26			1,028,594			7.324			70.10			617			51.03			42.38
1,050,000.01-1,100,000.00			1			1,075,000			0.13			1,075,000			7.250			69.81			601			100.00			23.92
1,100,000.01-1,150,000.00			1			1,140,000			0.14			1,140,000			6.500			80.00			710			100.00			27.30
1,250,000.01-1,300,000.00			1			1,299,613			0.16			1,299,613			6.250			63.41			664			0.00			46.40
Total			3,621		$	804,602,487			100.00	%	$	222,204			8.343	%		79.51	%		624			40.64	%		41.01	%

FICO SCORE

FICO Score		Number of Mortgage Loans			Aggregate Principal Balance Outstanding			Percentage of Aggregate Principal Balance of Mortgage Loans			Average Principal Balance			Weighted Average Mortgage Rate			Weighted Average Original LTV			Weighted Average FICO Score			% of Full Doc Loans			Weighted Average DTI (%)
0-500			16		$	2,007,196			0.25	%	$	125,450			10.093	%		64.12	%		500			64.49	%		45.61	%
501-520			198			28,026,868			3.48			141,550			10.430			65.42			510			60.58			40.66
521-540			252			42,245,815			5.25			167,642			9.557			69.23			530			58.74			41.25
541-560			296			54,769,566			6.81			185,032			9.110			71.47			551			55.15			39.00
561-580			272			54,403,509			6.76			200,013			8.923			73.72			571			48.01			40.47
581-600			472			105,371,197			13.10			223,244			8.767			82.63			590			58.54			41.68
601-620			598			141,036,158			17.53			235,846			8.666			84.37			612			53.80			41.37
621-640			381			86,437,324			10.74			226,870			8.069			82.01			629			40.36			41.76
641-660			350			80,067,261			9.95			228,764			7.941			82.02			650			23.54			40.99
661-680			296			75,502,279			9.38			255,075			7.438			80.86			669			21.35			41.47
681-700			164			38,823,468			4.83			236,728			7.582			82.27			689			12.91			40.60
701-720			119			34,388,861			4.27			288,982			7.143			81.00			710			14.03			38.92
000-000			00			00,143,068			3.12			279,367			7.236			79.54			729			6.25			42.00
000-000			00			00,828,235			2.46			300,428			6.937			78.06			750			18.27			40.83
761-780			32			9,712,623			1.21			303,519			6.792			79.02			768			22.68			40.15
781-800			14			4,883,028			0.61			348,788			6.568			71.57			789			30.56			39.08
801-820			5			1,956,030			0.24			391,206			6.750			74.70			806			72.48			36.99
Total			3,621		$	804,602,487			100.00	%	$	222,204			8.343	%		79.51	%		624			40.64	%		41.01	%

ORIGINAL TERM TO MATURITY

Original Term to Maturity (months)		Number of Mortgage Loans			Aggregate Principal Balance Outstanding			Percentage of Aggregate Principal Balance of Mortgage Loans			Average Principal Balance			Weighted Average Mortgage Rate			Weighted Average Original LTV			Weighted Average FICO Score			% of Full Doc Loans			Weighted Average DTI (%)
0-000			000		$	20,074,267			2.49	%	$	70,934			10.810	%		95.00	%		668			14.87	%		40.58	%
181-240			8			538,904			0.07			67,363			9.343			76.85			598			97.34			38.67
241-360			3,330			783,989,317			97.44			235,432			8.279			79.11			622			41.26			41.02
Total			3,621		$	804,602,487			100.00	%	$	222,204			8.343	%		79.51	%		624			40.64	%		41.01	%

REMAINING TERM TO MATURITY

Remaining Term to Maturity (months)		Number of Mortgage Loans			Aggregate Principal Balance Outstanding			Percentage of Aggregate Principal Balance of Mortgage Loans			Average Principal Balance			Weighted Average Mortgage Rate			Weighted Average Original LTV			Weighted Average FICO Score			% of Full Doc Loans			Weighted Average DTI (%)
0-000			000		$	20,074,267			2.49	%	$	70,934			10.810	%		95.00	%		668			14.87	%		40.58	%
181-240			8			538,904			0.07			67,363			9.343			76.85			598			97.34			38.67
241-360			3,330			783,989,317			97.44			235,432			8.279			79.11			622			41.26			41.02
Total			3,621		$	804,602,487			100.00	%	$	222,204			8.343	%		79.51	%		624			40.64	%		41.01	%

As of December 1, 2006, the weighted average remaining term to maturity of the Group II Mortgage Loans was approximately 352 months.

PROPERTY TYPE

Property Type		Number of Mortgage Loans			Aggregate Principal Balance Outstanding			Percentage of Aggregate Principal Balance of Mortgage Loans			Average Principal Balance			Weighted Average Mortgage Rate			Weighted Average Original LTV			Weighted Average FICO Score			% of Full Doc Loans			Weighted Average DTI (%)
Single Family			2,526		$	551,833,322			68.58	%	$	218,461			8.384	%		78.90	%		619			41.71	%		40.92	%
PUD			489			124,572,751			15.48			254,750			8.236			82.00			629			43.73			42.14
2 Family			186			48,150,653			5.98			258,874			8.176			79.98			643			20.59			40.50
Condo			227			45,293,286			5.63			199,530			8.067			80.81			645			35.87			40.35
Townhouse			137			21,303,203			2.65			155,498			8.839			78.79			611			50.24			40.99
Condo High Rise			26			6,525,904			0.81			250,996			8.170			79.64			631			53.62			38.81
3 Family			18			4,034,742			0.50			224,152			8.761			71.51			619			35.83			40.22
4 Family			12			2,888,627			0.36			240,719			8.320			75.68			662			18.61			34.09
Total			3,621		$	804,602,487			100.00	%	$	222,204			8.343	%		79.51	%		624			40.64	%		41.01	%

OCCUPANCY TYPE

Occupancy Type		Number of Mortgage Loans			Aggregate Principal Balance Outstanding			Percentage of Aggregate Principal Balance of Mortgage Loans			Average Principal Balance			Weighted Average Mortgage Rate			Weighted Average Original LTV			Weighted Average FICO Score			% of Full Doc Loans			Weighted Average DTI (%)
Primary Home			3,417		$	773,332,935			96.11	%	$	226,319			8.320	%		79.70	%		623			41.14	%		41.22	%
Investment			172			22,415,822			2.79			130,325			8.862			76.09			642			23.71			35.68
Second Home			32			8,853,730			1.10			276,679			8.963			71.38			612			39.29			36.04
Total			3,621		$	804,602,487			100.00	%	$	222,204			8.343	%		79.51	%		624			40.64	%		41.01	%

Based on representations of the related mortgagors at the time of origination.

LOAN PURPOSE

Loan Purpose		Number of Mortgage Loans			Aggregate Principal Balance Outstanding			Percentage of Aggregate Principal Balance of Mortgage Loans			Average Principal Balance			Weighted Average Mortgage Rate			Weighted Average Original LTV			Weighted Average FICO Score			% of Full Doc Loans			Weighted Average DTI (%)
Purchase			1,841		$	411,918,676			51.20	%	$	223,747			8.107	%		85.81	%		650			37.99	%		41.33	%
Cash Out Refinance			1,599			358,771,572			44.59			224,372			8.552			73.24			596			42.09			40.72
Rate/Term Refinance			181			33,912,239			4.21			187,360			8.989			69.19			602			57.45			40.18
Total			3,621		$	804,602,487			100.00	%	$	222,204			8.343	%		79.51	%		624			40.64	%		41.01	%

ORIGINAL LOAN-TO-VALUE RATIOS

Original Loan-to-Value Ratios (%)		Number of Mortgage Loans			Aggregate Principal Balance Outstanding			Percentage of Aggregate Principal Balance of Mortgage Loans			Average Principal Balance			Weighted Average Mortgage Rate			Weighted Average Original LTV			Weighted Average FICO Score			% of Full Doc Loans			Weighted Average DTI (%)
50.00 or less			210		$	31,993,953			3.98	%	$	152,352			8.714	%		40.79	%		592			37.65	%		39.63	%
50.01-55.00			90			15,414,813			1.92			171,276			8.870			53.08			585			49.82			38.59
55.01-60.00			127			26,279,104			3.27			206,922			8.594			58.10			580			36.16			39.44
60.01-65.00			182			36,245,875			4.50			199,153			8.544			63.14			591			34.95			40.02
65.01-70.00			353			67,077,416			8.34			190,021			9.260			68.79			582			54.34			40.72
70.01-75.00			277			62,075,500			7.72			224,099			8.374			73.73			594			44.13			41.99
75.01-80.00			1,113			293,490,473			36.48			263,693			7.394			79.79			659			28.79			41.10
80.01-85.00			154			39,137,799			4.86			254,142			8.327			84.29			600			37.86			40.55
85.01-90.00			348			87,467,836			10.87			251,344			8.588			89.65			613			32.46			40.55
90.01-95.00			193			48,946,168			6.08			253,607			8.887			94.74			618			45.18			41.10
95.01-100.00			574			96,473,550			11.99			168,072			9.725			99.97			626			74.01			42.50
Total			3,621		$	804,602,487			100.00	%	$	222,204			8.343	%		79.51	%		624			40.64	%		41.01	%

Includes the Combined Loan-to-Value Ratio for Second Lien Loans.

GEOGRAPHIC DISTRIBUTION

Geographic Distribution		Number of Mortgage Loans			Aggregate Principal Balance Outstanding			Percentage of Aggregate Principal Balance of Mortgage Loans			Average Principal Balance			Weighted Average Mortgage Rate			Weighted Average Original LTV			Weighted Average FICO Score			% of Full Doc Loans			Weighted Average DTI (%)
Xxxxxxxx Xxxxxxxxxx			000		$	143,010,347			17.77	%	$	309,546			7.523	%		78.40	%		654			26.38	%		41.88	%
Florida			493			106,726,237			13.26			216,483			8.564			83.51			623			52.20			41.94
New York			301			95,082,699			11.82			315,889			7.986			79.65			630			31.42			42.40
New Jersey			253			65,217,027			8.11			257,775			8.479			75.27			606			43.76			41.62
Maryland			201			52,255,896			6.49			259,980			8.436			76.04			608			48.91			40.82
Northern California			146			45,212,440			5.62			309,674			7.537			76.40			660			25.75			42.60
Illinois			140			29,851,793			3.71			213,227			8.599			81.87			623			43.26			40.28
Texas			190			25,715,468			3.20			135,345			9.295			85.71			600			60.44			38.14
Xxxxxxxxx			107			24,791,412			3.08			231,695			8.413			79.28			613			39.10			42.64
Pennsylvania			158			19,846,673			2.47			125,612			9.553			75.32			579			49.89			38.84
Other			1,170			196,892,495			24.47			168,284			8.811			80.39			609			45.64			39.19
Total			3,621		$	804,602,487			100.00	%	$	222,204			8.343	%		79.51	%		624			40.64	%		41.01	%

ZIP CODE

Zip Code		Number of Mortgage Loans			Aggregate Principal Balance Outstanding			Percentage of Aggregate Principal Balance of Mortgage Loans			Average Principal Balance			Weighted Average Mortgage Rate			Weighted Average Original LTV			Weighted Average FICO Score			% of Full Doc Loans			Weighted Average DTI (%)
20905			5		$	2,964,443			0.37	%	$	592,889			8.374	%		76.73	%		598			54.47	%		44.44	%
11590			7			2,601,342			0.32			371,620			8.516			82.45			626			16.91			44.42
11706			8			2,424,876			0.30			303,110			7.753			71.84			623			22.88			45.16
92571			9			2,309,703			0.29			256,634			6.987			80.55			689			0.00			42.36
33142			9			2,251,685			0.28			250,187			8.815			95.76			627			83.57			40.40
11550			9			2,228,118			0.28			247,569			8.527			85.66			616			0.00			46.60
90650			7			2,206,045			0.27			315,149			7.637			84.90			638			36.95			45.41
22310			7			2,186,279			0.27			312,326			8.579			84.02			645			10.06			39.51
33186			7			2,138,544			0.27			305,506			9.032			89.88			620			33.75			42.39
33193			7			2,021,871			0.25			288,839			8.792			84.37			617			51.73			43.62
Other			3,546			781,269,582			97.10			220,324			8.344			79.39			623			40.92			40.94
Total			3,621		$	804,602,487			100.00	%	$	222,204			8.343	%		79.51	%		624			40.64	%		41.01	%

TYPE OF DOCUMENTATION PROGRAM

Type of Documentation Program		Number of Mortgage Loans			Aggregate Principal Balance Outstanding			Percentage of Aggregate Principal Balance of Mortgage Loans			Average Principal Balance			Weighted Average Mortgage Rate			Weighted Average Original LTV			Weighted Average FICO Score			% of Full Doc Loans			Weighted Average DTI (%)
Stated			1,894		$	446,942,779			55.55	%	$	235,978			8.237	%		78.21	%		640			0.00	%		41.19	%
Full			1,608			326,969,246			40.64			203,339			8.477			81.18			601			100.00			41.49
Bank Statement Documentation			102			26,456,470			3.29			259,377			8.604			80.89			612			0.00			31.97
No Ratio			9			2,365,492			0.29			262,832			6.910			80.26			714			0.00			0.00
No Income No Assets			5			1,295,735			0.16			259,147			7.766			79.43			669			0.00			0.00
No Document			3			572,764			0.07			190,921			9.177			63.53			651			0.00			0.00
Total			3,621		$	804,602,487			100.00	%	$	222,204			8.343	%		79.51	%		624			40.64	%		41.01	%

LIEN STATUS

Lien		Number of Mortgage Loans			Aggregate Principal Balance Outstanding			Percentage of Aggregate Principal Balance of Mortgage Loans			Average Principal Balance			Weighted Average Mortgage Rate			Weighted Average Original LTV			Weighted Average FICO Score			% of Full Doc Loans			Weighted Average DTI (%)
First Lien			3,354		$	785,900,046			97.68	%	$	234,317			8.280	%		79.05	%		622			41.32	%		41.00	%
Second Lien			267			18,702,442			2.32			70,047			10.986			98.58			672			11.84			41.29
Total			3,621		$	804,602,487			100.00	%	$	222,204			8.343	%		79.51	%		624			40.64	%		41.01	%

MORTGAGE RATE

Current Rate (%)		Number of Mortgage Loans			Aggregate Principal Balance Outstanding			Percentage of Aggregate Principal Balance of Mortgage Loans			Average Principal Balance			Weighted Average Mortgage Rate			Weighted Average Original LTV			Weighted Average FICO Score			% of Full Doc Loans			Weighted Average DTI (%)
4.501-5.000			10		$	3,507,640			0.44	%	$	350,764			4.926	%		79.67	%		666			23.04	%		37.25	%
5.001-5.500			23			7,042,593			0.88			306,200			5.373			76.61			697			54.91			42.30
5.501-6.000			56			19,411,416			2.41			346,632			5.862			78.31			689			58.57			41.12
6.001-6.500			140			45,618,055			5.67			325,843			6.350			76.55			690			33.59			40.84
6.501-7.000			339			97,496,076			12.12			287,599			6.852			76.33			663			37.63			41.72
7.001-7.500			360			101,850,375			12.66			282,918			7.320			78.00			650			34.57			41.10
7.501-8.000			421			114,029,140			14.17			270,853			7.827			78.08			626			37.70			42.10
8.001-8.500			361			86,427,035			10.74			239,410			8.353			78.75			607			39.80			40.99
8.501-9.000			399			95,509,012			11.87			239,371			8.827			81.26			601			40.51			40.08
9.001-9.500			331			70,533,910			8.77			213,093			9.319			85.25			602			42.14			41.14
9.501-10.000			333			61,777,447			7.68			185,518			9.799			85.48			598			40.29			40.78
10.001-10.500			253			37,511,862			4.66			148,268			10.312			85.16			583			46.13			40.41
10.501-11.000			215			23,796,097			2.96			110,680			10.817			77.12			577			48.38			37.83
11.001-11.500			120			14,814,896			1.84			123,457			11.325			74.35			566			64.37			42.30
11.501-12.000			111			11,324,095			1.41			102,019			11.832			70.41			556			71.91			39.81
12.001-12.500			93			9,270,529			1.15			99,683			12.271			73.05			562			51.17			40.61
12.501-13.000			40			3,805,028			0.47			95,126			12.773			81.14			579			37.70			41.49
13.001-13.500			13			735,092			0.09			56,546			13.206			84.19			587			45.86			35.88
13.501-14.000			3			142,188			0.02			47,396			13.872			98.99			637			0.00			40.09
Total			3,621		$	804,602,487			100.00	%	$	222,204			8.343	%		79.51	%		624			40.64	%		41.01	%

MAXIMUM MORTGAGE RATE

Maximum Mortgage Rate (%)		Number of Mortgage Loans			Aggregate Principal Balance Outstanding			Percentage of Aggregate Principal Balance of Mortgage Loans			Average Principal Balance			Weighted Average Mortgage Rate			Weighted Average Original LTV			Weighted Average FICO Score			% of Full Doc Loans			Weighted Average DTI (%)
9.501-10.000			1		$	417,000			0.06	%	$	417,000			4.875	%		77.19	%		573			0.00	%		41.48	%
10.501-11.000			15			5,816,104			0.90			387,740			5.343			77.81			687			28.86			41.41
11.001-11.500			41			12,241,021			1.89			298,561			5.899			78.28			692			30.48			41.55
11.501-12.000			146			39,267,342			6.08			268,954			6.512			76.55			670			43.90			40.65
12.001-12.500			173			48,049,464			7.44			277,743			6.816			79.17			674			29.38			40.85
12.501-13.000			221			66,259,563			10.25			299,817			7.054			78.45			659			34.63			42.34
13.001-13.500			246			71,013,873			10.99			288,674			7.419			79.33			648			37.79			42.01
13.501-14.000			315			87,772,662			13.58			278,643			7.874			79.20			627			36.31			42.12
14.001-14.500			269			67,299,679			10.41			250,185			8.378			80.20			607			38.97			41.23
14.501-15.000			295			76,358,530			11.82			258,842			8.859			82.55			603			37.64			39.94
15.001-15.500			257			61,369,681			9.50			238,793			9.316			84.92			597			42.28			41.43
15.501-16.000			221			45,531,823			7.05			206,026			9.770			85.83			590			40.54			41.32
16.001-16.500			167			25,755,423			3.99			154,224			10.226			83.00			573			48.75			41.39
16.501-17.000			107			14,481,536			2.24			135,341			10.785			70.02			559			53.97			37.77
17.001-17.500			70			10,796,677			1.67			154,238			11.079			68.87			548			73.28			42.45
17.501-18.000			57			7,319,923			1.13			128,420			11.693			66.54			538			79.02			38.80
18.001-18.500			36			4,802,646			0.74			133,407			12.248			61.83			526			53.31			40.16
18.501-19.000			9			1,219,795			0.19			135,533			12.868			64.15			509			55.62			41.96
19.001-19.500			5			380,786			0.06			76,157			11.839			64.19			517			90.29			34.28
19.501 or more			1			57,874			0.01			57,874			8.625			95.00			607			100.00			36.97
Total			2,652		$	646,211,402			100.00	%	$	243,669			8.256	%		79.92	%		623			39.54	%		41.28	%

The weighted average maximum mortgage rate of the Mortgage Loans is approximately 14.135%.

MINIMUM MORTGAGE RATE

Minimum Mortgage Rate (%)		Number of Mortgage Loans			Aggregate Principal Balance Outstanding			Percentage of Aggregate Principal Balance of Mortgage Loans			Average Principal Balance			Weighted Average Mortgage Rate			Weighted Average Original LTV			Weighted Average FICO Score			% of Full Doc Loans			Weighted Average DTI (%)
4.000 or less			330		$	89,800,013			13.90	%	$	272,121			6.963	%		77.74	%		681			15.65	%		40.45	%
4.001-4.500			121			30,825,317			4.77			254,755			7.839			81.45			632			32.92			41.63
4.501-5.000			58			8,762,592			1.36			151,079			7.893			84.58			617			76.12			39.64
5.001-5.500			424			111,144,400			17.20			262,133			7.078			80.06			670			36.30			42.18
5.501-6.000			892			225,690,940			34.93			253,017			8.632			85.67			606			44.14			41.41
6.001-6.500			395			102,651,626			15.89			259,878			8.629			74.76			592			41.80			41.16
6.501-7.000			171			35,691,468			5.52			208,722			9.232			74.67			586			40.38			41.11
7.001-7.500			209			32,253,658			4.99			154,324			11.067			65.66			557			78.02			40.20
7.501-8.000			18			3,074,627			0.48			170,813			9.468			77.09			592			15.23			38.24
8.001-8.500			14			2,634,429			0.41			188,173			9.580			79.33			595			42.45			42.52
8.501-9.000			11			1,948,673			0.30			177,152			9.989			77.47			628			17.08			40.45
9.001-9.500			4			707,604			0.11			176,901			10.000			73.92			600			25.57			43.95
9.501-10.000			2			346,229			0.05			173,115			10.266			70.42			595			19.35			44.37
10.001-10.500			1			241,071			0.04			241,071			10.130			80.00			600			0.00			44.05
10.501-11.000			1			189,175			0.03			189,175			10.875			54.21			623			0.00			0.00
11.501-12.000			1			249,580			0.04			249,580			11.750			75.00			530			0.00			52.21
Total			2,652		$	646,211,402			100.00	%	$	243,669			8.256	%		79.92	%		623			39.54	%		41.28	%

The weighted average minimum mortgage rate of the Mortgage Loans is approximately 5.564%.

PRODUCT TYPE

Product Type		Number of Mortgage Loans			Aggregate Principal Balance Outstanding			Percentage of Aggregate Principal Balance of Mortgage Loans			Average Principal Balance			Weighted Average Mortgage Rate			Weighted Average Original LTV			Weighted Average FICO Score			% of Full Doc Loans			Weighted Average DTI (%)
2/6 Month LIBOR			1,224		$	233,746,662			29.05	%	$	190,969			9.124	%		77.88	%		591			46.66	%		40.51	%
2/6 Month LIBOR-120 Month IO			478			147,746,140			18.36			309,092			7.179			80.76			674			27.65			42.30
2/6 Month LIBOR-40 Year Amterm			398			120,967,066			15.03			303,937			8.350			85.16			616			44.36			42.49
30 Year Fixed			535			96,455,144			11.99			180,290			8.602			74.01			611			53.12			39.17
5/1 ARM 1 Year LIBOR-120 Month IO			157			36,761,379			4.57			234,149			7.153			76.48			659			30.88			39.50
3/1 ARM 1 Year LIBOR			149			31,032,709			3.86			208,273			9.080			73.61			575			48.64			39.50
30 Year Fixed-120 Month IO			75			23,106,729			2.87			308,090			7.556			76.53			658			32.81			41.50
3/1 ARM 1 Year LIBOR-40 Year Amterm			62			20,977,422			2.61			338,346			8.203			84.43			605			40.34			41.86
Fixed-30/15 Balloon			258			18,395,331			2.29			71,300			10.951			96.88			673			11.75			41.23
Fixed-40/30 Balloon			68			18,216,042			2.26			267,883			8.290			80.73			613			50.18			41.18
5/1 ARM 1 Year LIBOR			40			9,450,983			1.17			236,275			8.478			75.26			609			19.47			41.56
5/1 ARM 1 Year LIBOR-40 Year Amterm			31			8,948,865			1.11			288,673			8.194			82.08			618			50.06			42.04
7/1 ARM 1 Year LIBOR-120 Month IO			21			8,144,817			1.01			387,848			6.968			77.31			696			4.03			38.16
2/6 Month LIBOR-24 Month IO			19			6,746,031			0.84			355,054			6.433			77.85			681			40.65			41.58
3/1 ARM 1 Year LIBOR-120 Month IO			18			6,278,074			0.78