EX-99.13 14 file014.htm RELATED COMPUTATIONAL MATERIALS


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BY THE U.K. SECURITIES AND FUTURES AUTHORITY.




                                 MORGAN STANLEY
                     IXIS CAPITAL MARKETS NORTH AMERICA INC.
                                    2005-HE1
                                    ARM LOANS

TABLE OF CONTENTS

1. Product Types
2. Originator
3. Lien Position
4. Range of Gross Interest Rates (%)
5. Range of Cut-off Date Principal Balances ($)
6. Original Terms (Months)
7. Range of Remaining Terms (Months)
8. Range of Original Combined LTV Ratios (%)
9. Range of Gross Margins (%)
10. Range of Minimum Mortgage Rates (%)
11. Range of Maximum Loan Rates (%)
12. Initial Periodic Cap (%)
13. Subsequent Periodic Cap (%)
14. Next Rate Adjustment Dates
15. Geographic Distribution of Mortgaged Properties
16. Occupancy Type
17. Property Type
18. Loan Purpose
19. Documentation Level
20. Prepayment Penalty Term
21. Range of Credit Scores


1.   PRODUCT TYPES


--------------------------------------------------------------------------------------------------------------------------------
                                                                            % OF
                                                                          MORTGAGE
                                                            AGGREGATE      POOL BY    WEIGHTED               WEIGHTED
                                                             CUT-OFF      AGGREGATE   AVERAGE    WEIGHTED    AVERAGE
                                                 NUMBER       DATE         CUT-OFF     GROSS      AVERAGE    ORIGINAL   WEIGHTED
                                                   OF       PRINCIPAL       DATE      INTEREST   REMAINING   COMBINED    AVERAGE
                                                MORTGAGE     BALANCE      PRINCIPAL     RATE       TERM        LTV        FICO
PRODUCT TYPES                                    LOANS         ($)         BALANCE      (%)      (MONTHS)      (%)        SCORE
--------------------------------------------------------------------------------------------------------------------------------

ARM - 6 Month                                        7      2,028,543        0.39      6.610        357      84.79         634
--------------------------------------------------------------------------------------------------------------------------------
ARM - 1 Year/6 Month                                20      4,697,100        0.90      7.103        358      84.13         608
--------------------------------------------------------------------------------------------------------------------------------
ARM - 2 Year/6 Month                             1,826    307,352,680       59.00      7.715        357      79.71         602
--------------------------------------------------------------------------------------------------------------------------------
ARM - 3 Year/6 Month                               160     27,607,070        5.30      7.303        357      80.13         603
--------------------------------------------------------------------------------------------------------------------------------
ARM - 5 Year/6 Month                                20      4,357,173        0.84      6.498        357      76.80         675
--------------------------------------------------------------------------------------------------------------------------------
Interest Only ARM - 5 Year/6 Month                   4        871,495        0.17      6.783        355      91.58         690
--------------------------------------------------------------------------------------------------------------------------------
Interest Only ARM - 2 Year/6 Month                 540    154,927,940       29.74      6.655        357      81.52         675
--------------------------------------------------------------------------------------------------------------------------------
Interest Only ARM - 3 Year/6 Month                  80     18,864,856        3.62      6.758        356      80.30         658
--------------------------------------------------------------------------------------------------------------------------------
Interest Only ARM - 6 Month                          1        195,900        0.04      7.490        352      79.96         578
--------------------------------------------------------------------------------------------------------------------------------
TOTAL:                                           2,658    520,902,758      100.00      7.321        357      80.34         627
--------------------------------------------------------------------------------------------------------------------------------


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2.   ORIGINATOR


----------------------------------------------------------------------------------------------------------------------------------
                                                                           % OF
                                                                         MORTGAGE
                                                             AGGREGATE    POOL BY    WEIGHTED               WEIGHTED
                                                              CUT-OFF    AGGREGATE   AVERAGE    WEIGHTED    AVERAGE
                                                   NUMBER      DATE       CUT-OFF     GROSS      AVERAGE    ORIGINAL   WEIGHTED
                                                     OF      PRINCIPAL     DATE      INTEREST   REMAINING   COMBINED    AVERAGE
                                                  MORTGAGE    BALANCE    PRINCIPAL     RATE       TERM        LTV        FICO
ORIGINATOR                                         LOANS        ($)       BALANCE      (%)      (MONTHS)      (%)        SCORE
----------------------------------------------------------------------------------------------------------------------------------

Chapel                                              629     154,991,481       29.75      6.898         357      80.05         663
----------------------------------------------------------------------------------------------------------------------------------
Encore                                              347      81,816,417       15.71      7.057         357      80.69         609
----------------------------------------------------------------------------------------------------------------------------------
Fremont                                             292      59,185,913       11.36      7.243         356      79.43         605
----------------------------------------------------------------------------------------------------------------------------------
Home Owners                                         497      55,426,887       10.64      8.972         357      79.79         594
----------------------------------------------------------------------------------------------------------------------------------
First Banc                                          227      42,579,262        8.17      7.097         356      81.44         629
----------------------------------------------------------------------------------------------------------------------------------
Impac                                               204      41,400,988        7.95      7.405         357      79.34         605
----------------------------------------------------------------------------------------------------------------------------------
Lenders Direct                                      185      30,784,815        5.91      7.357         357      82.26         629
----------------------------------------------------------------------------------------------------------------------------------
Peoples Choice                                       80      16,937,150        3.25      7.491         356      81.95         620
----------------------------------------------------------------------------------------------------------------------------------
BNC                                                  38       8,460,033        1.62      7.265         353      83.75         624
----------------------------------------------------------------------------------------------------------------------------------
Platinum Capital                                     32       8,191,351        1.57      7.321         357      74.87         608
----------------------------------------------------------------------------------------------------------------------------------
All State                                            36       7,024,685        1.35      7.995         358      76.23         595
----------------------------------------------------------------------------------------------------------------------------------
Master Financial                                     34       5,457,822        1.05      7.614         357      90.33         664
----------------------------------------------------------------------------------------------------------------------------------
Aegis                                                31       4,478,039        0.86      6.991         353      80.49         602
----------------------------------------------------------------------------------------------------------------------------------
Home Loan                                            24       4,002,624        0.77      6.886         355      80.80         641
----------------------------------------------------------------------------------------------------------------------------------
Accredited                                            1         105,596        0.02      6.350         353      79.98         607
----------------------------------------------------------------------------------------------------------------------------------
Resmae                                                1          59,696        0.01      8.100         353      80.00         587
----------------------------------------------------------------------------------------------------------------------------------
TOTAL:                                            2,658     520,902,758      100.00      7.321         357      80.34         627
----------------------------------------------------------------------------------------------------------------------------------


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3.   LIEN POSITION


---------------------------------------------------------------------------------------------------------------------------
                                                                        % OF
                                                                      MORTGAGE
                                                        AGGREGATE      POOL BY    WEIGHTED               WEIGHTED
                                                         CUT-OFF      AGGREGATE   AVERAGE    WEIGHTED    AVERAGE
                                             NUMBER       DATE         CUT-OFF     GROSS      AVERAGE    ORIGINAL   WEIGHTED
                                               OF       PRINCIPAL       DATE      INTEREST   REMAINING   COMBINED    AVERAGE
                                            MORTGAGE     BALANCE      PRINCIPAL     RATE       TERM        LTV        FICO
LIEN POSITION                                LOANS         ($)         BALANCE      (%)      (MONTHS)      (%)        SCORE
----------------------------------------------------------------------------------------------------------------------------

1st Lien                                     2,658     520,902,758      100.00      7.321        357      80.34         627
----------------------------------------------------------------------------------------------------------------------------
TOTAL:                                       2,658     520,902,758      100.00      7.321        357      80.34         627
----------------------------------------------------------------------------------------------------------------------------


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4.   RANGE OF GROSS INTEREST RATES (%)


--------------------------------------------------------------------------------------------------------------------------------
                                                                           % OF
                                                                         MORTGAGE
                                                          AGGREGATE       POOL BY    WEIGHTED                WEIGHTED
                                                           CUT-OFF       AGGREGATE   AVERAGE     WEIGHTED    AVERAGE
                                                NUMBER      DATE          CUT-OFF     GROSS       AVERAGE    ORIGINAL   WEIGHTED
                                                  OF      PRINCIPAL        DATE      INTEREST    REMAINING   COMBINED    AVERAGE
                                               MORTGAGE    BALANCE       PRINCIPAL     RATE        TERM        LTV        FICO
RANGE OF GROSS INTEREST RATES (%)               LOANS        ($)          BALANCE      (%)       (MONTHS)      (%)        SCORE
--------------------------------------------------------------------------------------------------------------------------------

4.000 - 4.999                                      6       1,675,427        0.32      4.968         355      72.86         647
-------------------------------------------------------------------------------------------------------------------------------
5.000 - 5.999                                    195      50,064,878        9.61      5.759         357      78.44         669
-------------------------------------------------------------------------------------------------------------------------------
6.000 - 6.999                                    818     204,981,476       39.35      6.594         357      79.26         657
-------------------------------------------------------------------------------------------------------------------------------
7.000 - 7.999                                    738     146,780,258       28.18      7.530         357      81.79         610
-------------------------------------------------------------------------------------------------------------------------------
8.000 - 8.999                                    444      69,656,175       13.37      8.463         357      82.99         588
-------------------------------------------------------------------------------------------------------------------------------
9.000 - 9.999                                    269      32,203,667        6.18      9.521         357      80.52         567
-------------------------------------------------------------------------------------------------------------------------------
10.000 - 10.999                                  171      14,094,161        2.71     10.469         357      77.00         545
-------------------------------------------------------------------------------------------------------------------------------
11.000 - 11.999                                   17       1,446,716        0.28     11.410         357      63.36         525
-------------------------------------------------------------------------------------------------------------------------------
TOTAL:                                         2,658     520,902,758      100.00      7.321         357      80.34         627
-------------------------------------------------------------------------------------------------------------------------------

Minimum: 4.890
Maximum: 11.990
Weighted Average: 7.321

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5.   RANGE OF CUT-OFF DATE PRINCIPAL BALANCES ($)


---------------------------------------------------------------------------------------------------------------------------------
                                                                             % OF
                                                                           MORTGAGE
                                                            AGGREGATE       POOL BY    WEIGHTED               WEIGHTED
                                                             CUT-OFF       AGGREGATE   AVERAGE    WEIGHTED    AVERAGE
                                                  NUMBER      DATE          CUT-OFF     GROSS      AVERAGE    ORIGINAL   WEIGHTED
                                                    OF      PRINCIPAL        DATE      INTEREST   REMAINING   COMBINED    AVERAGE
                                                 MORTGAGE    BALANCE       PRINCIPAL     RATE       TERM        LTV        FICO
RANGE OF CUT-OFF DATE PRINCIPAL BALANCES ($)      LOANS        ($)          BALANCE      (%)      (MONTHS)      (%)        SCORE
---------------------------------------------------------------------------------------------------------------------------------

25,000.01 - 50,000.00                              107       4,661,242        0.89      9.900         357      73.82         575
---------------------------------------------------------------------------------------------------------------------------------
50,000.01 - 75,000.00                              253      15,898,073        3.05      8.919         357      79.32         591
---------------------------------------------------------------------------------------------------------------------------------
75,000.01 - 100,000.00                             282      24,832,723        4.77      8.289         357      78.54         594
---------------------------------------------------------------------------------------------------------------------------------
100,000.01 - 125,000.00                            277      31,270,834        6.00      7.876         357      79.52         603
---------------------------------------------------------------------------------------------------------------------------------
125,000.01 - 150,000.00                            264      36,334,317        6.98      7.616         357      81.69         617
---------------------------------------------------------------------------------------------------------------------------------
150,000.01 - 175,000.00                            220      35,514,791        6.82      7.510         357      80.72         619
---------------------------------------------------------------------------------------------------------------------------------
175,000.01 - 200,000.00                            201      37,657,014        7.23      7.428         357      79.60         615
---------------------------------------------------------------------------------------------------------------------------------
200,000.01 - 225,000.00                            185      39,466,642        7.58      7.385         357      81.26         613
---------------------------------------------------------------------------------------------------------------------------------
225,000.01 - 250,000.00                            133      31,494,535        6.05      7.224         357      78.45         631
---------------------------------------------------------------------------------------------------------------------------------
250,000.01 - 275,000.00                            115      30,225,657        5.80      7.090         357      78.13         624
---------------------------------------------------------------------------------------------------------------------------------
275,000.01 - 300,000.00                            109      31,352,822        6.02      6.989         357      82.15         648
---------------------------------------------------------------------------------------------------------------------------------
300,000.01 - 325,000.00                             99      30,953,187        5.94      7.076         357      79.21         629
---------------------------------------------------------------------------------------------------------------------------------
325,000.01 - 350,000.00                             78      26,248,797        5.04      6.858         357      82.06         656
---------------------------------------------------------------------------------------------------------------------------------
350,000.01 - 375,000.00                             67      24,136,130        4.63      6.900         357      82.24         647
---------------------------------------------------------------------------------------------------------------------------------
375,000.01 - 400,000.00                             81      31,420,214        6.03      6.830         357      82.04         645
---------------------------------------------------------------------------------------------------------------------------------
400,000.01 - 425,000.00                             48      19,900,597        3.82      6.805         357      82.55         667
---------------------------------------------------------------------------------------------------------------------------------
425,000.01 - 450,000.00                             40      17,576,514        3.37      6.864         357      81.81         641
---------------------------------------------------------------------------------------------------------------------------------
450,000.01 - 475,000.00                             31      14,342,745        2.75      6.744         357      81.45         633
---------------------------------------------------------------------------------------------------------------------------------
475,000.01 - 500,000.00                             23      11,335,226        2.18      7.047         357      81.11         637
---------------------------------------------------------------------------------------------------------------------------------
500,000.01 - 525,000.00                              9       4,623,237        0.89      7.378         357      75.99         603
---------------------------------------------------------------------------------------------------------------------------------
525,000.01 - 550,000.00                              9       4,822,672        0.93      7.125         358      82.54         665
---------------------------------------------------------------------------------------------------------------------------------
550,000.01 - 575,000.00                              8       4,502,466        0.86      6.959         357      70.53         640
---------------------------------------------------------------------------------------------------------------------------------
575,000.01 - 600,000.00                              5       2,952,457        0.57      7.424         357      75.75         632
---------------------------------------------------------------------------------------------------------------------------------
600,000.01 >=                                       14       9,379,865        1.80      6.771         356      78.38         625
---------------------------------------------------------------------------------------------------------------------------------
TOTAL:                                           2,658     520,902,758      100.00      7.321         357      80.34         627
---------------------------------------------------------------------------------------------------------------------------------

Minimum: 30,789
Maximum: 764,251
Average: 195,975

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6.   ORIGINAL TERMS (MONTHS)


-----------------------------------------------------------------------------------------------------------------------------
                                                                         % OF
                                                                       MORTGAGE
                                                        AGGREGATE       POOL BY    WEIGHTED               WEIGHTED
                                                         CUT-OFF       AGGREGATE   AVERAGE     WEIGHTED   AVERAGE
                                              NUMBER      DATE          CUT-OFF     GROSS       AVERAGE   ORIGINAL   WEIGHTED
                                                OF      PRINCIPAL        DATE      INTEREST    REMAINING  COMBINED    AVERAGE
ORIGINAL TERMS                               MORTGAGE    BALANCE       PRINCIPAL     RATE        TERM       LTV        FICO
(MONTHS)                                      LOANS        ($)          BALANCE      (%)       (MONTHS)     (%)        SCORE
-----------------------------------------------------------------------------------------------------------------------------

300                                               1         40,357        0.01     10.500         295      75.00         546
-----------------------------------------------------------------------------------------------------------------------------
360                                           2,657    520,862,401       99.99      7.321         357      80.34         627
-----------------------------------------------------------------------------------------------------------------------------
TOTAL:                                        2,658    520,902,758      100.00      7.321         357      80.34         627
-----------------------------------------------------------------------------------------------------------------------------

Minimum: 300
Maximum: 360
Weighted Average: 360

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7.   RANGE OF REMAINING TERMS (MONTHS)


------------------------------------------------------------------------------------------------------------------------------
                                                                          % OF
                                                                        MORTGAGE
                                                         AGGREGATE       POOL BY    WEIGHTED               WEIGHTED
                                                          CUT-OFF       AGGREGATE   AVERAGE     WEIGHTED   AVERAGE
                                               NUMBER      DATE          CUT-OFF     GROSS       AVERAGE   ORIGINAL   WEIGHTED
                                                 OF      PRINCIPAL        DATE      INTEREST    REMAINING  COMBINED    AVERAGE
RANGE OF REMAINING TERMS                      MORTGAGE    BALANCE       PRINCIPAL     RATE        TERM       LTV        FICO
(MONTHS)                                       LOANS        ($)          BALANCE      (%)       (MONTHS)     (%)        SCORE
------------------------------------------------------------------------------------------------------------------------------

241 - 300                                          1         40,357        0.01     10.500         295      75.00         546
------------------------------------------------------------------------------------------------------------------------------
301 - 360                                      2,657    520,862,401       99.99      7.321         357      80.34         627
------------------------------------------------------------------------------------------------------------------------------
TOTAL:                                         2,658    520,902,758      100.00      7.321         357      80.34         627
------------------------------------------------------------------------------------------------------------------------------

Minimum: 295
Maximum: 360
Weighted Average: 357

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8.   RANGE OF ORIGINAL COMBINED LTV RATIOS (%)


-------------------------------------------------------------------------------------------------------------------------------
                                                                           % OF
                                                                         MORTGAGE
                                                          AGGREGATE       POOL BY    WEIGHTED               WEIGHTED
                                                           CUT-OFF       AGGREGATE   AVERAGE     WEIGHTED   AVERAGE
                                                 NUMBER     DATE          CUT-OFF     GROSS       AVERAGE   ORIGINAL   WEIGHTED
                                                   OF     PRINCIPAL        DATE      INTEREST    REMAINING  COMBINED    AVERAGE
RANGE OF ORIGINAL COMBINED LTV RATIOS           MORTGAGE   BALANCE       PRINCIPAL     RATE        TERM       LTV        FICO
(%)                                              LOANS       ($)          BALANCE      (%)       (MONTHS)     (%)        SCORE
-------------------------------------------------------------------------------------------------------------------------------

<= 30.00                                           18      1,841,801        0.35      7.258         357      22.36         627
-------------------------------------------------------------------------------------------------------------------------------
30.01 - 40.00                                      21      2,781,694        0.53      7.376         358      37.05         603
-------------------------------------------------------------------------------------------------------------------------------
40.01 - 50.00                                      38      5,172,349        0.99      7.797         357      45.63         561
-------------------------------------------------------------------------------------------------------------------------------
50.01 - 60.00                                      97     16,487,266        3.17      7.562         357      56.03         575
-------------------------------------------------------------------------------------------------------------------------------
60.01 - 70.00                                     266     46,681,151        8.96      7.685         357      66.73         584
-------------------------------------------------------------------------------------------------------------------------------
70.01 - 80.00                                   1,174    248,628,554       47.73      6.971         357      78.99         642
-------------------------------------------------------------------------------------------------------------------------------
80.01 - 90.00                                     784    154,497,893       29.66      7.549         357      87.27         617
-------------------------------------------------------------------------------------------------------------------------------
90.01 - 100.00                                    260     44,812,050        8.60      7.959         356      96.16         650
-------------------------------------------------------------------------------------------------------------------------------
TOTAL:                                          2,658    520,902,758      100.00      7.321         357      80.34         627
-------------------------------------------------------------------------------------------------------------------------------

Minimum: 9.80
Maximum: 100.00
Weighted Average by Original Balance: 80.34
Weighted Average by Current Balance: 80.34

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9.   RANGE OF GROSS MARGINS (%)


----------------------------------------------------------------------------------------------------------------------------------
                                                                              % OF
                                                                            MORTGAGE
                                                             AGGREGATE       POOL BY    WEIGHTED               WEIGHTED
                                                              CUT-OFF       AGGREGATE   AVERAGE     WEIGHTED   AVERAGE
                                                  NUMBER       DATE          CUT-OFF     GROSS       AVERAGE   ORIGINAL   WEIGHTED
                                                    OF       PRINCIPAL        DATE      INTEREST    REMAINING  COMBINED    AVERAGE
                                                 MORTGAGE     BALANCE       PRINCIPAL     RATE        TERM       LTV        FICO
RANGE OF GROSS MARGINS (%)                        LOANS         ($)          BALANCE      (%)       (MONTHS)     (%)        SCORE
----------------------------------------------------------------------------------------------------------------------------------

<= 5.000                                             91      19,288,043        3.70      6.725         356      81.70         659
----------------------------------------------------------------------------------------------------------------------------------
5.001 - 5.500                                       181      36,489,604        7.01      7.006         356      79.65         628
----------------------------------------------------------------------------------------------------------------------------------
5.501 - 6.000                                       501     114,536,380       21.99      6.782         357      80.20         630
----------------------------------------------------------------------------------------------------------------------------------
6.001 - 6.500                                       415      90,714,036       17.41      6.908         357      80.66         652
----------------------------------------------------------------------------------------------------------------------------------
6.501 - 7.000                                       742     159,904,255       30.70      7.272         357      79.60         626
----------------------------------------------------------------------------------------------------------------------------------
7.001 - 7.500                                       191      36,746,540        7.05      7.725         357      81.50         622
----------------------------------------------------------------------------------------------------------------------------------
7.501 - 8.000                                       101      18,061,376        3.47      8.200         358      82.26         600
----------------------------------------------------------------------------------------------------------------------------------
8.001 - 8.500                                        99      13,903,381        2.67      8.781         357      81.92         592
----------------------------------------------------------------------------------------------------------------------------------
8.501 - 9.000                                        67       8,919,076        1.71      9.209         358      83.79         582
----------------------------------------------------------------------------------------------------------------------------------
=>9.001                                             270      22,340,065        4.29     10.114         357      79.28         555
----------------------------------------------------------------------------------------------------------------------------------
TOTAL:                                            2,658     520,902,758      100.00      7.321         357      80.34         627
----------------------------------------------------------------------------------------------------------------------------------

Non-Fixed Rate Minimum: 2.196
Non-Fixed Rate Maximum: 10.990
Non-Fixed Rate Weighted Average: 6.641

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10.  RANGE OF MINIMUM MORTGAGE RATES (%)


---------------------------------------------------------------------------------------------------------------------------------
                                                                             % OF
                                                                           MORTGAGE
                                                            AGGREGATE       POOL BY    WEIGHTED               WEIGHTED
                                                             CUT-OFF       AGGREGATE   AVERAGE      WEIGHTED  AVERAGE
                                                  NUMBER      DATE          CUT-OFF     GROSS        AVERAGE  ORIGINAL   WEIGHTED
                                                    OF      PRINCIPAL        DATE      INTEREST     REMAINING COMBINED    AVERAGE
                                                 MORTGAGE    BALANCE       PRINCIPAL     RATE         TERM      LTV        FICO
RANGE OF MINIMUM MORTGAGE RATES (%)               LOANS        ($)          BALANCE      (%)        (MONTHS)    (%)        SCORE
---------------------------------------------------------------------------------------------------------------------------------

<= 5.000                                            12       2,551,961        0.49      5.645         355      76.38         665
---------------------------------------------------------------------------------------------------------------------------------
5.001 - 5.500                                       34       9,797,379        1.88      5.419         357      77.82         673
---------------------------------------------------------------------------------------------------------------------------------
5.501 - 6.000                                      172      43,053,196        8.27      5.871         357      78.61         669
---------------------------------------------------------------------------------------------------------------------------------
6.001 - 6.500                                      326      84,835,774       16.29      6.337         357      78.69         671
---------------------------------------------------------------------------------------------------------------------------------
6.501 - 7.000                                      514     124,857,866       23.97      6.814         357      79.70         646
---------------------------------------------------------------------------------------------------------------------------------
7.001 - 7.500                                      330      72,223,948       13.87      7.322         356      81.98         621
---------------------------------------------------------------------------------------------------------------------------------
7.501 - 8.000                                      388      69,675,355       13.38      7.817         357      81.53         596
---------------------------------------------------------------------------------------------------------------------------------
8.001 - 8.500                                      228      38,024,169        7.30      8.269         357      84.84         595
---------------------------------------------------------------------------------------------------------------------------------
8.501 - 9.000                                      208      29,159,933        5.60      8.774         357      81.24         579
---------------------------------------------------------------------------------------------------------------------------------
9.001 - 9.500                                      111      15,486,088        2.97      9.287         357      81.72         569
---------------------------------------------------------------------------------------------------------------------------------
9.501 - 10.000                                     156      16,477,872        3.16      9.791         357      79.02         561
---------------------------------------------------------------------------------------------------------------------------------
10.001 - 10.500                                     92       7,247,445        1.39     10.297         357      78.25         546
---------------------------------------------------------------------------------------------------------------------------------
10.501 - 11.000                                     70       5,997,107        1.15     10.749         357      75.42         544
---------------------------------------------------------------------------------------------------------------------------------
11.001 - 11.500                                     12         951,076        0.18     11.027         357      66.13         527
---------------------------------------------------------------------------------------------------------------------------------
11.501 - 12.000                                      5         563,589        0.11     11.805         358      65.18         514
---------------------------------------------------------------------------------------------------------------------------------
TOTAL:                                           2,658     520,902,758      100.00      7.321         357      80.34         627
---------------------------------------------------------------------------------------------------------------------------------

Non-Fixed Rate Minimum: 3.750
Non-Fixed Rate Maximum: 11.990
Non-Fixed Rate Weighted Average: 7.313

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11.  RANGE OF MAXIMUM LOAN RATES (%)


------------------------------------------------------------------------------------------------------------------------------
                                                                          % OF
                                                                        MORTGAGE
                                                         AGGREGATE       POOL BY    WEIGHTED               WEIGHTED
                                                          CUT-OFF       AGGREGATE   AVERAGE     WEIGHTED   AVERAGE
                                               NUMBER      DATE          CUT-OFF     GROSS       AVERAGE   ORIGINAL   WEIGHTED
                                                 OF      PRINCIPAL        DATE      INTEREST    REMAINING  COMBINED    AVERAGE
                                              MORTGAGE    BALANCE       PRINCIPAL     RATE        TERM       LTV        FICO
RANGE OF MAXIMUM LOAN RATES (%)                LOANS        ($)          BALANCE      (%)       (MONTHS)     (%)        SCORE
------------------------------------------------------------------------------------------------------------------------------

<= 13.000                                       536     134,422,973       25.81      6.297         357      77.90         663
------------------------------------------------------------------------------------------------------------------------------
13.001 - 13.500                                 349      83,168,809       15.97      6.709         356      79.72         645
------------------------------------------------------------------------------------------------------------------------------
13.501 - 14.000                                 502     109,629,511       21.05      7.095         356      80.94         630
------------------------------------------------------------------------------------------------------------------------------
14.001 - 14.500                                 314      61,404,777       11.79      7.607         357      83.22         620
------------------------------------------------------------------------------------------------------------------------------
14.501 - 15.000                                 329      54,150,720       10.40      8.106         357      82.00         596
------------------------------------------------------------------------------------------------------------------------------
15.001 - 15.500                                 184      30,052,749        5.77      8.644         357      84.12         585
------------------------------------------------------------------------------------------------------------------------------
15.501 - 16.000                                 216      25,478,007        4.89      9.282         357      81.25         568
------------------------------------------------------------------------------------------------------------------------------
16.001 - 16.500                                 114      10,940,247        2.10      9.739         357      79.05         551
------------------------------------------------------------------------------------------------------------------------------
16.501 - 17.000                                  78       7,508,521        1.44     10.327         357      75.97         543
------------------------------------------------------------------------------------------------------------------------------
17.001 - 17.500                                  20       2,102,354        0.40     10.607         358      72.91         535
------------------------------------------------------------------------------------------------------------------------------
17.501 - 18.000                                   9       1,352,248        0.26     10.825         356      70.78         551
------------------------------------------------------------------------------------------------------------------------------
18.001 - 18.500                                   2         128,253        0.02     10.898         359      66.20         508
------------------------------------------------------------------------------------------------------------------------------
18.501 - 19.000                                   5         563,589        0.11     11.805         358      65.18         514
------------------------------------------------------------------------------------------------------------------------------
TOTAL:                                        2,658     520,902,758      100.00      7.321         357      80.34         627
------------------------------------------------------------------------------------------------------------------------------

Non-Fixed Rate Minimum: 8.250
Non-Fixed Rate Maximum: 18.990
Non-Fixed Rate Weighted Average: 13.864

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12.  INITIAL PERIODIC CAP (%)




-------------------------------------------------------------------------------------------------------------------------------
                                                                           % OF
                                                                         MORTGAGE
                                                          AGGREGATE       POOL BY    WEIGHTED               WEIGHTED
                                                           CUT-OFF       AGGREGATE   AVERAGE     WEIGHTED   AVERAGE
                                                NUMBER      DATE          CUT-OFF     GROSS       AVERAGE   ORIGINAL   WEIGHTED
                                                  OF      PRINCIPAL        DATE      INTEREST    REMAINING  COMBINED    AVERAGE
                                               MORTGAGE    BALANCE       PRINCIPAL     RATE        TERM       LTV        FICO
INITIAL PERIODIC CAP (%)                        LOANS        ($)          BALANCE      (%)       (MONTHS)     (%)        SCORE
-------------------------------------------------------------------------------------------------------------------------------

1                                                 24       4,409,664        0.85      7.139         355      80.07         648
-------------------------------------------------------------------------------------------------------------------------------
1.5                                              257      70,304,814       13.50      6.802         356      81.17         676
-------------------------------------------------------------------------------------------------------------------------------
2                                                216      41,606,965        7.99      7.119         356      82.79         622
-------------------------------------------------------------------------------------------------------------------------------
3                                              2,155     403,136,330       77.39      7.437         357      79.95         618
-------------------------------------------------------------------------------------------------------------------------------
6                                                  6       1,444,985        0.28      6.687         356      80.87         688
-------------------------------------------------------------------------------------------------------------------------------
TOTAL:                                         2,658     520,902,758      100.00      7.321         357      80.34         627
-------------------------------------------------------------------------------------------------------------------------------

Non-Fixed Rate Minimum: 1.000
Non-Fixed Rate Maximum: 6.000
Non-Fixed Rate Weighted Average: 2.709

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13.  SUBSEQUENT PERIODIC CAP (%)


----------------------------------------------------------------------------------------------------------------------------------
                                                                              % OF
                                                                            MORTGAGE
                                                             AGGREGATE       POOL BY    WEIGHTED               WEIGHTED
                                                              CUT-OFF       AGGREGATE   AVERAGE     WEIGHTED   AVERAGE
                                                   NUMBER      DATE          CUT-OFF     GROSS       AVERAGE   ORIGINAL   WEIGHTED
                                                     OF      PRINCIPAL        DATE      INTEREST    REMAINING  COMBINED    AVERAGE
                                                  MORTGAGE    BALANCE       PRINCIPAL     RATE        TERM       LTV        FICO
SUBSEQUENT PERIODIC CAP (%)                        LOANS        ($)          BALANCE      (%)       (MONTHS)     (%)        SCORE
----------------------------------------------------------------------------------------------------------------------------------

1                                                 1,713     299,049,208       57.41      7.549         357      80.21         623
----------------------------------------------------------------------------------------------------------------------------------
1.5                                                 629     147,920,073       28.40      6.976         356      80.71         644
----------------------------------------------------------------------------------------------------------------------------------
2                                                   315      73,794,083       14.17      7.088         357      80.23         608
----------------------------------------------------------------------------------------------------------------------------------
3                                                     1         139,394        0.03      8.500         353      46.67         574
----------------------------------------------------------------------------------------------------------------------------------
TOTAL:                                            2,658     520,902,758      100.00      7.321         357      80.34         627
----------------------------------------------------------------------------------------------------------------------------------

Non-Fixed Rate Minimum: 1.000
Non-Fixed Rate Maximum: 3.000
Non-Fixed Rate Weighted Average: 1.284

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14.  NEXT RATE ADJUSTMENT DATES


---------------------------------------------------------------------------------------------------------------------------------
                                                                              % OF
                                                                            MORTGAGE
                                                              AGGREGATE      POOL BY    WEIGHTED              WEIGHTED
                                                               CUT-OFF      AGGREGATE   AVERAGE    WEIGHTED   AVERAGE
                                                   NUMBER       DATE         CUT-OFF     GROSS      AVERAGE   ORIGINAL   WEIGHTED
                                                     OF       PRINCIPAL       DATE      INTEREST   REMAINING  COMBINED    AVERAGE
                                                  MORTGAGE     BALANCE      PRINCIPAL     RATE       TERM       LTV        FICO
NEXT RATE ADJUSTMENT DATES                         LOANS         ($)         BALANCE      (%)      (MONTHS)     (%)        SCORE
---------------------------------------------------------------------------------------------------------------------------------

Mar-05                                               1         284,843        0.05      7.125         355      57.20         513
---------------------------------------------------------------------------------------------------------------------------------
Jun-05                                               4         841,962        0.16      7.628         357      84.86         635
---------------------------------------------------------------------------------------------------------------------------------
Jul-05                                               3       1,097,638        0.21      5.852         357      91.04         654
---------------------------------------------------------------------------------------------------------------------------------
Oct-05                                               1         239,386        0.05      8.290         356      75.00         556
---------------------------------------------------------------------------------------------------------------------------------
Nov-05                                               4       1,325,562        0.25      7.241         357      86.79         597
---------------------------------------------------------------------------------------------------------------------------------
Dec-05                                               6       1,188,163        0.23      7.025         358      87.16         585
---------------------------------------------------------------------------------------------------------------------------------
Jan-06                                               9       1,943,990        0.37      6.910         359      81.59         635
---------------------------------------------------------------------------------------------------------------------------------
May-06                                              10       2,568,507        0.49      6.222         351      83.86         637
---------------------------------------------------------------------------------------------------------------------------------
Jun-06                                              51      10,087,334        1.94      6.823         352      83.60         638
---------------------------------------------------------------------------------------------------------------------------------
Jul-06                                             126      24,002,897        4.61      7.435         353      84.12         628
---------------------------------------------------------------------------------------------------------------------------------
Aug-06                                             173      34,475,125        6.62      7.151         354      82.08         642
---------------------------------------------------------------------------------------------------------------------------------
Sep-06                                             163      34,343,846        6.59      7.224         355      81.67         626
---------------------------------------------------------------------------------------------------------------------------------
Oct-06                                             451      83,952,036       16.12      7.528         356      79.52         607
---------------------------------------------------------------------------------------------------------------------------------
Nov-06                                             457      80,027,543       15.36      7.619         357      78.93         627
---------------------------------------------------------------------------------------------------------------------------------
Dec-06                                             501      95,163,129       18.27      7.521         358      78.67         623
---------------------------------------------------------------------------------------------------------------------------------
Jan-07                                             431      96,913,204       18.60      7.032         359      81.28         639
---------------------------------------------------------------------------------------------------------------------------------
Feb-07                                               3         747,000        0.14      7.124         360      80.00         703
---------------------------------------------------------------------------------------------------------------------------------
May-07                                               2         147,017        0.03      6.907         351      77.20         561
---------------------------------------------------------------------------------------------------------------------------------
Jun-07                                              16       3,278,688        0.63      6.913         352      81.85         625
---------------------------------------------------------------------------------------------------------------------------------






---------------------------------------------------------------------------------------------------------------------------------
Jul-07                                              28       5,820,362        1.12      7.162         353      83.48         634
---------------------------------------------------------------------------------------------------------------------------------
Aug-07                                              26       4,757,325        0.91      7.076         354      79.79         629
---------------------------------------------------------------------------------------------------------------------------------
Sep-07                                              22       4,897,810        0.94      7.302         355      82.81         633
---------------------------------------------------------------------------------------------------------------------------------
Oct-07                                              16       3,006,781        0.58      7.455         356      81.95         593
---------------------------------------------------------------------------------------------------------------------------------
Nov-07                                              32       4,872,582        0.94      7.158         357      78.33         619
---------------------------------------------------------------------------------------------------------------------------------
Dec-07                                              58      10,600,023        2.03      6.929         358      78.86         628
---------------------------------------------------------------------------------------------------------------------------------
Jan-08                                              39       8,978,338        1.72      6.976         359      78.26         628
---------------------------------------------------------------------------------------------------------------------------------
Feb-08                                               1         113,000        0.02      8.375         360      84.96         501
---------------------------------------------------------------------------------------------------------------------------------
Jun-09                                               1         188,800        0.04      5.875         352      80.00         721
---------------------------------------------------------------------------------------------------------------------------------
Jul-09                                               1         147,714        0.03      7.500         353      90.00         671
---------------------------------------------------------------------------------------------------------------------------------
Aug-09                                               3         560,264        0.11      7.256         354      88.05         658
---------------------------------------------------------------------------------------------------------------------------------
Sep-09                                               1         161,680        0.03      6.650         355      85.00         626
---------------------------------------------------------------------------------------------------------------------------------
Oct-09                                               9       1,687,067        0.32      6.475         356      76.65         690
---------------------------------------------------------------------------------------------------------------------------------
Nov-09                                               2         709,924        0.14      6.173         357      80.00         674
---------------------------------------------------------------------------------------------------------------------------------
Dec-09                                               4       1,262,943        0.24      6.280         358      76.96         685
---------------------------------------------------------------------------------------------------------------------------------
Jan-10                                               3         510,277        0.10      7.115         359      77.72         640
---------------------------------------------------------------------------------------------------------------------------------
TOTAL:                                           2,658     520,902,758      100.00      7.321         357      80.34         627
---------------------------------------------------------------------------------------------------------------------------------

Non-Fixed Rate Minimum: 20050301
Non-Fixed Rate Maximum: 20100101
Non-Fixed Rate Weighted Average: 20061130

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15.  GEOGRAPHIC DISTRIBUTION OF MORTGAGED PROPERTIES


-----------------------------------------------------------------------------------------------------------------------------------
                                                                               % OF
                                                                             MORTGAGE
                                                              AGGREGATE       POOL BY    WEIGHTED                WEIGHTED
                                                               CUT-OFF       AGGREGATE   AVERAGE      WEIGHTED   AVERAGE
                                                  NUMBER        DATE          CUT-OFF     GROSS        AVERAGE   ORIGINAL  WEIGHTED
                                                    OF        PRINCIPAL        DATE      INTEREST     REMAINING  COMBINED   AVERAGE
                                                 MORTGAGE      BALANCE       PRINCIPAL     RATE         TERM       LTV       FICO
GEOGRAPHIC DISTRIBUTION OF MORTGAGED PROPERTIES   LOANS          ($)          BALANCE      (%)        (MONTHS)     (%)       SCORE
-----------------------------------------------------------------------------------------------------------------------------------

California                                          883      252,869,281       48.54      6.845         357      78.86         643
-----------------------------------------------------------------------------------------------------------------------------------
Florida                                             452       69,782,220       13.40      7.506         357      82.68         628
-----------------------------------------------------------------------------------------------------------------------------------
New York                                             78       18,625,608        3.58      7.552         357      78.84         598
-----------------------------------------------------------------------------------------------------------------------------------
Illinois                                             89       16,707,362        3.21      7.576         356      83.05         604
-----------------------------------------------------------------------------------------------------------------------------------
Maryland                                             78       14,969,336        2.87      7.744         357      81.13         595
-----------------------------------------------------------------------------------------------------------------------------------
Nevada                                               61       13,240,167        2.54      7.548         357      79.31         616
-----------------------------------------------------------------------------------------------------------------------------------
Virginia                                             67       12,307,362        2.36      7.747         357      78.30         598
-----------------------------------------------------------------------------------------------------------------------------------
New Jersey                                           45        9,113,489        1.75      8.032         357      78.78         621
-----------------------------------------------------------------------------------------------------------------------------------
Georgia                                              62        8,445,446        1.62      8.401         356      82.12         602
-----------------------------------------------------------------------------------------------------------------------------------
Michigan                                             79        8,411,040        1.61      8.336         357      82.61         591
-----------------------------------------------------------------------------------------------------------------------------------
Washington                                           36        8,096,280        1.55      6.879         357      79.94         625
-----------------------------------------------------------------------------------------------------------------------------------
Arizona                                              58        7,571,700        1.45      7.697         357      83.30         623
-----------------------------------------------------------------------------------------------------------------------------------
Oregon                                               43        7,253,270        1.39      7.429         357      81.60         627
-----------------------------------------------------------------------------------------------------------------------------------
Colorado                                             37        6,665,700        1.28      7.060         357      80.35         631
-----------------------------------------------------------------------------------------------------------------------------------
Massachusetts                                        25        5,646,168        1.08      7.607         356      76.35         591
-----------------------------------------------------------------------------------------------------------------------------------
Other                                               565       61,198,327       11.75      8.309         357      83.55         603
-----------------------------------------------------------------------------------------------------------------------------------
TOTAL:                                            2,658      520,902,758      100.00      7.321         357      80.34         627
-----------------------------------------------------------------------------------------------------------------------------------

Number of States/District of Columbia Represented: 48

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16.  OCCUPANCY TYPE


--------------------------------------------------------------------------------------------------------------------------------
                                                                            % OF
                                                                          MORTGAGE
                                                           AGGREGATE       POOL BY    WEIGHTED               WEIGHTED
                                                            CUT-OFF       AGGREGATE   AVERAGE     WEIGHTED   AVERAGE
                                                NUMBER       DATE          CUT-OFF     GROSS       AVERAGE   ORIGINAL   WEIGHTED
                                                  OF       PRINCIPAL        DATE      INTEREST    REMAINING  COMBINED    AVERAGE
                                               MORTGAGE     BALANCE       PRINCIPAL     RATE        TERM       LTV        FICO
OCCUPANCY TYPE                                  LOANS         ($)          BALANCE      (%)       (MONTHS)     (%)        SCORE
--------------------------------------------------------------------------------------------------------------------------------

Primary                                         2,496     495,828,349       95.19      7.304         357      80.31         626
--------------------------------------------------------------------------------------------------------------------------------
Non-Owner Occupied                                144      22,340,053        4.29      7.637         357      80.86         650
--------------------------------------------------------------------------------------------------------------------------------
Second Home                                        18       2,734,356        0.52      7.913         356      82.35         633
--------------------------------------------------------------------------------------------------------------------------------
TOTAL:                                          2,658     520,902,758      100.00      7.321         357      80.34         627
--------------------------------------------------------------------------------------------------------------------------------


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17.  PROPERTY TYPE


--------------------------------------------------------------------------------------------------------------------------------
                                                                            % OF
                                                                          MORTGAGE
                                                           AGGREGATE       POOL BY    WEIGHTED               WEIGHTED
                                                            CUT-OFF       AGGREGATE   AVERAGE     WEIGHTED   AVERAGE
                                                NUMBER       DATE          CUT-OFF     GROSS       AVERAGE   ORIGINAL   WEIGHTED
                                                  OF       PRINCIPAL        DATE      INTEREST    REMAINING  COMBINED    AVERAGE
                                               MORTGAGE     BALANCE       PRINCIPAL     RATE        TERM       LTV        FICO
PROPERTY TYPE                                   LOANS         ($)          BALANCE      (%)       (MONTHS)     (%)        SCORE
--------------------------------------------------------------------------------------------------------------------------------

Single Family Residence                         2,134     404,323,196       77.62      7.348         357      80.31         623
--------------------------------------------------------------------------------------------------------------------------------
Planned Unit Development                          224      55,994,691       10.75      7.229         357      80.28         636
--------------------------------------------------------------------------------------------------------------------------------
Condominium                                       200      36,311,064        6.97      7.085         357      81.17         656
--------------------------------------------------------------------------------------------------------------------------------
2-4 Family                                        100      24,273,807        4.66      7.454         357      79.83         627
--------------------------------------------------------------------------------------------------------------------------------
TOTAL:                                          2,658     520,902,758      100.00      7.321         357      80.34         627
--------------------------------------------------------------------------------------------------------------------------------


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18.  LOAN PURPOSE


-----------------------------------------------------------------------------------------------------------------------------
                                                                         % OF
                                                                       MORTGAGE
                                                        AGGREGATE       POOL BY    WEIGHTED               WEIGHTED
                                                         CUT-OFF       AGGREGATE   AVERAGE     WEIGHTED   AVERAGE
                                             NUMBER       DATE          CUT-OFF     GROSS       AVERAGE   ORIGINAL   WEIGHTED
                                               OF       PRINCIPAL        DATE      INTEREST    REMAINING  COMBINED    AVERAGE
                                            MORTGAGE     BALANCE       PRINCIPAL     RATE        TERM       LTV        FICO
LOAN PURPOSE                                 LOANS         ($)          BALANCE      (%)       (MONTHS)     (%)        SCORE
-----------------------------------------------------------------------------------------------------------------------------

Refinance - Cashout                          1,446     260,861,160       50.08      7.625         357      78.22         595
-----------------------------------------------------------------------------------------------------------------------------
Purchase                                     1,047     232,843,324       44.70      6.928         357      82.60         666
-----------------------------------------------------------------------------------------------------------------------------
Refinance - Rate/Term                          165      27,198,274        5.22      7.784         357      81.47         591
-----------------------------------------------------------------------------------------------------------------------------
TOTAL:                                       2,658     520,902,758      100.00      7.321         357      80.34         627
-----------------------------------------------------------------------------------------------------------------------------


                                       Top


19.  DOCUMENTATION LEVEL


-----------------------------------------------------------------------------------------------------------------------------
                                                                         % OF
                                                                       MORTGAGE
                                                        AGGREGATE       POOL BY    WEIGHTED               WEIGHTED
                                                         CUT-OFF       AGGREGATE   AVERAGE     WEIGHTED   AVERAGE
                                             NUMBER       DATE          CUT-OFF     GROSS       AVERAGE   ORIGINAL   WEIGHTED
                                               OF       PRINCIPAL        DATE      INTEREST    REMAINING  COMBINED    AVERAGE
                                            MORTGAGE     BALANCE       PRINCIPAL     RATE        TERM       LTV        FICO
DOCUMENTATION LEVEL                          LOANS         ($)          BALANCE      (%)       (MONTHS)     (%)        SCORE
-----------------------------------------------------------------------------------------------------------------------------

Stated Documentation                         1,205     271,605,842       52.14      7.254         357      80.27         649
-----------------------------------------------------------------------------------------------------------------------------
Full Documentation                           1,341     226,793,764       43.54      7.400         357      80.49         604
-----------------------------------------------------------------------------------------------------------------------------
Limited/Alternate                              107      21,530,190        4.13      7.313         357      79.32         593
-----------------------------------------------------------------------------------------------------------------------------
No Ratio                                         5         972,962        0.19      8.055         356      91.41         666
-----------------------------------------------------------------------------------------------------------------------------
TOTAL:                                       2,658     520,902,758      100.00      7.321         357      80.34         627
-----------------------------------------------------------------------------------------------------------------------------


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20.  PREPAYMENT PENALTY TERM


----------------------------------------------------------------------------------------------------------------------------
                                                                        % OF
                                                                      MORTGAGE
                                                       AGGREGATE       POOL BY    WEIGHTED               WEIGHTED
                                                        CUT-OFF       AGGREGATE   AVERAGE     WEIGHTED   AVERAGE
                                            NUMBER       DATE          CUT-OFF     GROSS       AVERAGE   ORIGINAL   WEIGHTED
                                              OF       PRINCIPAL        DATE      INTEREST    REMAINING  COMBINED    AVERAGE
                                           MORTGAGE     BALANCE       PRINCIPAL     RATE        TERM       LTV        FICO
PREPAYMENT PENALTY TERM                     LOANS         ($)          BALANCE      (%)       (MONTHS)     (%)        SCORE
----------------------------------------------------------------------------------------------------------------------------






----------------------------------------------------------------------------------------------------------------------------

No Prepayment Penalty                         320      59,681,295       11.46      7.889         357      81.35         608
----------------------------------------------------------------------------------------------------------------------------
12 Months                                     124      32,011,815        6.15      7.191         357      79.01         626
----------------------------------------------------------------------------------------------------------------------------
24 Months                                   1,958     380,164,944       72.98      7.283         357      80.31         629
----------------------------------------------------------------------------------------------------------------------------
36 Months                                     254      48,204,250        9.25      7.026         356      80.19         632
----------------------------------------------------------------------------------------------------------------------------
60 Months                                       2         840,453        0.16      6.465         356      83.72         619
----------------------------------------------------------------------------------------------------------------------------
TOTAL:                                      2,658     520,902,758      100.00      7.321         357      80.34         627
----------------------------------------------------------------------------------------------------------------------------


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21.  RANGE OF CREDIT SCORES


--------------------------------------------------------------------------------------------------------------------------
                                                                      % OF
                                                                    MORTGAGE
                                                     AGGREGATE       POOL BY    WEIGHTED               WEIGHTED
                                                      CUT-OFF       AGGREGATE   AVERAGE     WEIGHTED   AVERAGE
                                          NUMBER       DATE          CUT-OFF     GROSS       AVERAGE   ORIGINAL   WEIGHTED
                                            OF       PRINCIPAL        DATE      INTEREST    REMAINING  COMBINED    AVERAGE
                                         MORTGAGE     BALANCE       PRINCIPAL     RATE        TERM       LTV        FICO
RANGE OF CREDIT SCORES                    LOANS         ($)          BALANCE      (%)       (MONTHS)     (%)        SCORE
--------------------------------------------------------------------------------------------------------------------------

500 - 525                                   253      39,615,257        7.61      8.683         357      72.72         513
--------------------------------------------------------------------------------------------------------------------------
526 - 550                                   257      38,763,740        7.44      8.521         357      75.10         538
--------------------------------------------------------------------------------------------------------------------------
551 - 575                                   302      48,735,573        9.36      7.888         357      77.98         563
--------------------------------------------------------------------------------------------------------------------------
576 - 600                                   331      63,994,368       12.29      7.393         357      80.64         589
--------------------------------------------------------------------------------------------------------------------------
601 - 625                                   369      73,565,628       14.12      7.232         357      82.05         613
--------------------------------------------------------------------------------------------------------------------------
626 - 650                                   358      74,230,478       14.25      7.087         357      82.57         638
--------------------------------------------------------------------------------------------------------------------------
651 - 675                                   263      54,846,493       10.53      6.984         356      82.22         662
--------------------------------------------------------------------------------------------------------------------------
676 - 700                                   195      42,547,564        8.17      6.722         357      81.61         687
--------------------------------------------------------------------------------------------------------------------------
701 - 725                                   151      37,699,820        7.24      6.713         357      83.96         714
--------------------------------------------------------------------------------------------------------------------------
726 - 750                                    91      23,651,141        4.54      6.443         357      81.19         737
--------------------------------------------------------------------------------------------------------------------------
751 - 775                                    63      17,189,627        3.30      6.429         357      79.88         763
--------------------------------------------------------------------------------------------------------------------------
776 - 800                                    21       5,471,731        1.05      6.390         358      81.26         785
--------------------------------------------------------------------------------------------------------------------------
Above 800                                     4         591,338        0.11      6.570         355      82.30         804
--------------------------------------------------------------------------------------------------------------------------
TOTAL:                                    2,658     520,902,758      100.00      7.321         357      80.34         627
--------------------------------------------------------------------------------------------------------------------------

Minimum: 500
Maximum: 810
Weighted Average: 627

                                       Top