HSBC
                  HASCO 2006-HE2
         Aggregate Loans (All Collateral)

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Selection Criteria: Aggregate Loans (All Collateral)
Table of Contents

1. Summary Statistics (as of the Sample Pool Calculation Date)
2. Product Type
3. Range of Gross Mortgage Rates (%)
4. Range of Cut-off Date Principal Balances ($)
5. Range of Original Principal Balances ($)
6. Range of Stated Remaining Terms (months)
7. Stated Original Term (months)
8. Range of Original LTV Ratios (%)
9. Range of Original Combined LTV Ratios (%)
10. Range of Debt Ratio
11. Range of Gross Margins (%)
12. Range of Minimum Mortgage Rates (%)
13. Range of Maximum Mortgage Rates (%)
14. Initial Periodic Cap (%)
15. Subsequent Periodic Cap (%)
16. Next Rate Adjustment Dates
17. Geograghic Distribution of Mortgaged Properties
18. Occupancy
19. Property Type
20. Loan Purpose
21. Documentation Type
22. Range of Credit Scores
23. Prepayment Penalty Term (months)
24. Lien Position


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1. Summary Statistics (as of the Sample Pool Calculation Date)

Aggregate Principal Balance: $1,524,634,578.78
Number of Mortgage Loans: 7,301
Average Principal Balance: $208,825.45
Aggregate Principal Balance (Fixed Rate): $329,996,963.95
Aggregate Principal Balance (Adjustable Rate): $1,194,637,614.83
% Fixed Rate Mortgages: 21.64%
% Adjustable Rate Mortgages: 78.36%
Weighted Average Current Mortgage Rate: 8.224%
Non-zero Weighted Average Credit Score: 633
Weighted Average Original LTV: 80.61%
Weighted Average Original Combined LTV: 89.24%
Non-zero Weighted Average Debt Ratio: 42.19
Weighted Average Stated Remaining Term: 361
Weighted Average Stated Original Term: 363
Weighted Average Months to Roll: 30
Weighted Average Margin: 6.609%
Weighted Average Initial Rate Cap: 2.805%
Weighted Average Periodic Rate Cap: 1.117%
Weighted Average Maximum Rate: 14.646%
Weighted Average Minimum Rate: 8.102%
% Second Lien: 5.66%
% Silent & Simultaneous Seconds: 44.34%
% California Loans: 34.26%

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2. Product Type

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                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Product Type                                             Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
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10 Year Fixed                                                         1                     56,254                            0                     56,254                  8.75                   16.63                              16.63                     656                    31.24
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15 Year Fixed                                                        40                  4,806,324                         0.32                    120,158                 8.267                   72.83                              74.38                     630                    39.77
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20 Year Fixed                                                         8                  1,220,347                         0.08                    152,543                 7.637                   60.02                              60.02                     678                    37.66
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25 Year Fixed                                                         1                    284,694                         0.02                    284,694                 7.875                   89.62                              89.62                     666                    46.08
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30 Year Fixed                                                     1,488                200,655,482                        13.16                    134,849                 8.639                   80.69                              83.13                     645                    40.87
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40 Year Fixed                                                        89                 23,083,575                         1.51                    259,366                 7.495                   73.31                              74.43                     653                    42.88
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30 Year Fixed 5 Year Interest Only                                   49                 15,034,885                         0.99                    306,834                 6.917                   73.82                              75.69                     669                    40.11
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30 Year Fixed 10 Year Interest Only                                  18                  5,141,900                         0.34                    285,661                 7.224                   81.19                              87.74                     651                    42.05
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15/30 Year Fixed (Balloon)                                          503                 34,174,792                         2.24                     67,942                11.118                   99.07                              99.07                     654                    42.63
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30/40 Year Fixed (Balloon)                                          104                 25,638,081                         1.68                    246,520                  7.79                   78.27                              85.32                     633                    43.73
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30/50 Year Fixed (Balloon)                                           68                 19,900,631                         1.31                    292,656                 7.712                   78.57                              86.51                     638                    42.47
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ARM 30 Year                                                          13                  2,742,100                         0.18                    210,931                 8.044                   82.26                              83.65                     595                    39.04
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2/28 ARM                                                          1,912                350,596,642                           23                    183,366                 8.645                   80.86                              87.61                     608                    41.41
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2/38 ARM - 40 Year                                                  269                 71,344,761                         4.68                    265,222                 8.517                   78.79                              82.87                     590                    42.59
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2/28 ARM 5 Year Interest Only                                       650                176,558,661                        11.58                    271,629                 7.822                    81.2                               91.6                     646                    41.66
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2/28 ARM 10 Year Interest Only                                       17                  4,722,992                         0.31                    277,823                 7.442                   78.51                              95.51                     676                    38.71
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3/27 ARM                                                             56                 11,412,314                         0.75                    203,791                 8.482                   81.23                              86.83                     634                    41.93
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3/37 ARM - 40 Year                                                    1                    160,677                         0.01                    160,677                     7                   59.12                              59.12                     543                    37.36
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3/27 ARM 5 Year Interest Only                                        35                 10,173,523                         0.67                    290,672                 7.903                   79.52                              86.32                     647                    42.88
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3/27 ARM 10 Year Interest Only                                        4                  1,383,500                         0.09                    345,875                 6.906                   83.52                              94.97                     720                     32.7
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5/25 ARM                                                             28                  6,591,045                         0.43                    235,394                 7.819                   76.44                              83.02                     671                    39.11
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5/35 ARM - 40 Year                                                   10                  3,825,081                         0.25                    382,508                 7.878                   81.87                              81.87                     620                    39.63
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5/25 ARM 5 Year Interest Only                                        25                  8,493,400                         0.56                    339,736                 7.289                   82.17                              92.66                     666                     39.8
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5/25 ARM 10 Year Interest Only                                       10                  3,648,600                         0.24                    364,860                 7.106                   81.19                              92.66                     682                    34.14
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10/20 ARM                                                            32                  9,040,733                         0.59                    282,523                 7.188                   79.38                              88.93                     711                    41.04
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10/20 ARM 5 Year Interest Only                                        3                  1,130,585                         0.07                    376,862                 6.783                      80                                100                     681                    42.72
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10/20 ARM 10 Year Interest Only                                     114                 44,701,456                         2.93                    392,118                 6.618                   76.34                              83.87                     723                    38.15
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10/1 ARM 10 Year Interest Only                                        2                    598,400                         0.04                    299,200                 7.067                      80                                100                     755                     35.5
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30/40 Year ARM 2/28 (Balloon)                                     1,047                272,740,311                        17.89                    260,497                 8.157                   80.53                              94.44                     627                    43.66
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30/40 Year ARM 3/27 (Balloon)                                        37                 11,227,213                         0.74                    303,438                 7.927                   78.54                              90.43                     637                    42.38
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30/40 Year ARM 5/25 (Balloon)                                        19                  4,942,713                         0.32                    260,143                 7.293                   79.15                               93.9                     694                    42.23
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30/40 Year ARM 10/20 (Balloon)                                       42                 13,979,814                         0.92                    332,853                 7.274                   79.76                              92.15                     719                    45.87
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30/50 Year ARM 2/28 (Balloon)                                       543                163,401,449                        10.72                    300,923                 7.905                   80.82                               95.6                     628                    44.82
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30/50 Year ARM 3/27 (Balloon)                                        15                  5,310,457                         0.35                    354,030                 7.973                   82.11                              91.62                     627                    42.13
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30/50 Year ARM 5/25 (Balloon)                                        18                  7,006,226                         0.46                    389,235                 7.311                   80.27                              93.81                     680                    40.72
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30/50 Year ARM 10/20 (Balloon)                                       30                  8,904,964                         0.58                    296,832                 7.071                   77.24                              92.37                     715                     43.5
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Total:                                                            7,301              1,524,634,579                          100                    208,825                 8.224                   80.61                              89.24                     633                    42.19
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3. Range of Gross Mortgage Rates (%)

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                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Range of Gross Mortgage Rates (%)                        Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
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5.000 - 5.499                                                         1                    377,520                         0.02                    377,520                 5.125                   58.15                              58.15                     617                    49.95
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5.500 - 5.999                                                        35                 13,265,753                         0.87                    379,022                 5.786                   72.56                              76.09                     723                    37.22
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6.000 - 6.499                                                       181                 65,737,169                         4.31                    363,189                 6.275                   73.98                              79.44                     690                    40.43
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6.500 - 6.999                                                       540                168,461,483                        11.05                    311,966                 6.779                   76.88                              86.55                     670                    41.69
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7.000 - 7.499                                                       683                184,358,974                        12.09                    269,925                 7.266                   78.85                              89.78                     647                    42.75
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7.500 - 7.999                                                     1,312                334,103,664                        21.91                    254,652                 7.762                   79.31                              90.06                     637                    42.58
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8.000 - 8.499                                                       907                201,635,093                        13.23                    222,310                  8.26                    79.3                              89.57                     625                    42.42
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8.500 - 8.999                                                     1,084                229,722,107                        15.07                    211,921                 8.739                   80.89                              90.27                     616                    41.98
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9.000 - 9.499                                                       567                103,378,989                         6.78                    182,326                 9.241                   82.15                              88.78                     596                    42.89
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9.500 - 9.999                                                       587                 98,427,197                         6.46                    167,678                 9.739                   84.15                              88.98                     594                    41.82
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10.000 - 10.499                                                     207                 27,518,546                          1.8                    132,940                10.235                   87.25                              89.67                     597                    42.26
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10.500 - 10.999                                                     465                 43,314,898                         2.84                     93,150                10.762                   93.38                              94.21                     625                    41.36
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11.000 - 11.499                                                     313                 27,091,430                         1.78                     86,554                11.225                   96.05                              96.91                     633                    43.34
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11.500 - 11.999                                                     129                  9,591,736                         0.63                     74,355                11.767                      97                                 97                     631                    41.53
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12.000 - 12.499                                                     136                  8,055,527                         0.53                     59,232                12.226                   97.96                              98.11                     626                    42.55
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12.500 - 12.999                                                     149                  9,053,722                         0.59                     60,763                12.704                   99.48                              99.48                     634                    43.19
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13.000 - 13.499                                                       2                    130,354                         0.01                     65,177                13.295                   95.59                              95.59                     577                    28.71
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13.500 - 13.999                                                       1                     28,788                            0                     28,788                  13.5                     100                                100                     602                    36.89
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14.500  greater than or equal to                                      2                    381,630                         0.03                    190,815                14.649                   98.05                              98.05                     656                    32.79
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Total:                                                            7,301              1,524,634,579                          100                    208,825                 8.224                   80.61                              89.24                     633                    42.19
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Weighted Average Gross Mortgage Rate (%): 8.224
Minimum Gross Mortgage Rate (%): 5.125
Maximum Gross Mortgage Rate (%): 14.750
Standard Deviation Gross Mortgage Rate (%): 1.527

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4. Range of Cut-off Date Principal Balances ($)

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                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Range of Cut-off Date Principal Balances ($)             Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
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0.01 - 50,000.00                                                    449                 16,967,478                         1.11                     37,789                11.174                   97.99                              97.99                     643                    41.01
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50,000.01 - 100,000.00                                            1,357                102,211,662                          6.7                     75,322                10.004                      88                              92.72                     630                    40.19
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100,000.01 - 150,000.00                                           1,270                158,903,695                        10.42                    125,121                 8.829                   81.88                              90.06                     622                     40.8
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150,000.01 - 200,000.00                                           1,131                198,612,978                        13.03                    175,608                 8.293                   79.05                              87.91                     623                    41.69
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200,000.01 - 250,000.00                                             851                190,801,301                        12.51                    224,208                 8.178                   79.39                              87.91                     620                    42.31
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250,000.01 - 300,000.00                                             655                180,312,451                        11.83                    275,286                 8.008                   79.33                              88.19                     634                     42.9
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300,000.01 - 350,000.00                                             495                160,408,851                        10.52                    324,058                 7.791                   79.74                              89.66                     635                       43
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350,000.01 - 400,000.00                                             364                136,366,684                         8.94                    374,634                 7.822                   79.86                              90.73                     641                    43.31
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400,000.01 - 450,000.00                                             214                 91,369,955                         5.99                    426,962                 7.821                   79.76                               89.5                     640                    43.46
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450,000.01 - 500,000.00                                             192                 91,224,767                         5.98                    475,129                 7.752                   79.84                              89.57                     645                    42.58
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500,000.01 - 550,000.00                                             116                 61,090,987                         4.01                    526,646                  7.93                   81.14                              90.69                     647                    43.96
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550,000.01 - 600,000.00                                              83                 47,635,480                         3.12                    573,921                 7.613                   80.89                              89.14                     655                    42.28
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600,000.01 - 650,000.00                                              39                 24,301,169                         1.59                    623,107                 7.985                   80.49                              89.21                     646                    42.36
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650,000.01 - 700,000.00                                              35                 23,866,463                         1.57                    681,899                 7.851                   79.28                              87.21                     651                    40.96
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700,000.01 - 750,000.00                                              18                 13,072,203                         0.86                    726,233                 7.418                   79.38                              83.01                     665                    38.28
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750,000.01 - 800,000.00                                              14                 10,878,240                         0.71                    777,017                 8.081                   80.83                              87.91                     640                    42.18
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800,000.01 - 850,000.00                                               9                  7,504,811                         0.49                    833,868                 7.605                   73.72                              75.26                     638                    40.08
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850,000.01 - 900,000.00                                               1                    859,000                         0.06                    859,000                   6.5                   71.58                              71.58                     677                    31.51
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900,000.01 - 950,000.00                                               5                  4,644,436                          0.3                    928,887                 7.012                   78.93                              82.17                     672                    34.93
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1,000,000.01  greater than or equal to                                3                  3,601,969                         0.24                  1,200,656                 7.132                   75.74                              78.78                     698                    37.82
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Total:                                                            7,301              1,524,634,579                          100                    208,825                 8.224                   80.61                              89.24                     633                    42.19
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Average Cut-off Date Principal Balance ($): 208,825.45
Minimum Cut-off Date Principal Balance ($): 24,978.34
Maximum Cut-off Date Principal Balance ($): 1,498,645.98
Standard Deviation Cut-off Date Principal Balance ($): 142,714.98

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5. Range of Original Principal Balances ($)

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                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Range of Original Principal Balances ($)                 Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
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0.01 - 50,000.00                                                    449                 16,967,478                         1.11                     37,789                11.174                   97.99                              97.99                     643                    41.01
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50,000.01 - 100,000.00                                            1,356                102,112,180                          6.7                     75,304                10.003                   87.99                              92.71                     630                    40.21
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100,000.01 - 150,000.00                                           1,269                158,703,518                        10.41                    125,062                 8.831                   81.88                              90.05                     622                    40.78
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150,000.01 - 200,000.00                                           1,131                198,512,842                        13.02                    175,520                 8.294                   79.08                              87.96                     623                    41.69
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200,000.01 - 250,000.00                                             852                190,951,153                        12.52                    224,121                 8.179                   79.38                              87.89                     620                    42.31
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250,000.01 - 300,000.00                                             656                180,562,394                        11.84                    275,248                 8.007                   79.33                              88.17                     634                     42.9
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300,000.01 - 350,000.00                                             495                160,408,851                        10.52                    324,058                 7.791                   79.74                              89.66                     635                       43
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350,000.01 - 400,000.00                                             364                136,366,684                         8.94                    374,634                 7.822                   79.86                              90.73                     641                    43.31
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400,000.01 - 450,000.00                                             213                 90,920,073                         5.96                    426,855                 7.829                   79.76                              89.45                     640                    43.45
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450,000.01 - 500,000.00                                             193                 91,674,648                         6.01                    474,998                 7.744                   79.84                              89.62                     645                    42.59
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500,000.01 - 550,000.00                                             115                 60,541,845                         3.97                    526,451                 7.944                   81.15                              90.79                     646                    44.04
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550,000.01 - 600,000.00                                              84                 48,184,621                         3.16                    573,626                 7.599                   80.88                              89.04                     656                     42.2
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600,000.01 - 650,000.00                                              39                 24,301,169                         1.59                    623,107                 7.985                   80.49                              89.21                     646                    42.36
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650,000.01 - 700,000.00                                              35                 23,866,463                         1.57                    681,899                 7.851                   79.28                              87.21                     651                    40.96
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700,000.01 - 750,000.00                                              18                 13,072,203                         0.86                    726,233                 7.418                   79.38                              83.01                     665                    38.28
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750,000.01 - 800,000.00                                              14                 10,878,240                         0.71                    777,017                 8.081                   80.83                              87.91                     640                    42.18
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800,000.01 - 850,000.00                                               9                  7,504,811                         0.49                    833,868                 7.605                   73.72                              75.26                     638                    40.08
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850,000.01 - 900,000.00                                               1                    859,000                         0.06                    859,000                   6.5                   71.58                              71.58                     677                    31.51
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900,000.01 - 950,000.00                                               5                  4,644,436                          0.3                    928,887                 7.012                   78.93                              82.17                     672                    34.93
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1,000,000.01  greater than or equal to                                3                  3,601,969                         0.24                  1,200,656                 7.132                   75.74                              78.78                     698                    37.82
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Total:                                                            7,301              1,524,634,579                          100                    208,825                 8.224                   80.61                              89.24                     633                    42.19
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Average Orig Balance ($): 208,991.02
Minimum Orig Balance ($): 25,000.00
Maximum Orig Balance ($): 1,500,000.00
Standard Deviation Orig Balance ($): 142,811.55

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6. Range of Stated Remaining Terms (months)

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                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Range of Stated Remaining Terms (months)                 Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
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111 - 120                                                             1                     56,254                            0                     56,254                  8.75                   16.63                              16.63                     656                    31.24
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161 - 170                                                             1                     40,618                            0                     40,618                  9.75                     100                                100                     642                    47.11
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171 - 180                                                           542                 38,940,497                         2.55                     71,846                10.767                   95.83                              96.02                     651                    42.27
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231 - 240                                                             8                  1,220,347                         0.08                    152,543                 7.637                   60.02                              60.02                     678                    37.66
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291 - 300                                                             1                    284,694                         0.02                    284,694                 7.875                   89.62                              89.62                     666                    46.08
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341 - 350                                                             6                  1,089,807                         0.07                    181,634                  7.15                   82.24                              93.43                     606                    46.25
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351 - 360                                                         6,373              1,384,588,269                        90.81                    217,258                 8.152                   80.41                              89.67                     635                    42.16
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361  greater than or equal to                                       369                 98,414,093                         6.45                    266,705                  8.25                   77.59                              80.81                     606                    42.53
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Total:                                                            7,301              1,524,634,579                          100                    208,825                 8.224                   80.61                              89.24                     633                    42.19
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Weighted Average Remaining Term: 361
Minimum Remaining Term: 119
Maximum Remaining Term: 479
Standard Deviation Remaining Term: 56

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7. Stated Original Term (months)

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                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Stated Original Term (months)                            Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
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120                                                                   1                     56,254                            0                     56,254                  8.75                   16.63                              16.63                     656                    31.24
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180                                                                 543                 38,981,115                         2.56                     71,788                10.766                   95.83                              96.02                     651                    42.28
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240                                                                   8                  1,220,347                         0.08                    152,543                 7.637                   60.02                              60.02                     678                    37.66
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300                                                                   1                    284,694                         0.02                    284,694                 7.875                   89.62                              89.62                     666                    46.08
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360                                                               6,379              1,385,678,075                        90.89                    217,225                 8.152                   80.42                              89.67                     635                    42.17
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480                                                                 369                 98,414,093                         6.45                    266,705                  8.25                   77.59                              80.81                     606                    42.53
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Total:                                                            7,301              1,524,634,579                          100                    208,825                 8.224                   80.61                              89.24                     633                    42.19
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Weighted Average Original Term: 363
Minimum Original Term: 120
Maximum Original Term: 480
Standard Deviation Original Term: 56

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8. Range of Original LTV Ratios (%)

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                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Range of Original LTV Ratios (%)                         Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
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 less than or equal to  30.00                                        24                  2,738,663                         0.18                    114,111                 8.252                    24.1                              26.07                     600                    34.94
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30.01 - 35.00                                                        15                  2,183,117                         0.14                    145,541                 7.556                    33.1                              34.65                     633                    36.01
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35.01 - 40.00                                                        22                  4,106,114                         0.27                    186,642                 7.079                   37.27                              37.27                     659                    41.36
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40.01 - 45.00                                                        33                  6,354,161                         0.42                    192,550                 7.754                   42.93                              42.93                     612                    36.41
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45.01 - 50.00                                                        49                 10,126,126                         0.66                    206,656                 7.693                   48.04                              48.04                     629                    40.35
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50.01 - 55.00                                                        56                 12,159,927                          0.8                    217,142                 7.316                   53.04                               53.5                     633                    39.85
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55.01 - 60.00                                                       104                 23,294,176                         1.53                    223,982                 7.492                      58                              58.49                     619                    40.34
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60.01 - 65.00                                                       138                 30,871,834                         2.02                    223,709                 7.562                      63                                 63                     612                    40.73
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
65.01 - 70.00                                                       266                 65,613,501                          4.3                    246,667                 7.858                   68.56                              68.81                     612                     40.9
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
70.01 - 75.00                                                       362                 87,699,365                         5.75                    242,263                 7.955                   73.77                              74.85                     605                     41.1
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
75.01 - 80.00                                                     3,500                846,094,097                        55.49                    241,741                 7.945                   79.83                              95.17                     642                    42.79
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
80.01 - 85.00                                                       561                136,037,679                         8.92                    242,491                 8.202                    84.2                               84.3                     613                    41.11
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
85.01 - 90.00                                                       613                137,947,779                         9.05                    225,037                 8.594                   89.61                              89.74                     625                    42.17
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
90.01 - 95.00                                                       318                 68,370,459                         4.48                    215,001                 8.989                    94.8                              94.91                     617                    42.19
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
95.01 - 100.00                                                    1,240                 91,037,580                         5.97                     73,417                10.939                   99.98                              99.98                     660                    42.56
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                            7,301              1,524,634,579                          100                    208,825                 8.224                   80.61                              89.24                     633                    42.19
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Original LTV (%): 80.61
Minimum Original LTV (%): 5.53
Maximum Original LTV (%): 100.00
Standard Deviation Original LTV (%): 11.75

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9. Range of Original Combined LTV Ratios (%)

---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Range of Original Combined LTV Ratios (%)                Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
 less than or equal to  30.00                                        23                  2,655,071                         0.17                    115,438                 8.238                   23.92                              23.92                     599                    34.67
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30.01 - 35.00                                                        13                  1,847,360                         0.12                    142,105                 7.637                   33.21                              33.21                     637                    35.02
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
35.01 - 40.00                                                        23                  4,354,476                         0.29                    189,325                 7.052                   37.04                              37.36                     657                    41.46
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40.01 - 45.00                                                        33                  6,354,161                         0.42                    192,550                 7.754                   42.93                              42.93                     612                    36.41
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
45.01 - 50.00                                                        49                 10,126,126                         0.66                    206,656                 7.693                   48.04                              48.04                     629                    40.35
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50.01 - 55.00                                                        55                 11,762,496                         0.77                    213,864                 7.331                   52.86                              53.03                     633                     39.7
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
55.01 - 60.00                                                       104                 22,580,323                         1.48                    217,118                 7.455                   57.98                              58.01                     619                     40.3
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
60.01 - 65.00                                                       138                 30,871,834                         2.02                    223,709                 7.562                      63                                 63                     612                    40.73
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
65.01 - 70.00                                                       265                 65,265,732                         4.28                    246,286                 7.862                   68.47                              68.54                     611                    40.97
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
70.01 - 75.00                                                       342                 84,564,949                         5.55                    247,266                 7.964                   73.56                              73.69                     604                    40.92
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
75.01 - 80.00                                                       736                181,598,736                        11.91                    246,737                 7.997                   79.27                              79.27                     614                    41.24
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
80.01 - 85.00                                                       556                135,428,798                         8.88                    243,577                 8.195                   84.16                              84.19                     613                    41.08
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
85.01 - 90.00                                                       639                149,912,692                         9.83                    234,605                 8.509                   88.64                              89.59                     628                    42.13
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
90.01 - 95.00                                                       440                 98,170,762                         6.44                    223,115                 8.678                   90.18                              94.82                     627                    42.22
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
95.01 - 100.00                                                    3,885                719,141,063                        47.17                    185,107                 8.317                   82.54                              99.97                     651                     43.2
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                            7,301              1,524,634,579                          100                    208,825                 8.224                   80.61                              89.24                     633                    42.19
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Original Combined LTV (%): 89.24
Minimum Original Combined LTV (%): 5.53
Maximum Original Combined LTV (%): 100.00
Standard Deviation Original Combined LTV (%): 13.68

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10. Range of Debt Ratio

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                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Range of Debt Ratio                                      Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0.01 - 30.00                                                        728                133,194,452                         8.74                    182,959                 8.082                   78.88                              84.09                     636                    23.78
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30.01 - 35.00                                                       689                127,192,868                         8.34                    184,605                 8.214                   78.99                              85.34                     633                    32.78
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
35.01 - 40.00                                                     1,139                228,381,485                        14.98                    200,511                  8.25                   80.88                              88.92                     634                    37.72
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40.01 - 45.00                                                     1,794                382,421,012                        25.08                    213,167                 8.187                   80.67                              90.56                     640                    42.72
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
45.01 - 50.00                                                     2,277                497,382,549                        32.62                    218,438                 8.341                   81.38                               91.3                     631                    47.84
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50.01 - 55.00                                                       625                143,897,170                         9.44                    230,235                 8.068                   80.37                              87.36                     620                    52.54
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
55.01 greater than or equal to                                       49                 12,165,042                          0.8                    248,266                 7.657                   81.07                              88.81                     628                    55.98
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                            7,301              1,524,634,579                          100                    208,825                 8.224                   80.61                              89.24                     633                    42.19
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-zero Weighted Average DTI: 42.19
Minimum DTI: 2.18
Maximum DTI: 58.00
Standard Deviation DTI: 8.36

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11. Range of Gross Margins (%)

---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Range of Gross Margins (%)                               Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.500 - 1.749                                                         1                    178,352                         0.01                    178,352                   6.7                   76.61                              76.61                     620                    36.52
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2.750 - 2.999                                                         5                  1,369,851                         0.11                    273,970                 7.671                      80                                100                     709                    42.87
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3.000 - 3.249                                                         1                    239,653                         0.02                    239,653                  7.65                      80                                100                     629                    35.91
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3.250 - 3.499                                                        11                  2,800,036                         0.23                    254,549                 8.201                   82.25                               97.7                     631                    48.19
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3.500 - 3.749                                                         1                    142,415                         0.01                    142,415                  7.65                      80                                 80                     553                    30.57
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3.750 - 3.999                                                         1                    110,463                         0.01                    110,463                  7.85                      80                                100                     623                    48.77
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.000 - 4.249                                                         1                    199,725                         0.02                    199,725                   7.9                   83.33                              83.33                     611                    38.84
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.250 - 4.499                                                         9                  1,965,641                         0.16                    218,405                 7.387                   85.57                              88.49                     654                    39.44
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.500 - 4.749                                                         7                  1,666,950                         0.14                    238,136                 7.366                   76.06                              84.76                     632                    35.03
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.750 - 4.999                                                        22                  4,578,042                         0.38                    208,093                 7.368                   81.27                              88.27                     642                    41.09
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.000 - 5.249                                                       109                 29,913,626                          2.5                    274,437                 7.182                   73.71                              79.65                     653                    40.23
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.250 - 5.499                                                       241                 65,721,487                          5.5                    272,703                 7.421                   79.11                              89.97                     646                    42.36
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.500 - 5.749                                                       293                 72,712,101                         6.09                    248,164                 7.519                   79.97                              92.51                     633                    42.54
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.750 - 5.999                                                       319                 84,826,178                          7.1                    265,913                 7.576                   79.51                              90.37                     643                    42.87
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.000 - 6.249                                                       533                142,324,176                        11.91                    267,025                 7.642                   79.47                              92.75                     641                    43.17
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.250 - 6.499                                                       628                152,337,390                        12.75                    242,575                 7.886                   80.13                              92.03                     633                    42.53
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.500 - 6.749                                                       590                143,870,277                        12.04                    243,848                 8.039                   80.05                              91.19                     631                    42.77
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.750 - 6.999                                                       443                117,429,787                         9.83                    265,079                 8.217                    80.1                               88.7                     625                    42.17
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.000 - 7.249                                                       398                 95,430,581                         7.99                    239,775                 8.492                   81.56                              91.16                     627                    42.21
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.250 - 7.499                                                       287                 69,381,650                         5.81                    241,748                  8.59                   81.38                              90.08                     615                    41.78
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.500 - 7.749                                                       285                 59,805,048                         5.01                    209,842                 8.734                   81.96                              91.05                     627                    41.81
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.750 - 7.999                                                       257                 56,232,785                         4.71                    218,805                 9.005                   82.08                               89.8                     613                     42.1
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.000 - 8.249                                                       322                 60,553,136                         5.07                    188,053                 9.295                   82.74                              88.71                     597                    42.22
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.250 - 8.499                                                        47                  9,225,949                         0.77                    196,297                 9.414                   83.75                              90.84                     602                    42.84
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.500 - 8.749                                                        30                  7,403,403                         0.62                    246,780                  9.55                   85.31                              93.77                     640                    42.62
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.750 - 8.999                                                        28                  5,416,383                         0.45                    193,442                 9.893                   85.48                              93.07                     620                    40.84
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.000 - 9.249                                                        13                  1,468,300                         0.12                    112,946                 9.943                   88.92                              91.24                     598                     36.7
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.250 - 9.499                                                        12                  3,120,702                         0.26                    260,059                10.685                   88.09                              93.09                     617                    42.35
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.500 - 9.749                                                        14                  1,588,688                         0.13                    113,478                10.584                   88.87                              91.61                     577                    42.28
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.750 - 9.999                                                         9                  1,001,040                         0.08                    111,227                10.818                   87.33                              90.09                     574                    41.24
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.000 - 10.249                                                       4                    334,209                         0.03                     83,552                11.058                   91.68                              95.52                     643                    43.83
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.250 - 10.499                                                       2                    106,418                         0.01                     53,209                11.314                      75                               86.8                     552                    34.57
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.750  greater than or equal to                                      9                  1,183,174                          0.1                    131,464                11.736                   93.19                               94.2                     573                     41.2
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                            4,932              1,194,637,615                          100                    242,222                 8.125                   80.43                              90.67                     630                    42.39
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Margin (%): 6.609
Minimum Margin (%): 1.700
Maximum Margin (%): 12.430
Standard Deviation Margin (%): 0.938

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12. Range of Minimum Mortgage Rates (%)

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                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Range of Minimum Mortgage Rates (%)                      Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
 less than or equal to  4.499                                         2                    598,400                         0.05                    299,200                 7.067                      80                                100                     755                     35.5
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.500 - 4.999                                                         1                    135,685                         0.01                    135,685                  6.75                      80                                100                     703                    47.35
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.000 - 5.499                                                         3                    748,353                         0.06                    249,451                 7.104                   73.82                              73.82                     605                    48.21
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.500 - 5.999                                                        41                 14,673,653                         1.23                    357,894                  6.16                   73.94                              77.42                     710                    38.24
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.000 - 6.499                                                       142                 49,694,919                         4.16                    349,964                 6.399                    76.3                              83.36                     686                    40.77
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.500 - 6.999                                                       381                120,308,781                        10.07                    315,771                 6.841                   78.74                              90.91                     668                    41.75
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.000 - 7.499                                                       546                147,174,002                        12.32                    269,549                 7.294                    79.7                              92.65                     649                    42.91
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.500 - 7.999                                                     1,058                275,651,743                        23.07                    260,540                 7.771                   80.03                               92.2                     637                    42.86
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.000 - 8.499                                                       736                169,098,853                        14.15                    229,754                 8.264                   80.21                              91.67                     625                    42.74
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.500 - 8.999                                                       890                203,169,903                        17.01                    228,281                 8.741                   81.29                              91.09                     615                    42.34
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.000 - 9.499                                                       448                 89,286,408                         7.47                    199,300                  9.24                   82.11                              89.14                     591                    43.11
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.500 - 9.999                                                       390                 79,795,285                         6.68                    204,603                 9.734                   83.17                              88.32                     586                    41.95
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.000 - 10.499                                                     116                 19,247,097                         1.61                    165,923                10.239                    84.8                              88.11                     576                    42.35
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.500 - 10.999                                                     109                 16,058,028                         1.34                    147,321                10.685                   85.38                              87.62                     564                    39.96
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.000 - 11.499                                                      32                  4,645,606                         0.39                    145,175                11.252                   83.71                               88.1                     568                    42.22
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.500 - 11.999                                                      17                  2,321,003                         0.19                    136,530                11.698                    89.4                               89.4                     574                    35.19
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.000 - 12.499                                                      14                  1,409,063                         0.12                    100,647                12.123                   89.76                              90.61                     599                    40.36
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.500  greater than or equal to                                      6                    620,831                         0.05                    103,472                14.036                   96.26                              96.26                     624                    32.53
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                            4,932              1,194,637,615                          100                    242,222                 8.125                   80.43                              90.67                     630                    42.39
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Minimum Rate (%): 8.102
Minimum Minimum Rate (%): 2.750
Maximum Minimum Rate (%): 14.750
Standard Deviation Minimum Rate (%): 1.111

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

13. Range of Maximum Mortgage Rates (%)

---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Range of Maximum Mortgage Rates (%)                      Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.500 - 10.999                                                       1                    116,653                         0.01                    116,653                  7.99                      80                                100                     754                    39.48
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.500 - 11.999                                                       5                  1,494,800                         0.13                    298,960                 6.138                   83.25                              96.75                     726                    41.05
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.000 - 12.499                                                      41                 14,712,375                         1.23                    358,838                 5.928                   73.46                              77.18                     716                    38.07
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.500 - 12.999                                                     156                 48,801,400                         4.09                    312,829                 6.426                   77.03                              85.22                     690                    40.28
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.000 - 13.499                                                     391                118,548,964                         9.92                    303,194                 6.864                   79.17                              92.18                     671                    41.85
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.500 - 13.999                                                     624                163,364,356                        13.67                    261,802                 7.379                   80.04                              91.81                     648                    43.21
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14.000 - 14.499                                                     918                241,505,573                        20.22                    263,078                 7.779                    79.8                              92.81                     635                    43.22
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14.500 - 14.999                                                     802                189,315,592                        15.85                    236,054                 8.258                   80.27                              90.29                     624                    42.26
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.000 - 15.499                                                     722                165,143,862                        13.82                    228,731                 8.687                   80.78                              91.32                     613                    42.46
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.500 - 15.999                                                     556                119,035,904                         9.96                    214,093                 9.091                   82.01                              88.95                     601                    42.34
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
16.000 - 16.499                                                     325                 65,867,472                         5.51                    202,669                 9.541                   82.51                              88.96                     585                    42.82
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
16.500 - 16.999                                                     178                 34,802,870                         2.91                    195,522                 9.877                   83.54                              88.15                     590                    40.81
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
17.000 - 17.499                                                      83                 13,887,902                         1.16                    167,324                10.397                   84.89                              88.16                     570                     41.9
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
17.500 - 17.999                                                      74                 10,481,954                         0.88                    141,648                10.691                   85.93                              88.76                     568                    39.77
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
18.000 - 18.499                                                      22                  3,731,340                         0.31                    169,606                11.304                   83.75                              89.22                     580                    43.84
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
18.500 - 18.999                                                      15                  1,980,551                         0.17                    132,037                11.722                   88.65                              88.65                     565                    33.68
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
19.000 - 19.499                                                      13                  1,225,216                          0.1                     94,247                12.104                   91.22                               92.2                     613                     39.1
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
19.500  greater than or equal to                                      6                    620,831                         0.05                    103,472                14.036                   96.26                              96.26                     624                    32.53
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                            4,932              1,194,637,615                          100                    242,222                 8.125                   80.43                              90.67                     630                    42.39
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Maximum Rate (%): 14.646
Minimum Maximum Rate (%): 10.990
Maximum Maximum Rate (%): 21.750
Standard Deviation Maximum Rate (%): 1.178

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

14. Initial Periodic Cap (%)

---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Initial Periodic Cap (%)                                 Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1                                                                    21                  4,077,555                         0.34                    194,169                 8.153                   81.57                              84.46                     600                    38.44
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.5                                                               1,179                265,816,984                        22.25                    225,460                 8.521                   80.05                               86.1                     608                    41.37
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2                                                                    10                  2,270,809                         0.19                    227,081                 8.442                   81.73                              87.81                     596                       42
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2.46                                                                  1                    273,182                         0.02                    273,182                  7.82                      80                                 95                     637                    50.08
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3                                                                 3,470                833,741,426                        69.79                    240,271                 8.129                   80.81                              92.46                     628                    42.96
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4                                                                     1                    235,806                         0.02                    235,806                 8.375                      75                                 75                     582                    36.79
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5                                                                   250                 88,221,851                         7.38                    352,887                 6.885                   77.94                               87.9                     715                    40.24
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                            4,932              1,194,637,615                          100                    242,222                 8.125                   80.43                              90.67                     630                    42.39
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Initial Cap (%): 2.805
Minimum Initial Cap (%): 1.000
Maximum Initial Cap (%): 5.000
Standard Deviation Initial Cap (%): 0.830

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

15. Subsequent Periodic Cap (%)

---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Subsequent Periodic Cap (%)                              Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1                                                                 3,704                915,556,909                        76.64                    247,181                 8.013                   80.55                              92.12                     636                    42.73
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.5                                                               1,225                278,246,500                        23.29                    227,140                 8.496                   80.05                               85.9                     609                     41.3
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2                                                                     2                    598,400                         0.05                    299,200                 7.067                      80                                100                     755                     35.5
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2.5                                                                   1                    235,806                         0.02                    235,806                 8.375                      75                                 75                     582                    36.79
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                            4,932              1,194,637,615                          100                    242,222                 8.125                   80.43                              90.67                     630                    42.39
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Subsequent Periodic Cap (%): 1.117
Minimum Subsequent Periodic Cap (%): 1.000
Maximum Subsequent Periodic Cap (%): 2.500
Standard Deviation Subsequent Periodic Cap (%): 0.218

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

16. Next Rate Adjustment Dates

---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Next Rate Adjustment Dates                               Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Feb-07                                                                1                    330,221                         0.03                    330,221                  7.25                   89.95                              89.95                     596                     42.1
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Mar-07                                                               12                  2,411,879                          0.2                    200,990                 8.152                    81.2                              82.79                     595                    38.62
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Sep-07                                                                1                    161,640                         0.01                    161,640                 6.975                      80                                100                     642                    47.11
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Nov-07                                                                2                    455,352                         0.04                    227,676                 7.058                   90.28                              96.57                     585                    44.46
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Jan-08                                                                1                     71,411                         0.01                     71,411                 8.388                      80                                100                     607                    29.97
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Feb-08                                                                1                     71,728                         0.01                     71,728                  10.4                      75                                 75                     504                    43.44
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Apr-08                                                                2                    201,185                         0.02                    100,592                10.288                   92.55                              92.55                     542                    44.97
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Jun-08                                                               11                  3,039,361                         0.25                    276,306                 8.495                   83.55                              97.71                     613                    45.66
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Jul-08                                                               53                 12,999,110                         1.09                    245,266                 8.381                   80.82                              93.56                     615                    44.45
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Aug-08                                                              664                170,273,550                        14.25                    256,436                 8.212                   80.57                              93.11                     625                    43.13
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Sep-08                                                            3,088                736,933,278                        61.69                    238,644                 8.249                   80.55                              90.97                     621                    42.67
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Oct-08                                                              597                111,044,536                          9.3                    186,004                 8.262                   81.43                              88.04                     620                    41.49
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Nov-08                                                               19                  4,347,100                         0.36                    228,795                 8.181                   81.99                              86.91                     622                    42.71
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
May-09                                                                1                    272,550                         0.02                    272,550                   8.2                   47.48                              47.48                     518                    49.65
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Jun-09                                                                1                     73,741                         0.01                     73,741                 10.22                     100                                100                     622                    33.51
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Jul-09                                                                3                    624,932                         0.05                    208,311                 8.493                   96.71                              96.71                     662                    50.16
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Aug-09                                                               27                  7,890,416                         0.66                    292,238                 8.148                   80.08                              88.98                     640                    42.05
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Sep-09                                                               90                 25,088,251                          2.1                    278,758                 7.975                   78.95                              88.15                     638                    41.36
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Oct-09                                                               23                  5,271,560                         0.44                    229,198                 8.134                   84.96                              90.12                     657                    43.19
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Nov-09                                                                2                    212,800                         0.02                    106,400                 9.041                    89.6                               89.6                     624                    43.96
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Feb-11                                                                1                    448,000                         0.04                    448,000                 7.825                      80                                100                     636                    46.79
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Apr-11                                                                1                    264,000                         0.02                    264,000                 8.875                      80                                 80                     600                    41.88
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Jun-11                                                                1                    342,000                         0.03                    342,000                  8.75                      95                                 95                     594                     5.64
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Aug-11                                                                4                  1,625,606                         0.14                    406,402                 7.742                   80.19                              82.85                     631                    41.88
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Sep-11                                                              102                 31,748,010                         2.66                    311,255                 7.392                   79.97                              90.33                     674                    39.74
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Oct-11                                                                1                     79,448                         0.01                     79,448                 8.125                    74.3                               74.3                     655                    29.12
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Jun-16                                                                1                     87,080                         0.01                     87,080                 8.175                      80                                 95                     699                     46.5
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Jul-16                                                                3                    950,758                         0.08                    316,919                 6.401                   81.19                              84.22                     721                    48.33
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Aug-16                                                               47                 16,033,137                         1.34                    341,131                 6.819                   76.03                              87.63                     720                    39.44
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Sep-16                                                              172                 61,284,977                         5.13                    356,308                 6.874                    77.8                              87.19                     719                    40.67
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                            4,932              1,194,637,615                          100                    242,222                 8.125                   80.43                              90.67                     630                    42.39
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Weighted Average Next Rate Adjustment Date: April 2009
Minimum Next Rate Adjustment Date: February 2007
Maximum Next Rate Adjustment Date: September 2016

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17. Geograghic Distribution of Mortgaged Properties

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                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Geograghic Distribution of Mortgaged Properties          Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
California                                                        1,810                522,409,440                        34.26                    288,624                 7.809                   79.63                              89.11                     648                    42.41
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Florida                                                             848                153,679,353                        10.08                    181,226                 8.332                   80.43                              88.15                     626                    41.91
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New York                                                            345                 94,269,877                         6.18                    273,246                 8.234                   80.37                              89.16                     642                    43.04
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Maryland                                                            337                 73,015,034                         4.79                    216,662                 8.496                    81.4                              90.53                     628                    42.33
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Illinois                                                            396                 68,622,401                          4.5                    173,289                 8.644                   81.73                              91.31                     625                    42.52
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Washington                                                          310                 63,529,877                         4.17                    204,935                 8.112                   81.78                              90.64                     632                    42.28
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New Jersey                                                          260                 61,895,142                         4.06                    238,058                 8.425                   80.38                              87.31                     628                    43.93
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Arizona                                                             301                 55,574,370                         3.65                    184,632                 8.245                   79.79                              87.37                     628                    42.06
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Massachusetts                                                       213                 49,295,670                         3.23                    231,435                 8.244                    80.9                              88.97                     631                    43.51
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Texas                                                               370                 45,559,802                         2.99                    123,135                 8.643                   82.49                              94.56                     624                    40.78
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Virginia                                                            172                 34,773,003                         2.28                    202,169                 8.674                   81.31                              89.69                     611                    41.88
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Nevada                                                              132                 28,242,473                         1.85                    213,958                 8.373                   81.64                              91.48                     634                    43.97
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Pennsylvania                                                        130                 20,336,414                         1.33                    156,434                 8.657                   81.13                              86.35                     599                    39.78
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Georgia                                                             135                 20,152,887                         1.32                    149,281                 8.687                   81.49                              89.39                     621                    39.59
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Oregon                                                              103                 19,715,840                         1.29                    191,416                 7.949                   80.97                              87.63                     635                    43.05
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Other                                                             1,439                213,562,996                        14.01                    148,411                 8.654                   81.67                              88.85                     617                    41.05
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Total:                                                            7,301              1,524,634,579                          100                    208,825                 8.224                   80.61                              89.24                     633                    42.19
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18. Occupancy

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                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Occupancy                                                Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Primary                                                           7,030              1,476,617,378                        96.85                    210,045                 8.216                   80.59                              89.37                     632                    42.24
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Investment                                                          181                 28,102,497                         1.84                    155,262                 8.821                   80.51                              80.51                     654                     38.5
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Second Home                                                          90                 19,914,704                         1.31                    221,274                 7.985                   82.25                              91.99                     684                     43.6
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Total:                                                            7,301              1,524,634,579                          100                    208,825                 8.224                   80.61                              89.24                     633                    42.19
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19. Property Type

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                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Property Type                                            Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Single Family                                                     5,515              1,132,041,954                        74.25                    205,266                 8.229                   80.44                              88.51                     631                    42.04
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Planned Unit Development                                            873                199,070,325                        13.06                    228,030                 8.241                   81.26                              91.23                     637                    42.97
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Condominium                                                         588                104,911,674                         6.88                    178,421                 8.124                   81.77                              93.22                     646                     42.2
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Two-to-Four Family                                                  316                 86,881,521                          5.7                    274,942                 8.237                   79.95                              89.51                     649                    42.35
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Townhouse                                                             9                  1,729,105                         0.11                    192,123                 8.463                   80.51                              84.69                     616                    44.08
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Total:                                                            7,301              1,524,634,579                          100                    208,825                 8.224                   80.61                              89.24                     633                    42.19
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20. Loan Purpose

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                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Loan Purpose                                             Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Purchase                                                          4,201                782,937,010                        51.35                    186,369                 8.452                   83.39                              97.43                     646                    42.64
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Refinance - Cashout                                               2,681                660,865,714                        43.35                    246,500                 7.979                   77.25                               79.9                     619                    41.58
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Refinance - Rate Term                                               419                 80,831,854                          5.3                    192,916                 8.022                   81.17                              86.26                     628                    42.79
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Total:                                                            7,301              1,524,634,579                          100                    208,825                 8.224                   80.61                              89.24                     633                    42.19
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21. Documentation Type

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                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Documentation Type                                       Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Full Documentation                                                4,126                832,489,443                         54.6                    201,767                 8.015                   80.35                              87.06                     621                    41.74
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Stated Documentation                                              3,029                657,147,492                         43.1                    216,952                 8.504                   80.85                              91.82                     649                    42.83
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Limited Documentation                                               146                 34,997,644                          2.3                    239,710                 7.948                   82.44                              92.49                     627                    40.85
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Total:                                                            7,301              1,524,634,579                          100                    208,825                 8.224                   80.61                              89.24                     633                    42.19
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22. Range of Credit Scores

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                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Range of Credit Scores                                   Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
500 - 519                                                           114                 22,335,854                         1.46                    195,929                 9.538                   71.98                              71.98                     509                    41.08
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520 - 539                                                           239                 47,573,358                         3.12                    199,052                 9.146                   76.52                              76.94                     529                    43.13
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540 - 559                                                           309                 65,277,723                         4.28                    211,255                 9.052                   80.79                              80.99                     550                    42.61
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560 - 579                                                           470                 98,585,587                         6.47                    209,757                 8.701                   79.85                              81.05                     570                    41.94
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580 - 599                                                           890                169,710,046                        11.13                    190,685                 8.387                   79.91                              87.21                     589                     41.8
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600 - 619                                                         1,233                251,887,729                        16.52                    204,289                 8.321                   80.95                              90.51                     610                    42.94
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620 - 639                                                         1,111                226,225,123                        14.84                    203,623                  8.24                   80.54                              91.98                     629                    42.53
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640 - 659                                                           999                202,001,666                        13.25                    202,204                 8.187                    81.1                              91.54                     649                    42.66
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660 - 679                                                           731                154,186,600                        10.11                    210,926                     8                   82.52                              93.12                     669                    42.13
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680 - 699                                                           391                 83,406,667                         5.47                    213,316                  7.86                    81.4                              92.84                     689                    41.02
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700 - 719                                                           316                 74,713,515                          4.9                    236,435                 7.607                   81.31                              91.93                     708                    41.71
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720 - 739                                                           231                 56,166,133                         3.68                    243,143                 7.489                   81.88                              92.96                     728                    42.24
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740 - 759                                                           109                 27,365,053                         1.79                    251,056                 7.526                   80.52                              90.87                     748                    42.18
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760 - 779                                                            98                 28,061,543                         1.84                    286,342                 7.054                   79.14                              86.23                     769                     38.2
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780 - 799                                                            53                 15,406,246                         1.01                    290,684                 7.209                   78.56                               88.1                     789                    38.34
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800 - 819                                                             7                  1,731,736                         0.11                    247,391                 6.858                   75.73                              90.19                     804                    39.13
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Total:                                                            7,301              1,524,634,579                          100                    208,825                 8.224                   80.61                              89.24                     633                    42.19
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Non-zero Weighted Average FICO: 633
Minimum FICO: 500
Maximum FICO: 811
Standard Deviation FICO: 55

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23. Prepayment Penalty Term (months)

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                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Prepayment Penalty Term (months)                         Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
None                                                              2,234                439,257,602                        28.81                    196,624                 8.684                   82.12                              90.78                     632                    42.74
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12                                                                  245                 64,857,966                         4.25                    264,726                 8.583                   78.89                               86.4                     634                     42.6
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18                                                                   10                  2,958,007                         0.19                    295,801                 6.906                   75.39                               86.1                     737                    39.61
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24                                                                3,684                745,444,214                        48.89                    202,346                  8.21                   81.67                              91.65                     624                    42.39
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30                                                                    2                    452,452                         0.03                    226,226                 7.852                   78.93                              78.93                     675                    22.91
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36                                                                  852                202,517,675                        13.28                    237,697                 7.523                   77.23                              83.58                     660                    40.91
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60                                                                  274                 69,146,663                         4.54                    252,360                 7.235                   71.36                               72.9                     656                    40.19
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Total:                                                            7,301              1,524,634,579                          100                    208,825                 8.224                   80.61                              89.24                     633                    42.19
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24. Lien Position

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                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Lien Position                                            Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1st Lien                                                          6,059              1,438,410,645                        94.34                    237,401                 8.053                   79.47                              88.61                     632                    42.15
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2nd Lien                                                          1,242                 86,223,933                         5.66                     69,423                11.078                   99.69                              99.69                     661                    42.86
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Total:                                                            7,301              1,524,634,579                          100                    208,825                 8.224                   80.61                              89.24                     633                    42.19
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                       HSBC
                  HASCO 2006-HE2
              Group I Mortgage Loans

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

Selection Criteria: Group I Mortgage Loans
Table of Contents

1. Summary Statistics (as of the Sample Pool Calculation Date)
2. Product Type
3. Range of Gross Mortgage Rates (%)
4. Range of Cut-off Date Principal Balances ($)
5. Range of Original Principal Balances ($)
6. Range of Stated Remaining Terms (months)
7. Stated Original Term (months)
8. Range of Original LTV Ratios (%)
9. Range of Original Combined LTV Ratios (%)
10. Range of Debt Ratio
11. Range of Gross Margins (%)
12. Range of Minimum Mortgage Rates (%)
13. Range of Maximum Mortgage Rates (%)
14. Initial Periodic Cap (%)
15. Subsequent Periodic Cap (%)
16. Next Rate Adjustment Dates
17. Geograghic Distribution of Mortgaged Properties
18. Occupancy
19. Property Type
20. Loan Purpose
21. Documentation Type
22. Range of Credit Scores
23. Prepayment Penalty Term (months)
24. Lien Position


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1. Summary Statistics (as of the Sample Pool Calculation Date)

Aggregate Principal Balance: $470,998,522.40
Number of Mortgage Loans: 2,697
Average Principal Balance: $174,637.94
Aggregate Principal Balance (Fixed Rate): $105,459,499.83
Aggregate Principal Balance (Adjustable Rate): $365,539,022.57
% Fixed Rate Mortgages: 22.39%
% Adjustable Rate Mortgages: 77.61%
Weighted Average Current Mortgage Rate: 8.217%
Non-zero Weighted Average Credit Score: 618
Weighted Average Original LTV: 78.49%
Weighted Average Original Combined LTV: 84.31%
Non-zero Weighted Average Debt Ratio: 42.84
Weighted Average Stated Remaining Term: 365
Weighted Average Stated Original Term: 368
Weighted Average Months to Roll: 28
Weighted Average Margin: 6.455%
Weighted Average Initial Rate Cap: 2.755%
Weighted Average Periodic Rate Cap: 1.120%
Weighted Average Maximum Rate: 14.698%
Weighted Average Minimum Rate: 8.144%
% Second Lien: 2.89%
% Silent & Simultaneous Seconds: 30.06%
% California Loans: 19.08%

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2. Product Type

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                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Product Type                                             Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10 Year Fixed                                                         1                     56,254                         0.01                     56,254                  8.75                   16.63                              16.63                     656                    31.24
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15 Year Fixed                                                        22                  2,137,640                         0.45                     97,165                 8.268                   72.79                              74.56                     628                    41.02
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
20 Year Fixed                                                         6                  1,002,442                         0.21                    167,074                  7.66                   55.36                              55.36                     676                    37.16
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30 Year Fixed                                                       539                 67,547,120                        14.34                    125,319                 8.398                   76.41                              79.28                     629                    41.61
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40 Year Fixed                                                        31                  6,118,123                          1.3                    197,359                 7.865                   72.89                              72.89                     628                    41.09
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15/30 Year Fixed (Balloon)                                          113                  4,807,917                         1.02                     42,548                11.227                   98.04                              98.04                     645                    43.94
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30/40 Year Fixed (Balloon)                                           70                 14,413,701                         3.06                    205,910                 8.032                   78.48                              82.28                     618                    44.03
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30/50 Year Fixed (Balloon)                                           38                  9,376,303                         1.99                    246,745                 7.722                   77.16                              82.51                     629                    44.75
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ARM 30 Year                                                           5                  1,082,816                         0.23                    216,563                 7.336                   78.42                              78.42                     578                    38.94
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2/28 ARM                                                            824                135,557,057                        28.78                    164,511                 8.518                    78.9                               83.6                     598                    42.71
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2/38 ARM - 40 Year                                                  156                 34,442,546                         7.31                    220,786                 8.331                   76.21                              77.66                     578                    41.91
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2/28 ARM 5 Year Interest Only                                       119                 25,616,919                         5.44                    215,268                 7.566                   81.25                              90.34                     669                     41.8
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2/28 ARM 10 Year Interest Only                                        3                    654,600                         0.14                    218,200                 7.236                   76.35                              84.95                     653                    40.72
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3/27 ARM                                                             27                  5,482,172                         1.16                    203,043                 8.325                   78.24                              81.15                     626                    42.67
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3/37 ARM - 40 Year                                                    1                    160,677                         0.03                    160,677                     7                   59.12                              59.12                     543                    37.36
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3/27 ARM 5 Year Interest Only                                         5                  1,195,100                         0.25                    239,020                 7.465                   71.27                              73.67                     657                    41.69
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5/25 ARM                                                             13                  2,422,420                         0.51                    186,340                 8.239                   77.39                              80.92                     664                     34.2
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5/35 ARM - 40 Year                                                    2                    557,450                         0.12                    278,725                 8.254                   78.28                              78.28                     563                    43.71
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5/25 ARM 5 Year Interest Only                                         3                    975,000                         0.21                    325,000                  6.56                   82.34                              86.34                     707                     36.9
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5/25 ARM 10 Year Interest Only                                        1                    208,000                         0.04                    208,000                   6.5                    84.9                               84.9                     636                    38.82
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10/20 ARM                                                            14                  3,346,245                         0.71                    239,018                 7.306                   79.59                              85.42                     711                    45.26
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10/20 ARM 10 Year Interest Only                                      34                  9,336,943                         1.98                    274,616                 6.528                   73.69                              78.58                     727                    38.36
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30/40 Year ARM 2/28 (Balloon)                                       405                 83,426,822                        17.71                    205,992                 8.231                   79.66                              90.26                     614                     43.9
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30/40 Year ARM 3/27 (Balloon)                                        13                  3,242,333                         0.69                    249,410                 7.964                   72.34                              80.68                     610                    47.22
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30/40 Year ARM 5/25 (Balloon)                                        12                  2,457,468                         0.52                    204,789                 7.332                   76.58                              90.42                     680                    45.92
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30/40 Year ARM 10/20 (Balloon)                                       15                  2,883,889                         0.61                    192,259                 7.251                   80.75                              89.41                     715                    46.07
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30/50 Year ARM 2/28 (Balloon)                                       199                 45,620,748                         9.69                    229,250                 7.985                    80.3                              88.66                     607                    44.64
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30/50 Year ARM 3/27 (Balloon)                                         7                  2,035,788                         0.43                    290,827                 7.543                    76.3                              82.98                     624                    43.97
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30/50 Year ARM 5/25 (Balloon)                                         5                  1,440,781                         0.31                    288,156                 7.365                   81.25                              92.96                     697                    42.05
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30/50 Year ARM 10/20 (Balloon)                                       14                  3,393,249                         0.72                    242,375                 6.918                   72.03                              81.27                     717                    45.39
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Total:                                                            2,697                470,998,522                          100                    174,638                 8.217                   78.49                              84.31                     618                    42.84
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3. Range of Gross Mortgage Rates (%)

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                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Range of Gross Mortgage Rates (%)                        Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.000 - 5.499                                                         1                    377,520                         0.08                    377,520                 5.125                   58.15                              58.15                     617                    49.95
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.500 - 5.999                                                        17                  4,609,438                         0.98                    271,143                 5.797                   66.78                              69.39                     701                    43.06
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.000 - 6.499                                                        44                 11,399,310                         2.42                    259,075                  6.28                   71.34                              75.68                     692                    41.14
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.500 - 6.999                                                       184                 43,231,959                         9.18                    234,956                 6.801                   74.13                              79.73                     651                    42.35
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.000 - 7.499                                                       287                 59,426,064                        12.62                    207,059                 7.273                   78.04                              86.47                     639                    43.35
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.500 - 7.999                                                       529                113,139,108                        24.02                    213,874                 7.782                   78.28                              84.87                     628                    42.98
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.000 - 8.499                                                       397                 71,160,090                        15.11                    179,245                 8.257                   77.11                              83.95                     613                    42.56
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.500 - 8.999                                                       445                 76,854,712                        16.32                    172,707                 8.726                    78.9                              85.22                     602                    42.99
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.000 - 9.499                                                       193                 33,098,572                         7.03                    171,495                 9.238                   81.15                              85.38                     582                    43.32
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.500 - 9.999                                                       210                 28,954,060                         6.15                    137,876                  9.75                   81.07                                 83                     565                    42.42
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.000 - 10.499                                                      70                  7,849,100                         1.67                    112,130                10.228                   81.79                              83.21                     560                     43.2
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.500 - 10.999                                                     124                  9,867,500                          2.1                     79,577                10.762                   87.53                              88.18                     582                    42.75
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.000 - 11.499                                                      58                  4,130,053                         0.88                     71,208                11.228                   89.78                              90.39                     601                    42.21
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.500 - 11.999                                                      42                  2,352,698                          0.5                     56,017                11.737                   95.75                              95.75                     626                    41.51
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.000 - 12.499                                                      50                  2,490,185                         0.53                     49,804                12.205                   96.33                              96.33                     613                    43.08
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.500 - 12.999                                                      45                  2,000,668                         0.42                     44,459                12.661                   98.82                              98.82                     635                    43.46
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.000 - 13.499                                                       1                     57,484                         0.01                     57,484                13.125                      90                                 90                     547                     25.9
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                            2,697                470,998,522                          100                    174,638                 8.217                   78.49                              84.31                     618                    42.84
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Gross Mortgage Rate (%): 8.217
Minimum Gross Mortgage Rate (%): 5.125
Maximum Gross Mortgage Rate (%): 13.125
Standard Deviation Gross Mortgage Rate (%): 1.407

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4. Range of Cut-off Date Principal Balances ($)

---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Range of Cut-off Date Principal Balances ($)             Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0.01 - 50,000.00                                                    222                  8,116,747                         1.72                     36,562                11.173                   98.42                              98.42                     645                    43.27
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50,000.01 - 100,000.00                                              449                 34,150,991                         7.25                     76,060                 9.349                   81.27                              88.57                     616                    40.19
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
100,000.01 - 150,000.00                                             529                 66,287,729                        14.07                    125,308                 8.384                   78.24                              87.33                     615                    41.99
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
150,000.01 - 200,000.00                                             560                 98,090,021                        20.83                    175,161                 8.174                    77.1                              84.59                     614                    42.56
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
200,000.01 - 250,000.00                                             363                 81,190,492                        17.24                    223,665                 8.176                   77.87                              82.64                     612                    42.71
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
250,000.01 - 300,000.00                                             259                 71,569,213                         15.2                    276,329                 7.929                   77.88                              82.38                     626                    44.07
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
300,000.01 - 350,000.00                                             177                 57,488,694                        12.21                    324,795                 7.761                   78.17                              82.26                     622                    43.15
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
350,000.01 - 400,000.00                                             104                 39,142,920                         8.31                    376,374                 7.824                   78.18                              81.55                     622                    43.98
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
400,000.01 - 450,000.00                                              22                  9,159,618                         1.94                    416,346                 7.962                   80.73                              85.91                     618                    44.82
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
450,000.01 - 500,000.00                                              10                  4,745,563                         1.01                    474,556                 7.945                   79.39                              83.48                     607                    45.02
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
500,000.01 - 550,000.00                                               2                  1,056,536                         0.22                    528,268                 7.812                   77.26                              84.98                     587                     47.7
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                            2,697                470,998,522                          100                    174,638                 8.217                   78.49                              84.31                     618                    42.84
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Average Cut-off Date Principal Balance ($): 174,637.94
Minimum Cut-off Date Principal Balance ($): 24,978.34
Maximum Cut-off Date Principal Balance ($): 543,684.59
Standard Deviation Cut-off Date Principal Balance ($): 95,579.31

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5. Range of Original Principal Balances ($)

---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Range of Original Principal Balances ($)                 Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0.01 - 50,000.00                                                    222                  8,116,747                         1.72                     36,562                11.173                   98.42                              98.42                     645                    43.27
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50,000.01 - 100,000.00                                              449                 34,150,991                         7.25                     76,060                 9.349                   81.27                              88.57                     616                    40.19
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
100,000.01 - 150,000.00                                             528                 66,137,794                        14.04                    125,261                 8.383                    78.2                              87.31                     615                    41.99
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
150,000.01 - 200,000.00                                             560                 98,040,109                        20.82                    175,072                 8.176                   77.14                              84.63                     614                    42.56
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
200,000.01 - 250,000.00                                             364                 81,390,339                        17.28                    223,600                 8.175                   77.85                              82.62                     612                    42.71
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
250,000.01 - 300,000.00                                             259                 71,569,213                         15.2                    276,329                 7.929                   77.88                              82.38                     626                    44.07
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
300,000.01 - 350,000.00                                             177                 57,488,694                        12.21                    324,795                 7.761                   78.17                              82.26                     622                    43.15
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
350,000.01 - 400,000.00                                             104                 39,142,920                         8.31                    376,374                 7.824                   78.18                              81.55                     622                    43.98
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
400,000.01 - 450,000.00                                              22                  9,159,618                         1.94                    416,346                 7.962                   80.73                              85.91                     618                    44.82
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
450,000.01 - 500,000.00                                              10                  4,745,563                         1.01                    474,556                 7.945                   79.39                              83.48                     607                    45.02
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
500,000.01 - 550,000.00                                               2                  1,056,536                         0.22                    528,268                 7.812                   77.26                              84.98                     587                     47.7
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                            2,697                470,998,522                          100                    174,638                 8.217                   78.49                              84.31                     618                    42.84
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Average Orig Balance ($): 174,799.41
Minimum Orig Balance ($): 25,000.00
Maximum Orig Balance ($): 544,000.00
Standard Deviation Orig Balance ($): 95,649.73

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6. Range of Stated Remaining Terms (months)

---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Range of Stated Remaining Terms (months)                 Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
111 - 120                                                             1                     56,254                         0.01                     56,254                  8.75                   16.63                              16.63                     656                    31.24
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
171 - 180                                                           135                  6,945,557                         1.47                     51,449                10.317                   90.27                              90.81                     639                    43.04
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
231 - 240                                                             6                  1,002,442                         0.21                    167,074                  7.66                   55.36                              55.36                     676                    37.16
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
341 - 350                                                             3                    623,322                         0.13                    207,774                 6.932                   83.92                              88.52                     605                    46.61
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
351 - 360                                                         2,362                421,092,151                         89.4                    178,278                 8.182                   78.63                                 85                     621                    42.95
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
361  greater than or equal to                                       190                 41,278,797                         8.76                    217,257                 8.256                   75.68                              76.89                     585                    41.79
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                            2,697                470,998,522                          100                    174,638                 8.217                   78.49                              84.31                     618                    42.84
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Remaining Term: 365
Minimum Remaining Term: 119
Maximum Remaining Term: 479
Standard Deviation Remaining Term: 52

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7. Stated Original Term (months)

---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Stated Original Term (months)                            Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                               120                    1                     56,254                         0.01                     56,254                  8.75                   16.63                              16.63                     656                    31.24
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                               180                  135                  6,945,557                         1.47                     51,449                10.317                   90.27                              90.81                     639                    43.04
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                               240                    6                  1,002,442                         0.21                    167,074                  7.66                   55.36                              55.36                     676                    37.16
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                               360                2,365                421,715,473                        89.54                    178,315                  8.18                   78.64                              85.01                     621                    42.96
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                               480                  190                 41,278,797                         8.76                    217,257                 8.256                   75.68                              76.89                     585                    41.79
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                            2,697                470,998,522                          100                    174,638                 8.217                   78.49                              84.31                     618                    42.84
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Original Term: 368
Minimum Original Term: 120
Maximum Original Term: 480
Standard Deviation Original Term: 52

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8. Range of Original LTV Ratios (%)

---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Range of Original LTV Ratios (%)                         Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
 less than or equal to  30.00                                        15                  1,911,572                         0.41                    127,438                 8.077                   24.16                              24.16                     608                    34.53
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30.01 - 35.00                                                         8                  1,072,028                         0.23                    134,004                 7.793                   33.42                              35.27                     634                    40.69
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
35.01 - 40.00                                                        11                  1,656,060                         0.35                    150,551                 7.591                   37.83                              37.83                     617                    41.31
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40.01 - 45.00                                                        24                  4,284,861                         0.91                    178,536                 8.036                   42.46                              42.46                     594                     37.4
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
45.01 - 50.00                                                        27                  5,333,412                         1.13                    197,534                 7.668                   47.88                              47.88                     626                    41.29
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50.01 - 55.00                                                        32                  5,342,109                         1.13                    166,941                  7.67                      53                                 53                     609                     38.3
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
55.01 - 60.00                                                        63                 12,536,358                         2.66                    198,990                 7.475                   58.03                              58.03                     619                    42.68
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
60.01 - 65.00                                                        75                 15,969,449                         3.39                    212,926                 7.735                   62.98                              62.98                     597                     41.1
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
65.01 - 70.00                                                       144                 30,111,029                         6.39                    209,104                 8.192                   68.66                              68.66                     590                    41.98
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
70.01 - 75.00                                                       201                 41,049,516                         8.72                    204,226                 8.193                   73.93                              74.51                     589                    41.18
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
75.01 - 80.00                                                     1,215                223,997,218                        47.56                    184,360                 8.032                   79.69                              91.78                     629                    43.78
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
80.01 - 85.00                                                       266                 54,511,891                        11.57                    204,932                 8.402                   84.31                              84.34                     607                    42.12
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
85.01 - 90.00                                                       185                 36,550,528                         7.76                    197,570                 8.273                   89.48                              89.49                     624                    43.38
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
90.01 - 95.00                                                       122                 21,695,481                         4.61                    177,832                 8.913                   94.83                              94.88                     612                       43
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
95.01 - 100.00                                                      309                 14,977,011                         3.18                     48,469                10.968                   99.94                              99.94                     650                    43.39
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                            2,697                470,998,522                          100                    174,638                 8.217                   78.49                              84.31                     618                    42.84
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Original LTV (%): 78.49
Minimum Original LTV (%): 5.53
Maximum Original LTV (%): 100.00
Standard Deviation Original LTV (%): 12.52

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9. Range of Original Combined LTV Ratios (%)

---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Range of Original Combined LTV Ratios (%)                Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
 less than or equal to  30.00                                        15                  1,911,572                         0.41                    127,438                 8.077                   24.16                              24.16                     608                    34.53
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30.01 - 35.00                                                         7                    984,634                         0.21                    140,662                 7.726                    33.7                               33.7                     640                    41.02
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
35.01 - 40.00                                                        11                  1,656,060                         0.35                    150,551                 7.591                   37.83                              37.83                     617                    41.31
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40.01 - 45.00                                                        24                  4,284,861                         0.91                    178,536                 8.036                   42.46                              42.46                     594                     37.4
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
45.01 - 50.00                                                        27                  5,333,412                         1.13                    197,534                 7.668                   47.88                              47.88                     626                    41.29
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50.01 - 55.00                                                        33                  5,429,504                         1.15                    164,530                 7.684                   52.64                                 53                     608                    38.28
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
55.01 - 60.00                                                        63                 12,536,358                         2.66                    198,990                 7.475                   58.03                              58.03                     619                    42.68
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
60.01 - 65.00                                                        75                 15,969,449                         3.39                    212,926                 7.735                   62.98                              62.98                     597                     41.1
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
65.01 - 70.00                                                       144                 30,111,029                         6.39                    209,104                 8.192                   68.66                              68.66                     590                    41.98
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
70.01 - 75.00                                                       193                 39,947,698                         8.48                    206,983                 8.193                    73.9                               73.9                     589                    41.14
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
75.01 - 80.00                                                       388                 84,088,078                        17.85                    216,722                 8.158                    79.2                               79.2                     601                     42.1
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
80.01 - 85.00                                                       264                 54,333,581                        11.54                    205,809                 8.397                   84.31                              84.31                     607                    42.13
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
85.01 - 90.00                                                       198                 39,701,169                         8.43                    200,511                 8.278                   88.65                              89.46                     625                    43.49
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
90.01 - 95.00                                                       172                 32,518,278                          6.9                    189,060                 8.581                    89.8                              94.85                     627                    43.44
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
95.01 - 100.00                                                    1,083                142,192,841                        30.19                    131,295                 8.273                   82.09                              99.96                     645                    44.65
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                            2,697                470,998,522                          100                    174,638                 8.217                   78.49                              84.31                     618                    42.84
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Original Combined LTV (%): 84.31
Minimum Original Combined LTV (%): 5.53
Maximum Original Combined LTV (%): 100.00
Standard Deviation Original Combined LTV (%): 15.32

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10. Range of Debt Ratio

---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Range of Debt Ratio                                      Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0.01 - 30.00                                                        220                 33,254,068                         7.06                    151,155                 8.236                   75.82                              77.75                     616                    26.24
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30.01 - 35.00                                                       278                 47,025,020                         9.98                    169,155                 8.089                   75.82                              78.92                     618                    32.62
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
35.01 - 40.00                                                       409                 68,150,077                        14.47                    166,626                 8.191                   78.14                              82.95                     616                    37.84
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40.01 - 45.00                                                       620                106,492,846                        22.61                    171,763                 8.219                   79.08                              85.77                     624                    42.75
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
45.01 - 50.00                                                       847                155,439,048                           33                    183,517                 8.337                   79.11                              86.56                     617                    47.81
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50.01 - 55.00                                                       293                 53,939,121                        11.45                    184,093                 8.077                   79.74                              85.12                     609                    52.56
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
55.01 greater than or equal to                                       30                  6,698,342                         1.42                    223,278                  7.58                   80.64                              86.69                     630                       56
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                            2,697                470,998,522                          100                    174,638                 8.217                   78.49                              84.31                     618                    42.84
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-zero Weighted Average DTI: 42.84
Minimum DTI: 20.10
Maximum DTI: 58.00
Standard Deviation DTI: 7.71

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

11. Range of Gross Margins (%)

---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Range of Gross Margins (%)                               Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.500 - 1.749                                                         1                    178,352                         0.05                    178,352                   6.7                   76.61                              76.61                     620                    36.52
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3.250 - 3.499                                                         7                  1,348,433                         0.37                    192,633                 8.322                   84.67                              97.76                     639                    47.27
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.000 - 4.249                                                         1                    199,725                         0.05                    199,725                   7.9                   83.33                              83.33                     611                    38.84
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.250 - 4.499                                                         6                  1,165,196                         0.32                    194,199                 7.487                   84.47                              89.38                     662                    39.76
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.500 - 4.749                                                         3                    828,360                         0.23                    276,120                 7.202                   71.48                              75.95                     594                    37.46
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.750 - 4.999                                                        13                  2,256,608                         0.62                    173,585                  7.41                   79.18                              85.25                     632                    41.05
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.000 - 5.249                                                        64                 13,759,863                         3.76                    214,998                 7.494                   71.75                              75.18                     621                    44.08
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.250 - 5.499                                                       102                 21,615,636                         5.91                    211,918                 7.794                   77.28                              83.98                     620                    43.28
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.500 - 5.749                                                       128                 24,109,658                          6.6                    188,357                  7.75                   78.55                              88.97                     619                    44.12
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.750 - 5.999                                                       130                 27,806,550                         7.61                    213,897                 7.713                   78.79                              86.16                     625                     42.7
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.000 - 6.249                                                       191                 37,479,754                        10.25                    196,229                 7.774                    78.6                              87.61                     628                    43.05
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.250 - 6.499                                                       282                 53,238,632                        14.56                    188,789                 8.062                   79.68                              87.52                     619                    42.91
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.500 - 6.749                                                       223                 42,804,952                        11.71                    191,950                 8.248                   78.53                              85.66                     616                     43.3
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.750 - 6.999                                                       212                 42,259,928                        11.56                    199,339                 8.269                   79.15                              84.33                     614                    42.75
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.000 - 7.249                                                       184                 35,219,149                         9.63                    191,408                 8.659                   80.53                              85.66                     603                    41.75
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.250 - 7.499                                                       131                 25,542,034                         6.99                    194,977                 8.681                   79.39                              83.55                     594                    43.26
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.500 - 7.749                                                       108                 18,426,951                         5.04                    170,620                 8.796                   79.75                              84.91                     606                    42.87
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.750 - 7.999                                                        91                 17,299,241                         4.73                    190,102                 9.051                   79.45                              84.36                     595                    43.96
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                            1,877                365,539,023                          100                    194,746                 8.171                   78.86                              85.52                     615                    43.02
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Margin (%): 6.455
Minimum Margin (%): 1.700
Maximum Margin (%): 7.990
Standard Deviation Margin (%): 0.773

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

12. Range of Minimum Mortgage Rates (%)

---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Range of Minimum Mortgage Rates (%)                      Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.500 - 4.999                                                         1                    135,685                         0.04                    135,685                  6.75                      80                                100                     703                    47.35
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.000 - 5.499                                                         2                    563,363                         0.15                    281,682                 6.156                   66.86                              66.86                     618                    49.47
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.500 - 5.999                                                        20                  5,259,980                         1.44                    262,999                 6.239                   69.99                              72.28                     683                    42.92
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.000 - 6.499                                                        44                 10,550,491                         2.89                    239,784                 6.543                    72.9                               75.8                     696                     39.9
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.500 - 6.999                                                       123                 29,457,134                         8.06                    239,489                 6.851                   75.88                              82.89                     651                    42.79
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.000 - 7.499                                                       228                 47,490,579                        12.99                    208,292                 7.298                    79.2                              88.87                     640                    43.43
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.500 - 7.999                                                       402                 86,393,818                        23.63                    214,910                 7.789                   78.78                              86.66                     625                    43.16
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.000 - 8.499                                                       313                 57,244,271                        15.66                    182,889                  8.27                   78.63                              86.21                     613                    42.95
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.500 - 8.999                                                       350                 64,449,819                        17.63                    184,142                  8.73                   79.66                               86.3                     600                    43.35
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.000 - 9.499                                                       148                 27,352,650                         7.48                    184,815                 9.241                   81.86                              86.48                     579                    43.43
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.500 - 9.999                                                       136                 22,593,370                         6.18                    166,128                 9.755                   80.73                              82.28                     555                    42.51
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.000 - 10.499                                                      45                  5,888,449                         1.61                    130,854                10.231                   79.81                               81.7                     546                    42.93
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.500 - 10.999                                                      41                  5,659,816                         1.55                    138,044                10.715                   82.09                              83.22                     544                    42.13
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.000 - 11.499                                                       9                  1,387,378                         0.38                    154,153                11.285                   79.76                              81.58                     536                    44.76
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.500 - 11.999                                                       7                    522,028                         0.14                     74,575                11.725                   87.02                              87.02                     559                    32.52
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.000 - 12.499                                                       6                    482,330                         0.13                     80,388                12.153                   81.51                              81.51                     540                     35.5
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.500  greater than or equal to                                      2                    107,860                         0.03                     53,930                13.008                   85.33                              85.33                     533                    30.25
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                            1,877                365,539,023                          100                    194,746                 8.171                   78.86                              85.52                     615                    43.02
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Minimum Rate (%): 8.144
Minimum Minimum Rate (%): 4.750
Maximum Minimum Rate (%): 13.125
Standard Deviation Minimum Rate (%): 1.081

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

13. Range of Maximum Mortgage Rates (%)

---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Range of Maximum Mortgage Rates (%)                      Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.500 - 10.999                                                       1                    116,653                         0.03                    116,653                  7.99                      80                                100                     754                    39.48
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.500 - 11.999                                                       3                    601,600                         0.16                    200,533                 5.895                      80                                100                     730                    45.69
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.000 - 12.499                                                      16                  4,238,349                         1.16                    264,897                 5.803                    65.9                              68.28                     695                    44.36
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.500 - 12.999                                                      49                 11,896,784                         3.25                    242,792                 6.483                   74.58                              79.33                     693                    40.32
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.000 - 13.499                                                     134                 29,722,134                         8.13                    221,807                  6.96                    77.1                              84.91                     658                    43.41
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.500 - 13.999                                                     242                 51,202,529                        14.01                    211,581                 7.385                   79.17                              88.08                     639                    43.48
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14.000 - 14.499                                                     366                 78,261,380                        21.41                    213,829                 7.821                   78.63                              87.22                     624                    43.37
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14.500 - 14.999                                                     305                 57,175,835                        15.64                    187,462                 8.215                   78.64                              85.51                     611                    42.79
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.000 - 15.499                                                     273                 50,602,867                        13.84                    185,358                 8.635                      79                              86.25                     601                    42.84
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.500 - 15.999                                                     216                 40,925,814                         11.2                    189,471                 9.049                   81.16                              84.99                     584                    43.13
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
16.000 - 16.499                                                     114                 18,434,210                         5.04                    161,704                 9.563                   81.22                              83.27                     560                    43.29
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
16.500 - 16.999                                                      79                 12,309,021                         3.37                    155,810                  9.89                   78.99                              81.14                     555                    42.28
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
17.000 - 17.499                                                      34                  5,083,550                         1.39                    149,516                10.469                   81.78                              82.96                     540                    42.24
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
17.500 - 17.999                                                      22                  2,680,657                         0.73                    121,848                10.679                   79.97                              81.79                     542                    41.55
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
18.000 - 18.499                                                       9                  1,359,269                         0.37                    151,030                11.392                   79.76                              81.61                     535                    45.74
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
18.500 - 18.999                                                       7                    522,028                         0.14                     74,575                11.725                   87.02                              87.02                     559                    32.52
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
19.000 - 19.499                                                       5                    298,483                         0.08                     59,697                12.093                   82.44                              82.44                     563                    27.31
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
19.500  greater than or equal to                                      2                    107,860                         0.03                     53,930                13.008                   85.33                              85.33                     533                    30.25
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                            1,877                365,539,023                          100                    194,746                 8.171                   78.86                              85.52                     615                    43.02
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Maximum Rate (%): 14.698
Minimum Maximum Rate (%): 10.990
Maximum Maximum Rate (%): 20.125
Standard Deviation Maximum Rate (%): 1.165

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14. Initial Periodic Cap (%)

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                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Initial Periodic Cap (%)                                 Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                 1                    8                  1,533,240                         0.42                    191,655                 7.479                   77.46                              77.46                     584                    39.72
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                               1.5                  462                 83,782,689                        22.92                    181,348                  8.47                   77.26                               79.6                     588                    41.32
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                 2                    4                    862,037                         0.24                    215,509                 9.041                   79.38                              79.38                     551                    38.88
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                 3                1,323                259,425,731                        70.97                    196,089                 8.178                   79.61                              87.76                     616                     43.7
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                 5                   80                 19,935,326                         5.45                    249,192                 6.831                   75.84                              82.13                     720                    41.76
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                            1,877                365,539,023                          100                    194,746                 8.171                   78.86                              85.52                     615                    43.02
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Initial Cap (%): 2.755
Minimum Initial Cap (%): 1.000
Maximum Initial Cap (%): 5.000
Standard Deviation Initial Cap (%): 0.811

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15. Subsequent Periodic Cap (%)

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                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Subsequent Periodic Cap (%)                              Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                 1                1,395                277,557,305                        75.93                    198,966                 8.073                   79.33                              87.38                     623                    43.57
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                               1.5                  482                 87,981,718                        24.07                    182,535                 8.478                   77.37                              79.64                     588                    41.28
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                            1,877                365,539,023                          100                    194,746                 8.171                   78.86                              85.52                     615                    43.02
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Weighted Average Subsequent Periodic Cap (%): 1.120
Minimum Subsequent Periodic Cap (%): 1.000
Maximum Subsequent Periodic Cap (%): 1.500
Standard Deviation Subsequent Periodic Cap (%): 0.218

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16. Next Rate Adjustment Dates

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                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Next Rate Adjustment Dates                               Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                            Mar-07                    5                  1,082,816                          0.3                    216,563                 7.336                   78.42                              78.42                     578                    38.94
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                            Nov-07                    2                    455,352                         0.12                    227,676                 7.058                   90.28                              96.57                     585                    44.46
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                            Feb-08                    1                     71,728                         0.02                     71,728                  10.4                      75                                 75                     504                    43.44
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                            Apr-08                    2                    201,185                         0.06                    100,592                10.288                   92.55                              92.55                     542                    44.97
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                            Jun-08                    1                    119,750                         0.03                    119,750                 8.895                      80                                100                     617                    40.83
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                            Jul-08                   19                  3,492,647                         0.96                    183,824                 8.491                   81.39                              92.26                     614                    42.98
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                            Aug-08                  261                 52,437,996                        14.35                    200,912                 8.368                   79.41                              86.86                     609                    43.69
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                            Sep-08                1,241                237,329,592                        64.93                    191,241                 8.277                   78.88                              85.43                     604                    43.06
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                            Oct-08                  176                 30,725,943                         8.41                    174,579                 8.052                   80.64                              87.23                     627                    42.61
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                            Nov-08                    3                    484,500                         0.13                    161,500                 7.722                   82.08                              82.08                     622                    46.87
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                            May-09                    1                    272,550                         0.07                    272,550                   8.2                   47.48                              47.48                     518                    49.65
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                            Jun-09                    1                     73,741                         0.02                     73,741                 10.22                     100                                100                     622                    33.51
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                            Jul-09                    2                    555,532                         0.15                    277,766                 8.175                    96.3                               96.3                     671                    51.28
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                            Aug-09                   11                  2,830,903                         0.77                    257,355                 8.086                   72.83                              77.29                     626                     46.8
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                            Sep-09                   34                  7,699,879                         2.11                    226,467                 7.873                   74.98                              80.48                     622                    42.13
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                            Oct-09                    4                    683,465                         0.19                    170,866                 8.517                   82.17                              88.72                     623                    45.36
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                            Aug-11                    2                    654,304                         0.18                    327,152                 7.985                   74.05                              74.05                     625                    36.56
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                            Sep-11                   33                  7,327,367                            2                    222,041                 7.515                   79.15                              87.79                     677                    40.73
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                            Oct-11                    1                     79,448                         0.02                     79,448                 8.125                    74.3                               74.3                     655                    29.12
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                            Jun-16                    1                     87,080                         0.02                     87,080                 8.175                      80                                 95                     699                     46.5
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                            Jul-16                    1                    192,000                         0.05                    192,000                  6.95                      80                                 95                     724                    41.33
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                            Aug-16                   18                  4,446,629                         1.22                    247,035                 6.738                   75.18                              84.56                     727                    40.11
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                            Sep-16                   57                 14,234,617                         3.89                    249,730                 6.869                   75.53                              80.83                     719                    42.58
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                            1,877                365,539,023                          100                    194,746                 8.171                   78.86                              85.52                     615                    43.02
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Next Rate Adjustment Date: March 2009
Minimum Next Rate Adjustment Date: March 2007
Maximum Next Rate Adjustment Date: September 2016

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17. Geograghic Distribution of Mortgaged Properties

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                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Geograghic Distribution of Mortgaged Properties          Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
California                                                          344                 89,855,675                        19.08                    261,208                 7.673                   73.96                              77.21                     626                    42.52
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Florida                                                             313                 51,869,559                        11.01                    165,717                 8.207                   77.76                               82.5                     610                    42.53
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Maryland                                                            185                 35,096,171                         7.45                    189,709                 8.353                   79.22                              86.54                     619                    42.28
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Illinois                                                            224                 34,136,531                         7.25                    152,395                 8.586                   81.44                              90.35                     619                    43.45
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New Jersey                                                          128                 27,506,970                         5.84                    214,898                 8.365                   77.65                               82.1                     613                    45.22
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New York                                                            111                 27,138,502                         5.76                    244,491                 8.006                   74.92                              78.95                     617                    45.16
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Massachusetts                                                       122                 24,041,113                          5.1                    197,058                 8.038                   79.98                              87.25                     628                     44.2
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Washington                                                          119                 20,711,684                          4.4                    174,048                 8.074                   82.45                              89.28                     625                    42.04
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Arizona                                                             128                 20,704,381                          4.4                    161,753                 8.179                   79.31                              85.71                     623                    41.13
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Virginia                                                             93                 16,117,049                         3.42                    173,302                 8.757                    80.3                              86.38                     598                    42.48
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Texas                                                               146                 13,866,233                         2.94                     94,974                  8.64                   82.06                              93.81                     623                    42.04
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Nevada                                                               53                  9,920,532                         2.11                    187,180                 8.204                   81.06                              88.59                     635                    43.24
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Oregon                                                               52                  9,690,433                         2.06                    186,354                 8.023                   80.44                              86.62                     625                    45.14
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Connecticut                                                          52                  9,640,013                         2.05                    185,385                 8.391                   78.76                              82.94                     613                    43.36
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Pennsylvania                                                         60                  9,156,757                         1.94                    152,613                 8.609                   81.67                              86.15                     591                    42.03
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Other                                                               567                 71,546,919                        15.19                    126,185                  8.55                    80.6                              87.34                     611                    41.86
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                            2,697                470,998,522                          100                    174,638                 8.217                   78.49                              84.31                     618                    42.84
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18. Occupancy

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                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Occupancy                                                Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Primary                                                           2,582                451,857,570                        95.94                    175,003                 8.218                    78.5                              84.26                     616                    42.85
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Investment                                                           62                  9,181,960                         1.95                    148,096                 8.472                   74.98                              74.98                     649                       41
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Second Home                                                          53                  9,958,992                         2.11                    187,906                 7.914                   81.41                              94.92                     682                    44.39
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Total:                                                            2,697                470,998,522                          100                    174,638                 8.217                   78.49                              84.31                     618                    42.84
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19. Property Type

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                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Property Type                                            Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Single Family                                                     2,063                357,123,746                        75.82                    173,109                 8.229                   78.21                              83.21                     614                    42.49
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Planned Unit Development                                            277                 51,026,364                        10.83                    184,211                 8.244                   80.06                              87.88                     620                    44.26
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Condominium                                                         245                 36,031,488                         7.65                    147,067                  8.16                   80.08                              90.93                     640                    43.53
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Two-to-Four Family                                                  108                 26,280,179                         5.58                    243,335                 8.077                   77.08                              83.26                     631                    44.11
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Townhouse                                                             4                    536,746                         0.11                    134,187                 8.373                   80.25                              84.66                     627                    38.15
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Total:                                                            2,697                470,998,522                          100                    174,638                 8.217                   78.49                              84.31                     618                    42.84
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20. Loan Purpose

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                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Loan Purpose                                             Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Refinance - Cashout                                               1,592                332,132,849                        70.52                    208,626                 8.134                   76.73                              79.55                     609                    42.26
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Purchase                                                            994                120,260,984                        25.53                    120,987                 8.441                   83.08                              97.56                     641                    44.43
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Refinance - Rate Term                                               111                 18,604,689                         3.95                    167,610                 8.243                    80.3                              83.67                     620                    42.99
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                            2,697                470,998,522                          100                    174,638                 8.217                   78.49                              84.31                     618                    42.84
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21. Documentation Type

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                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Documentation Type                                       Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Full Documentation                                                1,734                293,719,031                        62.36                    169,388                 8.121                   79.17                                 84                     607                     42.9
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Stated Documentation                                                914                168,481,651                        35.77                    184,334                 8.385                   77.27                              84.81                     637                    42.77
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Limited Documentation                                                49                  8,797,840                         1.87                    179,548                 8.177                   79.42                              85.03                     617                    42.24
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                            2,697                470,998,522                          100                    174,638                 8.217                   78.49                              84.31                     618                    42.84
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22. Range of Credit Scores

---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Range of Credit Scores                                   Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
500 - 519                                                            92                 17,176,965                         3.65                    186,706                 9.577                    71.9                               71.9                     509                    42.39
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
520 - 539                                                           141                 26,860,557                          5.7                    190,500                 9.057                   76.64                              76.81                     529                    44.22
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
540 - 559                                                           163                 29,450,963                         6.25                    180,681                 8.836                   78.98                              79.02                     550                    42.58
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
560 - 579                                                           209                 41,738,534                         8.86                    199,706                 8.499                   77.24                              77.86                     569                    41.43
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
580 - 599                                                           362                 61,781,515                        13.12                    170,667                 8.296                    77.3                              82.77                     589                    42.63
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
600 - 619                                                           447                 77,013,402                        16.35                    172,289                 8.141                   78.81                              85.59                     609                     43.7
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
620 - 639                                                           354                 58,771,558                        12.48                    166,021                 8.086                   79.03                              87.98                     630                    42.95
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
640 - 659                                                           364                 59,480,082                        12.63                    163,407                 8.052                   79.62                              87.26                     649                    42.55
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
660 - 679                                                           232                 37,814,323                         8.03                    162,993                 7.891                   81.42                              90.28                     669                     43.4
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
680 - 699                                                           106                 17,649,451                         3.75                    166,504                 7.748                   77.46                              87.74                     689                    42.25
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
700 - 719                                                            98                 17,951,574                         3.81                    183,179                 7.407                    81.5                              89.28                     709                     43.5
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
720 - 739                                                            53                  9,685,437                         2.06                    182,744                 7.468                    77.5                              86.45                     727                    41.94
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
740 - 759                                                            37                  7,036,099                         1.49                    190,165                 7.288                   80.46                              89.99                     749                    41.78
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
760 - 779                                                            24                  5,244,400                         1.11                    218,517                 7.254                   79.77                              86.23                     770                    43.17
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
780 - 799                                                            13                  2,972,297                         0.63                    228,638                 7.154                    77.2                              83.01                     789                    38.83
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
800 - 819                                                             2                    371,364                         0.08                    185,682                 7.134                   75.16                              90.57                     805                    44.26
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                            2,697                470,998,522                          100                    174,638                 8.217                   78.49                              84.31                     618                    42.84
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-zero Weighted Average FICO: 618
Minimum FICO: 500
Maximum FICO: 811
Standard Deviation FICO: 56

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23. Prepayment Penalty Term (months)

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                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Prepayment Penalty Term (months)                         Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
None                                                                969                164,608,379                        34.95                    169,874                 8.469                   79.76                              86.21                     619                    43.92
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                12                   72                 14,893,160                         3.16                    206,849                 8.247                   72.78                              76.94                     622                    42.93
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                18                    4                  1,141,598                         0.24                    285,400                  6.92                   68.05                              70.43                     745                    34.27
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                24                1,237                214,513,986                        45.54                    173,415                 8.196                   79.48                              85.71                     609                    42.54
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                30                    1                    269,452                         0.06                    269,452                  7.99                      75                                 75                     726                    25.27
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                36                  414                 75,571,948                        16.05                    182,541                 7.742                   74.22                              77.88                     639                    41.53
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                            2,697                470,998,522                          100                    174,638                 8.217                   78.49                              84.31                     618                    42.84
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24. Lien Position

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                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Lien Position                                            Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1st Lien                                                          2,393                457,408,421                        97.11                    191,144                 8.127                   77.87                              83.86                     617                     42.8
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2nd Lien                                                            304                 13,590,102                         2.89                     44,704                11.244                   99.56                              99.56                     654                     44.2
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                            2,697                470,998,522                          100                    174,638                 8.217                   78.49                              84.31                     618                    42.84
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                       HSBC
                  HASCO 2006-HE2
             Group II Mortgage Loans

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

Selection Criteria: Group II Mortgage Loans
Table of Contents

1. Summary Statistics (as of the Sample Pool Calculation Date)
2. Product Type
3. Range of Gross Mortgage Rates (%)
4. Range of Cut-off Date Principal Balances ($)
5. Range of Original Principal Balances ($)
6. Range of Stated Remaining Terms (months)
7. Stated Original Term (months)
8. Range of Original LTV Ratios (%)
9. Range of Original Combined LTV Ratios (%)
10. Range of Debt Ratio
11. Range of Gross Margins (%)
12. Range of Minimum Mortgage Rates (%)
13. Range of Maximum Mortgage Rates (%)
14. Initial Periodic Cap (%)
15. Subsequent Periodic Cap (%)
16. Next Rate Adjustment Dates
17. Geograghic Distribution of Mortgaged Properties
18. Occupancy
19. Property Type
20. Loan Purpose
21. Documentation Type
22. Range of Credit Scores
23. Prepayment Penalty Term (months)
24. Lien Position


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

1. Summary Statistics (as of the Sample Pool Calculation Date)

Aggregate Principal Balance: $1,053,636,056.38
Number of Mortgage Loans: 4,604
Average Principal Balance: $228,852.31
Aggregate Principal Balance (Fixed Rate): $224,537,464.12
Aggregate Principal Balance (Adjustable Rate): $829,098,592.26
% Fixed Rate Mortgages: 21.31%
% Adjustable Rate Mortgages: 78.69%
Weighted Average Current Mortgage Rate: 8.228%
Non-zero Weighted Average Credit Score: 640
Weighted Average Original LTV: 81.56%
Weighted Average Original Combined LTV: 91.44%
Non-zero Weighted Average Debt Ratio: 41.90
Weighted Average Stated Remaining Term: 359
Weighted Average Stated Original Term: 361
Weighted Average Months to Roll: 30
Weighted Average Margin: 6.677%
Weighted Average Initial Rate Cap: 2.828%
Weighted Average Periodic Rate Cap: 1.116%
Weighted Average Maximum Rate: 14.623%
Weighted Average Minimum Rate: 8.084%
% Second Lien: 6.89%
% Silent & Simultaneous Seconds: 50.73%
% California Loans: 41.05%

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2. Product Type

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                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Product Type                                             Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15 Year Fixed                                                        18                  2,668,683                         0.25                    148,260                 8.266                   72.86                              74.25                     631                    38.77
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
20 Year Fixed                                                         2                    217,905                         0.02                    108,952                 7.528                   81.43                              81.43                     685                    39.95
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
25 Year Fixed                                                         1                    284,694                         0.03                    284,694                 7.875                   89.62                              89.62                     666                    46.08
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30 Year Fixed                                                       949                133,108,361                        12.63                    140,262                 8.761                   82.86                              85.08                     653                    40.49
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40 Year Fixed                                                        58                 16,965,452                         1.61                    292,508                 7.362                   73.46                              74.99                     663                    43.52
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30 Year Fixed 5 Year Interest Only                                   49                 15,034,885                         1.43                    306,834                 6.917                   73.82                              75.69                     669                    40.11
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30 Year Fixed 10 Year Interest Only                                  18                  5,141,900                         0.49                    285,661                 7.224                   81.19                              87.74                     651                    42.05
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15/30 Year Fixed (Balloon)                                          390                 29,366,875                         2.79                     75,300                  11.1                   99.23                              99.23                     655                    42.42
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30/40 Year Fixed (Balloon)                                           34                 11,224,381                         1.07                    330,129                 7.479                   77.99                              89.22                     651                    43.35
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30/50 Year Fixed (Balloon)                                           30                 10,524,328                            1                    350,811                 7.704                   79.82                              90.06                     646                    40.43
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
ARM 30 Year                                                           8                  1,659,284                         0.16                    207,410                 8.506                   84.76                              87.07                     606                    39.09
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2/28 ARM                                                          1,088                215,039,585                        20.41                    197,647                 8.725                   82.09                              90.14                     614                    40.59
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2/38 ARM - 40 Year                                                  113                 36,902,215                          3.5                    326,568                 8.691                    81.2                              87.73                     601                    43.22
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2/28 ARM 5 Year Interest Only                                       531                150,941,742                        14.33                    284,259                 7.865                    81.2                              91.81                     642                    41.64
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2/28 ARM 10 Year Interest Only                                       14                  4,068,392                         0.39                    290,599                 7.475                   78.86                               97.2                     680                    38.39
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3/27 ARM                                                             29                  5,930,142                         0.56                    204,488                 8.626                   83.99                              92.07                     640                    41.25
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3/27 ARM 5 Year Interest Only                                        30                  8,978,423                         0.85                    299,281                 7.961                   80.62                              88.01                     645                    43.03
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3/27 ARM 10 Year Interest Only                                        4                  1,383,500                         0.13                    345,875                 6.906                   83.52                              94.97                     720                     32.7
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5/25 ARM                                                             15                  4,168,625                          0.4                    277,908                 7.575                   75.89                              84.24                     675                    41.96
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5/35 ARM - 40 Year                                                    8                  3,267,630                         0.31                    408,454                 7.813                   82.48                              82.48                     629                    38.93
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5/25 ARM 5 Year Interest Only                                        22                  7,518,400                         0.71                    341,745                 7.383                   82.14                              93.48                     660                    40.18
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5/25 ARM 10 Year Interest Only                                        9                  3,440,600                         0.33                    382,289                 7.143                   80.96                              93.13                     685                    33.85
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10/20 ARM                                                            18                  5,694,487                         0.54                    316,360                 7.118                   79.26                              90.99                     710                    38.57
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10/20 ARM 5 Year Interest Only                                        3                  1,130,585                         0.11                    376,862                 6.783                      80                                100                     681                    42.72
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10/20 ARM 10 Year Interest Only                                      80                 35,364,514                         3.36                    442,056                 6.642                   77.04                              85.27                     722                     38.1
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10/1 ARM 10 Year Interest Only                                        2                    598,400                         0.06                    299,200                 7.067                      80                                100                     755                     35.5
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30/40 Year ARM 2/28 (Balloon)                                       642                189,313,489                        17.97                    294,881                 8.124                   80.91                              96.28                     632                    43.55
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30/40 Year ARM 3/27 (Balloon)                                        24                  7,984,881                         0.76                    332,703                 7.912                   81.06                               94.4                     649                    40.41
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30/40 Year ARM 5/25 (Balloon)                                         7                  2,485,244                         0.24                    355,035                 7.254                   81.69                              97.35                     707                    38.58
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30/40 Year ARM 10/20 (Balloon)                                       27                 11,095,925                         1.05                    410,960                  7.28                    79.5                              92.86                     720                    45.82
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30/50 Year ARM 2/28 (Balloon)                                       344                117,780,700                        11.18                    342,386                 7.873                   81.02                              98.29                     636                     44.9
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30/50 Year ARM 3/27 (Balloon)                                         8                  3,274,669                         0.31                    409,334                  8.24                   85.73                              96.98                     629                    40.98
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30/50 Year ARM 5/25 (Balloon)                                        13                  5,565,445                         0.53                    428,111                 7.297                   80.02                              94.02                     676                    40.38
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30/50 Year ARM 10/20 (Balloon)                                       16                  5,511,715                         0.52                    344,482                 7.166                   80.44                              99.21                     714                    42.33
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                            4,604              1,053,636,056                          100                    228,852                 8.228                   81.56                              91.44                     640                     41.9
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3. Range of Gross Mortgage Rates (%)

---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Range of Gross Mortgage Rates (%)                        Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.500 - 5.999                                                        18                  8,656,315                         0.82                    480,906                  5.78                   75.63                              79.66                     735                    34.11
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.000 - 6.499                                                       137                 54,337,858                         5.16                    396,627                 6.273                   74.54                              80.23                     690                    40.28
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.500 - 6.999                                                       356                125,229,524                        11.89                    351,768                 6.771                   77.83                               88.9                     676                    41.46
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.000 - 7.499                                                       396                124,932,909                        11.86                    315,487                 7.263                   79.23                              91.35                     650                    42.47
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.500 - 7.999                                                       783                220,964,555                        20.97                    282,202                 7.753                   79.84                              92.72                     642                    42.38
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.000 - 8.499                                                       510                130,475,003                        12.38                    255,833                 8.262                    80.5                              92.63                     632                    42.34
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.500 - 8.999                                                       639                152,867,395                        14.51                    239,229                 8.745                   81.89                              92.81                     624                    41.47
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.000 - 9.499                                                       374                 70,280,417                         6.67                    187,916                 9.242                   82.63                              90.38                     603                    42.69
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.500 - 9.999                                                       377                 69,473,138                         6.59                    184,279                 9.734                   85.44                              91.47                     606                    41.56
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.000 - 10.499                                                     137                 19,669,446                         1.87                    143,573                10.238                   89.43                              92.24                     611                    41.89
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.500 - 10.999                                                     341                 33,447,399                         3.17                     98,086                10.762                   95.11                              95.99                     638                    40.95
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.000 - 11.499                                                     255                 22,961,377                         2.18                     90,045                11.225                   97.18                              98.08                     638                    43.55
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.500 - 11.999                                                      87                  7,239,038                         0.69                     83,207                11.777                    97.4                               97.4                     633                    41.53
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.000 - 12.499                                                      86                  5,565,342                         0.53                     64,713                12.235                   98.69                               98.9                     632                    42.31
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.500 - 12.999                                                     104                  7,053,054                         0.67                     67,818                12.716                   99.67                              99.67                     633                    43.11
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.000 - 13.499                                                       1                     72,870                         0.01                     72,870                 13.43                     100                                100                     601                    30.92
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.500 - 13.999                                                       1                     28,788                            0                     28,788                  13.5                     100                                100                     602                    36.89
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14.500  greater than or equal to                                      2                    381,630                         0.04                    190,815                14.649                   98.05                              98.05                     656                    32.79
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                            4,604              1,053,636,056                          100                    228,852                 8.228                   81.56                              91.44                     640                     41.9
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Gross Mortgage Rate (%): 8.228
Minimum Gross Mortgage Rate (%): 5.500
Maximum Gross Mortgage Rate (%): 14.750
Standard Deviation Gross Mortgage Rate (%): 1.587

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4. Range of Cut-off Date Principal Balances ($)

---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Range of Cut-off Date Principal Balances ($)             Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0.01 - 50,000.00                                                    227                  8,850,731                         0.84                     38,990                11.175                    97.6                               97.6                     641                    38.93
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50,000.01 - 100,000.00                                              908                 68,060,671                         6.46                     74,957                10.332                   91.38                               94.8                     637                    40.18
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
100,000.01 - 150,000.00                                             741                 92,615,967                         8.79                    124,988                 9.148                   84.48                              92.01                     627                    39.94
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
150,000.01 - 200,000.00                                             571                100,522,957                         9.54                    176,047                 8.409                   80.95                              91.15                     631                    40.85
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
200,000.01 - 250,000.00                                             488                109,610,809                         10.4                    224,612                  8.18                   80.52                              91.81                     626                    42.01
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
250,000.01 - 300,000.00                                             396                108,743,239                        10.32                    274,604                  8.06                   80.29                              92.01                     640                    42.14
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
300,000.01 - 350,000.00                                             318                102,920,157                         9.77                    323,648                 7.807                   80.62                              93.79                     643                    42.92
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
350,000.01 - 400,000.00                                             260                 97,223,764                         9.23                    373,938                 7.822                   80.53                              94.43                     648                    43.05
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
400,000.01 - 450,000.00                                             192                 82,210,337                          7.8                    428,179                 7.805                   79.65                               89.9                     642                     43.3
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
450,000.01 - 500,000.00                                             182                 86,479,203                         8.21                    475,160                 7.741                   79.87                               89.9                     647                    42.44
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
500,000.01 - 550,000.00                                             114                 60,034,451                          5.7                    526,618                 7.932                    81.2                              90.79                     648                    43.89
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
550,000.01 - 600,000.00                                              83                 47,635,480                         4.52                    573,921                 7.613                   80.89                              89.14                     655                    42.28
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
600,000.01 - 650,000.00                                              39                 24,301,169                         2.31                    623,107                 7.985                   80.49                              89.21                     646                    42.36
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
650,000.01 - 700,000.00                                              35                 23,866,463                         2.27                    681,899                 7.851                   79.28                              87.21                     651                    40.96
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
700,000.01 - 750,000.00                                              18                 13,072,203                         1.24                    726,233                 7.418                   79.38                              83.01                     665                    38.28
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
750,000.01 - 800,000.00                                              14                 10,878,240                         1.03                    777,017                 8.081                   80.83                              87.91                     640                    42.18
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
800,000.01 - 850,000.00                                               9                  7,504,811                         0.71                    833,868                 7.605                   73.72                              75.26                     638                    40.08
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
850,000.01 - 900,000.00                                               1                    859,000                         0.08                    859,000                   6.5                   71.58                              71.58                     677                    31.51
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
900,000.01 - 950,000.00                                               5                  4,644,436                         0.44                    928,887                 7.012                   78.93                              82.17                     672                    34.93
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1,000,000.01  greater than or equal to                                3                  3,601,969                         0.34                  1,200,656                 7.132                   75.74                              78.78                     698                    37.82
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                            4,604              1,053,636,056                          100                    228,852                 8.228                   81.56                              91.44                     640                     41.9
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Average Cut-off Date Principal Balance ($): 228,852.31
Minimum Cut-off Date Principal Balance ($): 24,982.06
Maximum Cut-off Date Principal Balance ($): 1,498,645.98
Standard Deviation Cut-off Date Principal Balance ($): 160,825.20

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5. Range of Original Principal Balances ($)

---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Range of Original Principal Balances ($)                 Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0.01 - 50,000.00                                                    227                  8,850,731                         0.84                     38,990                11.175                    97.6                               97.6                     641                    38.93
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50,000.01 - 100,000.00                                              907                 67,961,189                         6.45                     74,930                10.331                   91.37                              94.79                     637                    40.22
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
100,000.01 - 150,000.00                                             741                 92,565,724                         8.79                    124,920                 9.151                    84.5                              92.01                     628                    39.91
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
150,000.01 - 200,000.00                                             571                100,472,733                         9.54                    175,959                  8.41                   80.97                              91.21                     631                    40.85
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
200,000.01 - 250,000.00                                             488                109,560,814                         10.4                    224,510                 8.182                   80.51                               91.8                     626                    42.01
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
250,000.01 - 300,000.00                                             397                108,993,182                        10.34                    274,542                 8.059                   80.28                              91.97                     639                    42.14
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
300,000.01 - 350,000.00                                             318                102,920,157                         9.77                    323,648                 7.807                   80.62                              93.79                     643                    42.92
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
350,000.01 - 400,000.00                                             260                 97,223,764                         9.23                    373,938                 7.822                   80.53                              94.43                     648                    43.05
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
400,000.01 - 450,000.00                                             191                 81,760,455                         7.76                    428,065                 7.815                   79.65                              89.84                     643                    43.29
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
450,000.01 - 500,000.00                                             183                 86,929,085                         8.25                    475,022                 7.733                   79.87                              89.95                     647                    42.46
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
500,000.01 - 550,000.00                                             113                 59,485,309                         5.65                    526,419                 7.946                   81.21                              90.89                     647                    43.97
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
550,000.01 - 600,000.00                                              84                 48,184,621                         4.57                    573,626                 7.599                   80.88                              89.04                     656                     42.2
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
600,000.01 - 650,000.00                                              39                 24,301,169                         2.31                    623,107                 7.985                   80.49                              89.21                     646                    42.36
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
650,000.01 - 700,000.00                                              35                 23,866,463                         2.27                    681,899                 7.851                   79.28                              87.21                     651                    40.96
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
700,000.01 - 750,000.00                                              18                 13,072,203                         1.24                    726,233                 7.418                   79.38                              83.01                     665                    38.28
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
750,000.01 - 800,000.00                                              14                 10,878,240                         1.03                    777,017                 8.081                   80.83                              87.91                     640                    42.18
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
800,000.01 - 850,000.00                                               9                  7,504,811                         0.71                    833,868                 7.605                   73.72                              75.26                     638                    40.08
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
850,000.01 - 900,000.00                                               1                    859,000                         0.08                    859,000                   6.5                   71.58                              71.58                     677                    31.51
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
900,000.01 - 950,000.00                                               5                  4,644,436                         0.44                    928,887                 7.012                   78.93                              82.17                     672                    34.93
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1,000,000.01  greater than or equal to                                3                  3,601,969                         0.34                  1,200,656                 7.132                   75.74                              78.78                     698                    37.82
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                            4,604              1,053,636,056                          100                    228,852                 8.228                   81.56                              91.44                     640                     41.9
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Average Orig Balance ($): 229,020.29
Minimum Orig Balance ($): 25,000.00
Maximum Orig Balance ($): 1,500,000.00
Standard Deviation Orig Balance ($): 160,935.78

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6. Range of Stated Remaining Terms (months)

---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Range of Stated Remaining Terms (months)                 Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
161 - 170                                                             1                     40,618                            0                     40,618                  9.75                     100                                100                     642                    47.11
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
171 - 180                                                           407                 31,994,940                         3.04                     78,612                10.865                   97.03                              97.15                     653                    42.11
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
231 - 240                                                             2                    217,905                         0.02                    108,952                 7.528                   81.43                              81.43                     685                    39.95
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
291 - 300                                                             1                    284,694                         0.03                    284,694                 7.875                   89.62                              89.62                     666                    46.08
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
341 - 350                                                             3                    466,485                         0.04                    155,495                 7.442                      80                                100                     609                    45.76
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
351 - 360                                                         4,011                963,496,118                        91.44                    240,213                  8.14                   81.19                              91.71                     641                    41.82
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
361  greater than or equal to                                       179                 57,135,297                         5.42                    319,192                 8.246                   78.98                              83.65                     621                    43.07
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                            4,604              1,053,636,056                          100                    228,852                 8.228                   81.56                              91.44                     640                     41.9
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Remaining Term: 359
Minimum Remaining Term: 166
Maximum Remaining Term: 479
Standard Deviation Remaining Term: 58

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

7. Stated Original Term (months)

---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Stated Original Term (months)                            Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
180                                                                 408                 32,035,558                         3.04                     78,519                10.864                   97.04                              97.15                     653                    42.11
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
240                                                                   2                    217,905                         0.02                    108,952                 7.528                   81.43                              81.43                     685                    39.95
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
300                                                                   1                    284,694                         0.03                    284,694                 7.875                   89.62                              89.62                     666                    46.08
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
360                                                               4,014                963,962,603                        91.49                    240,150                 8.139                   81.19                              91.72                     641                    41.82
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
480                                                                 179                 57,135,297                         5.42                    319,192                 8.246                   78.98                              83.65                     621                    43.07
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                            4,604              1,053,636,056                          100                    228,852                 8.228                   81.56                              91.44                     640                     41.9
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Original Term: 361
Minimum Original Term: 180
Maximum Original Term: 480
Standard Deviation Original Term: 58

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

8. Range of Original LTV Ratios (%)

---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Range of Original LTV Ratios (%)                         Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
 less than or equal to  30.00                                         9                    827,091                         0.08                     91,899                 8.657                   23.95                              30.48                     582                    35.87
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30.01 - 35.00                                                         7                  1,111,089                         0.11                    158,727                 7.327                   32.79                              34.04                     632                     31.5
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
35.01 - 40.00                                                        11                  2,450,054                         0.23                    222,732                 6.733                   36.89                              36.89                     687                     41.4
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40.01 - 45.00                                                         9                  2,069,300                          0.2                    229,922                 7.169                   43.89                              43.89                     647                    34.38
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
45.01 - 50.00                                                        22                  4,792,714                         0.45                    217,851                  7.72                   48.21                              48.21                     633                     39.3
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50.01 - 55.00                                                        24                  6,817,818                         0.65                    284,076                 7.038                   53.07                              53.89                     653                    41.06
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
55.01 - 60.00                                                        41                 10,757,818                         1.02                    262,386                 7.512                   57.97                              59.04                     618                     37.6
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
60.01 - 65.00                                                        63                 14,902,385                         1.41                    236,546                 7.377                   63.02                              63.02                     629                    40.34
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
65.01 - 70.00                                                       122                 35,502,473                         3.37                    291,004                 7.574                   68.48                              68.94                     630                    39.99
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
70.01 - 75.00                                                       161                 46,649,848                         4.43                    289,751                 7.745                   73.64                              75.14                     619                    41.03
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
75.01 - 80.00                                                     2,285                622,096,879                        59.04                    272,252                 7.913                   79.88                              96.39                     647                    42.43
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
80.01 - 85.00                                                       295                 81,525,788                         7.74                    276,359                 8.068                   84.12                              84.28                     617                    40.43
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
85.01 - 90.00                                                       428                101,397,250                         9.62                    236,909                  8.71                   89.66                              89.82                     626                    41.73
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
90.01 - 95.00                                                       196                 46,674,979                         4.43                    238,138                 9.024                   94.78                              94.92                     619                    41.82
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
95.01 - 100.00                                                      931                 76,060,570                         7.22                     81,698                10.933                   99.98                              99.98                     662                     42.4
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                            4,604              1,053,636,056                          100                    228,852                 8.228                   81.56                              91.44                     640                     41.9
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Original LTV (%): 81.56
Minimum Original LTV (%): 8.50
Maximum Original LTV (%): 100.00
Standard Deviation Original LTV (%): 11.02

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

9. Range of Original Combined LTV Ratios (%)

---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Range of Original Combined LTV Ratios (%)                Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
 less than or equal to  30.00                                         8                    743,500                         0.07                     92,937                  8.65                    23.3                               23.3                     578                    35.04
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30.01 - 35.00                                                         6                    862,726                         0.08                    143,788                 7.536                   32.64                              32.64                     634                    28.17
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
35.01 - 40.00                                                        12                  2,698,417                         0.26                    224,868                  6.72                   36.56                              37.08                     681                    41.55
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40.01 - 45.00                                                         9                  2,069,300                          0.2                    229,922                 7.169                   43.89                              43.89                     647                    34.38
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
45.01 - 50.00                                                        22                  4,792,714                         0.45                    217,851                  7.72                   48.21                              48.21                     633                     39.3
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50.01 - 55.00                                                        22                  6,332,992                          0.6                    287,863                 7.029                   53.05                              53.05                     654                    40.92
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
55.01 - 60.00                                                        41                 10,043,965                         0.95                    244,975                  7.43                   57.92                              57.99                     619                    37.33
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
60.01 - 65.00                                                        63                 14,902,385                         1.41                    236,546                 7.377                   63.02                              63.02                     629                    40.34
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
65.01 - 70.00                                                       121                 35,154,703                         3.34                    290,535                 7.579                   68.31                              68.45                     629                     40.1
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
70.01 - 75.00                                                       149                 44,617,251                         4.23                    299,445                 7.759                   73.24                               73.5                     618                    40.72
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
75.01 - 80.00                                                       348                 97,510,658                         9.25                    280,203                 7.858                   79.33                              79.33                     626                    40.49
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
80.01 - 85.00                                                       292                 81,095,217                          7.7                    277,723                 8.059                   84.06                              84.11                     617                    40.38
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
85.01 - 90.00                                                       441                110,211,522                        10.46                    249,913                 8.592                   88.63                              89.63                     630                    41.63
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
90.01 - 95.00                                                       268                 65,652,484                         6.23                    244,972                 8.725                   90.38                               94.8                     627                    41.61
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
95.01 - 100.00                                                    2,802                576,948,222                        54.76                    205,906                 8.328                   82.65                              99.97                     653                    42.84
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                            4,604              1,053,636,056                          100                    228,852                 8.228                   81.56                              91.44                     640                     41.9
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Original Combined LTV (%): 91.44
Minimum Original Combined LTV (%): 8.50
Maximum Original Combined LTV (%): 100.00
Standard Deviation Original Combined LTV (%): 12.03

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10. Range of Debt Ratio

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                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Range of Debt Ratio                                      Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0.01 - 30.00                                                        508                 99,940,383                         9.49                    196,733                 8.031                    79.9                               86.2                     642                    22.96
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30.01 - 35.00                                                       411                 80,167,848                         7.61                    195,056                 8.288                   80.84                               89.1                     642                    32.88
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
35.01 - 40.00                                                       730                160,231,408                        15.21                    219,495                 8.275                   82.04                              91.46                     642                    37.67
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40.01 - 45.00                                                     1,174                275,928,166                        26.19                    235,033                 8.174                   81.28                               92.4                     646                    42.71
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
45.01 - 50.00                                                     1,430                341,943,502                        32.45                    239,121                 8.343                   82.41                              93.46                     637                    47.85
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50.01 - 55.00                                                       332                 89,958,049                         8.54                    270,958                 8.062                   80.76                              88.71                     626                    52.54
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
55.01 greater than or equal to                                       19                  5,466,700                         0.52                    287,721                 7.751                    81.6                              91.41                     626                    55.95
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                            4,604              1,053,636,056                          100                    228,852                 8.228                   81.56                              91.44                     640                     41.9
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-zero Weighted Average DTI: 41.90
Minimum DTI: 2.18
Maximum DTI: 57.73
Standard Deviation DTI: 8.70

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11. Range of Gross Margins (%)

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                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Range of Gross Margins (%)                               Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2.750 - 2.999                                                         5                  1,369,851                         0.17                    273,970                 7.671                      80                                100                     709                    42.87
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3.000 - 3.249                                                         1                    239,653                         0.03                    239,653                  7.65                      80                                100                     629                    35.91
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3.250 - 3.499                                                         4                  1,451,602                         0.18                    362,901                 8.088                      80                              97.63                     623                    49.05
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3.500 - 3.749                                                         1                    142,415                         0.02                    142,415                  7.65                      80                                 80                     553                    30.57
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3.750 - 3.999                                                         1                    110,463                         0.01                    110,463                  7.85                      80                                100                     623                    48.77
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.250 - 4.499                                                         3                    800,445                          0.1                    266,815                  7.24                   87.19                              87.19                     643                    38.97
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.500 - 4.749                                                         4                    838,590                          0.1                    209,647                 7.529                   80.58                              93.46                     669                    32.64
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.750 - 4.999                                                         9                  2,321,434                         0.28                    257,937                 7.327                   83.29                              91.21                     651                    41.14
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.000 - 5.249                                                        45                 16,153,763                         1.95                    358,973                 6.917                   75.38                              83.45                     680                    36.96
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.250 - 5.499                                                       139                 44,105,851                         5.32                    317,308                 7.238                      80                               92.9                     658                     41.9
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.500 - 5.749                                                       165                 48,602,443                         5.86                    294,560                 7.404                   80.68                              94.27                     640                    41.76
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.750 - 5.999                                                       189                 57,019,628                         6.88                    301,691                 7.509                   79.85                              92.43                     652                    42.95
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.000 - 6.249                                                       342                104,844,423                        12.65                    306,563                 7.595                   79.79                              94.59                     646                    43.21
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.250 - 6.499                                                       346                 99,098,758                        11.95                    286,413                 7.791                   80.37                              94.46                     641                    42.32
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.500 - 6.749                                                       367                101,065,325                        12.19                    275,382                 7.951                   80.69                              93.53                     637                    42.55
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.750 - 6.999                                                       231                 75,169,859                         9.07                    325,411                 8.187                   80.64                              91.15                     631                    41.85
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.000 - 7.249                                                       214                 60,211,433                         7.26                    281,362                 8.395                   82.17                              94.38                     640                    42.48
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.250 - 7.499                                                       156                 43,839,615                         5.29                    281,023                 8.538                   82.54                              93.88                     628                    40.92
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.500 - 7.749                                                       177                 41,378,096                         4.99                    233,775                 8.706                   82.94                              93.79                     636                    41.34
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.750 - 7.999                                                       166                 38,933,543                          4.7                    234,539                 8.984                   83.25                              92.22                     621                    41.27
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.000 - 8.249                                                       322                 60,553,136                          7.3                    188,053                 9.295                   82.74                              88.71                     597                    42.22
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.250 - 8.499                                                        47                  9,225,949                         1.11                    196,297                 9.414                   83.75                              90.84                     602                    42.84
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.500 - 8.749                                                        30                  7,403,403                         0.89                    246,780                  9.55                   85.31                              93.77                     640                    42.62
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.750 - 8.999                                                        28                  5,416,383                         0.65                    193,442                 9.893                   85.48                              93.07                     620                    40.84
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.000 - 9.249                                                        13                  1,468,300                         0.18                    112,946                 9.943                   88.92                              91.24                     598                     36.7
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.250 - 9.499                                                        12                  3,120,702                         0.38                    260,059                10.685                   88.09                              93.09                     617                    42.35
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.500 - 9.749                                                        14                  1,588,688                         0.19                    113,478                10.584                   88.87                              91.61                     577                    42.28
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.750 - 9.999                                                         9                  1,001,040                         0.12                    111,227                10.818                   87.33                              90.09                     574                    41.24
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.000 - 10.249                                                       4                    334,209                         0.04                     83,552                11.058                   91.68                              95.52                     643                    43.83
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.250 - 10.499                                                       2                    106,418                         0.01                     53,209                11.314                      75                               86.8                     552                    34.57
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.750  greater than or equal to                                      9                  1,183,174                         0.14                    131,464                11.736                   93.19                               94.2                     573                     41.2
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                            3,055                829,098,592                          100                    271,391                 8.105                   81.13                              92.94                     636                    42.11
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Margin (%): 6.677
Minimum Margin (%): 2.750
Maximum Margin (%): 12.430
Standard Deviation Margin (%): 1.005

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12. Range of Minimum Mortgage Rates (%)

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                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Range of Minimum Mortgage Rates (%)                      Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
 less than or equal to  4.499                                         2                    598,400                         0.07                    299,200                 7.067                      80                                100                     755                     35.5
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.000 - 5.499                                                         1                    184,990                         0.02                    184,990                  9.99                      95                                 95                     567                    44.37
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.500 - 5.999                                                        21                  9,413,673                         1.14                    448,270                 6.115                   76.14                              80.29                     726                    35.63
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.000 - 6.499                                                        98                 39,144,427                         4.72                    399,433                  6.36                   77.22                               85.4                     683                    41.01
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.500 - 6.999                                                       258                 90,851,647                        10.96                    352,138                 6.838                   79.67                              93.51                     673                    41.42
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.000 - 7.499                                                       318                 99,683,424                        12.02                    313,470                 7.292                   79.94                              94.45                     653                    42.67
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.500 - 7.999                                                       656                189,257,926                        22.83                    288,503                 7.764                    80.6                              94.73                     642                    42.72
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.000 - 8.499                                                       423                111,854,582                        13.49                    264,432                 8.261                   81.02                              94.46                     631                    42.63
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.500 - 8.999                                                       540                138,720,085                        16.73                    256,889                 8.746                   82.04                              93.31                     623                    41.87
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.000 - 9.499                                                       300                 61,933,759                         7.47                    206,446                  9.24                   82.22                              90.31                     597                    42.96
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.500 - 9.999                                                       254                 57,201,914                          6.9                    225,204                 9.725                   84.14                              90.71                     598                    41.73
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.000 - 10.499                                                      71                 13,358,648                         1.61                    188,150                10.242                   86.99                              90.93                     590                    42.09
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.500 - 10.999                                                      68                 10,398,212                         1.25                    152,915                10.668                   87.17                              90.02                     575                    38.79
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.000 - 11.499                                                      23                  3,258,228                         0.39                    141,662                11.238                   85.38                              90.88                     582                    41.15
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.500 - 11.999                                                      10                  1,798,975                         0.22                    179,898                11.691                    90.1                               90.1                     578                    35.97
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.000 - 12.499                                                       8                    926,733                         0.11                    115,842                12.108                   94.05                              95.34                     629                    42.89
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.500  greater than or equal to                                      4                    512,970                         0.06                    128,243                14.252                   98.55                              98.55                     643                    33.01
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                            3,055                829,098,592                          100                    271,391                 8.105                   81.13                              92.94                     636                    42.11
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Minimum Rate (%): 8.084
Minimum Minimum Rate (%): 2.750
Maximum Minimum Rate (%): 14.750
Standard Deviation Minimum Rate (%): 1.129

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13. Range of Maximum Mortgage Rates (%)

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                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Range of Maximum Mortgage Rates (%)                      Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.500 - 11.999                                                       2                    893,200                         0.11                    446,600                 6.301                   85.44                              94.56                     723                    37.93
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.000 - 12.499                                                      25                 10,474,026                         1.26                    418,961                 5.978                   76.52                              80.78                     724                    35.53
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.500 - 12.999                                                     107                 36,904,616                         4.45                    344,903                 6.408                   77.82                              87.12                     689                    40.27
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.000 - 13.499                                                     257                 88,826,830                        10.71                    345,630                 6.832                   79.87                              94.62                     675                    41.33
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.500 - 13.999                                                     382                112,161,827                        13.53                    293,617                 7.377                   80.44                              93.51                     652                    43.09
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14.000 - 14.499                                                     552                163,244,193                        19.69                    295,732                 7.759                   80.36                               95.5                     641                    43.15
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14.500 - 14.999                                                     497                132,139,757                        15.94                    265,875                 8.277                   80.97                              92.36                     629                    42.03
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.000 - 15.499                                                     449                114,540,995                        13.82                    255,102                 8.709                   81.57                              93.55                     618                    42.29
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.500 - 15.999                                                     340                 78,110,090                         9.42                    229,736                 9.113                   82.46                              91.02                     610                    41.92
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
16.000 - 16.499                                                     211                 47,433,262                         5.72                    224,802                 9.533                   83.01                              91.17                     595                    42.63
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
16.500 - 16.999                                                      99                 22,493,850                         2.71                    227,211                  9.87                   86.02                              91.99                     609                    40.01
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
17.000 - 17.499                                                      49                  8,804,352                         1.06                    179,681                10.355                   86.69                              91.16                     588                    41.71
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
17.500 - 17.999                                                      52                  7,801,297                         0.94                    150,025                10.695                   87.98                              91.16                     576                    39.16
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
18.000 - 18.499                                                      13                  2,372,071                         0.29                    182,467                11.253                   86.04                              93.59                     607                    42.75
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
18.500 - 18.999                                                       8                  1,458,523                         0.18                    182,315                11.721                   89.24                              89.24                     566                     34.1
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
19.000 - 19.499                                                       8                    926,733                         0.11                    115,842                12.108                   94.05                              95.34                     629                    42.89
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
19.500  greater than or equal to                                      4                    512,970                         0.06                    128,243                14.252                   98.55                              98.55                     643                    33.01
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                            3,055                829,098,592                          100                    271,391                 8.105                   81.13                              92.94                     636                    42.11
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Maximum Rate (%): 14.623
Minimum Maximum Rate (%): 11.820
Maximum Maximum Rate (%): 21.750
Standard Deviation Maximum Rate (%): 1.187

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

14. Initial Periodic Cap (%)

---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Initial Periodic Cap (%)                                 Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1                                                                    13                  2,544,316                         0.31                    195,717                  8.56                   84.04                              88.68                     610                    37.68
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.5                                                                 717                182,034,296                        21.96                    253,883                 8.545                   81.34                              89.09                     618                    41.39
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2                                                                     6                  1,408,772                         0.17                    234,795                 8.075                   83.17                              92.96                     623                    43.91
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2.46                                                                  1                    273,182                         0.03                    273,182                  7.82                      80                                 95                     637                    50.08
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3                                                                 2,147                574,315,695                        69.27                    267,497                 8.107                   81.35                              94.58                     633                    42.63
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4                                                                     1                    235,806                         0.03                    235,806                 8.375                      75                                 75                     582                    36.79
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5                                                                   170                 68,286,526                         8.24                    401,685                   6.9                   78.55                              89.58                     714                     39.8
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                            3,055                829,098,592                          100                    271,391                 8.105                   81.13                              92.94                     636                    42.11
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Initial Cap (%): 2.828
Minimum Initial Cap (%): 1.000
Maximum Initial Cap (%): 5.000
Standard Deviation Initial Cap (%): 0.841

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

15. Subsequent Periodic Cap (%)

---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Subsequent Periodic Cap (%)                              Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1                                                                 2,309                637,999,604                        76.95                    276,310                 7.987                   81.08                              94.17                     642                    42.36
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.5                                                                 743                190,264,782                        22.95                    256,076                 8.504                   81.29                              88.79                     618                    41.31
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2                                                                     2                    598,400                         0.07                    299,200                 7.067                      80                                100                     755                     35.5
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2.5                                                                   1                    235,806                         0.03                    235,806                 8.375                      75                                 75                     582                    36.79
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                            3,055                829,098,592                          100                    271,391                 8.105                   81.13                              92.94                     636                    42.11
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Subsequent Periodic Cap (%): 1.116
Minimum Subsequent Periodic Cap (%): 1.000
Maximum Subsequent Periodic Cap (%): 2.500
Standard Deviation Subsequent Periodic Cap (%): 0.217

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

16. Next Rate Adjustment Dates

---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Next Rate Adjustment Dates                               Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Feb-07                                                                1                    330,221                         0.04                    330,221                  7.25                   89.95                              89.95                     596                     42.1
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Mar-07                                                                7                  1,329,063                         0.16                    189,866                 8.818                   83.47                              86.35                     609                    38.35
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Sep-07                                                                1                    161,640                         0.02                    161,640                 6.975                      80                                100                     642                    47.11
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Jan-08                                                                1                     71,411                         0.01                     71,411                 8.388                      80                                100                     607                    29.97
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Jun-08                                                               10                  2,919,610                         0.35                    291,961                 8.478                    83.7                              97.62                     613                    45.86
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Jul-08                                                               34                  9,506,464                         1.15                    279,602                  8.34                   80.61                              94.04                     615                    44.99
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Aug-08                                                              403                117,835,554                        14.21                    292,396                 8.143                   81.09                              95.89                     633                    42.88
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Sep-08                                                            1,847                499,603,686                        60.26                    270,495                 8.236                   81.34                              93.61                     629                    42.48
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Oct-08                                                              421                 80,318,593                         9.69                    190,781                 8.342                   81.74                              88.35                     618                    41.06
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Nov-08                                                               16                  3,862,600                         0.47                    241,413                 8.239                   81.97                              87.51                     622                    42.19
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Jul-09                                                                1                     69,400                         0.01                     69,400                 11.04                     100                                100                     587                    41.12
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Aug-09                                                               16                  5,059,514                         0.61                    316,220                 8.183                   84.14                              95.51                     647                     39.4
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Sep-09                                                               56                 17,388,372                          2.1                    310,507                  8.02                   80.71                              91.55                     644                    41.02
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Oct-09                                                               19                  4,588,095                         0.55                    241,479                 8.077                   85.37                              90.32                     662                    42.86
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Nov-09                                                                2                    212,800                         0.03                    106,400                 9.041                    89.6                               89.6                     624                    43.96
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Feb-11                                                                1                    448,000                         0.05                    448,000                 7.825                      80                                100                     636                    46.79
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Apr-11                                                                1                    264,000                         0.03                    264,000                 8.875                      80                                 80                     600                    41.88
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Jun-11                                                                1                    342,000                         0.04                    342,000                  8.75                      95                                 95                     594                     5.64
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Aug-11                                                                2                    971,302                         0.12                    485,651                 7.578                   84.33                              88.78                     636                    45.46
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Sep-11                                                               69                 24,420,643                         2.95                    353,922                 7.356                   80.22                              91.09                     673                    39.44
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Jul-16                                                                2                    758,758                         0.09                    379,379                 6.262                   81.49                              81.49                     720                     50.1
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Aug-16                                                               29                 11,586,508                          1.4                    399,535                  6.85                   76.36                              88.81                     717                    39.18
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Sep-16                                                              115                 47,050,359                         5.67                    409,134                 6.875                   78.49                              89.12                     719                    40.09
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                            3,055                829,098,592                          100                    271,391                 8.105                   81.13                              92.94                     636                    42.11
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Next Rate Adjustment Date: May 2009
Minimum Next Rate Adjustment Date: February 2007
Maximum Next Rate Adjustment Date: September 2016

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

17. Geograghic Distribution of Mortgaged Properties

---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Geograghic Distribution of Mortgaged Properties          Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
California                                                        1,466                432,553,765                        41.05                    295,057                 7.837                   80.81                              91.59                     653                    42.38
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Florida                                                             535                101,809,794                         9.66                    190,299                 8.395                   81.78                              91.02                     635                     41.6
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
New York                                                            234                 67,131,374                         6.37                    286,886                 8.326                   82.58                              93.29                     652                    42.19
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Washington                                                          191                 42,818,193                         4.06                    224,179                 8.131                   81.45                               91.3                     636                     42.4
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Maryland                                                            152                 37,918,864                          3.6                    249,466                 8.629                   83.42                              94.22                     636                    42.38
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Arizona                                                             173                 34,869,989                         3.31                    201,561                 8.284                   80.07                              88.36                     631                    42.61
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Illinois                                                            172                 34,485,869                         3.27                    200,499                 8.701                   82.01                              92.25                     630                     41.6
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
New Jersey                                                          132                 34,388,173                         3.26                    260,516                 8.472                   82.57                              91.48                     640                     42.9
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Texas                                                               224                 31,693,569                         3.01                    141,489                 8.645                   82.69                              94.89                     624                    40.22
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Massachusetts                                                        91                 25,254,557                          2.4                    277,523                  8.44                   81.78                              90.62                     634                    42.85
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Virginia                                                             79                 18,655,954                         1.77                    236,151                 8.603                   82.18                              92.55                     621                    41.36
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Nevada                                                               79                 18,321,941                         1.74                    231,923                 8.464                   81.95                              93.05                     633                    44.37
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Georgia                                                              76                 12,502,423                         1.19                    164,506                 8.713                   82.17                              90.05                     625                    38.34
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Pennsylvania                                                         70                 11,179,657                         1.06                    159,709                 8.695                   80.69                              86.51                     605                    37.93
---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Oregon                                                               51                 10,025,407                         0.95                    196,577                 7.879                   81.47                              88.62                     645                    41.04
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Other                                                               879                140,026,528                        13.29                    159,302                 8.725                   82.34                              89.99                     620                     40.5
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Total:                                                            4,604              1,053,636,056                          100                    228,852                 8.228                   81.56                              91.44                     640                     41.9
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18. Occupancy

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                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Occupancy                                                Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
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Primary                                                           4,448              1,024,759,807                        97.26                    230,387                 8.215                   81.51                              91.62                     640                    41.98
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Investment                                                          119                 18,920,537                          1.8                    158,996                 8.991                    83.2                               83.2                     657                    37.29
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Second Home                                                          37                  9,955,713                         0.94                    269,073                 8.056                    83.1                              89.07                     687                    42.81
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Total:                                                            4,604              1,053,636,056                          100                    228,852                 8.228                   81.56                              91.44                     640                     41.9
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19. Property Type

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                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Property Type                                            Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
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Single Family                                                     3,452                774,918,209                        73.55                    224,484                  8.23                   81.47                              90.95                     638                    41.83
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Planned Unit Development                                            596                148,043,961                        14.05                    248,396                  8.24                   81.67                              92.38                     642                    42.52
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Condominium                                                         343                 68,880,186                         6.54                    200,817                 8.106                   82.66                              94.41                     649                     41.5
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Two-to-Four Family                                                  208                 60,601,342                         5.75                    291,353                 8.307                    81.2                              92.22                     656                    41.59
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Townhouse                                                             5                  1,192,359                         0.11                    238,472                 8.503                   80.63                               84.7                     612                    46.75
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Total:                                                            4,604              1,053,636,056                          100                    228,852                 8.228                   81.56                              91.44                     640                     41.9
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20. Loan Purpose

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                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Loan Purpose                                             Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
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Purchase                                                          3,207                662,676,027                        62.89                    206,634                 8.454                   83.45                              97.41                     647                    42.32
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Refinance - Cashout                                               1,089                328,732,865                         31.2                    301,867                 7.822                   77.77                              80.25                     629                    40.89
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Refinance - Rate Term                                               308                 62,227,165                         5.91                    202,036                 7.956                   81.43                              87.04                     630                    42.73
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Total:                                                            4,604              1,053,636,056                          100                    228,852                 8.228                   81.56                              91.44                     640                     41.9
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21. Documentation Type

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                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Documentation Type                                       Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
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Full Documentation                                                2,392                538,770,412                        51.13                    225,238                 7.958                   80.99                              88.73                     629                    41.11
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Stated Documentation                                              2,115                488,665,841                        46.38                    231,048                 8.545                   82.08                              94.24                     653                    42.85
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Limited Documentation                                                97                 26,199,803                         2.49                    270,101                 7.871                   83.45                                 95                     630                    40.38
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Total:                                                            4,604              1,053,636,056                          100                    228,852                 8.228                   81.56                              91.44                     640                     41.9
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22. Range of Credit Scores

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                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Range of Credit Scores                                   Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
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500 - 519                                                            22                  5,158,889                         0.49                    234,495                 9.406                   72.24                              72.24                     508                    36.74
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520 - 539                                                            98                 20,712,801                         1.97                    211,355                 9.261                   76.36                               77.1                     528                    41.72
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540 - 559                                                           146                 35,826,760                          3.4                    245,389                 9.229                   82.28                              82.61                     549                    42.63
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560 - 579                                                           261                 56,847,053                          5.4                    217,805                 8.849                   81.77                               83.4                     570                    42.32
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580 - 599                                                           528                107,928,531                        10.24                    204,410                  8.44                    81.4                              89.75                     589                    41.33
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600 - 619                                                           786                174,874,327                         16.6                    222,486                   8.4                    81.9                              92.68                     610                     42.6
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620 - 639                                                           757                167,453,565                        15.89                    221,207                 8.294                   81.07                              93.39                     629                    42.38
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640 - 659                                                           635                142,521,584                        13.53                    224,443                 8.243                   81.72                              93.33                     649                    42.71
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660 - 679                                                           499                116,372,277                        11.04                    233,211                 8.035                   82.88                              94.04                     669                    41.72
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680 - 699                                                           285                 65,757,216                         6.24                    230,727                  7.89                   82.46                              94.21                     689                    40.69
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700 - 719                                                           218                 56,761,941                         5.39                    260,376                  7.67                   81.24                              92.76                     708                    41.15
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720 - 739                                                           178                 46,480,696                         4.41                    261,128                 7.493                    82.8                              94.32                     729                     42.3
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740 - 759                                                            72                 20,328,954                         1.93                    282,347                 7.608                   80.54                              91.17                     748                    42.32
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760 - 779                                                            74                 22,817,142                         2.17                    308,340                 7.008                   78.99                              86.23                     769                    37.05
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780 - 799                                                            40                 12,433,948                         1.18                    310,849                 7.222                   78.89                              89.32                     789                    38.22
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800 - 819                                                             5                  1,360,372                         0.13                    272,074                 6.783                   75.88                              90.09                     803                    37.73
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Total:                                                            4,604              1,053,636,056                          100                    228,852                 8.228                   81.56                              91.44                     640                     41.9
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Non-zero Weighted Average FICO: 640
Minimum FICO: 500
Maximum FICO: 809
Standard Deviation FICO: 53

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23. Prepayment Penalty Term (months)

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                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Prepayment Penalty Term (months)                         Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
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None                                                              1,265                274,649,223                        26.07                    217,114                 8.813                   83.53                              93.52                     640                    42.04
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12                                                                  173                 49,964,806                         4.74                    288,814                 8.683                   80.71                              89.22                     637                     42.5
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18                                                                    6                  1,816,408                         0.17                    302,735                 6.897                      80                              95.95                     732                    42.97
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24                                                                2,447                530,930,228                        50.39                    216,972                 8.216                   82.56                              94.05                     631                    42.32
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30                                                                    1                    183,000                         0.02                    183,000                  7.65                   84.72                              84.72                     601                    19.43
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36                                                                  438                126,945,727                        12.05                    289,830                 7.392                   79.02                              86.97                     673                    40.53
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60                                                                  274                 69,146,663                         6.56                    252,360                 7.235                   71.36                               72.9                     656                    40.19
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Total:                                                            4,604              1,053,636,056                          100                    228,852                 8.228                   81.56                              91.44                     640                     41.9
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24. Lien Position

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                                                                                                          % of Mortgage Pool by
                                                                                         Aggregate                    Aggregate
                                                                                       Sample Pool                  Sample Pool           Avg. Sample Pool              Weighted
                                                              Number of           Calculation Date             Calculation Date           Calculation Date         Average Gross        Weighted Average                   Weighted Average        Weighted Average         Weighted Average
Lien Position                                            Mortgage Loans       Principal Balance ($)           Principal Balance       Principal Balance ($)     Interest Rate (%)        Original LTV (%)          Original Combined LTV (%)             FICO Score               Debt Ratio
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1st Lien                                                          3,666                981,002,225                        93.11                    267,595                 8.019                   80.21                              90.83                     639                    41.85
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2nd Lien                                                            938                 72,633,832                         6.89                     77,435                11.047                   99.71                              99.71                     663                    42.61
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Total:                                                            4,604              1,053,636,056                          100                    228,852                 8.228                   81.56                              91.44                     640                     41.9
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