HSBC
               HASCO 2007-HE1
      Aggregate Loans (All Collateral)

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

Aggregate Principal Balance: $1,040,763,656.18
Number of Mortgage Loans: 5,227
Average Principal Balance: $199,113.00
Aggregate Principal Balance (Fixed Rate): $275,984,939.60
Aggregate Principal Balance (Adjustable Rate): $764,778,716.58
% Fixed Rate Mortgages: 26.52%
% Adjustable Rate Mortgages: 73.48%
Weighted Average Current Mortgage Rate: 8.245%
Non-zero Weighted Average Credit Score: 627
Weighted Average Original LTV: 82.93%
Weighted Average Original Combined LTV: 85.87%
Non-zero Weighted Average Debt Ratio: 42.46
Weighted Average Stated Remaining Term: 352
Weighted Average Stated Original Term: 356
Weighted Average Months to Roll: 29
Weighted Average Margin: 5.538%
Weighted Average Initial Rate Cap: 2.059%
Weighted Average Periodic Rate Cap: 1.321%
Weighted Average Maximum Rate: 14.884%
Weighted Average Minimum Rate: 8.055%
% Second Lien: 1.82%
% Silent & Simultaneous Seconds: 15.43%
% California Loans: 15.90%

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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                                                 11                      1,039,777                           0.1                         94,525                    8.107                  53.06                               53.06                     584                  40.35
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15 Year Fixed                                                 38                      3,942,562                          0.38                        103,752                    8.255                  72.73                               72.73                     628                   35.7
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20 Year Fixed                                                 38                      5,100,413                          0.49                        134,221                    7.899                  74.18                               74.96                     639                  35.76
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30 Year Fixed                                              1,093                    174,315,705                         16.75                        159,484                    8.109                  79.86                               80.82                     628                  40.58
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30 Year Fixed 5 Year Interest Only                            45                     12,602,079                          1.21                        280,046                    7.382                  77.49                               78.07                     667                  43.15
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30 Year Fixed 10 Year Interest Only                            2                      1,020,000                           0.1                        510,000                    6.984                  86.88                               86.88                     684                  44.55
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15/30 Year Fixed (Balloon)                                   236                     15,992,751                          1.54                         67,766                   10.976                  99.01                               99.01                     696                   43.1
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30/40 Year Fixed (Balloon)                                   268                     61,971,653                          5.95                        231,238                    8.072                  82.64                               83.35                     634                  42.57
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ARM 30 Year                                                    1                        439,235                          0.04                        439,235                     8.75                     80                                  80                     643                  44.31
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2/28 ARM                                                     886                    144,053,638                         13.84                        162,589                    8.697                  83.75                               88.06                     611                  42.05
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2/28 ARM 5 Year Interest Only                                228                     65,517,187                           6.3                        287,356                    7.521                   83.5                               92.57                     663                  41.78
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2/28 ARM 10 Year Interest Only                                18                      5,267,329                          0.51                        292,629                    6.921                  83.18                               91.32                     652                  43.25
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3/27 ARM                                                     772                    145,879,319                         14.02                        188,963                    8.517                  83.49                               85.73                     614                  42.65
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3/27 ARM 5 Year Interest Only                                239                     70,619,960                          6.79                        295,481                    7.512                  86.16                               92.94                     674                  43.61
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3/27 ARM 10 Year Interest Only                                 3                      1,442,000                          0.14                        480,667                    6.263                  85.53                               90.69                     685                  43.14
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5/25 ARM                                                      68                     12,258,013                          1.18                        180,265                    8.341                  83.39                               84.56                     627                  40.75
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5/25 ARM 5 Year Interest Only                                 44                     11,901,761                          1.14                        270,495                    6.863                  78.37                               83.55                     684                  43.66
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5/25 ARM 10 Year Interest Only                                14                      2,479,000                          0.24                        177,071                    9.522                   83.6                                83.6                     682                  38.76
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7/23 ARM                                                       1                         86,265                          0.01                         86,265                   10.625                     80                                  80                     623                      0
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3/1 ARM                                                        2                        428,185                          0.04                        214,092                    8.981                  71.98                               71.98                     657                   54.8
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5/1 ARM 10 Year Interest Only                                  6                      2,661,500                          0.26                        443,583                    6.788                  73.77                               74.64                     653                   35.5
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7/1 ARM 7 Year Interest Only                                   2                        240,558                          0.02                        120,279                    7.898                  79.48                               79.48                     639                  33.85
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30/40 Year ARM 2/28 (Balloon)                                378                     95,946,128                          9.22                        253,826                    8.467                  84.75                               87.36                     606                  43.34
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30/40 Year ARM 3/27 (Balloon)                                783                    191,890,286                         18.44                        245,071                    8.302                  82.89                               85.02                     611                  43.96
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30/40 Year ARM 5/25 (Balloon)                                 45                     11,559,087                          1.11                        256,869                    7.578                  77.29                               78.41                     626                     42
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30/50 Year ARM 2/28 (Balloon)                                  6                      2,109,264                           0.2                        351,544                    8.061                  74.71                               82.95                     605                  41.01
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Total:                                                     5,227                  1,040,763,656                           100                        199,113                    8.245                  82.93                               85.87                     627                  42.46
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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                                                  2                        882,143                          0.08                        441,072                    5.316                  52.91                               52.91                     790                  48.17
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5.500 - 5.999                                                 46                     12,898,363                          1.24                        280,399                     5.89                  72.47                               76.28                     696                   40.5
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6.000 - 6.499                                                124                     34,679,340                          3.33                        279,672                    6.283                  75.08                               79.54                     680                  41.92
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6.500 - 6.999                                                463                    118,709,552                         11.41                        256,392                    6.817                  76.22                               82.26                     664                  42.26
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7.000 - 7.499                                                448                    110,191,085                         10.59                        245,962                    7.289                  79.11                               84.97                     651                  42.56
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7.500 - 7.999                                                929                    211,308,527                          20.3                        227,458                     7.79                  82.22                               85.56                     637                  42.65
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8.000 - 8.499                                                611                    131,406,218                         12.63                        215,067                    8.272                  83.55                               86.88                     618                  43.37
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8.500 - 8.999                                                976                    195,577,411                         18.79                        200,387                    8.769                  86.04                               87.15                     609                   42.6
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9.000 - 9.499                                                454                     79,558,807                          7.64                        175,240                    9.264                  85.78                               86.86                     593                  42.81
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9.500 - 9.999                                                614                     90,096,075                          8.66                        146,736                    9.764                  87.75                               88.11                     589                  41.52
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10.000 - 10.499                                              158                     19,809,491                           1.9                        125,377                   10.271                     90                               90.32                     585                  40.14
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10.500 - 10.999                                              202                     20,423,138                          1.96                        101,105                   10.736                  90.32                                90.7                     602                  41.65
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11.000 - 11.499                                               45                      4,381,429                          0.42                         97,365                   11.214                  89.47                               89.91                     580                  39.08
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11.500 - 11.999                                               85                      6,285,309                           0.6                         73,945                   11.801                  93.85                               93.85                     626                  42.03
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12.000 - 12.499                                               17                      1,216,323                          0.12                         71,548                   12.256                  90.82                               90.82                     595                  40.11
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12.500 - 12.999                                               28                      2,068,221                           0.2                         73,865                   12.811                  98.84                               98.84                     652                  43.25
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13.000 - 13.499                                                6                        434,799                          0.04                         72,466                   13.204                    100                                 100                     617                  48.74
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13.500 - 13.999                                                5                        265,444                          0.03                         53,089                   13.671                    100                                 100                     655                  43.46
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14.000 - 14.499                                               14                        571,982                          0.05                         40,856                   14.159                    100                                 100                     587                  47.25
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Total:                                                     5,227                  1,040,763,656                           100                        199,113                    8.245                  82.93                               85.87                     627                  42.46
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Weighted Average Gross Mortgage Rate (%): 8.245
Minimum Gross Mortgage Rate (%): 5.300
Maximum Gross Mortgage Rate (%): 14.300
Standard Deviation Gross Mortgage Rate (%): 1.323

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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                                             200                      7,613,603                          0.73                         38,068                   10.428                  91.71                               91.98                     653                   40.8
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50,000.01 - 100,000.00                                       996                     75,247,810                          7.23                         75,550                    9.343                  84.01                               87.33                     613                  38.96
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100,000.01 - 150,000.00                                    1,047                    131,312,687                         12.62                        125,418                    8.706                  82.52                               84.75                     611                  40.27
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150,000.01 - 200,000.00                                      872                    152,290,106                         14.63                        174,645                    8.245                  81.47                               84.06                     617                  42.22
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200,000.01 - 250,000.00                                      659                    147,559,559                         14.18                        223,914                    8.184                  83.32                               86.26                     623                  42.71
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250,000.01 - 300,000.00                                      493                    135,030,211                         12.97                        273,895                    8.088                  82.32                               85.37                     627                  44.08
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300,000.01 - 350,000.00                                      329                    106,330,173                         10.22                        323,192                    7.952                  82.79                               86.06                     631                  43.72
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350,000.01 - 400,000.00                                      234                     87,777,090                          8.43                        375,116                    7.961                  83.51                               87.12                     635                  43.91
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400,000.01 - 450,000.00                                      153                     64,939,106                          6.24                        424,439                     8.08                  85.14                               88.61                     640                  44.02
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450,000.01 - 500,000.00                                      106                     50,704,084                          4.87                        478,340                    7.824                  82.93                               86.26                     642                  43.82
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500,000.01 - 550,000.00                                       50                     26,252,003                          2.52                        525,040                    7.788                  83.78                               86.62                     655                  43.06
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550,000.01 - 600,000.00                                       43                     24,764,769                          2.38                        575,925                    7.605                  82.53                               85.19                     647                  43.67
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600,000.01 - 650,000.00                                       23                     14,410,306                          1.38                        626,535                    7.763                  84.38                               86.55                     667                  40.57
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650,000.01 - 700,000.00                                       10                      6,784,533                          0.65                        678,453                    7.464                  79.88                               86.84                     662                  39.75
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700,000.01 - 750,000.00                                        5                      3,673,531                          0.35                        734,706                    8.308                  83.96                               83.96                     636                  43.84
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750,000.01 - 800,000.00                                        3                      2,362,680                          0.23                        787,560                    7.627                  83.02                               83.02                     640                  27.52
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850,000.01 - 900,000.00                                        2                      1,760,499                          0.17                        880,250                    8.225                  64.13                               64.13                     610                  35.16
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950,000.01 - 1,000,000.00                                      2                      1,950,908                          0.19                        975,454                     8.02                  77.48                               77.48                     622                  20.34
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Total:                                                     5,227                  1,040,763,656                           100                        199,113                    8.245                  82.93                               85.87                     627                  42.46
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Average Cut-off Date Principal Balance ($): 199,113.00
Minimum Cut-off Date Principal Balance ($): 14,717.23
Maximum Cut-off Date Principal Balance ($): 1,000,000.00
Standard Deviation Cut-off Date Principal Balance ($): 125,036.40

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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                                             196                      7,414,580                          0.71                         37,829                   10.436                  91.83                               91.97                     654                  40.87
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50,000.01 - 100,000.00                                       998                     75,247,234                          7.23                         75,398                     9.35                  84.04                               87.38                     613                  38.96
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100,000.01 - 150,000.00                                    1,046                    131,063,055                         12.59                        125,299                    8.707                  82.54                               84.78                     610                  40.28
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150,000.01 - 200,000.00                                      875                    152,739,337                         14.68                        174,559                    8.243                  81.44                               84.02                     617                   42.2
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200,000.01 - 250,000.00                                      658                    147,309,657                         14.15                        223,875                    8.184                  83.36                                86.3                     623                  42.72
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250,000.01 - 300,000.00                                      492                    134,691,256                         12.94                        273,763                    8.085                  82.27                               85.33                     627                  44.09
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300,000.01 - 350,000.00                                      329                    106,280,988                         10.21                        323,043                    7.952                  82.76                               86.03                     631                   43.8
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350,000.01 - 400,000.00                                      236                     88,415,133                           8.5                        374,640                    7.967                  83.56                               87.14                     635                  43.79
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400,000.01 - 450,000.00                                      152                     64,489,360                           6.2                        424,272                    8.079                  85.18                               88.67                     640                  44.06
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450,000.01 - 500,000.00                                      107                     51,153,830                          4.92                        478,073                    7.828                  82.91                               86.21                     642                  43.77
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500,000.01 - 550,000.00                                       50                     26,252,003                          2.52                        525,040                    7.788                  83.78                               86.62                     655                  43.06
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550,000.01 - 600,000.00                                       43                     24,764,769                          2.38                        575,925                    7.605                  82.53                               85.19                     647                  43.67
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600,000.01 - 650,000.00                                       23                     14,410,306                          1.38                        626,535                    7.763                  84.38                               86.55                     667                  40.57
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650,000.01 - 700,000.00                                       10                      6,784,533                          0.65                        678,453                    7.464                  79.88                               86.84                     662                  39.75
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700,000.01 - 750,000.00                                        5                      3,673,531                          0.35                        734,706                    8.308                  83.96                               83.96                     636                  43.84
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750,000.01 - 800,000.00                                        3                      2,362,680                          0.23                        787,560                    7.627                  83.02                               83.02                     640                  27.52
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850,000.01 - 900,000.00                                        2                      1,760,499                          0.17                        880,250                    8.225                  64.13                               64.13                     610                  35.16
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950,000.01 - 1,000,000.00                                      2                      1,950,908                          0.19                        975,454                     8.02                  77.48                               77.48                     622                  20.34
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Total:                                                     5,227                  1,040,763,656                           100                        199,113                    8.245                  82.93                               85.87                     627                  42.46
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Average Orig Balance ($): 199,438.84
Minimum Orig Balance ($): 15,000.00
Maximum Orig Balance ($): 1,000,000.00
Standard Deviation Orig Balance ($): 125,189.88

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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                                                     11                      1,039,777                           0.1                         94,525                    8.107                  53.06                               53.06                     584                  40.35
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161 - 170                                                      1                         14,717                             0                         14,717                    12.25                    100                                 100                     591                  28.13
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171 - 180                                                    273                     19,920,595                          1.91                         72,969                   10.437                   93.8                                93.8                     683                  41.68
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231 - 240                                                     38                      5,100,413                          0.49                        134,221                    7.899                  74.18                               74.96                     639                  35.76
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341 - 350                                                      5                      1,265,441                          0.12                        253,088                    7.033                  81.37                               87.48                     702                  45.16
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351 - 360                                                  4,899                  1,013,422,713                         97.37                        206,863                    8.205                  82.79                                85.8                     626                  42.51
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Total:                                                     5,227                  1,040,763,656                           100                        199,113                    8.245                  82.93                               85.87                     627                  42.46
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Weighted Average Remaining Term: 352
Minimum Remaining Term: 116
Maximum Remaining Term: 358
Standard Deviation Remaining Term: 42

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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                                                           11                      1,039,777                           0.1                         94,525                    8.107                  53.06                               53.06                     584                  40.35
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180                                                          274                     19,935,313                          1.92                         72,757                   10.438                  93.81                               93.81                     683                  41.67
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240                                                           38                      5,100,413                          0.49                        134,221                    7.899                  74.18                               74.96                     639                  35.76
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360                                                        4,904                  1,014,688,154                         97.49                        206,910                    8.203                  82.79                                85.8                     626                  42.51
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Total:                                                     5,227                  1,040,763,656                           100                        199,113                    8.245                  82.93                               85.87                     627                  42.46
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Weighted Average Original Term: 356
Minimum Original Term: 120
Maximum Original Term: 360
Standard Deviation Original Term: 43

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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                                   27                      3,110,201                           0.3                        115,193                    7.432                  25.06                               25.06                     628                   37.3
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30.01 - 35.00                                                 20                      2,853,495                          0.27                        142,675                    7.876                  32.64                               32.64                     602                  40.25
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35.01 - 40.00                                                 30                      5,566,253                          0.53                        185,542                    7.496                  37.91                               41.03                     626                  39.85
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40.01 - 45.00                                                 34                      6,052,568                          0.58                        178,017                    7.035                  43.14                               43.14                     647                  40.42
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45.01 - 50.00                                                 53                      9,813,011                          0.94                        185,151                    7.437                   47.9                                47.9                     609                  42.52
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50.01 - 55.00                                                 55                     10,137,671                          0.97                        184,321                    7.597                  53.03                               53.03                     589                  40.22
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55.01 - 60.00                                                 88                     17,340,243                          1.67                        197,048                    7.673                  57.75                               57.81                     595                  40.29
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60.01 - 65.00                                                124                     28,349,582                          2.72                        228,626                    7.699                  63.23                               63.38                     601                  41.52
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65.01 - 70.00                                                188                     39,411,113                          3.79                        209,634                    7.797                  68.25                               69.36                     606                     42
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70.01 - 75.00                                                305                     64,373,702                          6.19                        211,061                     8.04                  73.73                                74.1                     598                  42.15
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75.01 - 80.00                                              1,416                    296,514,882                         28.49                        209,403                    7.798                  79.65                               89.58                     640                  42.48
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80.01 - 85.00                                                705                    143,948,544                         13.83                        204,182                     8.41                  84.36                               84.45                     601                  42.96
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85.01 - 90.00                                              1,032                    212,850,698                         20.45                        206,251                    8.531                  89.58                               89.64                     628                  42.52
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90.01 - 95.00                                                373                     80,032,138                          7.69                        214,563                    8.706                  94.63                               94.64                     637                  43.11
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95.01 - 100.00                                               777                    120,409,554                         11.57                        154,967                    9.047                   99.9                                99.9                     655                  42.77
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Total:                                                     5,227                  1,040,763,656                           100                        199,113                    8.245                  82.93                               85.87                     627                  42.46
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Weighted Average Original LTV (%): 82.93
Minimum Original LTV (%): 11.90
Maximum Original LTV (%): 100.00
Standard Deviation Original LTV (%): 13.05

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9. Range of Original Combined LTV Ratios (%)

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                                                                                                        % of Mortgage Pool by
                                                                                      Aggregate                     Aggregate
                                                                                    Sample Pool                   Sample Pool               Avg. Sample Pool                 Weighted
                                                       Number of               Calculation Date              Calculation Date               Calculation Date            Average Gross       Weighted Average                    Weighted Average        Weighted Average       Weighted Average
Range of Original Combined LTV Ratios (%)         Mortgage Loans           Principal Balance ($)            Principal Balance           Principal Balance ($)        Interest Rate (%)       Original LTV (%)           Original Combined LTV (%)             FICO Score             Debt Ratio
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less than or equal to 30.00                                   27                      3,110,201                           0.3                        115,193                    7.432                  25.06                               25.06                     628                   37.3
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30.01 - 35.00                                                 20                      2,853,495                          0.27                        142,675                    7.876                  32.64                               32.64                     602                  40.25
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35.01 - 40.00                                                 28                      5,083,215                          0.49                        181,543                    7.464                  37.85                               37.85                     622                  39.84
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40.01 - 45.00                                                 34                      6,052,568                          0.58                        178,017                    7.035                  43.14                               43.14                     647                  40.42
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45.01 - 50.00                                                 53                      9,813,011                          0.94                        185,151                    7.437                   47.9                                47.9                     609                  42.52
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50.01 - 55.00                                                 55                     10,137,671                          0.97                        184,321                    7.597                  53.03                               53.03                     589                  40.22
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55.01 - 60.00                                                 87                     17,271,374                          1.66                        198,522                    7.668                  57.74                               57.76                     595                  40.29
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60.01 - 65.00                                                123                     28,187,498                          2.71                        229,167                    7.701                  63.23                               63.24                     601                  41.55
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65.01 - 70.00                                                183                     38,167,960                          3.67                        208,568                    7.814                  67.96                               68.23                     603                  41.86
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70.01 - 75.00                                                301                     63,043,018                          6.06                        209,445                    8.049                  73.75                               73.76                     597                  42.02
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
75.01 - 80.00                                                699                    143,973,478                         13.83                        205,971                    8.068                  79.31                               79.31                     610                  41.55
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
80.01 - 85.00                                                700                    144,508,258                         13.88                        206,440                    8.397                  84.25                               84.34                     601                  42.94
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
85.01 - 90.00                                              1,035                    214,115,138                         20.57                        206,875                     8.52                  89.37                               89.57                     628                  42.53
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
90.01 - 95.00                                                428                     94,427,826                          9.07                        220,626                    8.529                  92.51                               94.66                     641                  42.74
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
95.01 - 100.00                                             1,454                    260,018,945                         24.98                        178,830                    8.249                  89.18                               99.93                     662                  43.24
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                     5,227                  1,040,763,656                           100                        199,113                    8.245                  82.93                               85.87                     627                  42.46
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Original Combined LTV (%): 85.87
Minimum Original Combined LTV (%): 11.90
Maximum Original Combined LTV (%): 100.00
Standard Deviation Original Combined LTV (%): 14.05

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

10. Range of Gross Margins (%)

------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                        % of Mortgage Pool by
                                                                                      Aggregate                     Aggregate
                                                                                    Sample Pool                   Sample Pool               Avg. Sample Pool                 Weighted
                                                       Number of               Calculation Date              Calculation Date               Calculation Date            Average Gross       Weighted Average                    Weighted Average        Weighted Average       Weighted Average
Range of Gross Margins (%)                        Mortgage Loans           Principal Balance ($)            Principal Balance           Principal Balance ($)        Interest Rate (%)       Original LTV (%)           Original Combined LTV (%)             FICO Score             Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2.000 - 2.249                                                  1                        158,657                          0.02                        158,657                      6.5                     80                                 100                     748                   33.6
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2.250 - 2.499                                                 11                      4,463,774                          0.58                        405,798                    6.962                  76.12                               77.44                     657                  40.97
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2.500 - 2.749                                                 14                      2,895,126                          0.38                        206,795                    6.812                  71.84                               72.95                     679                  43.17
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2.750 - 2.999                                                 28                      5,969,984                          0.78                        213,214                    7.134                  75.38                               81.32                     683                  44.03
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3.000 - 3.249                                                 39                     10,591,334                          1.38                        271,573                    7.161                  79.96                               83.09                     676                  43.91
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3.250 - 3.499                                                 98                     24,969,447                          3.26                        254,790                    7.238                  79.14                                84.1                     669                  42.37
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3.500 - 3.749                                                 64                     17,174,299                          2.25                        268,348                    7.151                  80.09                               86.41                     664                  42.33
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3.750 - 3.999                                                155                     39,885,372                          5.22                        257,325                    7.059                  78.35                               85.78                     671                  43.46
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.000 - 4.249                                                 89                     20,404,050                          2.67                        229,259                     7.52                  78.98                               85.81                     647                  41.59
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.250 - 4.499                                                211                     48,898,588                          6.39                        231,747                    7.694                   80.6                               84.75                     647                  42.87
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.500 - 4.749                                                128                     30,595,865                             4                        239,030                    7.705                   82.9                               86.84                     645                  42.93
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.750 - 4.999                                                282                     69,321,375                          9.06                        245,820                    7.829                  83.63                               86.46                     634                  43.47
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.000 - 5.249                                                118                     27,626,470                          3.61                        234,123                     8.15                  83.06                               85.75                     607                  43.81
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.250 - 5.499                                                216                     50,405,623                          6.59                        233,359                    8.357                   85.8                               88.31                     610                  43.17
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.500 - 5.749                                                189                     46,246,125                          6.05                        244,688                    8.415                  84.94                               87.03                     616                  43.47
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.750 - 5.999                                                413                     91,587,394                         11.98                        221,761                    8.613                  86.98                               89.51                     617                  43.54
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.000 - 6.249                                                224                     49,684,983                           6.5                        221,808                    8.597                   85.6                               88.65                     608                  42.82
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.250 - 6.499                                                223                     46,446,146                          6.07                        208,279                    8.638                   85.4                               89.14                     603                  43.96
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.500 - 6.749                                                161                     33,200,194                          4.34                        206,212                    8.617                  84.67                               87.62                     611                  41.13
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.750 - 6.999                                                240                     47,200,123                          6.17                        196,667                    8.929                  86.16                               90.59                     605                  41.36
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.000 - 7.249                                                112                     20,091,342                          2.63                        179,387                    8.617                  83.03                                  89                     610                  43.87
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.250 - 7.499                                                117                     20,484,199                          2.68                        175,079                    9.054                     84                               88.82                     600                  43.77
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.500 - 7.749                                                101                     17,028,530                          2.23                        168,599                    9.089                  84.34                                88.4                     596                  41.03
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.750 - 7.999                                                 94                     15,008,128                          1.96                        159,661                    9.323                   82.8                               86.04                     587                  41.27
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.000 - 8.249                                                147                     20,843,990                          2.73                        141,796                    9.493                   81.7                               84.93                     580                  41.58
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.250 - 8.499                                                  8                      2,316,094                           0.3                        289,512                    9.387                  80.35                                80.9                     576                   45.8
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.500 - 8.749                                                  3                        350,148                          0.05                        116,716                   10.265                  84.88                               90.24                     574                  43.59
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.750 - 8.999                                                  6                        655,663                          0.09                        109,277                   10.164                  88.18                               92.57                     591                  41.53
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.000 - 9.249                                                  1                         50,334                          0.01                         50,334                    10.09                     80                                 100                     650                  45.63
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.500 - 9.749                                                  2                        121,957                          0.02                         60,978                   10.615                  77.52                               77.52                     540                  25.63
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.750 - 9.999                                                  1                        103,403                          0.01                        103,403                    12.95                     90                                  90                     516                  28.12
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                     3,496                    764,778,717                           100                        218,758                    8.251                  83.55                               87.27                     624                  42.92
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Margin (%): 5.538
Minimum Margin (%): 2.125
Maximum Margin (%): 9.950
Standard Deviation Margin (%): 1.322

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

11. Range of Minimum Mortgage Rates (%)

------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                        % of Mortgage Pool by
                                                                                      Aggregate                     Aggregate
                                                                                    Sample Pool                   Sample Pool               Avg. Sample Pool                 Weighted
                                                       Number of               Calculation Date              Calculation Date               Calculation Date            Average Gross       Weighted Average                    Weighted Average        Weighted Average       Weighted Average
Range of Minimum Mortgage Rates (%)               Mortgage Loans           Principal Balance ($)            Principal Balance           Principal Balance ($)        Interest Rate (%)       Original LTV (%)           Original Combined LTV (%)             FICO Score             Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
less than or equal to 4.499                                  150                     26,863,967                          3.51                        179,093                    8.353                  83.88                               84.46                     663                  39.63
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.500 - 4.999                                                 15                      1,874,981                          0.25                        124,999                    9.809                  90.08                               90.08                     669                  39.83
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.500 - 5.999                                                 30                      9,021,517                          1.18                        300,717                    6.209                  81.58                               87.67                     689                   42.6
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.000 - 6.499                                                 74                     19,739,692                          2.58                        266,753                    6.311                  78.09                                85.6                     678                  43.21
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.500 - 6.999                                                284                     78,949,394                         10.32                        277,991                    6.833                  79.01                               87.24                     666                   43.5
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.000 - 7.499                                                315                     82,194,428                         10.75                        260,935                    7.295                  80.67                               87.91                     654                   42.9
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.500 - 7.999                                                642                    154,056,517                         20.14                        239,963                    7.792                  82.47                               86.66                     635                  42.82
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.000 - 8.499                                                424                     97,082,103                         12.69                        228,967                    8.278                  84.07                               88.26                     615                  43.99
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.500 - 8.999                                                624                    137,714,347                         18.01                        220,696                    8.778                  85.73                               87.21                     603                  43.13
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.000 - 9.499                                                305                     57,130,771                          7.47                        187,314                     9.27                  85.13                               86.52                     585                  43.51
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.500 - 9.999                                                391                     67,739,836                          8.86                        173,248                    9.756                  87.49                               87.86                     580                  42.18
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.000 - 10.499                                              109                     15,619,227                          2.04                        143,296                   10.271                  89.33                               89.74                     575                  40.15
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.500 - 10.999                                               87                     11,528,231                          1.51                        132,508                    10.68                  88.16                                88.8                     575                  42.23
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.000 - 11.499                                               22                      2,759,933                          0.36                        125,452                   11.193                  86.19                               86.89                     553                  37.79
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.500 - 11.999                                               16                      1,709,853                          0.22                        106,866                   11.747                  88.72                               88.72                     574                  39.33
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.000 - 12.499                                                6                        609,622                          0.08                        101,604                   12.155                  81.69                               81.69                     529                   35.1
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.500 greater than or equal to                                2                        184,298                          0.02                         92,149                   12.774                     90                                  90                     567                  36.42
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                     3,496                    764,778,717                           100                        218,758                    8.251                  83.55                               87.27                     624                  42.92
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Minimum Rate (%): 8.055
Minimum Minimum Rate (%): 2.125
Maximum Minimum Rate (%): 12.950
Standard Deviation Minimum Rate (%): 1.521

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

12. Range of Maximum Mortgage Rates (%)

------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                        % of Mortgage Pool by
                                                                                      Aggregate                     Aggregate
                                                                                    Sample Pool                   Sample Pool               Avg. Sample Pool                 Weighted
                                                       Number of               Calculation Date              Calculation Date               Calculation Date            Average Gross       Weighted Average                    Weighted Average        Weighted Average       Weighted Average
Range of Maximum Mortgage Rates (%)               Mortgage Loans           Principal Balance ($)            Principal Balance           Principal Balance ($)        Interest Rate (%)       Original LTV (%)           Original Combined LTV (%)             FICO Score             Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.000 - 11.499                                                1                      1,000,000                          0.13                      1,000,000                    6.375                  65.57                               65.57                     648                  27.09
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.500 - 11.999                                               17                      5,652,121                          0.74                        332,478                    5.975                  83.94                               90.16                     675                  41.86
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.000 - 12.499                                               37                     10,648,839                          1.39                        287,806                    6.391                  82.95                               89.22                     658                   43.1
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.500 - 12.999                                               92                     23,701,154                           3.1                        257,621                    6.755                  81.73                               91.39                     660                  42.55
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.000 - 13.499                                              167                     43,005,218                          5.62                        257,516                    7.038                  79.91                               87.87                     658                   43.3
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.500 - 13.999                                              425                    108,365,603                         14.17                        254,978                    7.285                  80.29                               86.85                     655                  43.04
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14.000 - 14.499                                              394                     94,614,537                         12.37                        240,138                    7.712                  80.77                               87.28                     641                  43.34
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14.500 - 14.999                                              701                    154,441,908                         20.19                        220,317                    8.112                  83.11                               86.31                     629                  42.57
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.000 - 15.499                                              417                     87,071,026                         11.39                        208,803                    8.581                  84.71                               87.44                     610                  43.31
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.500 - 15.999                                              562                    120,785,815                         15.79                        214,921                    8.944                  86.42                               87.05                     603                  43.42
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
16.000 - 16.499                                              221                     40,692,376                          5.32                        184,128                    9.447                  86.77                               87.18                     583                  43.33
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
16.500 - 16.999                                              313                     54,346,297                          7.11                        173,630                    9.851                  87.83                               88.08                     579                  41.94
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
17.000 - 17.499                                               67                      9,782,224                          1.28                        146,003                   10.437                  89.43                               89.62                     563                  41.29
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
17.500 - 17.999                                               57                      8,009,748                          1.05                        140,522                   10.841                  88.23                               88.23                     576                  42.17
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
18.000 - 18.499                                               16                      1,957,886                          0.26                        122,368                   11.453                  83.64                               83.64                     541                  34.54
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
18.500 - 18.999                                                7                        515,035                          0.07                         73,576                   11.909                  88.05                               88.05                     566                  32.97
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
19.000 - 19.499                                                1                         85,526                          0.01                         85,526                       12                     80                                  80                     521                  38.55
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
19.500 greater than or equal to                                1                        103,403                          0.01                        103,403                    12.95                     90                                  90                     516                  28.12
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                     3,496                    764,778,717                           100                        218,758                    8.251                  83.55                               87.27                     624                  42.92
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Maximum Rate (%): 14.884
Minimum Maximum Rate (%): 11.375
Maximum Maximum Rate (%): 19.950
Standard Deviation Maximum Rate (%): 1.201

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

13. 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                                                              6                      1,536,409                           0.2                        256,068                    8.493                  82.69                               82.69                     635                  44.59
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.5                                                        2,096                    484,623,398                         63.37                        231,213                    8.242                  83.45                               86.43                     624                  43.21
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2                                                              3                        782,396                           0.1                        260,799                    8.808                  68.66                               68.66                     605                  51.53
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3                                                          1,365                    272,022,945                         35.57                        199,284                    8.266                  83.88                                  89                     621                  42.48
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3.25                                                           1                        103,335                          0.01                        103,335                     9.69                     90                                  90                     585                  40.21
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5                                                             25                      5,710,234                          0.75                        228,409                    8.129                  78.54                               79.23                     665                  36.94
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                     3,496                    764,778,717                           100                        218,758                    8.251                  83.55                               87.27                     624                  42.92
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Initial Cap (%): 2.059
Minimum Initial Cap (%): 1.000
Maximum Initial Cap (%): 5.000
Standard Deviation Initial Cap (%): 0.771

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

14. Subsequent Periodic Cap (%)

------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                        % of Mortgage Pool by
                                                                                      Aggregate                     Aggregate
                                                                                    Sample Pool                   Sample Pool               Avg. Sample Pool                 Weighted
                                                       Number of               Calculation Date              Calculation Date               Calculation Date            Average Gross       Weighted Average                    Weighted Average        Weighted Average       Weighted Average
Subsequent Periodic Cap (%)                       Mortgage Loans           Principal Balance ($)            Principal Balance           Principal Balance ($)        Interest Rate (%)       Original LTV (%)           Original Combined LTV (%)             FICO Score             Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1                                                          1,389                    276,470,865                         36.15                        199,043                     8.28                  83.87                               88.91                     622                  42.46
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.5                                                        2,097                    484,977,609                         63.41                        231,272                    8.242                  83.44                               86.42                     624                  43.21
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2                                                             10                      3,330,243                          0.44                        333,024                    7.151                  73.95                               74.65                     652                  37.16
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                     3,496                    764,778,717                           100                        218,758                    8.251                  83.55                               87.27                     624                  42.92
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Subsequent Periodic Cap (%): 1.321
Minimum Subsequent Periodic Cap (%): 1.000
Maximum Subsequent Periodic Cap (%): 2.000
Standard Deviation Subsequent Periodic Cap (%): 0.247

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

15. 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
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
May-07                                                         1                        439,235                          0.06                        439,235                     8.75                     80                                  80                     643                  44.31
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Feb-08                                                         2                        217,012                          0.03                        108,506                    8.149                  52.75                               88.35                     723                  38.89
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
May-08                                                         2                        350,462                          0.05                        175,231                    9.376                  75.84                               75.84                     638                  34.64
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Jun-08                                                         3                        526,501                          0.07                        175,500                    7.697                  84.01                               97.19                     710                  43.12
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Jul-08                                                        15                      2,540,538                          0.33                        169,369                    9.132                  91.58                               94.87                     575                  43.78
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Aug-08                                                        60                     14,043,173                          1.84                        234,053                    9.063                   86.8                               89.39                     590                  43.22
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Sep-08                                                       176                     39,121,493                          5.12                        222,281                    8.893                  85.28                               87.65                     611                  40.88
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Oct-08                                                       582                    107,913,323                         14.11                        185,418                    8.465                  84.61                               89.86                     622                  42.88
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Nov-08                                                       627                    138,367,810                         18.09                        220,682                    8.065                   82.8                               87.94                     626                  42.54
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Dec-08                                                        50                     10,449,662                          1.37                        208,993                    7.508                  82.29                               91.58                     631                  40.86
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Feb-09                                                         2                        412,000                          0.05                        206,000                    7.656                  89.56                               89.56                     637                  43.65
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Jul-09                                                         2                        259,333                          0.03                        129,667                    8.263                    100                                 100                     639                  40.55
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Aug-09                                                        12                      2,678,716                          0.35                        223,226                    8.769                  97.13                               97.13                     639                  44.57
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Sep-09                                                        68                     15,532,316                          2.03                        228,416                    8.675                  93.41                               95.46                     638                   41.2
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Oct-09                                                       398                     91,527,336                         11.97                        229,968                    8.521                  89.17                               90.32                     625                  43.38
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Nov-09                                                     1,313                    297,628,621                         38.92                        226,678                    8.136                  81.28                               84.93                     621                  43.57
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Dec-09                                                         3                      1,584,999                          0.21                        528,333                    6.293                  89.06                               89.06                     708                  40.85
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
May-11                                                         1                        258,304                          0.03                        258,304                     7.95                     70                                  70                     589                  45.37
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Aug-11                                                        10                      3,143,562                          0.41                        314,356                    7.467                  76.83                               79.21                     631                  37.26
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Sep-11                                                        23                      4,078,181                          0.53                        177,312                    8.803                  87.46                               88.03                     667                  39.85
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Oct-11                                                        19                      3,730,061                          0.49                        196,319                    8.182                  85.83                               86.24                     626                  44.75
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Nov-11                                                       124                     29,649,254                          3.88                        239,107                    7.462                   78.1                               80.79                     651                  41.76
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Sep-13                                                         1                         83,384                          0.01                         83,384                        7                     80                                  80                     644                  31.03
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Oct-13                                                         2                        243,439                          0.03                        121,720                    9.172                  79.48                               79.48                     631                  35.35
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                     3,496                    764,778,717                           100                        218,758                    8.251                  83.55                               87.27                     624                  42.92
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Next Rate Adjustment Date: June 2009
Minimum Next Rate Adjustment Date: May 2007
Maximum Next Rate Adjustment Date: October 2013

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

16. 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                                                   553                    165,431,067                          15.9                        299,152                    7.739                  81.14                               85.24                     646                  43.43
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Florida                                                      521                    103,552,023                          9.95                        198,756                    8.289                   82.4                               84.15                     621                     42
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
New York                                                     309                     84,872,370                          8.15                        274,668                    7.968                  75.93                               78.98                     628                  42.86
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Illinois                                                     401                     77,154,799                          7.41                        192,406                    8.564                  83.79                               87.59                     626                  43.51
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
New Jersey                                                   214                     61,017,632                          5.86                        285,129                    8.267                  83.01                                84.9                     632                  44.53
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Arizona                                                      210                     42,743,512                          4.11                        203,541                    8.041                  83.04                               85.06                     635                  41.84
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Maryland                                                     154                     37,983,285                          3.65                        246,645                    8.123                  84.23                               86.43                     621                  44.29
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Texas                                                        261                     32,198,728                          3.09                        123,367                    8.638                  83.86                               86.24                     614                  40.79
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Washington                                                   136                     31,455,783                          3.02                        231,293                    7.906                  83.45                               87.12                     635                  42.35
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Massachusetts                                                108                     28,367,212                          2.73                        262,659                    8.165                  81.72                               85.29                     646                  43.18
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Ohio                                                         205                     28,045,246                          2.69                        136,806                     8.52                  87.65                               91.02                     611                   41.1
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Virginia                                                     132                     27,990,713                          2.69                        212,051                    8.403                  84.05                               86.19                     609                  42.94
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Pennsylvania                                                 173                     25,407,235                          2.44                        146,863                    8.407                  83.64                               86.06                     609                  40.49
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Georgia                                                      150                     24,915,880                          2.39                        166,106                    8.824                  87.87                               90.58                     627                   42.2
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Oregon                                                        92                     19,289,940                          1.85                        209,673                     7.82                  81.18                                85.7                     631                  42.15
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Other                                                      1,608                    250,338,231                         24.05                        155,683                    8.515                  85.08                               87.87                     618                  41.38
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                     5,227                  1,040,763,656                           100                        199,113                    8.245                  82.93                               85.87                     627                  42.46
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------

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

17. Occupancy

------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                        % of Mortgage Pool by
                                                                                      Aggregate                     Aggregate
                                                                                    Sample Pool                   Sample Pool               Avg. Sample Pool                 Weighted
                                                       Number of               Calculation Date              Calculation Date               Calculation Date            Average Gross       Weighted Average                    Weighted Average        Weighted Average       Weighted Average
Occupancy                                         Mortgage Loans           Principal Balance ($)            Principal Balance           Principal Balance ($)        Interest Rate (%)       Original LTV (%)           Original Combined LTV (%)             FICO Score             Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Primary                                                    4,774                    965,012,727                         92.72                        202,139                    8.214                  82.98                               86.13                     623                  42.64
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Investment                                                   404                     64,386,285                          6.19                        159,372                    8.663                  82.22                               82.35                     674                  40.06
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Second Home                                                   49                     11,364,644                          1.09                        231,932                     8.44                  83.01                               83.62                     639                  40.07
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                     5,227                  1,040,763,656                           100                        199,113                    8.245                  82.93                               85.87                     627                  42.46
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------

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

18. Property Type

------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                        % of Mortgage Pool by
                                                                                      Aggregate                     Aggregate
                                                                                    Sample Pool                   Sample Pool               Avg. Sample Pool                 Weighted
                                                       Number of               Calculation Date              Calculation Date               Calculation Date            Average Gross       Weighted Average                    Weighted Average        Weighted Average       Weighted Average
Property Type                                     Mortgage Loans           Principal Balance ($)            Principal Balance           Principal Balance ($)        Interest Rate (%)       Original LTV (%)           Original Combined LTV (%)             FICO Score             Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Single Family                                              3,925                    746,444,808                         71.72                        190,177                    8.279                  83.19                               85.88                     622                  42.21
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Planned Unit Development                                     526                    123,864,458                          11.9                        235,484                    8.076                  83.81                               87.64                     630                  42.96
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Condominium                                                  309                     57,121,695                          5.49                        184,860                    8.257                  83.55                               87.91                     640                   42.8
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Two-to-Four Family                                           432                    107,272,148                         10.31                        248,315                    8.203                  79.93                               82.91                     650                  43.57
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Modular Homes                                                  3                        373,618                          0.04                        124,539                    8.414                  76.99                               76.99                     575                   39.2
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Townhouse                                                     31                      5,036,928                          0.48                        162,482                    8.007                  82.05                                84.7                     636                  40.75
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Condotel                                                       1                        650,000                          0.06                        650,000                    8.875                  68.68                               68.68                     712                  36.05
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                     5,227                  1,040,763,656                           100                        199,113                    8.245                  82.93                               85.87                     627                  42.46
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------

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

19. Loan Purpose

------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                        % of Mortgage Pool by
                                                                                      Aggregate                     Aggregate
                                                                                    Sample Pool                   Sample Pool               Avg. Sample Pool                 Weighted
                                                       Number of               Calculation Date              Calculation Date               Calculation Date            Average Gross       Weighted Average                    Weighted Average        Weighted Average       Weighted Average
Loan Purpose                                      Mortgage Loans           Principal Balance ($)            Principal Balance           Principal Balance ($)        Interest Rate (%)       Original LTV (%)           Original Combined LTV (%)             FICO Score             Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Refinance - Cashout                                        3,302                    701,786,465                         67.43                        212,534                    8.168                  81.01                               82.12                     616                  42.35
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Purchase                                                   1,634                    286,398,474                         27.52                        175,274                    8.466                  87.71                               94.96                     655                   42.7
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Refinance - Rate Term                                        289                     52,079,781                             5                        180,207                    8.074                  82.52                               86.53                     625                  42.59
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Construction/Permanent                                         2                        498,936                          0.05                        249,468                    7.357                  81.23                               85.69                     649                  46.34
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                     5,227                  1,040,763,656                           100                        199,113                    8.245                  82.93                               85.87                     627                  42.46
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------

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

20. Documentation Type

------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                        % of Mortgage Pool by
                                                                                      Aggregate                     Aggregate
                                                                                    Sample Pool                   Sample Pool               Avg. Sample Pool                 Weighted
                                                       Number of               Calculation Date              Calculation Date               Calculation Date            Average Gross       Weighted Average                    Weighted Average        Weighted Average       Weighted Average
Documentation Type                                Mortgage Loans           Principal Balance ($)            Principal Balance           Principal Balance ($)        Interest Rate (%)       Original LTV (%)           Original Combined LTV (%)             FICO Score             Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Full Documentation                                         2,993                    542,560,001                         52.13                        181,276                    8.159                  83.41                               86.04                     611                  41.81
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Stated Documentation                                       2,062                    465,790,293                         44.75                        225,892                    8.334                   82.1                               85.55                     643                  43.29
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Limited Documentation                                         26                      6,661,230                          0.64                        256,201                    7.543                  80.75                               84.74                     644                  39.21
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
No Documentation                                              46                      7,245,979                           0.7                        157,521                    8.663                  86.92                               87.23                     665                  36.93
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
No Ratio                                                     100                     18,506,154                          1.78                        185,062                    8.579                  88.84                               88.88                     655                      0
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                     5,227                  1,040,763,656                           100                        199,113                    8.245                  82.93                               85.87                     627                  42.46
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------

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

21. 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
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Not Available                                                137                     24,396,140                          2.34                        178,074                    8.584                  87.83                               87.86                     659                      0
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0.01 - 30.00                                                 530                     83,320,500                          8.01                        157,208                    8.287                  80.77                               82.69                     619                  22.82
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30.01 - 35.00                                                410                     69,210,626                          6.65                        168,806                    8.116                  80.93                               82.53                     614                  32.46
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
35.01 - 40.00                                                652                    118,254,144                         11.36                        181,371                    8.349                   81.5                               84.09                     619                  37.79
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40.01 - 45.00                                              1,622                    334,556,112                         32.15                        206,261                    8.257                  83.92                               87.84                     641                   43.1
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
45.01 - 50.00                                              1,552                    336,543,337                         32.34                        216,845                    8.235                   82.6                               85.43                     619                  48.09
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50.01 - 55.00                                                321                     73,851,041                           7.1                        230,066                    8.033                  84.83                               87.81                     620                  52.78
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
55.01 greater than or equal to                                 3                        631,755                          0.06                        210,585                    7.311                  94.96                               94.96                     649                  55.46
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                     5,227                  1,040,763,656                           100                        199,113                    8.245                  82.93                               85.87                     627                  42.46
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-zero Weighted Average DTI: 42.46
Minimum DTI: 2.80
Maximum DTI: 56.03
Standard Deviation DTI: 10.57

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

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
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Not Available                                                  1                        143,421                          0.01                        143,421                    9.625                     60                                  60                       0                  36.26
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
500 - 519                                                    262                     45,018,633                          4.33                        171,827                    9.262                   76.1                               76.15                     509                  41.86
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
520 - 539                                                    326                     58,592,116                          5.63                        179,730                    9.034                  77.71                               77.75                     530                  42.15
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
540 - 559                                                    375                     65,441,167                          6.29                        174,510                    8.986                  78.68                               78.75                     549                   42.4
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
560 - 579                                                    357                     61,532,330                          5.91                        172,359                     8.69                  79.08                               79.38                     570                  42.24
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
580 - 599                                                    539                     97,763,229                          9.39                        181,379                    8.634                  83.26                               83.91                     589                  43.04
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
600 - 619                                                    530                    107,678,158                         10.35                        203,166                    8.285                  83.83                               85.58                     609                  42.18
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
620 - 639                                                    766                    156,802,034                         15.07                        204,702                    8.059                  84.81                               88.09                     629                  42.64
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
640 - 659                                                    730                    159,393,510                         15.32                        218,347                    7.992                  85.51                               89.68                     649                  42.15
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
660 - 679                                                    468                     98,380,632                          9.45                        210,215                    7.955                  84.43                               89.64                     669                  42.71
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
680 - 699                                                    345                     73,431,683                          7.06                        212,845                    7.835                  84.35                               90.49                     688                  43.13
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
700 - 719                                                    206                     47,223,820                          4.54                        229,242                    7.619                  84.47                               89.56                     708                   41.5
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
720 - 739                                                    115                     23,912,589                           2.3                        207,936                    7.483                  82.45                                88.5                     729                  42.56
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
740 - 759                                                    102                     22,801,301                          2.19                        223,542                    7.476                  84.44                               89.97                     749                  43.38
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
760 - 779                                                     62                     13,256,990                          1.27                        213,822                     7.51                  81.17                               86.24                     770                  42.88
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
780 - 799                                                     27                      5,507,866                          0.53                        203,995                    7.608                  81.94                               88.87                     789                  41.07
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
800 - 819                                                     16                      3,884,178                          0.37                        242,761                    7.159                  77.08                               82.97                     808                  44.86
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                     5,227                  1,040,763,656                           100                        199,113                    8.245                  82.93                               85.87                     627                  42.46
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-zero Weighted Average FICO: 627
Minimum FICO: 500
Maximum FICO: 816
Standard Deviation FICO: 63

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

23. Prepayment Penalty Term (months)

------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                        % of Mortgage Pool by
                                                                                      Aggregate                     Aggregate
                                                                                    Sample Pool                   Sample Pool               Avg. Sample Pool                 Weighted
                                                       Number of               Calculation Date              Calculation Date               Calculation Date            Average Gross       Weighted Average                    Weighted Average        Weighted Average       Weighted Average
Prepayment Penalty Term (months)                  Mortgage Loans           Principal Balance ($)            Principal Balance           Principal Balance ($)        Interest Rate (%)       Original LTV (%)           Original Combined LTV (%)             FICO Score             Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
None                                                       1,500                    284,933,158                         27.38                        189,955                    8.573                  83.32                               85.86                     626                     43
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6                                                             14                      3,292,844                          0.32                        235,203                    8.336                  80.97                               84.42                     634                  44.82
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12                                                           339                     98,031,291                          9.42                        289,178                    7.963                  77.44                               81.85                     637                  43.54
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
18                                                             5                      1,970,446                          0.19                        394,089                      8.2                  87.58                               90.39                     616                  43.99
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
24                                                         1,106                    218,020,083                         20.95                        197,125                    8.191                  83.74                               88.88                     622                  42.32
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30                                                             9                      1,599,289                          0.15                        177,699                    8.562                  78.92                               78.92                     596                  38.86
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
36                                                         1,690                    339,431,386                         32.61                        200,847                    8.119                  84.16                               86.29                     630                   42.2
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
42                                                            10                      1,699,562                          0.16                        169,956                    8.986                  81.09                               83.01                     603                  43.07
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
48                                                            12                      2,863,884                          0.28                        238,657                    7.869                   83.2                                83.2                     594                   40.7
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
54                                                             1                        158,409                          0.02                        158,409                    9.399                  84.76                               84.76                     593                  47.82
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
60                                                           541                     88,763,304                          8.53                        164,073                    8.101                   81.1                               81.56                     619                  40.88
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                     5,227                  1,040,763,656                           100                        199,113                    8.245                  82.93                               85.87                     627                  42.46
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------

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

24. Lien Position

------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                        % of Mortgage Pool by
                                                                                      Aggregate                     Aggregate
                                                                                    Sample Pool                   Sample Pool               Avg. Sample Pool                 Weighted
                                                       Number of               Calculation Date              Calculation Date               Calculation Date            Average Gross       Weighted Average                    Weighted Average        Weighted Average       Weighted Average
Lien Position                                     Mortgage Loans           Principal Balance ($)            Principal Balance           Principal Balance ($)        Interest Rate (%)       Original LTV (%)           Original Combined LTV (%)             FICO Score             Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1st Lien                                                   4,915                  1,021,849,926                         98.18                        207,904                    8.191                  82.63                               85.62                     626                  42.43
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2nd Lien                                                     312                     18,913,730                          1.82                         60,621                   11.152                  99.41                               99.41                     682                  43.76
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                     5,227                  1,040,763,656                           100                        199,113                    8.245                  82.93                               85.87                     627                  42.46
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------

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

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

                    HSBC
               HASCO 2007-HE1
              Group I Mortgage

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

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

Aggregate Principal Balance: $488,998,875.53
Number of Mortgage Loans: 2,671
Average Principal Balance: $183,077.08
Aggregate Principal Balance (Fixed Rate): $128,792,471.70
Aggregate Principal Balance (Adjustable Rate): $360,206,403.83
% Fixed Rate Mortgages: 26.34%
% Adjustable Rate Mortgages: 73.66%
Weighted Average Current Mortgage Rate: 8.329%
Non-zero Weighted Average Credit Score: 617
Weighted Average Original LTV: 81.49%
Weighted Average Original Combined LTV: 83.19%
Non-zero Weighted Average Debt Ratio: 43.09
Weighted Average Stated Remaining Term: 353
Weighted Average Stated Original Term: 356
Weighted Average Months to Roll: 30
Weighted Average Margin: 5.297%
Weighted Average Initial Rate Cap: 1.793%
Weighted Average Periodic Rate Cap: 1.404%
Weighted Average Maximum Rate: 15.203%
Weighted Average Minimum Rate: 8.244%
% Second Lien: 1.14%
% Silent & Simultaneous Seconds: 9.02%
% California Loans: 9.50%

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

2. Product Type

------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                        % of Mortgage Pool by
                                                                                      Aggregate                     Aggregate
                                                                                    Sample Pool                   Sample Pool               Avg. Sample Pool                 Weighted
                                                       Number of               Calculation Date              Calculation Date               Calculation Date            Average Gross       Weighted Average                    Weighted Average        Weighted Average       Weighted Average
Product Type                                      Mortgage Loans           Principal Balance ($)            Principal Balance           Principal Balance ($)        Interest Rate (%)       Original LTV (%)           Original Combined LTV (%)             FICO Score             Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10 Year Fixed                                                  9                        901,755                          0.18                        100,195                    8.207                  56.26                               56.26                     579                  39.92
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15 Year Fixed                                                 21                      2,284,655                          0.47                        108,793                    7.886                  67.32                               67.32                     648                  38.36
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
20 Year Fixed                                                 19                      2,520,043                          0.52                        132,634                    8.052                  77.39                               78.97                     650                  38.49
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30 Year Fixed                                                540                     86,472,587                         17.68                        160,134                    8.033                  78.19                               78.71                     628                  41.89
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15/30 Year Fixed (Balloon)                                    95                      4,586,586                          0.94                         48,280                   11.102                   99.4                                99.4                     691                  44.14
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30/40 Year Fixed (Balloon)                                   142                     32,026,846                          6.55                        225,541                    8.046                  80.42                                  81                     635                  41.77
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2/28 ARM                                                     348                     51,519,128                         10.54                        148,043                    9.021                  85.39                               88.41                     608                   43.1
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2/28 ARM 5 Year Interest Only                                 29                      6,417,655                          1.31                        221,298                    7.737                  81.23                               93.02                     670                  44.01
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2/28 ARM 10 Year Interest Only                                 1                        220,000                          0.04                        220,000                     6.76                  85.87                               85.87                     642                  49.11
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3/27 ARM                                                     550                     95,361,306                          19.5                        173,384                    8.556                   81.8                               83.06                     603                  43.04
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3/27 ARM 5 Year Interest Only                                101                     25,476,040                          5.21                        252,238                    7.472                  84.14                               89.78                     677                  43.33
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5/25 ARM                                                      29                      4,891,387                             1                        168,669                     8.37                  80.19                                80.5                     627                     41
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5/25 ARM 5 Year Interest Only                                 19                      4,758,837                          0.97                        250,465                    6.734                  76.01                                78.1                     685                  42.01
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3/1 ARM                                                        1                        296,433                          0.06                        296,433                     9.25                     90                                  90                     671                   54.8
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5/1 ARM 10 Year Interest Only                                  1                        300,000                          0.06                        300,000                    6.625                     80                                  80                     643                  46.77
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7/1 ARM 7 Year Interest Only                                   1                        157,174                          0.03                        157,174                    8.375                   79.2                                79.2                     636                  35.35
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30/40 Year ARM 2/28 (Balloon)                                161                     34,612,335                          7.08                        214,983                    8.637                  86.84                               88.89                     605                  43.72
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30/40 Year ARM 3/27 (Balloon)                                579                    130,099,824                         26.61                        224,697                    8.274                  80.73                               82.13                     603                  44.26
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30/40 Year ARM 5/25 (Balloon)                                 23                      5,654,541                          1.16                        245,850                     7.62                  73.43                               74.01                     623                  42.12
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30/50 Year ARM 2/28 (Balloon)                                  2                        441,744                          0.09                        220,872                    9.255                  73.64                               73.64                     549                  44.23
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                     2,671                    488,998,876                           100                        183,077                    8.329                  81.49                               83.19                     617                  43.09
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------

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

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                      4,204,510                          0.86                        233,584                    5.907                  64.43                               66.07                     724                  40.97
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.000 - 6.499                                                 47                     11,547,204                          2.36                        245,685                    6.288                   70.4                               73.46                     683                  42.49
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.500 - 6.999                                                226                     49,249,236                         10.07                        217,917                    6.812                  72.06                               75.68                     660                  42.86
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.000 - 7.499                                                219                     45,363,799                          9.28                        207,141                     7.29                  76.62                               79.98                     641                  43.19
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.500 - 7.999                                                502                    101,477,752                         20.75                        202,147                    7.807                  80.72                               82.99                     632                  43.38
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.000 - 8.499                                                338                     66,243,690                         13.55                        195,987                    8.279                  82.97                               85.14                     614                  43.33
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.500 - 8.999                                                524                     99,810,140                         20.41                        190,477                    8.772                  84.23                               84.77                     598                   43.3
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.000 - 9.499                                                213                     37,741,809                          7.72                        177,192                    9.273                  85.69                               86.11                     588                  43.09
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.500 - 9.999                                                320                     46,824,930                          9.58                        146,328                    9.754                  86.21                               86.37                     577                  42.72
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.000 - 10.499                                               83                      9,935,958                          2.03                        119,710                    10.25                  89.39                               89.57                     579                  40.98
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.500 - 10.999                                               96                     10,449,592                          2.14                        108,850                   10.716                  88.38                               88.52                     579                   43.1
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.000 - 11.499                                               22                      1,737,009                          0.36                         78,955                    11.23                  89.72                               90.59                     604                  42.12
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.500 - 11.999                                               43                      3,098,103                          0.63                         72,049                    11.79                  92.79                               92.79                     615                  42.85
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.000 - 12.499                                               10                        695,097                          0.14                         69,510                   12.231                  87.28                               87.28                     572                  38.18
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.500 - 12.999                                               10                        620,048                          0.13                         62,005                   12.662                   98.7                                98.7                     656                  44.81
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                     2,671                    488,998,876                           100                        183,077                    8.329                  81.49                               83.19                     617                  43.09
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Gross Mortgage Rate (%): 8.329
Minimum Gross Mortgage Rate (%): 5.750
Maximum Gross Mortgage Rate (%): 12.990
Standard Deviation Gross Mortgage Rate (%): 1.226

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

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                                             107                      4,145,944                          0.85                         38,747                   10.312                  91.62                               91.62                     662                   42.2
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50,000.01 - 100,000.00                                       440                     33,487,200                          6.85                         76,107                    9.195                  82.69                               85.89                     608                  39.97
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
100,000.01 - 150,000.00                                      587                     74,147,560                         15.16                        126,316                    8.591                  80.76                               82.57                     608                  40.76
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
150,000.01 - 200,000.00                                      547                     95,562,227                         19.54                        174,702                    8.257                  80.54                               82.32                     611                  43.16
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
200,000.01 - 250,000.00                                      383                     85,708,268                         17.53                        223,781                    8.259                  82.52                               84.37                     620                  43.45
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
250,000.01 - 300,000.00                                      261                     71,340,078                         14.59                        273,334                    8.255                  80.41                               81.73                     617                  44.16
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
300,000.01 - 350,000.00                                      169                     54,426,173                         11.13                        322,048                    8.041                  81.13                               82.23                     622                  43.96
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
350,000.01 - 400,000.00                                      119                     44,448,782                          9.09                        373,519                    8.048                  82.36                                84.1                     627                  44.85
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
400,000.01 - 450,000.00                                       41                     16,897,056                          3.46                        412,123                    8.058                  83.64                                84.5                     633                  44.34
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
450,000.01 - 500,000.00                                        8                      3,873,171                          0.79                        484,146                    7.675                  80.71                               84.48                     644                  46.09
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
500,000.01 - 550,000.00                                        5                      2,572,749                          0.53                        514,550                    7.264                  81.59                               81.59                     687                  49.06
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
550,000.01 - 600,000.00                                        2                      1,133,491                          0.23                        566,745                    7.905                  79.69                               79.69                     614                   44.4
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
600,000.01 - 650,000.00                                        2                      1,256,176                          0.26                        628,088                    8.263                  82.51                               82.51                     671                  36.38
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                     2,671                    488,998,876                           100                        183,077                    8.329                  81.49                               83.19                     617                  43.09
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Average Cut-off Date Principal Balance ($): 183,077.08
Minimum Cut-off Date Principal Balance ($): 19,590.99
Maximum Cut-off Date Principal Balance ($): 629,208.40
Standard Deviation Cut-off Date Principal Balance ($): 95,151.95

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

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                                             104                      3,996,868                          0.82                         38,431                   10.308                  91.68                               91.68                     665                  42.48
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50,000.01 - 100,000.00                                       442                     33,536,354                          6.86                         75,874                    9.203                  82.71                               85.91                     608                  39.94
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
100,000.01 - 150,000.00                                      587                     74,097,611                         15.15                        126,231                    8.596                  80.85                               82.67                     607                  40.79
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
150,000.01 - 200,000.00                                      548                     95,712,099                         19.57                        174,657                    8.253                  80.48                               82.25                     611                  43.13
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
200,000.01 - 250,000.00                                      382                     85,458,366                         17.48                        223,713                    8.258                  82.59                               84.44                     620                  43.46
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
250,000.01 - 300,000.00                                      262                     71,589,980                         14.64                        273,244                    8.256                  80.34                               81.66                     617                  44.15
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
300,000.01 - 350,000.00                                      169                     54,426,173                         11.13                        322,048                    8.041                  81.13                               82.23                     622                  43.96
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
350,000.01 - 400,000.00                                      119                     44,448,782                          9.09                        373,519                    8.048                  82.36                                84.1                     627                  44.85
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
400,000.01 - 450,000.00                                       41                     16,897,056                          3.46                        412,123                    8.058                  83.64                                84.5                     633                  44.34
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
450,000.01 - 500,000.00                                        8                      3,873,171                          0.79                        484,146                    7.675                  80.71                               84.48                     644                  46.09
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
500,000.01 - 550,000.00                                        5                      2,572,749                          0.53                        514,550                    7.264                  81.59                               81.59                     687                  49.06
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
550,000.01 - 600,000.00                                        2                      1,133,491                          0.23                        566,745                    7.905                  79.69                               79.69                     614                   44.4
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
600,000.01 - 650,000.00                                        2                      1,256,176                          0.26                        628,088                    8.263                  82.51                               82.51                     671                  36.38
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                     2,671                    488,998,876                           100                        183,077                    8.329                  81.49                               83.19                     617                  43.09
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Average Orig Balance ($): 183,391.88
Minimum Orig Balance ($): 19,658.00
Maximum Orig Balance ($): 630,000.00
Standard Deviation Orig Balance ($): 95,272.88

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

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                                                      9                        901,755                          0.18                        100,195                    8.207                  56.26                               56.26                     579                  39.92
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
171 - 180                                                    116                      6,871,241                          1.41                         59,235                   10.033                  88.73                               88.73                     677                  42.22
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
231 - 240                                                     19                      2,520,043                          0.52                        132,634                    8.052                  77.39                               78.97                     650                  38.49
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
341 - 350                                                      2                        467,391                           0.1                        233,695                    7.919                  76.01                               92.54                     661                  42.04
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
351 - 360                                                  2,525                    478,238,446                          97.8                        189,401                    8.306                  81.46                               83.17                     616                  43.13
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                     2,671                    488,998,876                           100                        183,077                    8.329                  81.49                               83.19                     617                  43.09
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Remaining Term: 353
Minimum Remaining Term: 116
Maximum Remaining Term: 358
Standard Deviation Remaining Term: 40

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

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                                                            9                        901,755                          0.18                        100,195                    8.207                  56.26                               56.26                     579                  39.92
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
180                                                          116                      6,871,241                          1.41                         59,235                   10.033                  88.73                               88.73                     677                  42.22
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
240                                                           19                      2,520,043                          0.52                        132,634                    8.052                  77.39                               78.97                     650                  38.49
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
360                                                        2,527                    478,705,836                          97.9                        189,436                    8.306                  81.46                               83.18                     616                  43.13
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                     2,671                    488,998,876                           100                        183,077                    8.329                  81.49                               83.19                     617                  43.09
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Original Term: 356
Minimum Original Term: 120
Maximum Original Term: 360
Standard Deviation Original Term: 40

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

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                                   12                      1,280,263                          0.26                        106,689                    8.124                  26.18                               26.18                     599                  38.45
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30.01 - 35.00                                                 13                      2,141,508                          0.44                        164,731                    7.761                  32.63                               32.63                     596                  39.66
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
35.01 - 40.00                                                 22                      4,083,810                          0.84                        185,628                    7.227                  37.73                               41.99                     642                  40.66
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40.01 - 45.00                                                 25                      4,146,635                          0.85                        165,865                    7.204                  42.84                               42.84                     640                  40.97
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
45.01 - 50.00                                                 39                      7,126,747                          1.46                        182,737                    7.571                  47.79                               47.79                     604                  41.98
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50.01 - 55.00                                                 39                      7,475,366                          1.53                        191,676                    7.715                  53.22                               53.22                     579                  40.83
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
55.01 - 60.00                                                 57                     11,035,797                          2.26                        193,610                      7.7                  57.95                               57.99                     595                  41.34
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
60.01 - 65.00                                                 85                     16,816,337                          3.44                        197,839                    7.765                  63.18                               63.44                     596                  42.68
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
65.01 - 70.00                                                124                     23,894,302                          4.89                        192,696                    7.917                   68.3                               69.08                     599                  42.95
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
70.01 - 75.00                                                185                     38,002,507                          7.77                        205,419                    8.012                  73.84                               74.05                     599                  42.21
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
75.01 - 80.00                                                635                    116,742,452                         23.87                        183,846                    7.915                  79.51                               86.17                     632                     43
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
80.01 - 85.00                                                376                     70,567,303                         14.43                        187,679                    8.642                  84.43                               84.45                     589                  42.89
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
85.01 - 90.00                                                522                     99,543,650                         20.36                        190,697                    8.747                  89.65                               89.69                     617                  43.94
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
90.01 - 95.00                                                223                     45,000,208                           9.2                        201,795                    8.656                  94.73                               94.73                     637                  43.78
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
95.01 - 100.00                                               314                     41,141,990                          8.41                        131,025                    9.029                  99.85                               99.85                     653                  43.78
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                     2,671                    488,998,876                           100                        183,077                    8.329                  81.49                               83.19                     617                  43.09
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Original LTV (%): 81.49
Minimum Original LTV (%): 11.90
Maximum Original LTV (%): 100.00
Standard Deviation Original LTV (%): 13.80

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

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                                   12                      1,280,263                          0.26                        106,689                    8.124                  26.18                               26.18                     599                  38.45
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30.01 - 35.00                                                 13                      2,141,508                          0.44                        164,731                    7.761                  32.63                               32.63                     596                  39.66
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
35.01 - 40.00                                                 20                      3,600,773                          0.74                        180,039                    7.146                  37.63                               37.63                     639                  40.77
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40.01 - 45.00                                                 25                      4,146,635                          0.85                        165,865                    7.204                  42.84                               42.84                     640                  40.97
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
45.01 - 50.00                                                 39                      7,126,747                          1.46                        182,737                    7.571                  47.79                               47.79                     604                  41.98
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50.01 - 55.00                                                 39                      7,475,366                          1.53                        191,676                    7.715                  53.22                               53.22                     579                  40.83
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
55.01 - 60.00                                                 57                     11,035,797                          2.26                        193,610                      7.7                  57.95                               57.99                     595                  41.34
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
60.01 - 65.00                                                 84                     16,654,253                          3.41                        198,265                     7.77                   63.2                               63.21                     595                  42.74
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
65.01 - 70.00                                                120                     23,419,020                          4.79                        195,159                    7.934                  67.86                               68.27                     598                  42.94
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
70.01 - 75.00                                                184                     37,604,474                          7.69                        204,372                    8.012                  73.84                               73.85                     599                   42.1
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
75.01 - 80.00                                                394                     75,950,594                         15.53                        192,768                    8.083                  79.25                               79.25                     609                  42.29
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
80.01 - 85.00                                                376                     70,930,065                         14.51                        188,644                    8.627                   84.4                               84.42                     590                  42.89
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
85.01 - 90.00                                                530                    101,698,335                          20.8                        191,884                    8.723                  89.27                               89.64                     618                  43.97
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
90.01 - 95.00                                                236                     47,892,272                          9.79                        202,933                    8.604                  93.88                               94.75                     639                  43.73
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
95.01 - 100.00                                               542                     78,042,773                         15.96                        143,990                    8.355                  90.41                               99.88                     662                  44.06
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                     2,671                    488,998,876                           100                        183,077                    8.329                  81.49                               83.19                     617                  43.09
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Original Combined LTV (%): 83.19
Minimum Original Combined LTV (%): 11.90
Maximum Original Combined LTV (%): 100.00
Standard Deviation Original Combined LTV (%): 14.60

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

10. Range of Gross Margins (%)

------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                        % of Mortgage Pool by
                                                                                      Aggregate                     Aggregate
                                                                                    Sample Pool                   Sample Pool               Avg. Sample Pool                 Weighted
                                                       Number of               Calculation Date              Calculation Date               Calculation Date            Average Gross       Weighted Average                    Weighted Average        Weighted Average       Weighted Average
Range of Gross Margins (%)                        Mortgage Loans           Principal Balance ($)            Principal Balance           Principal Balance ($)        Interest Rate (%)       Original LTV (%)           Original Combined LTV (%)             FICO Score             Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2.250 - 2.499                                                  8                      2,352,774                          0.65                        294,097                    7.105                  79.33                               80.84                     669                  46.81
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2.500 - 2.749                                                  8                      1,578,271                          0.44                        197,284                    6.866                  68.05                               68.05                     661                  43.03
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2.750 - 2.999                                                 18                      3,289,765                          0.91                        182,765                    7.038                  73.66                                78.1                     683                  42.63
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3.000 - 3.249                                                 20                      3,872,647                          1.08                        193,632                    7.161                  78.67                               80.46                     671                  43.53
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3.250 - 3.499                                                 49                     11,513,307                           3.2                        234,965                    7.128                  77.03                                80.3                     668                  41.32
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3.500 - 3.749                                                 37                      7,938,491                           2.2                        214,554                    7.139                  78.31                               81.35                     656                  43.65
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3.750 - 3.999                                                 96                     20,462,331                          5.68                        213,149                    7.029                  75.63                               80.98                     654                  43.49
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.000 - 4.249                                                 55                     11,366,639                          3.16                        206,666                     7.56                  75.12                               79.33                     628                  42.75
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.250 - 4.499                                                118                     25,091,580                          6.97                        212,641                    7.608                  79.08                               81.64                     636                  43.65
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.500 - 4.749                                                 77                     15,161,603                          4.21                        196,904                    7.729                  80.69                               83.21                     635                  43.86
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.750 - 4.999                                                189                     41,513,403                         11.52                        219,648                    7.984                  81.35                               82.92                     622                  43.29
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.000 - 5.249                                                 85                     18,209,397                          5.06                        214,228                     8.42                  81.23                               82.34                     594                   43.7
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.250 - 5.499                                                137                     29,398,500                          8.16                        214,588                    8.557                   83.8                               85.52                     596                  43.56
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.500 - 5.749                                                105                     23,033,740                          6.39                        219,369                    8.668                  83.79                               84.52                     593                  44.92
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.750 - 5.999                                                255                     50,332,865                         13.97                        197,384                    8.909                  85.19                               86.08                     600                  44.09
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.000 - 6.249                                                127                     25,143,977                          6.98                        197,984                    9.109                  87.89                               88.84                     596                  42.74
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.250 - 6.499                                                137                     23,569,672                          6.54                        172,041                    9.246                   85.7                               87.24                     578                  44.46
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.500 - 6.749                                                 80                     12,097,658                          3.36                        151,221                    9.292                  84.17                                86.1                     588                  42.35
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.750 - 6.999                                                107                     16,387,860                          4.55                        153,158                    9.508                  85.33                               88.24                     585                  43.02
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.000 - 7.249                                                 47                      6,967,492                          1.93                        148,245                    9.135                  84.45                               90.27                     609                  44.45
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.250 - 7.499                                                 40                      4,772,564                          1.32                        119,314                    9.626                  83.76                               88.79                     584                  42.53
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.500 - 7.749                                                 24                      2,936,091                          0.82                        122,337                    9.309                  86.01                               90.83                     591                  42.58
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.750 - 7.999                                                 26                      3,215,777                          0.89                        123,684                   10.027                  85.29                               87.56                     593                  42.84
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                     1,845                    360,206,404                           100                        195,234                    8.395                  82.33                               84.45                     612                  43.55
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Margin (%): 5.297
Minimum Margin (%): 2.250
Maximum Margin (%): 7.990
Standard Deviation Margin (%): 1.140

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

11. Range of Minimum Mortgage Rates (%)

------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                        % of Mortgage Pool by
                                                                                      Aggregate                     Aggregate
                                                                                    Sample Pool                   Sample Pool               Avg. Sample Pool                 Weighted
                                                       Number of               Calculation Date              Calculation Date               Calculation Date            Average Gross       Weighted Average                    Weighted Average        Weighted Average       Weighted Average
Range of Minimum Mortgage Rates (%)               Mortgage Loans           Principal Balance ($)            Principal Balance           Principal Balance ($)        Interest Rate (%)       Original LTV (%)           Original Combined LTV (%)             FICO Score             Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
less than or equal to 4.499                                   61                      9,645,686                          2.68                        158,126                    8.445                  84.25                               85.05                     659                  41.87
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.500 - 4.999                                                  4                        493,540                          0.14                        123,385                    9.634                  90.32                               90.32                     652                   37.7
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.500 - 5.999                                                 10                      2,143,605                           0.6                        214,360                    6.061                  73.98                               77.19                     713                  41.78
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.000 - 6.499                                                 31                      7,132,660                          1.98                        230,086                    6.311                  71.63                               76.59                     678                  41.95
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.500 - 6.999                                                130                     29,693,934                          8.24                        228,415                    6.833                  75.79                               81.19                     663                  43.78
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.000 - 7.499                                                145                     31,422,387                          8.72                        216,706                    7.296                   79.3                               83.74                     643                  43.85
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.500 - 7.999                                                348                     72,029,865                            20                        206,982                    7.816                  80.47                               83.34                     629                  43.76
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.000 - 8.499                                                236                     48,793,134                         13.55                        206,751                    8.279                  82.76                               85.48                     608                  43.71
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.500 - 8.999                                                363                     74,470,386                         20.67                        205,153                    8.779                  84.11                               84.74                     592                  43.95
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.000 - 9.499                                                150                     27,763,213                          7.71                        185,088                    9.278                  85.88                               86.45                     582                  43.74
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.500 - 9.999                                                222                     37,344,191                         10.37                        168,217                     9.75                     86                               86.16                     571                  43.26
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.000 - 10.499                                               65                      8,621,615                          2.39                        132,640                   10.256                  89.18                               89.39                     576                  41.14
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.500 - 10.999                                               57                      7,942,680                          2.21                        139,345                   10.703                  87.31                               87.49                     567                  43.58
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.000 - 11.499                                                9                        991,535                          0.28                        110,171                   11.216                  83.21                               84.74                     563                  40.78
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.500 - 11.999                                                9                      1,174,308                          0.33                        130,479                   11.749                  89.03                               89.03                     584                  42.79
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.000 - 12.499                                                4                        462,769                          0.13                        115,692                   12.202                   80.9                                80.9                     527                  34.35
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.500 greater than or equal to                                1                         80,895                          0.02                         80,895                    12.55                     90                                  90                     632                  47.03
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                     1,845                    360,206,404                           100                        195,234                    8.395                  82.33                               84.45                     612                  43.55
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Minimum Rate (%): 8.244
Minimum Minimum Rate (%): 2.250
Maximum Minimum Rate (%): 12.550
Standard Deviation Minimum Rate (%): 1.453

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

12. Range of Maximum Mortgage Rates (%)

------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                        % of Mortgage Pool by
                                                                                      Aggregate                     Aggregate
                                                                                    Sample Pool                   Sample Pool               Avg. Sample Pool                 Weighted
                                                       Number of               Calculation Date              Calculation Date               Calculation Date            Average Gross       Weighted Average                    Weighted Average        Weighted Average       Weighted Average
Range of Maximum Mortgage Rates (%)               Mortgage Loans           Principal Balance ($)            Principal Balance           Principal Balance ($)        Interest Rate (%)       Original LTV (%)           Original Combined LTV (%)             FICO Score             Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.500 - 11.999                                                1                        300,000                          0.08                        300,000                    6.625                     80                                  80                     643                  46.77
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.000 - 12.499                                                4                        788,637                          0.22                        197,159                    6.322                   79.8                               93.48                     641                  46.21
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.500 - 12.999                                               19                      3,731,219                          1.04                        196,380                    6.397                  77.27                               84.21                     697                  40.68
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.000 - 13.499                                               57                     12,447,593                          3.46                        218,379                     6.77                  76.22                               81.39                     659                  43.95
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.500 - 13.999                                              176                     37,142,430                         10.31                        211,037                    7.083                  77.92                               83.39                     655                  44.57
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14.000 - 14.499                                              185                     37,837,156                          10.5                        204,525                    7.565                  80.06                               84.77                     640                  43.42
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14.500 - 14.999                                              389                     78,681,381                         21.84                        202,266                        8                  81.21                               83.39                     625                  42.93
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.000 - 15.499                                              224                     46,483,065                          12.9                        207,514                    8.415                  83.27                               85.07                     607                   43.5
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.500 - 15.999                                              340                     69,864,869                          19.4                        205,485                    8.886                  84.23                               84.46                     591                  44.37
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
16.000 - 16.499                                              148                     26,735,124                          7.42                        180,643                    9.436                  85.87                               86.07                     579                  43.62
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
16.500 - 16.999                                              208                     34,493,293                          9.58                        165,833                    9.851                  85.75                                85.8                     568                  42.97
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
17.000 - 17.499                                               43                      5,308,954                          1.47                        123,464                   10.407                   87.3                               87.59                     562                  41.32
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
17.500 - 17.999                                               42                      5,545,102                          1.54                        132,026                   10.918                  86.35                               86.35                     565                  43.31
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
18.000 - 18.499                                                7                        715,732                           0.2                        102,247                   11.826                  80.25                               80.25                     527                  36.58
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
18.500 - 18.999                                                2                        131,849                          0.04                         65,924                   12.334                  88.07                               88.07                     595                  47.26
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                     1,845                    360,206,404                           100                        195,234                    8.395                  82.33                               84.45                     612                  43.55
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Maximum Rate (%): 15.203
Minimum Maximum Rate (%): 11.625
Maximum Maximum Rate (%): 18.990
Standard Deviation Maximum Rate (%): 1.108

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

13. 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                                                              3                        752,007                          0.21                        250,669                    8.153                  83.23                               83.23                     648                  48.33
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.5                                                        1,415                    289,346,883                         80.33                        204,485                    8.304                  81.39                               83.09                     611                  43.62
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2                                                              1                        296,433                          0.08                        296,433                     9.25                     90                                  90                     671                   54.8
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3                                                            424                     69,353,907                         19.25                        163,571                    8.778                  86.26                               90.16                     616                  43.16
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5                                                              2                        457,174                          0.13                        228,587                    7.227                  79.72                               79.72                     641                  42.84
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                     1,845                    360,206,404                           100                        195,234                    8.395                  82.33                               84.45                     612                  43.55
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Initial Cap (%): 1.793
Minimum Initial Cap (%): 1.000
Maximum Initial Cap (%): 5.000
Standard Deviation Initial Cap (%): 0.640

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

14. 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                                                            427                     70,105,914                         19.46                        164,182                    8.771                  86.23                               90.09                     617                  43.22
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.5                                                        1,415                    289,346,883                         80.33                        204,485                    8.304                  81.39                               83.09                     611                  43.62
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2                                                              3                        753,607                          0.21                        251,202                    8.023                  83.77                               83.77                     653                  47.55
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                     1,845                    360,206,404                           100                        195,234                    8.395                  82.33                               84.45                     612                  43.55
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Subsequent Periodic Cap (%): 1.404
Minimum Subsequent Periodic Cap (%): 1.000
Maximum Subsequent Periodic Cap (%): 2.000
Standard Deviation Subsequent Periodic Cap (%): 0.212

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

15. 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-08                                                         1                        158,370                          0.04                        158,370                     8.25                  38.96                               87.74                     716                  38.89
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
May-08                                                         1                        270,000                          0.07                        270,000                     8.99                  70.13                               70.13                     663                  36.21
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Jun-08                                                         2                        463,217                          0.13                        231,608                    7.485                  82.51                               97.49                     715                  43.12
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Jul-08                                                         8                      1,543,457                          0.43                        192,932                    9.301                  93.81                               93.81                     561                  43.93
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Aug-08                                                        39                      7,411,916                          2.06                        190,049                    9.457                  87.19                               87.19                     574                  43.03
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Sep-08                                                       109                     19,496,894                          5.41                        178,871                    9.241                  88.01                               89.61                     601                  42.76
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Oct-08                                                       213                     35,117,930                          9.75                        164,873                    8.782                   86.3                               89.54                     620                  43.07
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Nov-08                                                       162                     27,403,734                          7.61                        169,159                    8.308                   82.4                               87.43                     616                  44.25
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Dec-08                                                         6                      1,345,345                          0.37                        224,224                    8.188                   88.5                                91.5                     631                   48.3
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Feb-09                                                         1                        309,021                          0.09                        309,021                     7.75                     95                                  95                     633                  43.65
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Jul-09                                                         1                        186,570                          0.05                        186,570                    7.625                    100                                 100                     661                  44.79
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Aug-09                                                         6                      1,037,253                          0.29                        172,875                    8.876                  97.31                               97.31                     597                  46.06
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Sep-09                                                        36                      6,823,299                          1.89                        189,536                     8.59                  92.23                               93.04                     632                  41.94
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Oct-09                                                       240                     48,750,173                         13.53                        203,126                    8.546                   85.8                               86.35                     607                  44.02
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Nov-09                                                       947                    194,127,286                         53.89                        204,992                    8.228                  79.91                               82.04                     610                  43.69
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
May-11                                                         1                        258,304                          0.07                        258,304                     7.95                     70                                  70                     589                  45.37
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Aug-11                                                         6                      1,233,699                          0.34                        205,616                     8.46                  83.63                               83.63                     599                   41.4
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Sep-11                                                         3                        448,378                          0.12                        149,459                   10.514                  93.18                               93.18                     604                   43.5
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Oct-11                                                         7                      1,170,384                          0.32                        167,198                    7.852                  72.64                               73.96                     611                  48.34
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Nov-11                                                        55                     12,494,000                          3.47                        227,164                    7.337                  75.65                                76.7                     654                  41.12
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Oct-13                                                         1                        157,174                          0.04                        157,174                    8.375                   79.2                                79.2                     636                  35.35
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                     1,845                    360,206,404                           100                        195,234                    8.395                  82.33                               84.45                     612                  43.55
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Next Rate Adjustment Date: August 2009
Minimum Next Rate Adjustment Date: February 2008
Maximum Next Rate Adjustment Date: October 2013

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

16. 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
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
New York                                                     193                     49,705,290                         10.16                        257,540                    7.935                  72.56                               73.82                     616                  42.61
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Florida                                                      269                     48,584,764                          9.94                        180,613                    8.412                  80.18                               80.71                     607                  42.63
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Illinois                                                     268                     47,644,750                          9.74                        177,779                    8.648                  83.33                               86.34                     619                  44.48
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
California                                                   180                     46,441,438                           9.5                        258,008                    7.774                  76.63                               78.29                     629                  43.54
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
New Jersey                                                   137                     34,306,540                          7.02                        250,413                    8.238                  81.17                                82.7                     627                  45.15
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Arizona                                                      131                     23,554,532                          4.82                        179,806                    8.147                   82.5                                84.1                     629                  42.55
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Maryland                                                      99                     21,948,813                          4.49                        221,705                    8.254                  82.33                               84.46                     613                  44.15
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Massachusetts                                                 71                     17,640,666                          3.61                        248,460                    8.081                   80.9                               82.73                     637                  44.25
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Texas                                                        146                     16,598,872                          3.39                        113,691                    8.566                  80.04                               81.07                     602                  41.75
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Washington                                                    74                     14,562,116                          2.98                        196,785                    8.088                  81.52                               84.29                     626                  41.64
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Virginia                                                      65                     11,799,223                          2.41                        181,527                    8.592                  85.06                               86.55                     599                  43.05
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Connecticut                                                   53                     10,419,910                          2.13                        196,602                     8.31                   82.2                               84.13                     620                  43.76
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Michigan                                                      75                      9,877,063                          2.02                        131,694                    9.088                  86.95                               87.93                     598                  42.05
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Georgia                                                       63                      9,642,774                          1.97                        153,060                    8.643                  86.62                               88.73                     619                  42.55
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Oregon                                                        51                      9,475,542                          1.94                        185,795                    7.939                   80.4                               84.12                     620                  42.55
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Other                                                        796                    116,796,583                         23.88                        146,729                     8.58                  85.83                               87.47                     614                  42.36
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                     2,671                    488,998,876                           100                        183,077                    8.329                  81.49                               83.19                     617                  43.09
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------

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

17. Occupancy

------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                        % of Mortgage Pool by
                                                                                      Aggregate                     Aggregate
                                                                                    Sample Pool                   Sample Pool               Avg. Sample Pool                 Weighted
                                                       Number of               Calculation Date              Calculation Date               Calculation Date            Average Gross       Weighted Average                    Weighted Average        Weighted Average       Weighted Average
Occupancy                                         Mortgage Loans           Principal Balance ($)            Principal Balance           Principal Balance ($)        Interest Rate (%)       Original LTV (%)           Original Combined LTV (%)             FICO Score             Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Primary                                                    2,411                    443,355,555                         90.67                        183,889                    8.294                  81.34                               83.18                     612                  43.19
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Investment                                                   227                     39,137,090                             8                        172,410                     8.69                  82.43                               82.63                     675                  41.88
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Second Home                                                   33                      6,506,231                          1.33                        197,159                     8.54                  85.93                                  87                     642                  43.44
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                     2,671                    488,998,876                           100                        183,077                    8.329                  81.49                               83.19                     617                  43.09
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------

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

18. Property Type

------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                        % of Mortgage Pool by
                                                                                      Aggregate                     Aggregate
                                                                                    Sample Pool                   Sample Pool               Avg. Sample Pool                 Weighted
                                                       Number of               Calculation Date              Calculation Date               Calculation Date            Average Gross       Weighted Average                    Weighted Average        Weighted Average       Weighted Average
Property Type                                     Mortgage Loans           Principal Balance ($)            Principal Balance           Principal Balance ($)        Interest Rate (%)       Original LTV (%)           Original Combined LTV (%)             FICO Score             Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Single Family                                              1,997                    349,438,121                         71.46                        174,982                    8.372                   81.9                               83.37                     611                  42.78
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Planned Unit Development                                     233                     46,725,938                          9.56                        200,541                    8.257                  82.81                                85.4                     616                  44.13
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Condominium                                                  165                     25,147,148                          5.14                        152,407                    8.399                   82.6                               85.93                     636                  43.17
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Two-to-Four Family                                           257                     64,931,533                         13.28                        252,652                    8.124                  77.98                               79.58                     645                     44
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Modular Homes                                                  3                        373,618                          0.08                        124,539                    8.414                  76.99                               76.99                     575                   39.2
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Townhouse                                                     16                      2,382,517                          0.49                        148,907                    8.278                  80.74                               84.31                     646                  43.16
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                     2,671                    488,998,876                           100                        183,077                    8.329                  81.49                               83.19                     617                  43.09
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------

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

19. Loan Purpose

------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                        % of Mortgage Pool by
                                                                                      Aggregate                     Aggregate
                                                                                    Sample Pool                   Sample Pool               Avg. Sample Pool                 Weighted
                                                       Number of               Calculation Date              Calculation Date               Calculation Date            Average Gross       Weighted Average                    Weighted Average        Weighted Average       Weighted Average
Loan Purpose                                      Mortgage Loans           Principal Balance ($)            Principal Balance           Principal Balance ($)        Interest Rate (%)       Original LTV (%)           Original Combined LTV (%)             FICO Score             Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Refinance - Cashout                                        2,022                    398,352,329                         81.46                        197,009                    8.276                  80.19                               81.09                     610                   42.9
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Purchase                                                     576                     78,263,287                            16                        135,874                     8.61                  87.97                                93.7                     653                  44.02
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Refinance - Rate Term                                         72                     12,271,823                          2.51                        170,442                    8.243                  82.52                                84.2                     636                  43.46
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Construction/Permanent                                         1                        111,437                          0.02                        111,437                     7.64                     80                                 100                     630                  45.98
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                     2,671                    488,998,876                           100                        183,077                    8.329                  81.49                               83.19                     617                  43.09
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------

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

20. Documentation Type

------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                        % of Mortgage Pool by
                                                                                      Aggregate                     Aggregate
                                                                                    Sample Pool                   Sample Pool               Avg. Sample Pool                 Weighted
                                                       Number of               Calculation Date              Calculation Date               Calculation Date            Average Gross       Weighted Average                    Weighted Average        Weighted Average       Weighted Average
Documentation Type                                Mortgage Loans           Principal Balance ($)            Principal Balance           Principal Balance ($)        Interest Rate (%)       Original LTV (%)           Original Combined LTV (%)             FICO Score             Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Full Documentation                                         1,530                    256,870,674                         52.53                        167,889                    8.292                  82.38                                83.8                     602                   42.8
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Stated Documentation                                       1,129                    229,732,490                         46.98                        203,483                    8.375                  80.56                               82.56                     635                  43.48
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Limited Documentation                                         12                      2,395,711                          0.49                        199,643                    7.817                  75.91                               77.83                     640                  37.54
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                     2,671                    488,998,876                           100                        183,077                    8.329                  81.49                               83.19                     617                  43.09
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------

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

21. 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                                                 211                     30,774,695                          6.29                        145,852                    8.421                  78.18                               78.75                     613                  25.83
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30.01 - 35.00                                                220                     33,902,438                          6.93                        154,102                    8.204                  80.51                               81.07                     607                  32.64
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
35.01 - 40.00                                                343                     57,830,333                         11.83                        168,602                    8.379                  79.16                               80.64                     612                  37.77
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40.01 - 45.00                                                851                    157,547,890                         32.22                        185,133                    8.339                  81.95                                84.5                     629                  43.07
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
45.01 - 50.00                                                894                    177,714,917                         36.34                        198,786                    8.332                  81.74                               83.28                     611                  48.13
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50.01 - 55.00                                                149                     30,596,849                          6.26                        205,348                    8.227                  86.25                               87.32                     619                  52.69
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
55.01 greater than or equal to                                 3                        631,755                          0.13                        210,585                    7.311                  94.96                               94.96                     649                  55.46
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                     2,671                    488,998,876                           100                        183,077                    8.329                  81.49                               83.19                     617                  43.09
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-zero Weighted Average DTI: 43.09
Minimum DTI: 20.00
Maximum DTI: 56.03
Standard Deviation DTI: 7.20

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

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
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Not Available                                                  1                        143,421                          0.03                        143,421                    9.625                     60                                  60                       0                  36.26
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
500 - 519                                                    186                     31,635,749                          6.47                        170,085                    9.233                  75.63                               75.63                     509                   42.8
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
520 - 539                                                    211                     38,319,898                          7.84                        181,611                    9.012                  77.73                               77.74                     530                  42.49
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
540 - 559                                                    216                     38,149,090                           7.8                        176,616                    8.856                  77.72                               77.74                     549                  42.73
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
560 - 579                                                    191                     33,564,653                          6.86                        175,731                    8.614                  78.07                               78.29                     570                  43.35
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
580 - 599                                                    264                     47,871,735                          9.79                        181,332                    8.502                  80.76                               81.18                     590                  43.04
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
600 - 619                                                    250                     46,615,998                          9.53                        186,464                    8.355                   83.8                               84.87                     610                  42.79
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
620 - 639                                                    390                     73,516,697                         15.03                        188,504                    8.151                   84.6                               86.15                     630                  43.64
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
640 - 659                                                    325                     61,946,000                         12.67                        190,603                    8.082                  85.18                               87.67                     650                  43.32
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
660 - 679                                                    229                     40,630,189                          8.31                        177,424                    7.973                  82.07                               85.93                     669                  43.87
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
680 - 699                                                    164                     29,871,085                          6.11                        182,141                    7.819                  83.52                               87.97                     688                   42.6
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
700 - 719                                                     95                     19,204,547                          3.93                        202,153                    7.713                  83.39                               87.68                     709                  42.49
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
720 - 739                                                     47                      8,976,463                          1.84                        190,989                    7.287                  78.78                               83.17                     730                  42.48
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
740 - 759                                                     54                     10,014,974                          2.05                        185,462                    7.589                  82.45                               85.69                     749                  44.28
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
760 - 779                                                     27                      4,913,165                             1                        181,969                    7.531                  74.35                               79.34                     770                  40.97
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
780 - 799                                                     16                      2,542,565                          0.52                        158,910                    7.278                  79.39                               83.14                     790                  42.52
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
800 - 819                                                      5                      1,082,645                          0.22                        216,529                    7.421                  78.28                               83.33                     809                  42.69
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                     2,671                    488,998,876                           100                        183,077                    8.329                  81.49                               83.19                     617                  43.09
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-zero Weighted Average FICO: 617
Minimum FICO: 500
Maximum FICO: 814
Standard Deviation FICO: 65

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

23. Prepayment Penalty Term (months)

------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                        % of Mortgage Pool by
                                                                                      Aggregate                     Aggregate
                                                                                    Sample Pool                   Sample Pool               Avg. Sample Pool                 Weighted
                                                       Number of               Calculation Date              Calculation Date               Calculation Date            Average Gross       Weighted Average                    Weighted Average        Weighted Average       Weighted Average
Prepayment Penalty Term (months)                  Mortgage Loans           Principal Balance ($)            Principal Balance           Principal Balance ($)        Interest Rate (%)       Original LTV (%)           Original Combined LTV (%)             FICO Score             Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
None                                                         971                    173,857,903                         35.55                        179,050                    8.537                  82.26                               83.96                     617                  43.56
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6                                                             11                      2,623,329                          0.54                        238,484                     8.25                  78.01                               80.45                     623                     45
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12                                                           202                     52,093,686                         10.65                        257,890                    7.978                  74.59                               76.61                     627                  43.71
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
18                                                             3                        976,607                           0.2                        325,536                      8.1                  80.61                               80.61                     585                  43.41
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
24                                                           371                     61,205,229                         12.52                        164,974                    8.608                  85.11                               88.41                     613                  43.26
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30                                                             8                      1,549,377                          0.32                        193,672                    8.548                  79.55                               79.55                     598                  39.77
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
36                                                         1,105                    196,692,746                         40.22                        178,002                    8.151                  81.58                               82.71                     617                  42.46
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                     2,671                    488,998,876                           100                        183,077                    8.329                  81.49                               83.19                     617                  43.09
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------

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

24. Lien Position

------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                        % of Mortgage Pool by
                                                                                      Aggregate                     Aggregate
                                                                                    Sample Pool                   Sample Pool               Avg. Sample Pool                 Weighted
                                                       Number of               Calculation Date              Calculation Date               Calculation Date            Average Gross       Weighted Average                    Weighted Average        Weighted Average       Weighted Average
Lien Position                                     Mortgage Loans           Principal Balance ($)            Principal Balance           Principal Balance ($)        Interest Rate (%)       Original LTV (%)           Original Combined LTV (%)             FICO Score             Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1st Lien                                                   2,551                    483,420,068                         98.86                        189,502                    8.298                  81.29                                  83                     617                  43.07
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2nd Lien                                                     120                      5,578,808                          1.14                         46,490                   11.012                  99.36                               99.36                     682                  44.65
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                     2,671                    488,998,876                           100                        183,077                    8.329                  81.49                               83.19                     617                  43.09
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------

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

                    HSBC
               HASCO 2007-HE1
             Group II Mortgage

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

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

Aggregate Principal Balance: $551,764,780.65
Number of Mortgage Loans: 2,556
Average Principal Balance: $215,870.41
Aggregate Principal Balance (Fixed Rate): $147,192,467.90
Aggregate Principal Balance (Adjustable Rate): $404,572,312.75
% Fixed Rate Mortgages: 26.68%
% Adjustable Rate Mortgages: 73.32%
Weighted Average Current Mortgage Rate: 8.170%
Non-zero Weighted Average Credit Score: 635
Weighted Average Original LTV: 84.20%
Weighted Average Original Combined LTV: 88.25%
Non-zero Weighted Average Debt Ratio: 41.87
Weighted Average Stated Remaining Term: 352
Weighted Average Stated Original Term: 355
Weighted Average Months to Roll: 27
Weighted Average Margin: 5.751%
Weighted Average Initial Rate Cap: 2.297%
Weighted Average Periodic Rate Cap: 1.248%
Weighted Average Maximum Rate: 14.600%
Weighted Average Minimum Rate: 7.885%
% Second Lien: 2.42%
% Silent & Simultaneous Seconds: 21.12%
% California Loans: 21.57%

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

2. Product Type

------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                        % of Mortgage Pool by
                                                                                      Aggregate                     Aggregate
                                                                                    Sample Pool                   Sample Pool               Avg. Sample Pool                 Weighted
                                                       Number of               Calculation Date              Calculation Date               Calculation Date            Average Gross       Weighted Average                    Weighted Average        Weighted Average       Weighted Average
Product Type                                      Mortgage Loans           Principal Balance ($)            Principal Balance           Principal Balance ($)        Interest Rate (%)       Original LTV (%)           Original Combined LTV (%)             FICO Score             Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10 Year Fixed                                                  2                        138,022                          0.03                         69,011                    7.457                  32.15                               32.15                     619                  43.17
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15 Year Fixed                                                 17                      1,657,906                           0.3                         97,524                    8.763                  80.19                               80.19                     601                  31.75
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
20 Year Fixed                                                 19                      2,580,369                          0.47                        135,809                    7.749                  71.05                               71.05                     629                  32.95
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30 Year Fixed                                                553                     87,843,118                         15.92                        158,848                    8.183                   81.5                               82.88                     629                  39.17
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30 Year Fixed 5 Year Interest Only                            45                     12,602,079                          2.28                        280,046                    7.382                  77.49                               78.07                     667                  43.15
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30 Year Fixed 10 Year Interest Only                            2                      1,020,000                          0.18                        510,000                    6.984                  86.88                               86.88                     684                  44.55
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15/30 Year Fixed (Balloon)                                   141                     11,406,165                          2.07                         80,895                   10.925                  98.85                               98.85                     698                  42.68
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30/40 Year Fixed (Balloon)                                   126                     29,944,807                          5.43                        237,657                    8.099                  85.03                               85.87                     633                  43.69
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
ARM 30 Year                                                    1                        439,235                          0.08                        439,235                     8.75                     80                                  80                     643                  44.31
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2/28 ARM                                                     538                     92,534,510                         16.77                        171,997                    8.517                  82.84                               87.87                     612                  41.44
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2/28 ARM 5 Year Interest Only                                199                     59,099,532                         10.71                        296,983                    7.497                  83.75                               92.53                     662                  41.53
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2/28 ARM 10 Year Interest Only                                17                      5,047,329                          0.91                        296,902                    6.928                  83.06                               91.56                     652                  42.99
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3/27 ARM                                                     222                     50,518,013                          9.16                        227,559                    8.442                  86.68                               90.78                     635                  41.93
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3/27 ARM 5 Year Interest Only                                138                     45,143,921                          8.18                        327,130                    7.534                   87.3                               94.73                     673                  43.76
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3/27 ARM 10 Year Interest Only                                 3                      1,442,000                          0.26                        480,667                    6.263                  85.53                               90.69                     685                  43.14
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5/25 ARM                                                      39                      7,366,626                          1.34                        188,888                    8.322                  85.52                               87.25                     627                  40.59
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5/25 ARM 5 Year Interest Only                                 25                      7,142,924                          1.29                        285,717                    6.948                  79.94                               87.18                     684                  44.76
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5/25 ARM 10 Year Interest Only                                14                      2,479,000                          0.45                        177,071                    9.522                   83.6                                83.6                     682                  38.76
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7/23 ARM                                                       1                         86,265                          0.02                         86,265                   10.625                     80                                  80                     623                      0
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3/1 ARM                                                        1                        131,752                          0.02                        131,752                    8.375                  31.43                               31.43                     626                      0
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5/1 ARM 10 Year Interest Only                                  5                      2,361,500                          0.43                        472,300                    6.809                  72.97                               73.96                     654                  34.06
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7/1 ARM 7 Year Interest Only                                   1                         83,384                          0.02                         83,384                        7                     80                                  80                     644                  31.03
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30/40 Year ARM 2/28 (Balloon)                                217                     61,333,793                         11.12                        282,644                    8.371                  83.57                               86.49                     606                  43.13
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30/40 Year ARM 3/27 (Balloon)                                204                     61,790,463                          11.2                        302,894                    8.362                  87.43                               91.11                     629                   43.3
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30/40 Year ARM 5/25 (Balloon)                                 22                      5,904,547                          1.07                        268,388                    7.539                  80.98                               82.62                     629                  41.88
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30/50 Year ARM 2/28 (Balloon)                                  4                      1,667,520                           0.3                        416,880                    7.745                     75                               85.41                     620                  40.15
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                     2,556                    551,764,781                           100                        215,870                     8.17                   84.2                               88.25                     635                  41.87
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------

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

3. Range of Gross Mortgage Rates (%)

------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                        % of Mortgage Pool by
                                                                                      Aggregate                     Aggregate
                                                                                    Sample Pool                   Sample Pool               Avg. Sample Pool                 Weighted
                                                       Number of               Calculation Date              Calculation Date               Calculation Date            Average Gross       Weighted Average                    Weighted Average        Weighted Average       Weighted Average
Range of Gross Mortgage Rates (%)                 Mortgage Loans           Principal Balance ($)            Principal Balance           Principal Balance ($)        Interest Rate (%)       Original LTV (%)           Original Combined LTV (%)             FICO Score             Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.000 - 5.499                                                  2                        882,143                          0.16                        441,072                    5.316                  52.91                               52.91                     790                  48.17
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.500 - 5.999                                                 28                      8,693,854                          1.58                        310,495                    5.883                  76.37                               81.21                     683                  40.27
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.000 - 6.499                                                 77                     23,132,136                          4.19                        300,417                     6.28                  77.41                               82.57                     679                  41.64
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.500 - 6.999                                                237                     69,460,316                         12.59                        293,082                     6.82                  79.17                               86.92                     667                  41.82
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.000 - 7.499                                                229                     64,827,286                         11.75                        283,089                    7.288                  80.85                               88.45                     658                  42.11
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.500 - 7.999                                                427                    109,830,775                         19.91                        257,215                    7.775                   83.6                               87.93                     641                  41.95
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.000 - 8.499                                                273                     65,162,527                         11.81                        238,691                    8.265                  84.14                               88.66                     623                  43.43
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.500 - 8.999                                                452                     95,767,271                         17.36                        211,874                    8.766                  87.92                               89.63                     621                  41.78
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.000 - 9.499                                                241                     41,816,998                          7.58                        173,515                    9.257                  85.86                               87.54                     597                  42.54
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.500 - 9.999                                                294                     43,271,145                          7.84                        147,181                    9.774                  89.42                               89.99                     601                  40.19
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.000 - 10.499                                               75                      9,873,533                          1.79                        131,647                   10.293                  90.62                               91.08                     592                  39.26
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.500 - 10.999                                              106                      9,973,546                          1.81                         94,090                   10.757                  92.36                               92.98                     626                  40.04
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.000 - 11.499                                               23                      2,644,420                          0.48                        114,975                   11.204                   89.3                               89.46                     564                  37.08
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.500 - 11.999                                               42                      3,187,206                          0.58                         75,886                   11.812                  94.89                               94.89                     636                  41.23
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.000 - 12.499                                                7                        521,227                          0.09                         74,461                   12.288                  95.54                               95.54                     626                  42.68
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.500 - 12.999                                               18                      1,448,173                          0.26                         80,454                   12.875                   98.9                                98.9                     650                  42.59
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.000 - 13.499                                                6                        434,799                          0.08                         72,466                   13.204                    100                                 100                     617                  48.74
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.500 - 13.999                                                5                        265,444                          0.05                         53,089                   13.671                    100                                 100                     655                  43.46
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14.000 - 14.499                                               14                        571,982                           0.1                         40,856                   14.159                    100                                 100                     587                  47.25
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                     2,556                    551,764,781                           100                        215,870                     8.17                   84.2                               88.25                     635                  41.87
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Gross Mortgage Rate (%): 8.170
Minimum Gross Mortgage Rate (%): 5.300
Maximum Gross Mortgage Rate (%): 14.300
Standard Deviation Gross Mortgage Rate (%): 1.417

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

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                                              93                      3,467,660                          0.63                         37,287                   10.567                  91.83                               92.41                     641                  38.88
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50,000.01 - 100,000.00                                       556                     41,760,610                          7.57                         75,109                    9.462                  85.07                               88.49                     618                  38.09
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
100,000.01 - 150,000.00                                      460                     57,165,126                         10.36                        124,272                    8.855                   84.8                               87.58                     615                  39.59
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
150,000.01 - 200,000.00                                      325                     56,727,879                         10.28                        174,547                    8.225                  83.03                               86.99                     627                  40.53
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
200,000.01 - 250,000.00                                      276                     61,851,291                         11.21                        224,099                    8.081                  84.43                               88.87                     628                  41.65
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
250,000.01 - 300,000.00                                      232                     63,690,133                         11.54                        274,526                    7.901                  84.45                               89.45                     638                  43.99
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
300,000.01 - 350,000.00                                      160                     51,904,000                          9.41                        324,400                    7.858                  84.53                               90.08                     641                  43.46
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
350,000.01 - 400,000.00                                      115                     43,328,308                          7.85                        376,768                    7.872                  84.69                               90.22                     643                  42.92
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
400,000.01 - 450,000.00                                      112                     48,042,050                          8.71                        428,947                    8.088                  85.67                               90.06                     642                  43.89
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
450,000.01 - 500,000.00                                       98                     46,830,913                          8.49                        477,866                    7.837                  83.12                               86.41                     642                  43.62
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
500,000.01 - 550,000.00                                       45                     23,679,253                          4.29                        526,206                    7.845                  84.02                               87.16                     652                  42.41
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
550,000.01 - 600,000.00                                       41                     23,631,278                          4.28                        576,373                    7.591                  82.67                               85.46                     649                  43.63
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
600,000.01 - 650,000.00                                       21                     13,154,130                          2.38                        626,387                    7.715                  84.55                               86.94                     667                  40.97
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
650,000.01 - 700,000.00                                       10                      6,784,533                          1.23                        678,453                    7.464                  79.88                               86.84                     662                  39.75
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
700,000.01 - 750,000.00                                        5                      3,673,531                          0.67                        734,706                    8.308                  83.96                               83.96                     636                  43.84
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
750,000.01 - 800,000.00                                        3                      2,362,680                          0.43                        787,560                    7.627                  83.02                               83.02                     640                  27.52
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
850,000.01 - 900,000.00                                        2                      1,760,499                          0.32                        880,250                    8.225                  64.13                               64.13                     610                  35.16
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
950,000.01 - 1,000,000.00                                      2                      1,950,908                          0.35                        975,454                     8.02                  77.48                               77.48                     622                  20.34
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                     2,556                    551,764,781                           100                        215,870                     8.17                   84.2                               88.25                     635                  41.87
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Average Cut-off Date Principal Balance ($): 215,870.41
Minimum Cut-off Date Principal Balance ($): 14,717.23
Maximum Cut-off Date Principal Balance ($): 1,000,000.00
Standard Deviation Cut-off Date Principal Balance ($): 148,212.20

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

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                                              92                      3,417,713                          0.62                         37,149                   10.586                     92                               92.29                     641                  38.72
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50,000.01 - 100,000.00                                       556                     41,710,880                          7.56                         75,020                    9.469                  85.11                               88.56                     618                  38.11
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
100,000.01 - 150,000.00                                      459                     56,965,443                         10.32                        124,108                    8.852                  84.74                               87.53                     614                  39.58
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
150,000.01 - 200,000.00                                      327                     57,027,238                         10.34                        174,395                    8.227                  83.06                                  87                     628                  40.54
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
200,000.01 - 250,000.00                                      276                     61,851,291                         11.21                        224,099                    8.081                  84.43                               88.87                     628                  41.65
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
250,000.01 - 300,000.00                                      230                     63,101,275                         11.44                        274,353                    7.891                  84.45                               89.49                     638                  44.03
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
300,000.01 - 350,000.00                                      160                     51,854,815                           9.4                        324,093                    7.859                  84.47                               90.02                     641                  43.62
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
350,000.01 - 400,000.00                                      117                     43,966,350                          7.97                        375,781                    7.885                  84.77                               90.22                     643                   42.7
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
400,000.01 - 450,000.00                                      111                     47,592,304                          8.63                        428,759                    8.087                  85.72                               90.15                     642                  43.94
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
450,000.01 - 500,000.00                                       99                     47,280,659                          8.57                        477,582                    7.841                  83.09                               86.35                     641                  43.57
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
500,000.01 - 550,000.00                                       45                     23,679,253                          4.29                        526,206                    7.845                  84.02                               87.16                     652                  42.41
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
550,000.01 - 600,000.00                                       41                     23,631,278                          4.28                        576,373                    7.591                  82.67                               85.46                     649                  43.63
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
600,000.01 - 650,000.00                                       21                     13,154,130                          2.38                        626,387                    7.715                  84.55                               86.94                     667                  40.97
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
650,000.01 - 700,000.00                                       10                      6,784,533                          1.23                        678,453                    7.464                  79.88                               86.84                     662                  39.75
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
700,000.01 - 750,000.00                                        5                      3,673,531                          0.67                        734,706                    8.308                  83.96                               83.96                     636                  43.84
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
750,000.01 - 800,000.00                                        3                      2,362,680                          0.43                        787,560                    7.627                  83.02                               83.02                     640                  27.52
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
850,000.01 - 900,000.00                                        2                      1,760,499                          0.32                        880,250                    8.225                  64.13                               64.13                     610                  35.16
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
950,000.01 - 1,000,000.00                                      2                      1,950,908                          0.35                        975,454                     8.02                  77.48                               77.48                     622                  20.34
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                     2,556                    551,764,781                           100                        215,870                     8.17                   84.2                               88.25                     635                  41.87
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Average Orig Balance ($): 216,207.78
Minimum Orig Balance ($): 15,000.00
Maximum Orig Balance ($): 1,000,000.00
Standard Deviation Orig Balance ($): 148,393.36

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

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                                                      2                        138,022                          0.03                         69,011                    7.457                  32.15                               32.15                     619                  43.17
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
161 - 170                                                      1                         14,717                             0                         14,717                    12.25                    100                                 100                     591                  28.13
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
171 - 180                                                    157                     13,049,354                          2.37                         83,117                   10.649                  96.48                               96.48                     686                   41.4
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
231 - 240                                                     19                      2,580,369                          0.47                        135,809                    7.749                  71.05                               71.05                     629                  32.95
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
341 - 350                                                      3                        798,050                          0.14                        266,017                    6.515                  84.51                               84.51                     725                  47.45
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
351 - 360                                                  2,374                    535,184,267                            97                        225,436                    8.114                  83.98                               88.15                     634                  41.92
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                     2,556                    551,764,781                           100                        215,870                     8.17                   84.2                               88.25                     635                  41.87
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Remaining Term: 352
Minimum Remaining Term: 117
Maximum Remaining Term: 358
Standard Deviation Remaining Term: 45

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

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                                                            2                        138,022                          0.03                         69,011                    7.457                  32.15                               32.15                     619                  43.17
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
180                                                          158                     13,064,072                          2.37                         82,684                   10.651                  96.48                               96.48                     686                  41.38
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
240                                                           19                      2,580,369                          0.47                        135,809                    7.749                  71.05                               71.05                     629                  32.95
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
360                                                        2,377                    535,982,318                         97.14                        225,487                    8.112                  83.98                               88.15                     634                  41.93
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                     2,556                    551,764,781                           100                        215,870                     8.17                   84.2                               88.25                     635                  41.87
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Original Term: 355
Minimum Original Term: 120
Maximum Original Term: 360
Standard Deviation Original Term: 45

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

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                      1,829,938                          0.33                        121,996                    6.947                  24.27                               24.27                     648                  36.42
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30.01 - 35.00                                                  7                        711,987                          0.13                        101,712                    8.223                  32.67                               32.67                     620                  42.43
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
35.01 - 40.00                                                  8                      1,482,442                          0.27                        185,305                    8.235                  38.39                               38.39                     581                  37.28
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40.01 - 45.00                                                  9                      1,905,933                          0.35                        211,770                    6.667                  43.79                               43.79                     662                  39.13
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
45.01 - 50.00                                                 14                      2,686,264                          0.49                        191,876                    7.083                  48.19                               48.19                     620                  43.94
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50.01 - 55.00                                                 16                      2,662,305                          0.48                        166,394                    7.265                   52.5                                52.5                     618                  38.48
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
55.01 - 60.00                                                 31                      6,304,446                          1.14                        203,369                    7.625                  57.39                               57.49                     596                  38.47
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
60.01 - 65.00                                                 39                     11,533,245                          2.09                        295,724                    7.601                  63.29                               63.29                     609                  39.74
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
65.01 - 70.00                                                 64                     15,516,811                          2.81                        242,450                    7.613                  68.16                               69.79                     616                  40.53
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
70.01 - 75.00                                                120                     26,371,195                          4.78                        219,760                     8.08                  73.58                               74.18                     595                  42.07
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
75.01 - 80.00                                                781                    179,772,430                         32.58                        230,182                    7.722                  79.74                                91.8                     645                  42.14
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
80.01 - 85.00                                                329                     73,381,241                          13.3                        223,043                    8.188                   84.3                               84.46                     612                  43.03
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
85.01 - 90.00                                                510                    113,307,049                         20.54                        222,171                    8.341                  89.51                               89.61                     637                  41.16
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
90.01 - 95.00                                                150                     35,031,930                          6.35                        233,546                    8.771                  94.49                               94.51                     637                  41.89
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
95.01 - 100.00                                               463                     79,267,564                         14.37                        171,204                    9.057                  99.92                               99.92                     656                  42.24
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                     2,556                    551,764,781                           100                        215,870                     8.17                   84.2                               88.25                     635                  41.87
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Original LTV (%): 84.20
Minimum Original LTV (%): 12.22
Maximum Original LTV (%): 100.00
Standard Deviation Original LTV (%): 12.07

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

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                      1,829,938                          0.33                        121,996                    6.947                  24.27                               24.27                     648                  36.42
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30.01 - 35.00                                                  7                        711,987                          0.13                        101,712                    8.223                  32.67                               32.67                     620                  42.43
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
35.01 - 40.00                                                  8                      1,482,442                          0.27                        185,305                    8.235                  38.39                               38.39                     581                  37.28
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40.01 - 45.00                                                  9                      1,905,933                          0.35                        211,770                    6.667                  43.79                               43.79                     662                  39.13
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
45.01 - 50.00                                                 14                      2,686,264                          0.49                        191,876                    7.083                  48.19                               48.19                     620                  43.94
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50.01 - 55.00                                                 16                      2,662,305                          0.48                        166,394                    7.265                   52.5                                52.5                     618                  38.48
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
55.01 - 60.00                                                 30                      6,235,577                          1.13                        207,853                    7.611                  57.37                               57.37                     596                  38.43
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
60.01 - 65.00                                                 39                     11,533,245                          2.09                        295,724                    7.601                  63.29                               63.29                     609                  39.74
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
65.01 - 70.00                                                 63                     14,748,939                          2.67                        234,110                    7.623                  68.14                               68.18                     611                  40.13
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
70.01 - 75.00                                                117                     25,438,545                          4.61                        217,423                    8.104                  73.62                               73.62                     593                  41.88
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
75.01 - 80.00                                                305                     68,022,884                         12.33                        223,026                    8.051                  79.37                               79.37                     610                  40.68
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
80.01 - 85.00                                                324                     73,578,192                         13.34                        227,093                    8.175                  84.11                               84.28                     611                  42.99
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
85.01 - 90.00                                                505                    112,416,804                         20.37                        222,608                    8.337                  89.47                                89.5                     637                  41.12
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
90.01 - 95.00                                                192                     46,535,554                          8.43                        242,373                    8.451                   91.1                               94.56                     644                  41.44
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
95.01 - 100.00                                               912                    181,976,171                         32.98                        199,535                    8.204                  88.66                               99.95                     662                  42.89
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                     2,556                    551,764,781                           100                        215,870                     8.17                   84.2                               88.25                     635                  41.87
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Original Combined LTV (%): 88.25
Minimum Original Combined LTV (%): 12.22
Maximum Original Combined LTV (%): 100.00
Standard Deviation Original Combined LTV (%): 13.03

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

10. Range of Gross Margins (%)

------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                        % of Mortgage Pool by
                                                                                      Aggregate                     Aggregate
                                                                                    Sample Pool                   Sample Pool               Avg. Sample Pool                 Weighted
                                                       Number of               Calculation Date              Calculation Date               Calculation Date            Average Gross       Weighted Average                    Weighted Average        Weighted Average       Weighted Average
Range of Gross Margins (%)                        Mortgage Loans           Principal Balance ($)            Principal Balance           Principal Balance ($)        Interest Rate (%)       Original LTV (%)           Original Combined LTV (%)             FICO Score             Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2.000 - 2.249                                                  1                        158,657                          0.04                        158,657                      6.5                     80                                 100                     748                   33.6
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2.250 - 2.499                                                  3                      2,111,000                          0.52                        703,667                    6.801                  72.54                               73.64                     645                  34.46
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2.500 - 2.749                                                  6                      1,316,855                          0.33                        219,476                    6.749                  76.38                               78.83                     699                  43.37
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2.750 - 2.999                                                 10                      2,680,219                          0.66                        268,022                    7.252                   77.5                               85.27                     683                  46.24
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3.000 - 3.249                                                 19                      6,718,686                          1.66                        353,615                    7.161                   80.7                               84.61                     679                  44.13
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3.250 - 3.499                                                 49                     13,456,139                          3.33                        274,615                    7.332                  80.94                               87.35                     670                  43.46
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3.500 - 3.749                                                 27                      9,235,808                          2.28                        342,067                    7.161                  81.63                               90.75                     670                  41.12
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3.750 - 3.999                                                 59                     19,423,041                           4.8                        329,204                    7.091                  81.22                               90.83                     689                  43.43
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.000 - 4.249                                                 34                      9,037,411                          2.23                        265,806                     7.47                  83.84                               93.97                     672                  40.01
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.250 - 4.499                                                 93                     23,807,008                          5.88                        255,989                    7.785                   82.2                               88.02                     659                  41.99
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.500 - 4.749                                                 51                     15,434,262                          3.81                        302,633                    7.681                  85.07                               90.41                     654                  42.02
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.750 - 4.999                                                 93                     27,807,972                          6.87                        299,010                    7.598                  87.04                               91.74                     653                  43.75
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.000 - 5.249                                                 33                      9,417,073                          2.33                        285,366                    7.626                  86.58                               92.34                     631                  44.02
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.250 - 5.499                                                 79                     21,007,124                          5.19                        265,913                    8.077                  88.61                               92.21                     629                  42.63
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.500 - 5.749                                                 84                     23,212,385                          5.74                        276,338                    8.164                  86.09                               89.52                     639                  42.03
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.750 - 5.999                                                158                     41,254,529                          10.2                        261,105                    8.252                  89.17                               93.71                     638                  42.84
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.000 - 6.249                                                 97                     24,541,006                          6.07                        253,000                    8.073                  83.26                               88.46                     621                  42.91
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.250 - 6.499                                                 86                     22,876,474                          5.65                        266,006                    8.012                  85.08                               91.11                     629                  43.45
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.500 - 6.749                                                 81                     21,102,536                          5.22                        260,525                    8.231                  84.96                               88.49                     624                  40.43
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.750 - 6.999                                                133                     30,812,263                          7.62                        231,671                    8.621                  86.61                               91.84                     616                  40.47
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.000 - 7.249                                                 65                     13,123,850                          3.24                        201,905                    8.342                  82.27                               88.33                     610                  43.56
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.250 - 7.499                                                 77                     15,711,635                          3.88                        204,047                     8.88                  84.07                               88.82                     605                  44.15
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.500 - 7.749                                                 77                     14,092,439                          3.48                        183,019                    9.043                     84                               87.89                     597                  40.71
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.750 - 7.999                                                 68                     11,792,351                          2.91                        173,417                    9.131                  82.12                               85.62                     585                  40.84
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.000 - 8.249                                                147                     20,843,990                          5.15                        141,796                    9.493                   81.7                               84.93                     580                  41.58
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.250 - 8.499                                                  8                      2,316,094                          0.57                        289,512                    9.387                  80.35                                80.9                     576                   45.8
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.500 - 8.749                                                  3                        350,148                          0.09                        116,716                   10.265                  84.88                               90.24                     574                  43.59
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.750 - 8.999                                                  6                        655,663                          0.16                        109,277                   10.164                  88.18                               92.57                     591                  41.53
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.000 - 9.249                                                  1                         50,334                          0.01                         50,334                    10.09                     80                                 100                     650                  45.63
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.500 - 9.749                                                  2                        121,957                          0.03                         60,978                   10.615                  77.52                               77.52                     540                  25.63
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.750 - 9.999                                                  1                        103,403                          0.03                        103,403                    12.95                     90                                  90                     516                  28.12
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                     1,651                    404,572,313                           100                        245,047                    8.123                  84.64                               89.77                     634                  42.34
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Margin (%): 5.751
Minimum Margin (%): 2.125
Maximum Margin (%): 9.950
Standard Deviation Margin (%): 1.438

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

11. Range of Minimum Mortgage Rates (%)

------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                        % of Mortgage Pool by
                                                                                      Aggregate                     Aggregate
                                                                                    Sample Pool                   Sample Pool               Avg. Sample Pool                 Weighted
                                                       Number of               Calculation Date              Calculation Date               Calculation Date            Average Gross       Weighted Average                    Weighted Average        Weighted Average       Weighted Average
Range of Minimum Mortgage Rates (%)               Mortgage Loans           Principal Balance ($)            Principal Balance           Principal Balance ($)        Interest Rate (%)       Original LTV (%)           Original Combined LTV (%)             FICO Score             Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
less than or equal to 4.499                                   89                     17,218,281                          4.26                        193,464                    8.301                  83.68                               84.13                     666                  37.59
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
4.500 - 4.999                                                 11                      1,381,441                          0.34                        125,586                    9.872                     90                                  90                     674                  40.61
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5.500 - 5.999                                                 20                      6,877,912                           1.7                        343,896                    6.256                  83.95                               90.94                     681                  42.88
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.000 - 6.499                                                 43                     12,607,031                          3.12                        293,187                    6.311                  81.75                                90.7                     678                  43.92
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
6.500 - 6.999                                                154                     49,255,461                         12.17                        319,841                    6.833                  80.95                               90.89                     669                  43.33
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.000 - 7.499                                                170                     50,772,041                         12.55                        298,659                    7.295                  81.52                               90.49                     661                  42.32
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
7.500 - 7.999                                                294                     82,026,652                         20.27                        279,002                    7.772                  84.22                               89.59                     641                  41.99
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.000 - 8.499                                                188                     48,288,969                         11.94                        256,856                    8.276                  85.39                               91.08                     622                  44.27
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
8.500 - 8.999                                                261                     63,243,961                         15.63                        242,314                    8.777                  87.65                               90.12                     616                  42.17
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.000 - 9.499                                                155                     29,367,558                          7.26                        189,468                    9.262                  84.43                               86.58                     588                  43.28
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
9.500 - 9.999                                                169                     30,395,645                          7.51                        179,856                    9.763                  89.31                               89.95                     592                  40.85
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.000 - 10.499                                               44                      6,997,612                          1.73                        159,037                    10.29                  89.52                               90.17                     574                  38.89
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
10.500 - 10.999                                               30                      3,585,551                          0.89                        119,518                   10.629                  90.03                               91.71                     591                  39.13
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.000 - 11.499                                               13                      1,768,398                          0.44                        136,031                    11.18                  87.86                                88.1                     547                  36.11
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.500 - 11.999                                                7                        535,545                          0.13                         76,506                   11.741                  88.02                               88.02                     551                  31.74
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.000 - 12.499                                                2                        146,853                          0.04                         73,426                   12.004                  84.18                               84.18                     536                  37.47
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.500 greater than or equal to                                1                        103,403                          0.03                        103,403                    12.95                     90                                  90                     516                  28.12
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                     1,651                    404,572,313                           100                        245,047                    8.123                  84.64                               89.77                     634                  42.34
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Minimum Rate (%): 7.885
Minimum Minimum Rate (%): 2.125
Maximum Minimum Rate (%): 12.950
Standard Deviation Minimum Rate (%): 1.581

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

12. Range of Maximum Mortgage Rates (%)

------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                        % of Mortgage Pool by
                                                                                      Aggregate                     Aggregate
                                                                                    Sample Pool                   Sample Pool               Avg. Sample Pool                 Weighted
                                                       Number of               Calculation Date              Calculation Date               Calculation Date            Average Gross       Weighted Average                    Weighted Average        Weighted Average       Weighted Average
Range of Maximum Mortgage Rates (%)               Mortgage Loans           Principal Balance ($)            Principal Balance           Principal Balance ($)        Interest Rate (%)       Original LTV (%)           Original Combined LTV (%)             FICO Score             Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.000 - 11.499                                                1                      1,000,000                          0.25                      1,000,000                    6.375                  65.57                               65.57                     648                  27.09
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
11.500 - 11.999                                               16                      5,352,121                          1.32                        334,508                    5.939                  84.17                               90.72                     677                  41.58
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.000 - 12.499                                               33                      9,860,202                          2.44                        298,794                    6.396                   83.2                               88.88                     659                  42.86
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
12.500 - 12.999                                               73                     19,969,935                          4.94                        273,561                    6.822                  82.56                               92.73                     653                  42.91
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.000 - 13.499                                              110                     30,557,625                          7.55                        277,797                    7.147                  81.41                               90.51                     657                  43.03
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
13.500 - 13.999                                              249                     71,223,173                          17.6                        286,037                    7.391                  81.53                               88.65                     654                  42.23
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14.000 - 14.499                                              209                     56,777,381                         14.03                        271,662                     7.81                  81.24                               88.94                     642                  43.29
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
14.500 - 14.999                                              312                     75,760,527                         18.73                        242,822                    8.229                  85.09                               89.34                     633                  42.18
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.000 - 15.499                                              193                     40,587,960                         10.03                        210,300                     8.77                  86.36                               90.15                     613                  43.08
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
15.500 - 15.999                                              222                     50,920,947                         12.59                        229,374                    9.025                  89.41                               90.61                     619                   42.1
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
16.000 - 16.499                                               73                     13,957,252                          3.45                        191,195                    9.469                  88.49                               89.33                     592                  42.75
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
16.500 - 16.999                                              105                     19,853,004                          4.91                        189,076                    9.852                  91.43                               92.06                     599                  40.12
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
17.000 - 17.499                                               24                      4,473,270                          1.11                        186,386                   10.472                  91.95                               92.04                     563                  41.24
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
17.500 - 17.999                                               15                      2,464,646                          0.61                        164,310                   10.667                  92.46                               92.46                     601                  39.61
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
18.000 - 18.499                                                9                      1,242,154                          0.31                        138,017                   11.238                   85.6                                85.6                     549                  33.37
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
18.500 - 18.999                                                5                        383,186                          0.09                         76,637                   11.762                  88.04                               88.04                     556                  28.05
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
19.000 - 19.499                                                1                         85,526                          0.02                         85,526                       12                     80                                  80                     521                  38.55
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
19.500 greater than or equal to                                1                        103,403                          0.03                        103,403                    12.95                     90                                  90                     516                  28.12
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                     1,651                    404,572,313                           100                        245,047                    8.123                  84.64                               89.77                     634                  42.34
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Maximum Rate (%): 14.600
Minimum Maximum Rate (%): 11.375
Maximum Maximum Rate (%): 19.950
Standard Deviation Maximum Rate (%): 1.241

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

13. 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                                                              3                        784,402                          0.19                        261,467                    8.819                  82.18                               82.18                     621                  41.01
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.5                                                          681                    195,276,515                         48.27                        286,750                    8.149                  86.52                               91.39                     644                  42.59
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2                                                              2                        485,963                          0.12                        242,982                    8.539                  55.64                               55.64                     566                   48.8
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3                                                            941                    202,669,038                         50.09                        215,376                    8.091                  83.06                                88.6                     623                  42.24
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
3.25                                                           1                        103,335                          0.03                        103,335                     9.69                     90                                  90                     585                  40.21
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
5                                                             23                      5,253,059                           1.3                        228,394                    8.208                  78.44                               79.18                     667                   36.4
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                     1,651                    404,572,313                           100                        245,047                    8.123                  84.64                               89.77                     634                  42.34
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Initial Cap (%): 2.297
Minimum Initial Cap (%): 1.000
Maximum Initial Cap (%): 5.000
Standard Deviation Initial Cap (%): 0.799

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

14. 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                                                            962                    206,364,951                         51.01                        214,517                    8.113                  83.06                               88.51                     624                  42.19
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
1.5                                                          682                    195,630,726                         48.35                        286,849                     8.15                  86.48                               91.34                     644                   42.6
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
2                                                              7                      2,576,636                          0.64                        368,091                    6.895                  71.08                               71.98                     652                  33.96
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                     1,651                    404,572,313                           100                        245,047                    8.123                  84.64                               89.77                     634                  42.34
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Subsequent Periodic Cap (%): 1.248
Minimum Subsequent Periodic Cap (%): 1.000
Maximum Subsequent Periodic Cap (%): 2.000
Standard Deviation Subsequent Periodic Cap (%): 0.251

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

15. 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
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
May-07                                                         1                        439,235                          0.11                        439,235                     8.75                     80                                  80                     643                  44.31
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Feb-08                                                         1                         58,643                          0.01                         58,643                    7.875                     90                                  90                     743                      0
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
May-08                                                         1                         80,462                          0.02                         80,462                    10.67                     95                                  95                     552                  29.38
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Jun-08                                                         1                         63,284                          0.02                         63,284                     9.25                     95                                  95                     672                      0
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Jul-08                                                         7                        997,082                          0.25                        142,440                     8.87                  88.11                               96.51                     596                  43.54
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Aug-08                                                        21                      6,631,257                          1.64                        315,774                    8.622                  86.36                               91.84                     608                  43.43
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Sep-08                                                        67                     19,624,599                          4.85                        292,904                    8.547                  82.57                                85.7                     620                  38.83
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Oct-08                                                       369                     72,795,393                         17.99                        197,277                    8.313                  83.79                               90.01                     623                  42.79
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Nov-08                                                       465                    110,964,076                         27.43                        238,632                    8.005                   82.9                               88.06                     629                  42.11
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Dec-08                                                        44                      9,104,317                          2.25                        206,916                    7.407                  81.37                               91.59                     631                  39.76
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Feb-09                                                         1                        102,979                          0.03                        102,979                    7.375                  73.24                               73.24                     648                      0
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Jul-09                                                         1                         72,763                          0.02                         72,763                      9.9                    100                                 100                     584                  29.69
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Aug-09                                                         6                      1,641,464                          0.41                        273,577                    8.701                  97.01                               97.01                     666                  43.63
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Sep-09                                                        32                      8,709,018                          2.15                        272,157                    8.742                  94.33                               97.36                     643                  40.62
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Oct-09                                                       158                     42,777,163                         10.57                        270,742                    8.492                  93.01                               94.85                     645                  42.64
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Nov-09                                                       366                    103,501,335                         25.58                        282,791                    7.964                  83.86                               90.36                     642                  43.35
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Dec-09                                                         3                      1,584,999                          0.39                        528,333                    6.293                  89.06                               89.06                     708                  40.85
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Aug-11                                                         4                      1,909,863                          0.47                        477,466                    6.825                  72.44                               76.36                     651                  34.59
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Sep-11                                                        20                      3,629,803                           0.9                        181,490                    8.592                  86.75                                87.4                     675                   39.4
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Oct-11                                                        12                      2,559,677                          0.63                        213,306                    8.333                  91.86                               91.86                     632                  42.97
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Nov-11                                                        69                     17,155,253                          4.24                        248,627                    7.554                  79.88                               83.76                     650                  42.22
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Sep-13                                                         1                         83,384                          0.02                         83,384                        7                     80                                  80                     644                  31.03
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Oct-13                                                         1                         86,265                          0.02                         86,265                   10.625                     80                                  80                     623                      0
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                     1,651                    404,572,313                           100                        245,047                    8.123                  84.64                               89.77                     634                  42.34
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Weighted Average Next Rate Adjustment Date: May 2009
Minimum Next Rate Adjustment Date: May 2007
Maximum Next Rate Adjustment Date: October 2013

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

16. 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                                                   373                    118,989,628                         21.57                        319,007                    7.725                   82.9                               87.96                     653                  43.39
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Florida                                                      252                     54,967,259                          9.96                        218,124                     8.18                  84.36                               87.19                     633                  41.42
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
New York                                                     116                     35,167,080                          6.37                        303,164                    8.014                   80.7                               86.26                     646                  43.23
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Illinois                                                     133                     29,510,049                          5.35                        221,880                    8.427                  84.52                               89.62                     638                  41.75
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
New Jersey                                                    77                     26,711,093                          4.84                        346,897                    8.304                  85.37                               87.73                     640                  43.64
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Ohio                                                         168                     24,170,838                          4.38                        143,874                     8.46                  88.13                               90.98                     613                  40.99
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Arizona                                                       79                     19,188,980                          3.48                        242,898                    7.911                   83.7                               86.23                     642                  40.93
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Pennsylvania                                                 115                     17,273,252                          3.13                        150,202                    8.331                  82.72                               85.88                     609                  40.08
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Washington                                                    62                     16,893,667                          3.06                        272,478                    7.748                  85.11                               89.57                     643                  42.97
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Virginia                                                      67                     16,191,490                          2.93                        241,664                    8.265                  83.32                               85.93                     617                  42.86
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Maryland                                                      55                     16,034,472                          2.91                        291,536                    7.943                  86.82                               89.12                     632                  44.51
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Texas                                                        115                     15,599,857                          2.83                        135,651                    8.715                  87.93                               91.75                     627                  39.76
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Georgia                                                       87                     15,273,107                          2.77                        175,553                    8.938                  88.65                               91.74                     632                  41.95
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Massachusetts                                                 37                     10,726,545                          1.94                        289,907                    8.303                  83.06                                89.5                     661                  41.33
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Missouri                                                      78                     10,372,250                          1.88                        132,978                    8.523                  85.62                               88.22                     604                  40.71
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Other                                                        742                    124,695,214                          22.6                        168,053                    8.378                  84.19                               88.49                     625                  40.23
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                     2,556                    551,764,781                           100                        215,870                     8.17                   84.2                               88.25                     635                  41.87
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------

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

17. Occupancy

------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                        % of Mortgage Pool by
                                                                                      Aggregate                     Aggregate
                                                                                    Sample Pool                   Sample Pool               Avg. Sample Pool                 Weighted
                                                       Number of               Calculation Date              Calculation Date               Calculation Date            Average Gross       Weighted Average                    Weighted Average        Weighted Average       Weighted Average
Occupancy                                         Mortgage Loans           Principal Balance ($)            Principal Balance           Principal Balance ($)        Interest Rate (%)       Original LTV (%)           Original Combined LTV (%)             FICO Score             Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Primary                                                    2,363                    521,657,172                         94.54                        220,761                    8.147                  84.36                               88.64                     633                  42.15
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Investment                                                   177                     25,249,195                          4.58                        142,651                    8.621                  81.89                               81.92                     672                  36.62
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Second Home                                                   16                      4,858,413                          0.88                        303,651                    8.306                  79.08                               79.08                     635                  34.62
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                     2,556                    551,764,781                           100                        215,870                     8.17                   84.2                               88.25                     635                  41.87
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------

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

18. Property Type

------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                        % of Mortgage Pool by
                                                                                      Aggregate                     Aggregate
                                                                                    Sample Pool                   Sample Pool               Avg. Sample Pool                 Weighted
                                                       Number of               Calculation Date              Calculation Date               Calculation Date            Average Gross       Weighted Average                    Weighted Average        Weighted Average       Weighted Average
Property Type                                     Mortgage Loans           Principal Balance ($)            Principal Balance           Principal Balance ($)        Interest Rate (%)       Original LTV (%)           Original Combined LTV (%)             FICO Score             Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Single Family                                              1,928                    397,006,686                         71.95                        205,916                    8.197                  84.33                               88.08                     631                  41.68
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Planned Unit Development                                     293                     77,138,520                         13.98                        263,271                    7.966                  84.41                                  89                     638                  42.25
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Condominium                                                  144                     31,974,547                          5.79                        222,045                    8.144                   84.3                               89.46                     644                  42.51
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Two-to-Four Family                                           175                     42,340,615                          7.67                        241,946                    8.324                  82.91                               88.02                     658                  42.84
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Townhouse                                                     15                      2,654,412                          0.48                        176,961                    7.764                  83.22                               85.05                     626                  38.58
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Condotel                                                       1                        650,000                          0.12                        650,000                    8.875                  68.68                               68.68                     712                  36.05
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                     2,556                    551,764,781                           100                        215,870                     8.17                   84.2                               88.25                     635                  41.87
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------

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

19. Loan Purpose

------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                        % of Mortgage Pool by
                                                                                      Aggregate                     Aggregate
                                                                                    Sample Pool                   Sample Pool               Avg. Sample Pool                 Weighted
                                                       Number of               Calculation Date              Calculation Date               Calculation Date            Average Gross       Weighted Average                    Weighted Average        Weighted Average       Weighted Average
Loan Purpose                                      Mortgage Loans           Principal Balance ($)            Principal Balance           Principal Balance ($)        Interest Rate (%)       Original LTV (%)           Original Combined LTV (%)             FICO Score             Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Refinance - Cashout                                        1,280                    303,434,136                         54.99                        237,058                    8.025                  82.09                               83.47                     623                  41.59
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Purchase                                                   1,058                    208,135,187                         37.72                        196,725                    8.412                  87.61                               95.43                     655                  42.19
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Refinance - Rate Term                                        217                     39,807,958                          7.21                        183,447                    8.022                  82.52                               87.24                     621                  42.31
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Construction/Permanent                                         1                        387,499                          0.07                        387,499                    7.275                  81.58                               81.58                     654                  46.44
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                     2,556                    551,764,781                           100                        215,870                     8.17                   84.2                               88.25                     635                  41.87
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------

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

20. Documentation Type

------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                        % of Mortgage Pool by
                                                                                      Aggregate                     Aggregate
                                                                                    Sample Pool                   Sample Pool               Avg. Sample Pool                 Weighted
                                                       Number of               Calculation Date              Calculation Date               Calculation Date            Average Gross       Weighted Average                    Weighted Average        Weighted Average       Weighted Average
Documentation Type                                Mortgage Loans           Principal Balance ($)            Principal Balance           Principal Balance ($)        Interest Rate (%)       Original LTV (%)           Original Combined LTV (%)             FICO Score             Debt Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Full Documentation                                         1,463                    285,689,327                         51.78                        195,276                     8.04                  84.33                               88.05                     619                  40.92
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Stated Documentation                                         933                    236,057,803                         42.78                        253,009                    8.295                  83.61                               88.46                     652                  43.11
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Limited Documentation                                         14                      4,265,518                          0.77                        304,680                    7.389                  83.47                               88.62                     646                  40.14
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
No Documentation                                              46                      7,245,979                          1.31                        157,521                    8.663                  86.92                               87.23                     665                  36.93
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
No Ratio                                                     100                     18,506,154                          3.35                        185,062                    8.579                  88.84                               88.88                     655                      0
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                     2,556                    551,764,781                           100                        215,870                     8.17                   84.2                               88.25                     635                  41.87
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------

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

21. 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
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Not Available                                                137                     24,396,140                          4.42                        178,074                    8.584                  87.83                               87.86                     659                      0
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
0.01 - 30.00                                                 319                     52,545,805                          9.52                        164,720                    8.208                  82.28                                  85                     623                  21.05
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
30.01 - 35.00                                                190                     35,308,188                           6.4                        185,833                    8.032                  81.33                               83.94                     620                  32.29
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
35.01 - 40.00                                                309                     60,423,812                         10.95                        195,546                    8.321                  83.74                                87.4                     625                  37.81
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
40.01 - 45.00                                                771                    177,008,223                         32.08                        229,583                    8.184                  85.67                               90.81                     652                  43.13
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
45.01 - 50.00                                                658                    158,828,420                         28.79                        241,381                    8.126                  83.57                               87.84                     627                  48.06
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
50.01 - 55.00                                                172                     43,254,193                          7.84                        251,478                    7.896                  83.82                               88.16                     621                  52.85
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                     2,556                    551,764,781                           100                        215,870                     8.17                   84.2                               88.25                     635                  41.87
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-zero Weighted Average DTI: 41.87
Minimum DTI: 2.80
Maximum DTI: 55.00
Standard Deviation DTI: 12.92

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

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                                                     76                     13,382,884                          2.43                        176,091                    9.331                  77.22                               77.39                     509                  39.63
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
520 - 539                                                    115                     20,272,218                          3.67                        176,280                    9.076                  77.67                               77.78                     529                   41.5
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
540 - 559                                                    159                     27,292,076                          4.95                        171,648                    9.168                  80.02                               80.16                     548                  41.93
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
560 - 579                                                    166                     27,967,677                          5.07                        168,480                    8.781                   80.3                               80.68                     570                  40.92
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
580 - 599                                                    275                     49,891,494                          9.04                        181,424                     8.76                  85.65                               86.54                     589                  43.03
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
600 - 619                                                    280                     61,062,159                         11.07                        218,079                    8.232                  83.85                               86.12                     608                  41.71
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
620 - 639                                                    376                     83,285,337                         15.09                        221,504                    7.978                     85                               89.81                     628                  41.65
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
640 - 659                                                    405                     97,447,510                         17.66                        240,611                    7.935                  85.72                               90.96                     648                  41.34
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
660 - 679                                                    239                     57,750,443                         10.47                        241,634                    7.942                  86.08                               92.26                     669                  41.85
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
680 - 699                                                    181                     43,560,598                          7.89                        240,666                    7.847                  84.92                               92.22                     688                  43.52
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
700 - 719                                                    111                     28,019,273                          5.08                        252,426                    7.555                  85.21                               90.84                     708                  40.78
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
720 - 739                                                     68                     14,936,125                          2.71                        219,649                    7.602                  84.65                                91.7                     729                  42.62
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
740 - 759                                                     48                     12,786,327                          2.32                        266,382                    7.388                     86                               93.33                     749                  42.67
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
760 - 779                                                     35                      8,343,825                          1.51                        238,395                    7.497                  85.19                                90.3                     770                  44.08
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
780 - 799                                                     11                      2,965,301                          0.54                        269,573                    7.892                  84.13                               93.78                     788                  39.63
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
800 - 819                                                     11                      2,801,532                          0.51                        254,685                    7.058                  76.61                               82.84                     808                  45.71
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Total:                                                     2,556                    551,764,781                           100                        215,870                     8.17                   84.2                               88.25                     635                  41.87
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Non-zero Weighted Average FICO: 635
Minimum FICO: 500
Maximum FICO: 816
Standard Deviation FICO: 59

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

23. Prepayment Penalty Term (months)

------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
                                                                                                        % of Mortgage Pool by
                                                                                      Aggregate                     Aggregate
                                                                                    Sample Pool                   Sample Pool               Avg. Sample Pool                 Weighted
                                                       Number of               Calculation Date              Calculation Date               Calculation Date            Average Gross       Weighted Average                    Weighted Average        Weighted Average       Weighted Average
Prepayment Penalty Term (months)                  Mortgage Loans           Principal Balance ($)            Principal Balance           Principal Balance ($)        Interest Rate (%)       Original LTV (%)           Original Combined LTV (%)             FICO Score             Debt Ratio
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None                                                         529                    111,075,255                         20.13                        209,972                    8.628                  84.99                               88.84                     640                  42.02
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6                                                              3                        669,515                          0.12                        223,172                    8.675                  92.59                                 100                     676                  44.12
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12                                                           137                     45,937,605                          8.33                        335,311                    7.947                  80.67                                87.8                     649                  43.34
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18                                                             2                        993,840                          0.18                        496,920                    8.299                  94.43                                 100                     646                  44.56
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24                                                           735                    156,814,854                         28.42                        213,354                    8.029                  83.21                               89.06                     625                  41.94
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30                                                             1                         49,912                          0.01                         49,912                    8.999                  59.52                               59.52                     518                  10.81
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36                                                           585                    142,738,641                         25.87                        243,998                    8.075                  87.71                               91.24                     649                  41.83
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42                                                            10                      1,699,562                          0.31                        169,956                    8.986                  81.09                               83.01                     603                  43.07
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48                                                            12                      2,863,884                          0.52                        238,657                    7.869                   83.2                                83.2                     594                   40.7
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54                                                             1                        158,409                          0.03                        158,409                    9.399                  84.76                               84.76                     593                  47.82
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60                                                           541                     88,763,304                         16.09                        164,073                    8.101                   81.1                               81.56                     619                  40.88
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Total:                                                     2,556                    551,764,781                           100                        215,870                     8.17                   84.2                               88.25                     635                  41.87
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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                                                   2,364                    538,429,858                         97.58                        227,762                    8.095                  83.83                               87.97                     634                  41.84
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2nd Lien                                                     192                     13,334,922                          2.42                         69,453                   11.211                  99.43                               99.43                     681                  43.39
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Total:                                                     2,556                    551,764,781                           100                        215,870                     8.17                   84.2                               88.25                     635                  41.87
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